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, 28

    Most active names in Credit Derivatives – April 2025

    After about a year since our last blog on this topic, it is high time for another look at the most active names in CDS, using data reported to US SEC Securities Based Data Repositories (SBSDRs). CDS on sovereigns Using SBSDRView, we can find the most active sovereign CDS trades in April 2025, starting with USD activity. Table 1 – […]

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    May, 21

    2024 SEF volumes and share in SOFR swaps

    SOFR Swaps at D2D venues were usually spreadover, butterfly, curve switch or CCP switch packages. On D2C venues, spot-starting SOFR swaps were dominated by outright trades. As well as spot-starters, forward, IMM and MAC SOFR swaps also trade in significant numbers on D2C venues (unlike D2D venues). Continue reading for the charts, tables, and details. Background This post iterates, for […]

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  • May, 14

    2024 CCP Volumes and Share in CRD and FXD

    A review of Credit Derivatives (CRD) and FX Derivatives (FXD) volumes and market share at Clearing Houses (CCPs) in 2024. For CRD – index, single-name and swaptions: For FXD – NDF, options, forwards and spot: All the charts and detail from CCPView. Credit Derivatives Volume First, we look at USD CDX, single-name CDS and Swaptions. Chart 1 – […]

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    May, 14

    2024 US SDR-Reported IR Compression

    Key takeaways: Data background For 8+ years, SDRView data has included the package type field to allow compression to be broken out from outright and other package types.   In late 2022 we used the CFTC reporting upgrade to immediately add platform id which allows platforms’ compression market share to be analyzed.  Platform id values consist […]

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