Status: A code change has been released and impacted calculations retriggered. IM is being returned again on these calculations for COB Feb 14th.
Problem/Impact: COB 14th calculations on portfolios with CME OTC MXN trades were returning 0 IM.
Cause: CME MXN market data change.
Solution: A code fix was implemented to handle the market data changes.
Resolved
Status: A code change has been released and impacted calculations retriggered. IM is being returned again on these calculations for COB Feb 14th.
Problem/Impact: COB 14th calculations on portfolios with CME OTC MXN trades were returning 0 IM.
Cause: CME MXN market data change.
Solution: A code fix was implemented to handle the market data changes.
Investigating
Status: We have identified an issue impacting CME OTC MXN calculations for COB Feb 14th, causing 0 IM to be produced.
Problem/Impact: COB Feb 14th calculations on CME OTC portfolios with MXN.
