Failed to create CUDA context (err 999) on NVIDIA GRID vGPU

Ubuntu 19.10 (5.3 kernel), P100 12GB card

    +-----------------------------------------------------------------------------+
    | NVIDIA-SMI 440.56       Driver Version: 440.56       CUDA Version: 10.2     |
    |-------------------------------+----------------------+----------------------+
    | GPU  Name        Persistence-M| Bus-Id        Disp.A | Volatile Uncorr. ECC |
    | Fan  Temp  Perf  Pwr:Usage/Cap|         Memory-Usage | GPU-Util  Compute M. |
    |===============================+======================+======================|
    |   0  GRID P100C-1Q       On   | 00000000:00:0A.0 Off |                    0 |
    | N/A   N/A    P0    N/A /  N/A |    255MiB /  1024MiB |      0%      Default |
    +-------------------------------+----------------------+----------------------+
                                                                                   
    +-----------------------------------------------------------------------------+
    | Processes:                                                       GPU Memory |
    |  GPU       PID   Type   Process name                             Usage      |
    |=============================================================================|
    |    0       722      G   /usr/lib/xorg/Xorg                           162MiB |
    +-----------------------------------------------------------------------------+

When I run simple CUDA test (./EGLStream_CUDA_Interop) it throws an error:

Found 1 cuda devices
Found EGL-CUDA Capable device with CUDA Device id = 0
Created EGLStream 0x56399ab0c291
EGLStream initialized
CUDA Producer on GPU Device 0: "GRID P100C-1Q" with compute capability 6.0

failed to create CUDA context (0x3E7)
&&&& EGLStream interop test FAILED

According to strace, the only library that was not found is libnvtegra.so but AFAIK it doesn’t matter.