The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on June 10, 2026, issued circular regarding the Review of Margin Period of Risk (MPOR).
MCXCCL has notified Clearing Members that, as per its Rules and in continuation of the circular dated May 29, 2026, the methodology for computing Initial Margins will continue to involve scaling the Value at Risk (VaR) of commodities by their respective Margin Period of Risk (MPOR). After reviewing liquidity conditions across commodities and their variants, MCXCCL has determined revised minimum MPOR values for July 2026, provided in Annexure-1. Members are advised to take note and apply the updated MPOR values for margin calculations.
[Circular No. MCX/MCXCCL/340/2026]
