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Yes you do, and then when all matters are settled, you can ask for Companies house to close the limited company.
A DS01 has been sent to Companies House asking to close the comapany already. This has happened part way through the year so its only a few months trading.
Then you will need to get in touch with Companies house, to activate the position of being able to submit the final accounts, as these should all have been undertaken prior to the submission of the DS01