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

  • Sep, 19

    SOFR Fixed at 5.25%. What happened to the volumes?

    We are all repo traders now. SOFR has been volatile in the past week fixing from 2.20%, 2.43%, 5.25% (!) before back to 2.55% yesterday. We analyse the volumes that make up the fixing and the SOFR IRS volumes. For those that missed it, SOFR fixed at a scarcely believable 5.25% on 17th September. Surrounding […]

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    Sep, 18

    CME Swap Data Repository

    Clarus SDRView consolidates all Swap or Trade Data Repositories that publish transaction level data and have meaningful volume. As only the United States and Canada have transaction level public reporting, our focus has been on these jurisdictions, which provide by far the most interesting and useful data. European, Japanese, Australian, Singapore and other jurisdictions have […]

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  • Sep, 18

    SACCR vs CEM for FX Products

    Blame our active community of readers if you must. But we’ve had the most requests for a comparison of FX products under SACCR and CEM in response to my original blog. Therefore, here we go… SACCR is Coming If you need a refresher on SACCR and CEM, then please check out our comprehensive coverage below: […]

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    Sep, 11

    Four Things to Understand about USD SOFR

    USD SOFR is made up of both general collateral (GC) and non-GC trades. Recent data suggests that there is a difference (a “basis”) between GC and non-GC repo trades. USD SOFR combines Dealer to Dealer and Dealer to Customer trades. Only a limited history of SOFR is available. USD SOFR Components The transactions that make […]

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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