The Multi Commodity Exchange Clearing Corporation Limited (MCX) on July 09, 2024, notified regarding the review of the minimum Volatility Scan Range (VSR).
The following has been stated namely: -
• It is in continuation to Circular No. MCXCCL/RISK/145/2024 dated June 12, 2024, and MCXCCL/RISK/150/2024 dated June 19, 2024.
• It is stated that MCXCCL has reviewed the Volatility Scan Range (VSR) by conducting backtesting as per SEBI circular no. SEBI/HO/CDMRD/DRMP/CIR/P/2021/08 dated January 11, 2021, and accordingly, the applicable VSR is provided as Annexure 1.
Kindly refer to the attached document for details of Annexure 1.
[Circular no. - MCXCCL/RISK/167/2024]
