Clarus Financial Technology is a leading provider of applications, software, and services catering to the global derivatives market. As this industry undergoes significant regulatory changes, Clarus empowers financial firms to navigate the post-regulatory reform landscape successfully.
With a focus on sales, marketing, real estate, content, publishing, data, analytics, finance, and economics, Clarus offers solutions tailored to the evolving needs of market participants. Their offerings are designed to help firms operate efficiently within the new regulatory framework, which includes Swap Execution Facilities (SEFs), Central Counterparties (CCPs), and Swap Data Repositories (SDRs).
Clarus' coverage is characterized by its data-driven approach, investment analysis capabilities, expert commentary, industry-specific insights, and a deep understanding of legal and regulatory policies. Their content is disseminated through various channels, including online and digital platforms, private company websites, and financial ticker sites.
By leveraging their expertise and innovative solutions, Clarus Financial Technology enables financial institutions to thrive in an increasingly connected and transparent derivatives market, ensuring compliance and operational efficiency in the face of regulatory complexities.
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Some time has passed since our last blog on the transition to risk-free rates (RFRs). Here we explore what cleared rates swap volumes tell us about the status of the RFR transition. The volumes also tell us what might be necessary for further material progress.
This blog expands to the whole of 2025 the blog we published last September covering H1 2025 SDR -reported IR compression. Key takeaways
In a recent blog, we looked at the adoption of risk-free rates (RFRs) in cleared rates swaps. Now we explore the same topic for rates exchange traded derivatives (ETDs). What do rates ETD volumes over time tell us about the status of RFR transition?
Clearinghouses published at the end of December their latest CPMI- IOSCO Quantitative Disclosures for Q4 2025.
This post continues our quarterly strikes analysis of USD swaptions, which are typically 50 percent or more of swaptions volumes in all currencies.
This blog covers D2D platform shares of core rates swaps in G6 currencies in Q1 2026.
This blog reviews Q1 2026 cross-currency swap volumes and platform market shares, following on from our recent blog on a similar theme for the whole of 2025.
This blog give an update on swap clearing broker concentration risk and asks whether the recent increase in the number of swap FCMs heralds an improvement.
This blog covers credit derivatives ( CRD ) trading volumes in March 2026, both at CCPs and as reported in the US.
Capitolis has launched multilateral FX initial margin optimization (IMO) runs, taking on the long-standing FX IMO services of LSEG and OSTTRA. Word of the launch came in while I was working on this update on Clarus volumes related to FX IMO. The successful entrance of new vendors always adds interesting new angles to this type of research.
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