MCXCCL issued a circular regarding the review of the minimum Volatility Scan Range

Oct 10, 2024 | by TeamLease RegTech Legal Research Team

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Secretarial ComplianceThe Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on October 09, 2024, issued a circular regarding the review of the minimum Volatility Scan Range (VSR).

The following has been stated: -

•MCXCCL has reviewed the Volatility Scan Range (VSR) by conducting back testing 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.

The detailed circular is given in the document below.

[MCXCCL Circular No. MCXCCL/RISK/259/2024]


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