The Multi-Commodity Exchange Clearing Corporation Ltd. (MCX) on May 29, 2026, notified regarding the Review of Margin Period of Risk (MPOR) for June 2026.
The following has been stated:
• It has reviewed the liquidity and liquidation risk of commodity contracts and notified the Minimum Margin Period of Risk (MPOR) applicable for June 2026. MPOR is a key risk parameter used in calculating Initial Margin, and the Value at Risk (VaR) of each commodity will continue to be scaled up based on its respective MPOR.
• Under the revised framework, commodities such as Aluminium, Copper, Gold, Lead, Steel Rebar, and Zinc will have a minimum MPOR of 2 days; Cotton, Cotton Oil, Crude Oil, Electricity Monthly Base Load, Kapas, MCX Bullion Index, MCX Metal Index, Mentha Oil, Natural Gas, Nickel, and Silver will have an MPOR of 3 days; while Cardamom will have the highest MPOR of 4 days. These revised MPOR values will be used by MCXCCL for determining initial margin requirements and managing clearing risk during June 2026.
[Notification no. - MCX/MCXCCL/320/2026]
