Status: We have identified an issue with CME Cross Margin savings reports this morning and we are working on identifying the root cause. We will provide further updates ASAP.
Problem/Impact: We are currently experiencing issues retrieving the necessary data from CME Core to accurately calculate CME cross margin savings. As a result OpenGamma published CME Cross Margin savings reports are incorrectly displaying "0" savings figures. Our Product Delivery team is currently investigating.
Investigating
Status: We have identified an issue with CME Cross Margin savings reports this morning and we are working on identifying the root cause. We will provide further updates ASAP.
Problem/Impact: We are currently experiencing issues retrieving the necessary data from CME Core to accurately calculate CME cross margin savings. As a result OpenGamma published CME Cross Margin savings reports are incorrectly displaying "0" savings figures. Our Product Delivery team is currently investigating.