The Multi Commodity Exchange Clearing Corporation (MCX) on March 06, 2026, issued the notification regarding the Review of Margin Framework for Commodity Derivatives Segment.
The following has been stated namely: -
• Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) has categorized commodities into three volatility categories based on realized volatility.
• Minimum Initial Margin (IM), Short Option Minimum Margin (SOMM), Margin Period of Risk (MPOR), and Volatility Scan Range (VSR) requirements are specified in Annexure-1.
• For agricultural commodities, an additional 2% lean period margin will apply to contracts expiring during the lean period, and the provisions will come into effect from April 01, 2026
[Notification No. MCX/MCXCCL/116/2025]
