CME ETD IM attribution calculations

Resolved·Degraded performance

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

Fri, Apr 10, 2026, 01:52 PM

(3 weeks ago)

Affected components

Apr 10, 2026, 09:23 AM

01:52 PM

Updates

Resolved

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

Fri, Apr 10, 2026, 01:52 PM

Identified

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.

Fri, Apr 10, 2026, 09:23 AM(4 hours earlier)