Claim 23 | Cover ID 1375 | ExtraFi Protocol Cover (OpenCover)

Claim 23 | Cover ID 1375 | ExtraFi Protocol Cover (OpenCover)

  • Claim Request: 47,150.79 USDC
  • Total Cover Amount: 361,001.03 USDC
  • Cover Period: 10 October 2024 to 9 November 2024
  • Reported Date of Loss in Claim Submission: 9 October 2024
  • Assessment Period: 13 December until 16 December 2024

Overview

On 13 December 2024, a claim was filed for the ExtraFi listing under the Protocol Cover product type.

In the incident details for this claim, the claimant (OpenCover) shared the incident details on behalf of one of their users. The OpenCover user cited Clause 1.1.2 (“a Sudden and Severe Economic Event”), specifically “oracle manipulation” as noted in the incident details.


Excerpt taken from the Protocol Cover wording document. See the complete Protocol Cover wording for the full terms and conditions.


Excerpt taken from the Protocol Cover wording document. See the complete Protocol Cover wording for the full terms and conditions.

Incident Details

The following details were provided in the claim submission, which can be reviewed in the Nexus Mutual UI: Nexus Mutual

This claim is for $47,150.79 following a severe and sudden economic event on ExtraFi’s OVN lending pool. The loss was computed as $55,623.79, the value of the position on ExtraFi on October 9th before the incident, minus $5,991.37, the value of the position after the incident when residual value stabilized.

Onchain deposits to ExtraFi: https://basescan.org/address/0xbb505c54d71e9e599cb8435b4f0ceec05fc71cbd?fadd=0x9346A7b6244D56447F52aFFcbEbFD22456FDd588&mtd=0x594d81e5~Deposit+And+Stake (Breakdown: Total Deposited: $55,623.79. Recovered Value: $5,991.37; Net Loss Amount: $49,632.42 before deductible).

The incident linked to the loss has been publicly acknowledged by the Overnight team on October 18 as caused by recent modifications to the tokenomics structure which created the unforeseen sudden and severe economic event: https://overnightdefi.medium.com/overnight-finance-ama-recap-new-strategies-ovn-utility-and-future-plans-90bf9cb6fec4

The sudden systemic change was also later confirmed by a letter from Overnight’s CEO outlining the interplay of tokenomics, liquidity and OVN pools on Aerodrome: https://overnightdefi.medium.com/from-dusk-till-dawn-overnights-path-forward-62a55d508f52.

This incident is thus functionally equivalent to oracle manipulation and covered under clause 3.5 of the cover terms which excludes “losses resulting from movements in the market price of assets used in, or relied upon, by the Designated Protocol except for any losses caused by asset price movements where the price movement meets the definition of oracle manipulation under clause 1.1.2 (Sudden and Severe Economic Event).” https://api.nexusmutual.io/ipfs/QmdunFJm4A5CUW1ynM7bevsGt6UzQfw6K4ysKqvsqpjWCQ

Assessment

Members who stake NXM and act as claim assessors can discuss the claim submission in this thread. The claimant and other members can also participate in this discussion.

Learn more about Claim Assessment in the Nexus Mutual documentation.

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I’ve reviewed the incident details and onchain record for Claim 23, and I wanted to provide my personal opinion on the validity of this claim submission.

This user held ExtraFi Protocol Cover, which protects against a loss of funds due to a smart contract hack/exploit, oracle manipulation or failure, severe liquidation failures where liquidation processes of the Designated Protocol clearly fail to operate correctly, or governance takeovers where a malicious actor forces through a malicious upgrade to a Designated Protocol smart contract. For the full wording, see the excerpts above and the full cover wording.

Looking at the onchain record for the affected address provided in the incident details, I can see this user began lending OVN in ExtraFi from 2024/09/12 9:54:59 until 2024/11/06. On 2024/11/06, this user withdrew their OVN and proceeded to sell 1,303.0614 OVN for 5,917.68 on Aerodrome.

In total, this user staked 1258.2427 OVN in the ExtraFi OVN lending market. On 2024/11/06, this user withdrew 1,303.0614 OVN (principal + interest) and traded that OVN for 5,917.68 USDC. Based on this, it’s clear to me that this user did not suffer a loss of funds, as they were able to withdraw both their principal and interest from ExtraFi without issue.

The loss this user incurred was a loss of value, and not a loss of funds, due to the OVN token dropping in price. Clause 3.5 of the Protocol Cover wording excludes:

any events or losses resulting from movements in the market price of assets used in, or relied upon, by the Designated Protocol except for any losses caused by asset price movements where the price movement meets the denition of oracle manipulation under clause 1.1.2 (Sudden and Severe Economic Event).

Based on this, I looked into the oracles that ExtraFi uses for their OVN lending market. ExtraFi uses a 30-minute TWAP price for pools, with a backup Chainlink oracle price feed where available. For the OVN/USD+ pool, there is a 30-minute TWAP price oracle used to fetch the OVN price and there is no Chainlink oracle available for OVN. On 9 October (the date of the claimed loss), leverage farmers in the OVN/USD+ pool were liquidated when the price of OVN dropped below $44 per OVN. The 30-minute TWAP would have prevented any oracle manipulation from occurring and no resulting loss of funds occurred within the ExtraFi protocol after liquidations in this pool ceased.

Due to the nature of ExtraFi, OVN lenders are allowing leverage traders to borrow their OVN and USD+ to farm yield. However, leverage traders need to manage the health of their position or face liquidation. Because a large amount of farmers in the OVN/USD+ pool were using leverage with liquidation triggers in the range of $44 down to $38, those positions were liquidated. This forced selling led to a liquidation cascade that impacted the price of OVN.

To be clear: no bad debt was accrued in ExtraFi when this happened. The ExtraFi protocol liquidated positions without issue and the protocol operated normally. No users suffered a loss of funds.

The links to the Overnight Medium page did not highlight any information that would indicate this event was due to oracle manipulation.

However, ExtraFi Protocol Cover does not offer any protection for smart contracts outside of the ExtraFi protocol. Overnight Finance is its own protocol with separate smart contracts. No covered event occurred on Overnight or Aerodrome either based on the onchain evidence.

Given the evidence provided does not point to any loss of funds or any oracle manipulation, I will not be voting on this claim, as claims that are not voted on are automatically denied.

I was not able to validate this claim based on the evidence provided and after a thorough review of the onchain data.

Edit: Looking at the date the cover was purchased on 10 October, so the claimed loss, which I do not believe fits the terms outlined in the cover wording, did not occur within the active cover period. You can verify the date of the cover purchase on OpenCover here: https://basescan.org/tx/0x7e473c79d9e54e4e9954563207255e96b95c0df161d6f3effe6954f2f93d8c98

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