Resolved after 22 hours 52 minutes, affecting CME, on August 26, 2026.
Update: Valuation date 26/08/2026 market data confirmed not affected - We are actively out to CME to resolve val date 25/08/2026 Status: CME SPAN2 calculations for COB 25/08/2026 ran on valuation date 24/08/2026 market data Problem: Issue with CME market data files for valuation date 25/08/2026.
Affected components
Update timeline
- investigating Aug 26, 2026, 11:50 AM UTC
We have identified an issue with CME calculations and we are urgently working on identifying the root cause. We will keep this page updated. Impact: No results or 0's returned in outputs
- identified Aug 26, 2026, 03:04 PM UTC
Status: Impacted calculation re-runs now in progress using latest functioning market data valuation date. Problem: We've identified the issue to be originating from CME market data files for valuation date 25/08/2026. Fix: CME SPAN2 calculations have been reverted to running on valuation date 24/08/2026 market data.
- monitoring Aug 27, 2026, 07:41 AM UTC
Update: Valuation date 26/08/2026 market data confirmed not affected - We are actively out to CME to resolve val date 25/08/2026 Status: CME SPAN2 calculations for COB 25/08/2026 ran on valuation date 24/08/2026 market data Problem: Issue with CME market data files for valuation date 25/08/2026.
- resolved Aug 27, 2026, 10:43 AM UTC
Resolved: Workaround implemented allowing for successful margin calculation.
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