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.

Stay informed with our FREE weekly newsletter. Click and subscribe.

Latest blog posts

  • Jun, 28

    Are Inflation Expectations Becoming Entrenched? The Data.

    With inflation front and centre of everyone’s mind, let’s test a simple hypothesis. If inflation expectations are becoming entrenched – i.e. people expect inflation to be elevated for a longer period – is there evidence of this in trading activity? What evidence might we see? There are two potential signals: More trading activity in Inflation […]

    Read more
    Jun, 22

    Did You Know That SACCR Now Makes FX Trading More Expensive?

    This week I want to pull together two of my recent blogs: FX Clearing 2022 Mechanics and Definitions of SACCR (part 3) I was fully expecting to see a “SACCR effect” on the amount of FX Clearing we see in 2022. Let’s look into the details below. Widening Spreads FX and SACCR have made the […]

    Read more
  • Jun, 15

    What’s New in CCP Quant Disclosures – 1Q22?

    Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Initial margin for ETD at $571 billion is up 12% QoQ and 29% YoY Initial margin for IRS at $269 billion is up 3% QoQ and 7% YoY Initial margin for CDS at $66 billion is up 10% QoQ and 10% YoY LME Disclosures provide insight into the Nickel crisis Other CCP disclosures with record highs Background […]

    Read more
    Jun, 15

    SOFR is now over half the market

    The ISDA-Clarus RFR Adoption Indicator jumped to a new all-time high of 46.0% in May 2022. SOFR adoption cracked 50% (just!) of the market. 21.8% of EUR risk traded versus €STR, dipping slightly from last month’s all time high. We look at SEF activity in SOFR. The ISDA-Clarus RFR Adoption Indicator for May 2022 has now been published. […]

    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