MCX notified regarding the Review of Margin

Nov 20, 2024 | by TeamLease RegTech Legal Research Team

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Secretarial Compliance The Multi Commodity Exchange Clearing Corporation Limited (MCX) on November 19, 2024, notified regarding the Review of the Margin Period of Risk (MPOR).

The following has been stated namely: -

• It has reviewed the liquidity in all commodities and their variants and has decided on the minimum MPOR for the month of December 2024.

• For the computation of the Initial Margin, the VaR of all commodities shall be scaled up by their respective MPOR which is attached as Annexure - 1.

Refer to the attached document for the above-referred annexure.

[Notification no. - MCX/MCXCCL/765/2024]

View Document 1