The National Stock Exchange (NSE) on April 09, 2026, issued a circular regarding Volatility Category – Brent Crude Oil (Platts).
The following has been stated: -
•Pursuant to SEBI guidelines on the margin framework, volatility, and margin parameters have been specified for commodity derivatives.
•BRCRUDEOIL (Non-Agri) is categorized as High volatility with a minimum Initial Margin of 10% and MPOR of 3 days.
•Members are advised to take note and comply accordingly.
[Circular No: 0130 /2026]