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

  • Apr, 14

    Swapalypse Now

    (FT Alphaville came up with the “apocolypse/swapscalypse” first. I am not that clever). Hello Swap Spreads As the link to Alphaville shows, the market narrative is adding USD swap spreads to the “people are worried about the basis trade” theme. Whilst there is potentially more notional tied to the basis between cash USTs and CME-traded […]

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    Apr, 8

    What You Need to Know About KRW Swaps

    Where do KRW Swaps Rank on the Global Picture? CCPView allows us to compare the relative size of KRW swap markets to other currencies. Taking out the “G6” – USD, EUR, GBP, AUD, CAD and JPY – we see the below: Showing; Are All Volumes Cleared at LCH SwapClear? Our CCPView data shows that almost all […]

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  • Apr, 1

    What Would a Liberation Index Look Like?

    Today is meant to be Trump’s so-called “Liberation Day” with tariffs potentially being activated with some of the largest trading partners of the US. It is surely no coincidence that it is happening on April Fool’s Day. Just for the sake of it, I wondered what a “Liberation Index” might look like. What are the […]

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    Mar, 26

    Transparency – Where do we go from here?

    USD OIS Trading The chart below shows the entire global USD OIS cleared swaps market in 2024: The chart shows the amount of DV01 traded in benchmark maturity buckets – ranging from 2Y to 50Y – in USD OIS versus both SOFR and Fed Funds. The data is from CCPView. This data is reported directly […]

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Our Technology

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  • Simple APIs, integrate in Days
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