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.

Stay informed with our FREE weekly newsletter. Click and subscribe.

Latest blog posts

  • Feb, 20

    Swaps Data: the monopoly effect in clearing

    My Monthly Swaps Data Review for Risk Magazine was published this week. This looks at 2017 CCP Volumes for: Interest Rate Swaps, in major and minor currencies Credit Derivatives, index and single-name Non-Deliverable Forwards It shows the dominance of one global CCP in each asset class and significant share by other CCPs in a specific […]

    Read more
    Feb, 14

    Clarus Daily Briefing

    Our Clarus Daily Briefing is *FREE*. It provides a summary of price moves, volume trends and central bank expectations. Bringing you information about Swap markets straight to your inbox. Is your firm interested in sponsoring the Daily Briefing? If so, reach out to us. The FREE Clarus Daily Briefing Every morning, Clarus deliver our Daily […]

    Read more
  • Feb, 14

    Entity Netted Notionals – Turning $179 trillion into $15 trillion

    The Office of the Chief Economist at the CFTC, recently published the research paper “Introducing ENNs: A Measure of the Size of Interest Rate Swap Markets“, which I found very interesting. This paper argues that gross notional , a common measure of the size of swap markets, does not accurately represent the amount of risk […]

    Read more
    Feb, 7

    Is Eurex Gaining Share in IRS Clearing?

    Reading Philip Stafford’s recent article in the Financial Times,┬áDeutsche Borse makes ground in UK derivatives push, I was struck by the paragraph: Seven times! Impressive, indeed. Is this the start of a ratcheting up in Eurex volumes and gain in market share vs LCH SwapClear? Lets look at what the data shows in detail. EUR […]

    Read more

What our customers say

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