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

  • Jun, 16

    SOFR SpreadOvers are now starting to trade

    On June 8, the CFTC’s Market Risk Advisory Committee’s (MRAC) Interest Rate Benchmark Reform Subcommittee voted to recommend market best practice for switching interdealer trading conventions from Libor to SOFR (see release 8394-21). Referred to as SOFR First, it is modelled on the UK’s SONIA First and is a prioritization of interdealer trading in SOFR […]

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    Jun, 14

    10.7% of New Risk Traded versus an RFR

    The latest ISDA-Clarus RFR Adoption Indicator has been published for May 2021. It saw an increase to 10.7%, a small increase from last month. When will the big leaps happen? Showing; The RFR Adoption Indicator was at 10.7%. This was higher than last month and very similar to all of the 2021 readings (March aside). USD SOFR decreased to […]

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  • Jun, 9

    USD & EUR Swap Volumes – May 2021

    USD IRS , OIS and SOFR volumes EUR IRS, OIS and €STR volumes May compared to prior months and 1Q 2021 CCP market share for currency and product CCPView provides transparency on Swap volumes USD IRS From CCPView, USD IRS only, so excluding OIS, Basis, ZC, VNS and FRAs. May with $6.8 trillion, similar to April and down from the high […]

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    Jun, 7

    JPY TIBOR And RFRs: Is There A New Path?

    A large proportion of JPY swaps activity at JSCC has moved to JPY TIBOR. JPY LIBOR swaps have shrunk from 89% to just 66% of the market. At the same time, overall JPY IRS volumes have drastically shrunk. We look at the data behind cleared JPY IRS markets. A Bloomberg article last week flagged to […]

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