The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on August 11, 2026, issued a circular regarding review of the Margin Period of Risk (MPOR).
The following has been stated: -
•MCX Clearing Corporation Limited (MCXCCL) has reviewed the liquidity of all commodities and their variants and determined the minimum Margin Period of Risk (MPOR) for September 2026.
•Accordingly, for computation of Initial Margins, the Value at Risk (VaR) of all commodities shall be scaled up by their respective MPOR as specified in Annexure-1.
•The revised MPOR is applicable in continuation of the Circular dated July 08, 2026, and members are required to take note of the same.
[Circular No.: MCXCCL/RISK/174/2026]
