Missing Market Data - SIMM Calculations
Incident Report for OpenGamma
The 25th of December will not be available in the OpenGamma SIMM Margin Calculator, due to the date being a market holiday.
Posted Dec 26, 2020 - 10:49 UTC
The latest valuation date for SIMM calculations currently remains one business day behind. This is due to a delay in receiving the latest market data from one of our providers. We will keep this page updated.
Posted Dec 26, 2020 - 06:35 UTC