The Multi Commodity Exchange Clearing Corporation Limited (MCX) on February 09, 2026, issued the notification regarding the Update on VSR Parameters
The following has been stated namely: -
• The Volatility Scan Range (VSR) has been reviewed through back-testing.
• The revised VSR for commodities is:
o Copper – 5
o Crude Oil – 33
o Gold – 4
o Natural Gas – 6
o Silver – 6
o Zinc – 6.
• The applicable VSR for Option on Index (MCXBULLDEX) is 3.5.
• The updated VSR values are detailed in Annexure 1 and are applicable to Clearing Members of MCXCCL as per the relevant Rules, Bye-laws, and Regulations
[Notification No. MCX/MCXCCL/070/2026]
