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

  • Jan, 19

    What I Learned At SEFCON VII

    I attended SEFCON 7 yesterday to see what is going on in the world of Swap Execution Facilities.  I had been thinking SEF’s were business as usual by now, so I went to see if anything cooking in the oven, or might be cooking after the Trump administration starts up. Session 1 Chairman Massad gave […]

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    Jan, 18

    CCP Disclosures 3Q 2016 – Trends in the Data

    Central Counterparties recently published their latest CPMI-IOSCO Quantitative Disclosures, so lets look at trends in the data, similar to my article on 2Q 2016 trends. Background Under the voluntary CPMI-IOSCO Public Quantitative Disclosures by CCPs, over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk and more are published each quarter with […]

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  • Jan, 18

    VM Big Bang – Analysing CSA Amendments

    The VM Big Bang deadline is on March 1st 2017. We explain how a CSA governs Variation Margin for OTC Derivatives. ISDA are providing a Variation Margin protocol, allowing industry participants to efficiently amend their bilateral margin agreements (CSAs). We analyse what some of the changes could mean from a pricing perspective. Using a simple example, we highlight why the […]

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    Jan, 11

    What percentage of D2C Swap trades are cleared?

    We combine BIS and Clarus data sources to provide a holistic view of IRS markets. Almost all of D2D volumes are now cleared, with little variability across the major currencies. Clearing in Dealer-to-Client IRS markets is highly currency dependent. Clearing in D2C markets varies from 27% (CHF IRS) up to 67% (USD IRS). 2016 – It was all […]

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What our customers say

Our Team

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

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