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The term "cataphract" finds its origins in Classical Latin "Cataphracti", derived from the Greek "Kataphraktos" meaning "fully armoured" or "fully enclosed", a term that came to refer to fully armoured cavalry in the Imperial Roman Period. The warriors which came to be regarded as cataphracts. wore heavy armour, both on themselves and their horses, using as primary weapon a two-handed lance called kontos, composite bows, long swords and/or maces as secondary weapons.

The lands of Central Asia, where Indo-Iranian peoples such as the Massagetae, Saka, and Dahae dwelled since ancient times, developed heavy armour for both horse and rider, expensive commodities reserved for the a minority among the horse-archer armies of steppe tradition; the nobility and military elite which served as a personal bodyguard for rulers and tribal leaders, which could afford its expense. Mutual contact with other regions, such as Achaemenid Persia, contributed to the adoption of these new heavy cavalry troops. Late Achaemenid armies came to adopt an elite force of heavily armoured cavalry, armed with heavy javelins and kopis and armoured with cuirasses, helmets, frontal horse armour, and the newly invented banded armour for the limbs, which in turn spread to the steppe. With time, these advances created a formidable force of shock cavalry, meant to advance closely together in a devastating charge against an enemy force after its weakening and disarray by the maneuvers of the horse-archers; and these two types of warrior: The ranged, fast and light horse-archers, and the slow, but unstoppable close-range heavy lancers, became the two fundamental components of steppe armies for centuries to come.

From the steppes, Cataphracts first came to be known and adapted in the West by the Hellenistic successor states, and later by Romans in their own wars against the Sarmatians, Alans, and Parthians. By the 5th century CE the armies of Rome, Persia and China (as well as many Turkic tribes) all had cataphract-type units in their ranks.

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