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

  • May, 25

    Most Active CDS Single-names

    We recently published the blog Most Actives in CDS Trading, which covered the use of our API to access SEC SBSDR transaction data. This included python code to perform look-ups on security identifiers and build a table of the most active names traded in a given period. While simple enough to do for those with […]

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    May, 25

    For the first time, we see over $1Trn in Initial Margin

    Total Initial Margin across the industry has now topped $1trn for the first time. Initial Margin requirements across the industry have increased by $725bn since 2016. This drives the need for more optimisation. We look at the data and benchmark the ISDA projections from way back in 2015. Capitolis First this week, a recommendation. No […]

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  • May, 17

    1Q22 CCP Volumes and Share in CRD

    A review of Credit Derivatives (CRD) volumes and market share at Clearing Houses (CCPs) in 1Q 2022. Index, Single-name and Swaptions Volumes significantly higher in 1Q22 than a year earlier USD CDX up 50% and CDS up 37% EUR iTraxx up 80% and CDS 27% ICE Clear Credit 97.5% in USD CDX ICE Clear Credit […]

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    May, 13

    Interest Rate Swaps made easy – What You Should Know

    An Interest Rate Swap (IRS) is a financial derivative that is widely traded. This blog defines an interest rate swap and its practical uses. Why the parties involved would choose to carry out an IRS. What the possible risks of an interest rate swap are. About the Author Jake is 17 years old and studying […]

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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