CME Cross Margin - Blank CME GTR files for COB 22nd. OG is falling back to using T-2 GTR files.

Update timeline

1. investigating Oct 23, 2026, 07:21 AM UTC

   Status: COB 22nd CME GTR files were received containing no optimizer moves. We are working to fall back to COB 21st GTR files. Problem/Impact: Early reporting may show large IM swings due to no optimization. Reruns in progress will resolve the issue. We assume brokers themselves fell back to T-2. Note from CME: "Please be advised due to issues with top day files loading into the optimizer CME has made the decision not to have a top day ITD or EOD cycle for optimizer. Firms that are still looking to achieve some optimization can run with the cycle from the 2026-10-21 in the hosted optimizer and submit the resulting transfers."

2. resolved Oct 23, 2026, 04:11 PM UTC

   Status: e.g. We have confirmed that the underlying issue is now resolved. This incident is now closed. Problem/Impact: [Describe what isn't working as expected and what the problem affects - be specific about the kind of problematic behaviour(s) clients will see if they are affected, and what determines whether they'd be affected or not] [IMPORTANT: Clarify if there is any persistent impact of the incident - e.g. if we have not received the necessary market data to re-run calculations for a given valuation date and historical calculation accuracy may still be affected] Cause: [Give a general explanation of what caused the issue e.g. a recent code change, missing or stale market data - avoid using internal OpenGamma jargon and don't provide unnecessary/meaningless detail] Solution: [Give a general explanation of how we resolved the issue (avoiding jargon/too much detail) and how robust the solution is - where possible, provide assurance that the problem will not resurface]