Resolved on February 16, 2026.
Status: An issue was identified on LCH's MXN OIS market data for business date 12th February. The CCP has now resolved this issue. Problem/Impact: The missing data caused margin calculation figures for these products to be 0/error. Cause: LCH market data did not contain the relevant information for these products. Solution: OpenGamma contacted LCH who have now implemented a fix and market data for COB 13th February now contains all necessary information. We have asked the LCH to re-publish for 12th. This is pending LCH to action.
Update timeline
- investigating Feb 13, 2026, 04:51 PM UTC
Status: An issue has been identified with LCH's MXN OIS market data, at present MXN OIS exposure at LCH is not being calculated. Cause: This is an upstream market data issue from the LCH which we are liaising directly with them to resolve. We will provide a further update when we have received confirmation from LCH.
- resolved Feb 16, 2026, 11:43 AM UTC
Status: An issue was identified on LCH's MXN OIS market data for business date 12th February. The CCP has now resolved this issue. Problem/Impact: The missing data caused margin calculation figures for these products to be 0/error. Cause: LCH market data did not contain the relevant information for these products. Solution: OpenGamma contacted LCH who have now implemented a fix and market data for COB 13th February now contains all necessary information. We have asked the LCH to re-publish for 12th. This is pending LCH to action.
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