The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on July 03, 2026, issued a circular regarding review of minimum Volatility Scan Range (VSR).
The following has been stated:-
•MCXCCL has reviewed the Volatility Scan Range (VSR) for commodities in accordance with its Rules, Bye-laws, and Regulations.
•The review follows back testing conducted as prescribed under the relevant SEBI circular.
•Based on the review, the revised VSR values applicable to various contracts are provided in Annexure 1 of the circular.
•Clearing Members are advised to take note of and comply with the revised VSR requirements.
[Circular No: MCXCCL/RISK/149/2026]
