OpenGamma incident

CME ETD IM attribution calculations

Resolved on April 10, 2026, affecting CME and CME.

resolved Apr 10, 2026, 01:52 PM UTC

Status: The earlier issue with CME ETD calculations has been resolved and re-runs have corrected the initial issue.

Started
Apr 10, 2026, 01:52 PM UTC
Resolved
Apr 10, 2026, 01:52 PM UTC
Duration
–
Detected by Pingoru
Apr 10, 2026, 01:52 PM UTC

Affected components

CMECME

Update timeline

  1. identified Apr 10, 2026, 09:23 AM UTC

    Status: We have identified an issue causing CME ETD IM results to return a 0 value for COB dates 8th and 9th. This is related to a memory issue which has been investigated and appears to now be resolved. We re-running calculations for the impacted dates. Problem/Impact: IM for CME ETD positions calculated by OpenGamma for COB 8th and 9th may be incorrect. These should be corrected in calculation re-runs.

  2. resolved Apr 10, 2026, 01:52 PM UTC

    Status: The earlier issue with CME ETD calculations has been resolved and re-runs have corrected the initial issue.

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