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

  • Mar, 22

    Fed Rate Hikes Are Reducing The Average Life Of USD Swaps

    The average maturity of USD OIS swaps has reduced significantly in recent months. OIS swaps now make up almost 20% of all traded risk in USD swaps, up from less than 5% in 2014. As a result of increasing volumes in OIS and their very short maturity, a significant reduction in overall average maturity is […]

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    Mar, 22

    Are SEF’s Executing More Non-MAT Trades?

    Today we look at any trends in bespoke Fixed/Float swap trading On-SEF. Last year I wrote an article about the longer term trends in the US swaps market by asking “What is Left off-SEF?”  We determined that, generally speaking, 2/3rds of the USD Fixed/Float swap market is On-SEF.  The Off-SEF world was generally a bunch of […]

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  • Mar, 21

    Microservices: An FpML Cashflow Generator

    The Clarus API has a function to generate cashflows from an FpML description of a trade. The function is very easy to call from many popular languages, including Python, R, Julia, C++, and Java. Many related functions are available, see our API documentation. Calling directly in the browser To appreciate the ease with which the […]

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    Mar, 15

    February 2017 Swaps Review

    Continuing with our monthly Swaps review series, let’s look at volumes in February 2017. Summary: SDR USD IRS price-forming volume > $2 trillion gross notional 8% lower than a year earlier On SEF vs Off SEF at 65% to 35% SEF Compression activity in USD IRS > $230 billion USD OIS volume at > $3.3 trillion is massively up  (3 times Feb […]

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What our customers say

Our Analysts

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

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