The Multi Commodity Exchange of India Limited (MCX), on November 13, 2025, notified 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 as per Circular No. MCXCCL/RISK/224/2025 dated October 14, 2025. MPOR is one of the risk measures of liquidity/ liquidation in commodity contracts. MCXCCL has reviewed the liquidity in all commodities and their variants and has decided the minimum MPOR for the month of December 2025.
• Accordingly, 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/586/2025]
