The 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]