The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on January 10, 2025, issued a circular regarding the review of the minimum Volatility Scan Range (VSR).
The following has been stated: -
•MCX Clearing Corporation (MCXCCL) has reviewed the Volatility Scan Range (VSR) for various commodities, following SEBI’s guidelines.
•The updated VSRs are as follows: Copper – 5, Crude Oil – 33, Gold – 4, Natural Gas – 6, Silver – 6, and Zinc – 6.
•The updated VSRs are effective as per SEBI Circular SEBI/HO/CDMRD/DRMP/CIR/P/2021/08. Members are advised to take note of the changes.
•The VSR details are provided in Annexure 1 of the circular.
[MCXCCL Circular No. MCXCCL/RISK/004/2025]
