The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL) on September 09, 2026, has reviewed the Volatility Scan Range (VSR) applicable to various commodities by conducting back-testing in accordance with SEBI guidelines. Based on the review, the applicable VSRs for October 2026 have been specified.
The VSR for Copper, Gold and Zinc is 5%, while Crude Oil is 30%, Natural Gas is 6%, and Silver is 6%. For options on the MCXBULLDEX index, the applicable VSR is 3.5%.
The revised VSRs will be applicable for October 2026 and are intended to form part of the risk-management framework for Clearing Members of MCXCCL.
[Circular No. MCX/MCXCCL/512/2026]
