Resolved
Resolved: Workaround implemented allowing for successful margin calculation.
Monitoring
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.
Identified
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.
Investigating
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
