The Multi Commodity Exchange Clearing Corporation Limited (MCX) on January 15, 2025, 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
• MCXCCL has reviewed the liquidity in all commodities and its variants and has decided the minimum MPOR for the month of February 2025.
• For the computation of Initial Margin, the VaR of all commodities shall be scaled up by their respective MPOR which is attached as Annexure - 1.
[Notification No. MCX/MCXCCL/024/2025]
