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

  • Apr, 24

    Ameribor: The $1.5bn Index That You Need to Know About

    Ameribor is an index of overnight unsecured lending taking place across the CBOE platform AFX. It is mainly concerned with the interbank market between smaller, regional US banks. We take a look at the rate versus Fed Funds and some possible uses. Introducing Ameribor I will try to do Ameribor justice in this post. But […]

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    Apr, 22

    ISDA SIMM FX Optimisation: The Data and Alternatives

    In my recent post on the same topic, I outlined how deliverable currency FX NDFs are being used to reduce SIMM FX delta, as opposed to a product traded in the usual sense.  In today’s article I show the data that underpins my view and consider if NDF delta compression will be a permanent feature […]

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  • Apr, 17

    CPMI-IOSCO Quantitative Disclosures 4Q 2018

    Clearing Houses 4Q 2018 CPMI-IOSCO Quantitative Disclosures are now available, so lets look at what the data shows, similar to my CCP Disclosures 3Q 2018 article. Summary: IM for CDS Clearing shows the highest growth, up 27% YoY IM for IRS and ETD both with decent growth, 9% and 13% YoY Most clearing services with higher IM, a […]

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    Apr, 17

    MIFID II Transparency Update

    Back in August 2017 I wrote that “MIFID II Transparency will leave us in the dark“. I didn’t realise at the time how right I would be. As I write this blog as of April 2019, I still feel like transparency is sadly lacking. Could things change in the future? Transitional Transparency Regular readers of […]

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Our Technology

  • Browser-based, nothing to install
  • Simple APIs, integrate in Days
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  • 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