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The 8962 was populated automatically when you enter the info from the 1095-A ... if you did that the form is in the return.   

 

That letter was a warning since your return must not have been processed yet and they have not gotten the word from the IRS ... if you have successfully filed the proper return then there is nothing more you need to do.   If you did not file the 8962 then the IRS will be asking for that form soon ... wait for the letter.