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 Swap 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

  • Aug, 16

    Capital and RWA for European Banks

    Following on from my recent Capital Ratios and Risk Weighted Assets for Tier 1 US Banks article I wanted to look at the equivalent metrics from European Banks. Background One of the lessons learned from the Great Financial Crisis was that Banks were generally under capitalised commensurate to their risk exposure, leading to new Basel III regulations […]

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    Aug, 16

    MAC Swap Trading

    Tod last took a look at MAC swaps in 2016. Has anything changed since? (Spoiler: not much!). But there is certainly some activity over at ERIS. What are MAC Swaps? A brief reminder that a MAC swap is a particular flavour of forward starting interest rate swap,  starting on an IMM date (third Wednesday of […]

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  • Aug, 16

    Our Response to the ESMA Trading Obligation Consultation

    ESMA published their latest Consultation on Trading Obligation for Derivatives under MIFIR on 19th June 2017. As we stated back in June, we have concerns about the quality of the data used to determine the Trading Obligation. We have therefore offered to make all of our SDR data available to ESMA as part of our response to the […]

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    Aug, 9

    Array Formulas in Excel

    We explain how to work with Array Formulas in Excel. Master the Three Finger Salute CTRL+SHIFT+ENTER. CTRL+/ is an amazingly effective shortcut. It is always easier to expand an array than shrink it. Consistent formatting provides an obvious visual cue when working with arrays. SIMM for Excel SIMM for Excel is an add-in that performs […]

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What our customers say

Our Analysts

Amir Khwaja
CEO & Founder
Tod Skarecky
SVP Americas
Chris Barnes
SVP Europe
Gary Kennedy
COO & Founder

Our Technology

  • Browser-based, nothing to install
  • Simple APIs, integrate in Days
  • Secure & Scaleable Cloud Hosting
  • Built-in Connectivity to Data Sources
  • High Volume and Super Fast Performance
  • Highly Reliable Processing
  • Full Production in Weeks not Years
  • Monthly Subscription, No Upfront License fees