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

  • Nov, 25

    NDF Clearing – What’s New in 2022?

    There is now over a $1Trn of cleared NDFs traded every month in 2022. March and September 2022 were particularly notable volume months. This is against a backdrop whereby the uncleared NDF market has not really grown. BIS data suggests that over 16% of total NDFs are now cleared across the whole market. This is […]

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    Nov, 22

    What’s New in Term SOFR?

    In April, Amir gave a timely update on Term SOFR. In case you missed it: And the calls from the industry to make Term SOFR a more widely traded derivative have only become louder since, with the latest Risk.net article particularly worth a read: It’s a great article, but it does not update readers on […]

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  • Nov, 21

    GBP Swaps variation margin in a financial crisis

    We covered the significant increase in initial margin for cleared GBP Swaps in two recent blogs; How Kwasi Kwarteng has increased your IM and Rishi Sunak and the impact on GBP Swaps IM. In the first of those blogs, Chris added a brief section towards the end on variation margin and I wanted to take […]

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    Nov, 15

    A New Plateau in RFR Adoption?

    The ISDA-Clarus RFR Adoption Indicator was 51.3% last month. This is the third consecutive month that it has remained around 51%. SOFR adoption hit a new all-time of 58.1%.  €STR adoption remains volatile. Trading activity across all markets was lower than last month. The ISDA-Clarus RFR Adoption Indicator for October 2022 has now been published. Showing; […]

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Our Technology

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