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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 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

  • Apr, 26

    Clearing Participant CDS at ICE

    Earlier in April, ICE began clearing single name CDS on a larger number of banks.  ICE has been clearing single names on various financial companies & banks for a while, but what makes this unique is that they have added swaps on their own clearing members. The correct terminology is “Clearing Participant CDS” or just […]

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    Apr, 24

    March 2017 Swaps Review

    Continuing with our monthly Swaps review series, let’s look at volumes in March 2017. Summary: SDR USD IRS price-forming volume > $2.5 trillion gross notional The highest month ever and 23% up from a year earlier SEF Compression activity in USD IRS > $320 billion The second highest month on record USD OIS volume at > $4.5 trillion is up 33% from previous high […]

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  • Apr, 23

    FRTB モデラブルとノン・モデラブルなリスク・ファクター

    以前の私のブログ、FRTB 内部モデルと標準アプローチに続いて、内部モデル・アプローチのある特定の部分をフォーカスしたいと思う。すなわち、全てのリスク・ファクターが、モデラブルとノン・モデラブルに分類されて、ノン・モデラブルなリスク・ファクターはより高い資本賦課がなされると言う点についてだ。

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    Apr, 18

    Examining The Cleared OTC FX Options Market

    One of the better known / worst kept secrets in the OTC markets these days is that the largest clearing houses are planning to clear FX Options. Details on this are very thin.  LCH have made a couple announcements over the years with respect to clearing options, and if you look hard enough on the […]

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