What We Do


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.


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


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

  • Aug, 14

    USD Spreadovers and SEF Market Share

    Spreadovers account for roughly 35% of all USD risk traded on-SEF. In D2D USD swap markets, Spreadovers account for about 70% of volumes. This makes them by far the most important packages traded in USD. Almost all Spreadovers are transacted on a SEF. We look at D2D SEF market share in USD swaps. History We […]

    Read more
    Aug, 7

    More SOFR Swaps are Trading

    Fannie Mae recently issued its first ever securities linked to SOFR (see here for details). The issuance was $6 billion in size, settled on 30 July with 6m, 12m and 18m tranches. So I wanted to update our recent SOFR Swaps Are Trading blog and see if this bond issue has led to any more […]

    Read more
  • Aug, 6

    Creating a Swaps Dashboard using Python

    Clarus Microservices make it easy to get Swaps data Swap volumes can be retrieved from SDRs using simple Python This data can be displayed in Tables and Charts Our Sandbox allows you to try quickly in your Browser Introduction Under the Dodd-Frank Act, all swaps, whether cleared or uncleared, that are executed by US persons, […]

    Read more
    Aug, 1

    How much of the swaps market is traded as an OIS?

    We summarise the portion of risk that is traded as OIS across seven major markets. Benchmark reforms around the globe are helping transition trading away from Libor into Risk Free Rates. We monitor the progression of these reforms by looking at how much risk is trading in OIS products. How popular are OIS? Clarus use our data products, […]

    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