Sequecnce Capture EXR output ignores Post Process Volume

I am attempting to output a Sequence capture from UE4. I have been able to successfully output captures in PNG and AVI format. However, when attempting to capture a Sequence in EXR (final image layer) format it seems that the post process volume in the scene is ignored and not applied to the final image.

Is this a bug or is there something I am missing in order to get post process effects in a EXR capture?