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

  • Oct, 16

    SOFR Swap Volumes – October 2019

    SOFR vs FF Basis Swaps, a new high in Sep-19 of $19 billion SOFR Outright Swaps, less trades and notional than Aug-19 SOFR Swaps were mostly Off SEF and Cleared For On SEF, tpSEF reported the most trades Oct-19 volumes are shaping up to exceed Sep-19 LCH SwapClear reported $45 billion notional in Sep-19 Clarus […]

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    Oct, 15

    CAD Rates Markets and CORRA Reform

    Canadian Rates markets look to be in an especially strong place from a market infrastructure viewpoint. CAD IRS trades versus a term rate, CDOR, which is based on real quotes from six panel banks. The underlying market for CDOR, Banker Acceptances, is a growing market of significant size (CAN$85bn outstanding). Meanwhile, OIS trading vs CORRA […]

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  • Oct, 9

    NDF Clearing September 2019

    CFTC data shows a sharp increase in NDF clearing since July this year. September 2019 was a record month for the notional of NDFs cleared. BIS data shows that NDF markets doubled in size between April 2016 and April 2019. Is Phase 4 of the Uncleared Margin Rules accelerating the uptake of NDF clearing? SDRView […]

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    Oct, 9

    CPMI-IOSCO Quantitative Disclosures 2Q 2019

    Clearing Houses 2Q 2019 CPMI-IOSCO Quantitative Disclosures are now available, so lets look at what the data shows, similar to my CCP Disclosures 1Q 2019 article. Summary: Initial Margin for IRS is up 11% in the quarter and 18% in a year IM for CDS and ETD was flat in the quarter and up 12% in a year […]

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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