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

  • Jul, 26

    CCP Initial Margin Models – A Comparison

    Last week I looked at CCP Disclosures 1Q2016 – Trends in the Data , so this week I thought it would be interesting to focus on disclosures for Initial Margin Models to see how they compare. Background Under the voluntary CPMI-IOSCO Public Quantitative Disclosures by CCPs, over two hundred quantitative data fields covering margin, default resources, […]

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    Jul, 25

    Liquidity Conditions in USD Swaps

    We analyse Liquidity using our Price Dispersion Index We find that liquidity conditions have worsened for 10 year USD swaps The analysis quantifies liquidity using price and volume We conclude that illiquidity begets illiquidity Liquidity often feels ephemeral and fleeting when you’re trying to transact. To counteract this, it is beneficial to quantify liquidity conditions, taking the subjectivity out […]

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  • Jul, 20

    CCP Disclosures 1Q2016 – Trends in the Data

    Central Counterparties recently published their new CPMI-IOSCO Quantitative Disclosures, meaning we now have three sets of disclosures, so I thought it would be interesting to look at trends in the data. Background Under the voluntary CPMI-IOSCO Public Quantitative Disclosures by CCPs, over two hundred quantitative data fields covering margin, default resources, credit risk, collateral, liquidity risk and more […]

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    Jul, 19

    Mechanics and Definitions of Bond Futures

    We focus on Bond Futures. They are a deep source of liquidity. We define the contracts and look at some of their common features. Analysing volumes across major bond futures is simple in CCPView. We find that around 60% of bond future notional is US related, with the remainder European. Invoice Spreads account for 3% of volumes in bond futures. What is […]

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What our customers say

Our Team

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

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