The Multi Commodity Exchange Clearing Corporation Limited (MCX), on February 12, 2026, notified regarding the review of Margin Period of Risk (MPOR).
The following have 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/279/2025 dated December 10, 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 March 2026.
• 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.
[Circular No: MCX/MCXCCL/075/2026]
