OpenGamma Outage History

Status: Resolved Status: Resolved Problem/Impact: LCH Calculations returning 0's or unexpected results Cause: Change on LCH side publishing Market Data files Solution: OpenGamma adjusted LCH Market Data file consumption logic Affected components LCH (Cleared IRS) (Operational) LCH (Cleared CDS) (Operational)

Status: Resolved Status: We have confirmed that the underlying issue is now resolved and that all stuck calculations have been retriggered around 50mins ago. BAU service is restored. This incident is now closed. Affected components Rebalance - Risk (Operational) What-If - Trades (Operational) Forecast - Margin at Risk (Operational) Forecast - T+1 (Operational) Treasury Call Management - Static Data (Operational) CFaR - Stressed Margin (Operational) Monitor - AANA (Operational) SFTP Reporting (Any Module/Screen) (Operational) Rebalance - Scenarios (Operational) What-If - Risk (Operational) Forecast - Fixed Price Shocks (Operational) Treasury Call Management - Workflows (Operational) Monitor - SIMM (Operational) Track - Change (Operational) Validate - Positions (Operational) Track - Attribution (Operational) Treasury Call Management - Reporting (Operational) Validate - OTE/PV (Operational) Access and Authentication (Operational) Track - Accounts (Operational) Validate - Overview (Operational)

Status: Resolved Status: We have confirmed that the underlying issue is now resolved. This incident is now closed. Problem/Impact: LCH calculations for COB April 20th were failing to calculate IM. Cause: We identified an issue with missing market data. Solution: LCH market data has been reprocessed and impacted calculations have all been retriggered now for the latest valuation date. Affected components LCH (Cleared IRS) (Operational)

Status: Resolved Issue Resolved Affected components ICE (IRM2) (Operational) ICE (SPAN) (Operational)

Status: Resolved Status: The earlier issue with CME ETD calculations has been resolved and re-runs have corrected the initial issue. Affected components CME (Operational)

Status: Resolved Status: Issue now resolved - Some calculation may still be rerunning. Please contact OG Support at [email protected] if you see any issues with COB 1st Apr calculations. Affected components Treasury Call Management - Workflows (Operational) CFaR - Stressed Margin (Operational)

Status: Resolved Status: We have confirmed that the issue is now resolved. This incident is now closed. Problem/Impact: Calculations with CME Direct were stuck in progress and unable to complete. This was impacting calculations in the What If Trades screen as well. Solution: A recent change was identified to have caused the issue and has been rolled back by our dev team. Impacted calculations have been rerun and What If server instances restarted. Affected components What-If - Trades (Operational) Forecast - T+1 (Operational)

Status: Resolved Access on OGP has been fully restored and is functioning as expected. Affected components Access and Authentication (Operational)

Status: Resolved ICE Market Data issue resolved Affected components ICE (IRM2) (Operational)

Status: Resolved Status: e.g. We have confirmed that the underlying issue is now resolved. This incident is now closed. Problem/Impact: [Describe what isn't working as expected and what the problem affects - be specific about the kind of problematic behaviour(s) clients will see if they are affected, and what determines whether they'd be affected or not] [IMPORTANT: Clarify if there is any persistent impact of the incident - e.g. if we have not received the necessary market data to re-run calculations for a given valuation date and historical calculation accuracy may still be affected] Cause: [Give a general explanation of what caused the issue e.g. a recent code change, missing or stale market data - avoid using internal OpenGamma jargon and don't provide unnecessary/meaningless detail] Solution: [Give a general explanation of how we resolved the issue (avoiding jargon/too much detail) and how robust the solution is - where possible, provide assurance that the problem will not resurface] Affected components ICE (IRM2) (Operational)

Status: Resolved Status: We have confirmed that the underlying issue is now resolved. This incident is now closed. Problem/Impact: Authentication to the LCH CDS API was failing. Cause: Duplicate authentication logic in our backend post a code change. Solution: Code change required to fix the underlying issue. Affected components LCH (Cleared CDS) (Operational)

Status: Resolved 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. Affected components LCH (Cleared IRS) (Operational)