OpenGamma incident
CME Cross Margin - Blank CME GTR files for COB 22nd. OG is falling back to using T-2 GTR files.
Ongoing since 07:21 AM UTC, affecting CME.
Status: COB 22nd CME GTR files were received containing no optimizer moves. We are working to fall back to COB 21st GTR files. Problem/Impact: Early reporting may show large IM swings due to no optimization. Reruns in progress will resolve the issue. We assume brokers themselves fell back to T-2. Note from CME: "Please be advised due to issues with top day files loading into the optimizer CME has made the decision not to have a top day ITD or EOD cycle for optimizer. Firms that are still looking to achieve some optimization can run with the cycle from the 2026-10-21 in the hosted optimizer and submit the resulting transfers."
Affected components
Update timeline
- investigating Oct 23, 2026, 07:21 AM UTC
Status: COB 22nd CME GTR files were received containing no optimizer moves. We are working to fall back to COB 21st GTR files. Problem/Impact: Early reporting may show large IM swings due to no optimization. Reruns in progress will resolve the issue. We assume brokers themselves fell back to T-2. Note from CME: "Please be advised due to issues with top day files loading into the optimizer CME has made the decision not to have a top day ITD or EOD cycle for optimizer. Firms that are still looking to achieve some optimization can run with the cycle from the 2026-10-21 in the hosted optimizer and submit the resulting transfers."
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