What We Do

Analytics

Fast modern analytics for Margin calculation, Scenario analysis, Hedging. Pre-trade and Post-trade. Access via easy-to-integrate APIs or consume via easy-to-use GUIs.

Data

Normalised, Enhanced and Aggregated Data on Swap and other Derivatives sourced from Swap Data Repositories, Swap Execution Facilities and Clearing Houses.

Research

Insightful market commentary and analysis on Derivative markets delivered weekly in the Clarus Blog. Volumes, Trends, Insights and What the Data Shows. Be Informed, Take Advantage.

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Latest blog posts

  • Dec, 6

    Nov 2017 Swaps Review in 16 Charts

    Continuing with our Swaps review series, let’s look at volumes in November 2017. Summary: SDR USD IRS volumes similar to prior months USD IRS On SEF Compression close to monthly highs USD OIS volume similar to the gross notional of IRS Our new Daily Briefing for USD Swaps is now available EUR, GBP, JPY IRS volumes similar GBP On SEF Compression up from prior […]

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    Dec, 5

    LIBOR Reform – Latest Developments

    Clarus will be talking about Libor reforms at the FoW Derivatives World event in London tomorrow, December 6th 2017. For more information on the event and to register, please check out the link below. It should be free to attend for most of our readers. FoW Derivatives World London Libor Reform Before we end 2017, […]

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  • Nov, 29

    OCC Quarterly Report on Bank Derivatives Activities

    Our regular readers will know that the Clarus Blog focuses on Derivatives and the new regulations introduced after the Financial Crisis of 2007-08. The massive increase in availability of data on OTC Derivatives markets is of great interest to us. However at times we are guilty of not paying enough attention to older data sources. […]

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    Nov, 29

    Latam Swaps: Trends in IRS and NDF Data

    I last looked at Latam swaps back in February this year, with the focus on Interest Rate swaps.  We learned that both BRL and MXN swaps had migrated to a primarily cleared market at CME.  We also then looked at CME margin requirements for these swaps and noted they were more expensive than similar USD swaps. […]

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