Clarus SDRView data is a cleansed, normalized, and enriched set of SDR data.

The underlying trade data contains two types of data:

  1. Standardized SDR attributes
  2. Clarus enriched SDR data

Guidance and definitions for the Standardized SDR attributes can be found on the Federal Register for Part 43 here, starting at page 69.

The Enriched Clarus data is described as follows:

Clarus Reference Clarus Description
C_SDR Denotes from which SDR the dissemination occurred
C_SUBTYPE Clarus classification of the swap (Spot, Fwd, Back Start, IMM, MAC, or Non-Standard “NStd”).  More information on subtypes.
C_ISMAT “Y” if this is a Made Available to Trade on a SEF
C_PACKAGE Package type (Outright, Spreadover, Curve, Butterfly, Compression, List, or Roll).  More information on packages.
C_PACKAGEID Clarus-generated unique identifier linking trade legs that are part of the strategy
C_NOTIONALCAPPED Denotes whether the notional is capped from the SDR (for example disseminated with a “+”)
C_TENOR Normalized Tenor, Period in Months or Years between effectiveDate and endDate
C_FORWARDTERM Period/Term to the start of a Forward starting swap
C_DV01 Clarus generated basis point value
C_NPV Clarus generated NPV, based upon previous days curves generated from SDR data
C_BBGTICKER Clarus generated Bloomberg ticker for the instrument, if it exists, using Bloomberg Open Symbology (BSYM)
C_ADJUSTEDNOTIONAL Notional for one leg of a multi-swap package.  Belly notional for Butterflies, far leg notional for Curve
C_ADJUSTEDDV01 DV01 for one leg of a multi-swap package.  Single wing DV01 for Butterflies, one-leg of Curve
C_EXECUTIONDATE Normalized executed date for the trade in YYYY-MM-DD format
C_CLARUSID Clarus reference number for the trade