The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on December 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) following back testing as per SEBI's January 2021 circular. This review is in line with MCXCCL's rules and regulations.
•The updated VSR values are provided in Annexure 1 of Circular No. MCXCCL/RISK/284/2024, dated November 08, 2024. Clearing Members are notified accordingly.
[MCXCCL Circular No. MCXCCL/RISK/311/2024]