Clarus SDRView data is a cleansed, normalized, and enriched set of SDR data.
The underlying trade data contains two types of data:
- Standardized SDR attributes
- 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 |