Operating system: Windows-10-10.0.17763 64 Bits
Graphics card: GeForce GTX 1060/PCIe/SSE2 NVIDIA Corporation 4.5.0 NVIDIA 441.41
Broken: version: 2.81 (sub 16), branch: master, commit date: 2019-12-04 11:32, hash: rBf1aa4d18d49d
Short description of error
Open EXR (no multilayer) allows for saving Z-Depth. It works with Cycles, but not with Eevee.
Exact steps for others to reproduce the error
Render de default cube in Eevee and save as Open EXR with Z-Depth. Import the saved file in Composit and check the Depth pass. It is always 100% white (1, 1, 1)