Clarus Data Products

Latest Posts
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May, 6
Volumes and most active names in credit derivatives – March 2026
Today we look at issuer names most actively traded based on single-name credit default swap (CDS) trades reported to US SEC Securities Based Swap Data Repositories (SBSDRs) in March 2026. This follows on from the prior similar blog covering September 2025, as we follow the natural CDS volume peaks in March and September. We rank SBSDR reported names by […]
Read moreApr, 15Q1 2026 cross-currency swap volumes and market shares
This blog reviews Q1 2026 cross-currency swap volumes and platform market shares, following on from our recent blog on a similar theme for the whole of 2025. We focus on US-reported cross-currency basis swaps in USD versus the five other major currencies. We use SDRView to aggregate volumes, DV01, and trade count by month and quarter. Key takeaways […]
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Apr, 6
Q1 2026 shares of D2D platform core rates swaps
This blog covers D2D platform shares of core rates swaps in G6 currencies in Q1 2026. Key takeaways Read on for further analysis and explanation. All the charts and statistics in this blog were sourced from SDRView. Background We focus on the core rates swap products: cleared OIS and fixed-float IRS, of which at least […]
Read moreApr, 1Swaption volumes by strike – Q4 2025
This post continues our quarterly strikes analysis of USD swaptions, which are typically 50 percent or more of swaptions volumes in all currencies. If you are new to swaptions, some basics are outlined at the start of the earlier Q1 blog. You may also wish to keep open on the side our recent blog on […]
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Mar, 11
2025 SDR-reported IR compression
This blog expands to the whole of 2025 the blog we published last September covering H1 2025 SDR-reported IR compression. Key takeaways For 2025 as a whole: Background SDR-reported IR compression volumes include SEF compression and bilateral compression but exclude the following: As well as the prior blog linked above, further background on SDR-reported IR […]
Read moreFeb, 252025 swaption volumes and market shares
This blog reviews 2025 full-year swaption volumes, their split between on- and off-platform, and the market shares of platform groups. We focus on the swaptions in the top four (G4) currencies using SDRView to aggregate volumes and trade count. Key takeaways For G4 swaptions in 2025 compared with 2023: Read on for the charts and […]
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Feb, 4
2025 cross-currency swap volumes and market shares
This blog reviews 2025 full-year cross-currency swap volumes, their split between on- and off-platform, and the market shares of platform groups. We focus on the cross-currency basis swaps in the top five currencies, using SDRView and SEFView to aggregate volumes, DV01, and trade count by month and year. Key takeaways For the top five currencies’ […]
Read moreJan, 7Derivatives innovation: RTX and D2D execution automation
This blog looks at RTX Fintech & Research (RTX), a recent start-up interest rate swap SEF (Swap Execution Facility). Key takeaways: Read on for more details. All the charts, data, and statistics in this blog were sourced from SDRView. D2D SEF development After the 2008 Global Financial Crisis (GFC), the G20 consensus and national regulators exerted pressure […]
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