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

  • May, 27

    SOFR Futures and Swaps – May 2020

    Open Interest in both Futures and Swaps is increasing Record volumes in recent months Volumes by CCP or SEF Basis and OIS Swap products Clarus Data Products provide insights Monthly Volumes in 2020 In CCPView we can view both volume and open interest by month. CME ETD with $5.2 trillion of Futures volume in Mar-20, […]

    Read more
    May, 27

    Will GBP Interest Rates go negative in the UK?

    Over £55bn in SONIA OIS swaps have traded at negative rates. The lowest recorded rate so far was close to minus 6 basis points. Swaps all the way out to 4 year maturities have traded in negative territory. When does the market expect negative rates and how large will the cut be? Negative Yields on […]

    Read more
  • May, 20

    Procyclical margins in the time of Covid-19

    I recently read an interesting BIS Bulletin, titled “The CCP-Bank nexus in the time of Covid-19”, by Wenqian Huang and Elod Takis (available here), with the following key takeaways: The specific part I am going to focus on today is the third bullet point, “higher margins should be expected but the extent of procyclicality or […]

    Read more
    May, 19

    Are USD Rates About to Go Negative?

    Over $95bn in Fed Funds swaps have traded at negative rates. The lowest recorded rate so far was close to minus 7 basis points. Swaps all the way out to 3 year maturities have traded in negative territory. When does the market expect negative rates and how large will the cut be? A GIFT! On […]

    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