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

  • Nov, 15

    FX Clearing – the $750bn market that keeps growing

    LCH ForexClear continues to dominate the cleared NDF market. CME have recently announced that 7 market participants intend to clear NDFs across their service next year. We look at the CME’s existing volumes in FX futures. FX NDF Clearing Update When we last looked at NDF Clearing in June 2017, we saw that LCH were […]

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    Nov, 15

    How Bitcoin Futures Will Work

    A couple weeks ago, we released an article about the evolving infrastructure in the OTC derivatives industry to support Bitcoin, with the conclusion that much of the plumbing was coming together for institutional sized investment.  In industry parlance, this involves swaps, SEF’s, DCO’s, custodians and liquidity providers. Futures products, probably the most readily understood derivative, […]

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  • Nov, 14

    Released: A Julia library for Clarus Microservices

    A Julia library has been developed and released to support Clarus Microservices. The library provides convenient access to Clarus Microservices. Source code is available on GitHub. In a previous blog, ‘Microservices: Swap Equivalents in Julia’ we showed that it was possible to call the Clarus API from Julia. We have generalised the code example in […]

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    Nov, 8

    CHF SARON – What is Going On?

    CHF OIS and swap markets have transitioned from TOIS to SARON. TOIS will cease to exist from the end of this year. SARON is the new “Risk Free Rate”. LCH SwapClear now clear SARON swaps. We can see some activity in the data. What is Going On? According to Gottex Brokers; “The ability to clear […]

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Our Technology

  • Browser-based, nothing to install
  • Simple APIs, integrate in Days
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  • 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