The Multi Commodity Exchange Clearing Corporation Limited (MCXCCL), on November 5, 2026, has reviewed the minimum Volatility Scan Range (VSR) through back-testing in accordance with SEBI guidelines and notified the applicable VSR for December 2026.
The following has been stated:
The applicable VSR for December 2026 has been specified as Copper – 5, Crude Oil – 30, Gold – 5, Natural Gas – 6, Silver – 6 and Zinc – 5. The prescribed VSR shall also cover the respective commodity variants, as specified in the circular.
Clearing Members are advised to take note of the revised VSR and ensure compliance with the applicable risk management requirements.
[Circular No. MCXCCL/RISK/243/2026]
