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

  • Oct, 1

    NDF Clearing – The latest updates

    NDF Cleared Volumes CCPView shows that cleared NDF volumes continue to grow: Showing; Which NDF Currency Pairs are the largest? Looking into the August 2024 data per currency pair shows: NDF Clearing Rates Regular readers will know that we use the CFTC weekly Swaps Report to monitor how much of the NDF market is cleared. The large […]

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    Sep, 25

    €STR Volumes and Market Share August 2024

    €STR Futures Our €STR Dashboard summarises key liquidity attributes in this growing market: Showing; Open Interest CCPView provides all the data we need on Open Interest for €STR futures: EURIBOR EURIBOR continues to dominate EUR STIR future volumes, despite €STR becoming more and more significant. €STR Options August 20th saw the first €STR Options trade: There […]

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  • Sep, 17

    What’s New in CCP Disclosures – 2Q24?

    Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Background Under the CPMI-IOSCO Public Quantitative Disclosures, CCPs publish over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk, back-testing and more. CCPView has over 8 years of these quarterly disclosures for 44 Clearing Houses, each with multiple Clearing Services, covering the period from 30 Sep […]

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    Sep, 10

    TARF pricing with the Dupire local volatility model

    Following on from the first article on Target Redemption Forwards (see Handling the complexities), my colleagues Serena Manti and Gianluca Molteni have written an interesting article on pricing using the Dupire local volatility model as the path dependent features of these products means that the standard Balck Scholes model with it constatnt volatility assumption is […]

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Our Technology

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