MCX issued a notification regarding the Review of minimum Volatility Scan Range (VSR)

Nov 10, 2024 | by TeamLease RegTech Legal Research Team

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Secretarial ComplianceThe Multi Commodity Exchange Clearing Corporation Limited (MCX) on November 08, 2024, issued the notification regarding the Review of minimum Volatility Scan Range (VSR).

The following has been stated namely: -

• MCXCCL has reviewed the Volatility Scan Range (VSR) by conducting back testing and accordingly, the applicable VSR is provided namely: -

o COPPER – 5

o CRUDEOIL – 33

o GOLD – 4

o NATURALGAS – 6

o SILVER – 6

o ZINC – 6

[Notification No. MCX/MCXCCL/743/2024]

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