The Multi Commodity Exchange Clearing Corporation Limited (MCX) on December 16, 2024, issued the notification regarding the Review of Margin Period of Risk (MPOR).
The following has been stated namely: -
• Currently for the computation of Initial Margins, the VaR of all commodities is scaled up by their respective MPOR. MPOR is one of the risk measures of liquidity/ liquidation in commodity contracts.
• MCXCCL has reviewed the liquidity in all commodities and its variants and has decided the minimum MPOR for the month of January 2025.
• The VaR of all commodities shall be scaled up by their respective MPOR which is attached as Annexure - 1.
[Notification No. MCX/MCXCCL/822/2024]
