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 Swap 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

  • Mar, 29

    The Unintended Consequences of Uncleared Margin Rules

    or Are UMRs an economic mandate for clearing? Since the introduction of Uncleared Margin Rules six months ago, there has been an increase in Clearing across many markets. We have seen the proportion of trades being cleared across NDFs, OIS, Latam and Inflation Swaps increase significantly. This increase in clearing has been accompanied by an […]

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    Mar, 28

    Microservices: FRTB Modellable Risk Factors

    FRTB regulations specify that non-modellable risk factors are subject to stressed capital add-ons For a risk factor to be modellable it must pass a specific test for continuously available real prices The Clarus API provides functions for the risk factor modellability test for OTC Derivatives These functions are very easy to call from many popular languages, […]

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  • Mar, 22

    Fed Rate Hikes Are Reducing The Average Life Of USD Swaps

    The average maturity of USD OIS swaps has reduced significantly in recent months. OIS swaps now make up almost 20% of all traded risk in USD swaps, up from less than 5% in 2014. As a result of increasing volumes in OIS and their very short maturity, a significant reduction in overall average maturity is […]

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    Mar, 22

    Are SEF’s Executing More Non-MAT Trades?

    Today we look at any trends in bespoke Fixed/Float swap trading On-SEF. Last year I wrote an article about the longer term trends in the US swaps market by asking “What is Left off-SEF?”  We determined that, generally speaking, 2/3rds of the USD Fixed/Float swap market is On-SEF.  The Off-SEF world was generally a bunch of […]

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What our customers say

Our Analysts

Amir Khwaja
CEO & Founder
Tod Skarecky
SVP Americas
Chris Barnes
SVP Europe
Gary Kennedy
COO & Founder

Our Technology

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