Clarus SEFView data is a cleansed, normalized, and enriched set of SEF data.

The underlying data is gross position data as disseminated under CFTC part 16 which SEFView then normalizes into the following:

Clarus reference Clarus Description
Reporting Date Date of Activity
SEF SEF Name
SEF Type Classification of SEF as Dealer-to-Customer (D2C), Dealer-to-Dealer (D2D), or DCM
Asset Class CRD (Credit Derivatives), FXD (FX Derivatives), or IRD (Interest Rate Derivatives)
Product Type Instrument / Product.  For example, IRD:  Vanilla Swap, IRD:  FRA, etc
Tenor Maturity Tenor.  Either normalized tenor or maturity date in some FX cases
CCY Pair FX Currency Pair, applicable for FX and XCCY IR swaps
Security For CRD, the index name.  For listed derivatives, the Contract name
Amount Notional amount in original ccy
CCY Currency of the notional
Open Opening price, as reported by some SEF’s for that instrument
Close Closing price, as reported by some SEF’s for that instrument
High High price, as reported by some SEF’s for that instrument
Low Low price, as reported by some SEF’s for that instrument
Block Notional Amount of notional reported that is block
Block USD Equiv MM Equivalent of Block Notional, in millions of USD*
Non-Block USD Equiv MM Equivalent of Non-Block Notional, in millions of USD*
Markup 1 Portion of Raw data as reported by SEF under CFTC Part 16.
Markup 2 Portion of Raw data as reported by SEF under CFTC Part 16.
Markup 3 Portion of Raw data as reported by SEF under CFTC Part 16.
Markup 4 Portion of Raw data as reported by SEF under CFTC Part 16.
USD Equiv MM Equivalent of Notional, in millions of USD*
USD 5Y IRD Equiv MM 5-year swap equivalent of IRD notional, in millions of USD*.  Only applicable for certain IRD products.
USD DV01 DV01 of IRD notional.  Only applicable for certain IRD products.
Subtype Product Subtype.  Available for IR Vanilla Swaps (MAC or Other) and IR Swap Futures (MAC or Other)
Term Forward starting term, if available
DCO Clearing House, if available or inferred.  Either directly inferred from Part 16 report, or assumed to be LCH for IDBs, unless explicitly reported as CME.
Venue Type Classification of the Venue.  SEF(US) for CFTC registered SEF, ETP(JP) for Japanese JFSA registered ETP, DCM(US) for CFTC registered DCM.

*USD equivalents are converted from foreign currency to USD using the FX rates as of the beginning of the calendar month.