Status: We have now implemented a workaround for the underlying market data issue and expect the NSE IM numbers to reflect the latest NSE market data. We will continue to work on a permanent solution and will monitor this incident until that can be released.
Problem/Impact: We did not have complete CoB 29th April NSE market data available before 11:30 AM UK time, and as a result, our NSE calculations for CoB 29th April that triggered prior to that time were using CoB 28th April market data.
Cause: NSE have consolidated their daily reporting and a subset of their market data files is no longer published.
Solution: We have implemented a temporary workaround to account for the change in reporting and have rerun the affected margin calculations.