The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL), on October 19, 2026, has reviewed the liquidity of commodities and their variants and determined the minimum Margin Period of Risk (MPOR) for November 2026.
The following has been stated:
For computation of Initial Margin, the Value at Risk (VaR) of all commodities will continue to be scaled up by their respective MPOR, as specified in the Annexure to the circular.
MCXCCL has reviewed the liquidity and liquidation risk across commodities and their variants and has accordingly determined the minimum MPOR applicable for November 2026.
Clearing Members are required to take note of the revised MPOR values and apply them while computing Initial Margins. The applicable commodity-wise MPOR is provided in Annexure 1.
[Circular No.: MCXCCL/RISK/225/2026]
