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.

Stay informed with our FREE weekly newsletter. Click and subscribe.

Latest blog posts

  • Nov, 21

    We found the CHF SARON Swaps!

    The first CHF SARON swaps have appeared in SDR data. This reflects broader uptake of SARON across more trading counterparties. We are keeping a close eye on SARON volumes as it is somewhat of a test case for broader Libor reforms. Cleared data shows increased Open Interest at LCH, but daily volumes continue to be […]

    Read more
    Nov, 20

    Swaps Data Review: CCP and SEF Volumes Growing

    My Monthly Swaps Data Review for Risk Magazine was published this week. This looks at which CCPs and SEFs are up and which are down in 2017, for: Interest Rate Swaps Non-Deliverable Forwards CDS Index Please click here for free access to the full article on Risk.Net

    Read more
  • 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 […]

    Read more
    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, […]

    Read more

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