NCCL notified regarding the Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment related to Guar Seed

Nov 14, 2024 | by TeamLease RegTech Legal Research Team

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Industry Specific ComplianceThe National Commodity Clearing Limited (NCCL) on November 14, 2024, notified regarding the Review of Volatility Scan Range (VSR) for Option contracts in Commodity Derivatives Segment.

The following has been stated:

• The Clearing Members are hereby informed that the Volatility Scan Range (VSR) for Options contracts in commodity derivatives segment has been reviewed for the month of December 2024 and there is no change in VSR. The VSR shall be as specified in the Table.

This notification will come into force from December 02, 2024.

[Notification No NCCL/RISK-062/2024]

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