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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.


Normalised, Enhanced and Aggregated Data on Swap and other Derivatives sourced from Swap Data Repositories, Swap Execution Facilities and Clearing Houses.


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

  • Mar, 21

    SONIA Market March 2018

    The new SONIA benchmark becomes effective 23rd April 2018. The average maturity of a SONIA swap has doubled in 2018. Is this increase in duration evidence of a behavioural change in markets? SONIA Reform Regular readers will know that SONIA has been subject to a Consultation by the Bank of England, with the intention of […]

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    Mar, 20

    Libor OIS – What is Going On?

    Libor OIS spreads have been widening. Trading volumes across these products have also shown a spike in activity. We look at price-volume charts and DV01 figures for OIS swaps. We also update our CHF SARON OIS volumes, where a total of CHF37.5bn has now traded versus this new index. Libor OIS Spreads Last week, it […]

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  • Mar, 14

    NDF Clearing February 2018

    We update our NDF Clearing Analysis. A minimum of 17% of the market is now cleared. Clearing volume can account for up to 30% of volumes in some currency pairs. Uncleared Margin Rules continue to motivate clearing. All Time Record Volumes Cleared NDF volumes continue to grow at an impressive rate. Since we last looked […]

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    Mar, 12

    Swaps Data: Clearing’s $750 billion funding requirement

    My monthly Swaps Review in Risk Magazine looks at the most recent CPMI-IOSCO CCP Quantitative Disclosures for the majority of CCPs to show that: Initial Margin required is > $500 billion The breakdown by CCP of this figure How IM is held, Gov Bonds, Cash, Other Variation Margin, daily average > $10 billion Default Resources […]

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