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

  • Sep, 21

    What’s New in CCP Quant Disclosures – 2Q22?

    Clearing Houses have published their latest CPMI-IOSCO Quantitative Disclosures: Initial margin for ETD at $528 billion is down 7% QoQ and up 19% YoY Initial margin for IRS at $280 billion is up 4% QoQ and 8% YoY, to hit a record high Initial margin for CDS at $76 billion is up 15% QoQ and 31% YoY LME Disclosures that increase in the latest quarter are […]

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    Sep, 20

    RFRs are now half of the market

    The ISDA-Clarus RFR Adoption Indicator has now climbed above 50% for the first time. In August 2022 it hit a new all-time high at 51.1%. SOFR adoption increased to a new all-time high, at 57.2%.  GBP and CHF continue to see nearly 100% of risk traded as RFRs. €STR trading slipped (again) to 19.3%, the […]

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  • Sep, 14

    Here Are 6 Things I learnt after writing 400 blogs

    The Numbers If I get the publishing date right, this should come up as my 400th blog for Clarus. We have a mini “leader board” on our website, and you will see that Amir is (just) ahead of me – not for long! Looking at my history on the blog: My very first blog was […]

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    Sep, 7

    What is new in GBP Swap Markets?

    We look at vanilla swaps, inflation swaps and futures. Some markets have seen volumes reduce by over 50%. Whilst others recorded all-time record volumes in August 2022. What is driving such different outcomes across a single derivatives market? With Liz Truss the newly anointed Prime Minister, the FT had an interesting take on UK markets […]

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Our Technology

  • Browser-based, nothing to install
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