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MCX Margin List as of June 27, 2019

This document outlines commodity derivatives position limits and margin details on the Multi Commodity Exchange (MCX) as of June 27, 2019. It lists various commodities traded on MCX including aluminum, brass, cardamom, castor seed, copper, cotton, crude oil, gold, lead, nickel, natural gas, silver, and zinc. For each commodity, it specifies the lot size, SPAN margin, overall position limits for members and clients, and near month position limits. The document provides this key information to inform traders of the risk management norms and trading restrictions in place for different contracts on MCX.

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Shubham Garg
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123 views3 pages

MCX Margin List as of June 27, 2019

This document outlines commodity derivatives position limits and margin details on the Multi Commodity Exchange (MCX) as of June 27, 2019. It lists various commodities traded on MCX including aluminum, brass, cardamom, castor seed, copper, cotton, crude oil, gold, lead, nickel, natural gas, silver, and zinc. For each commodity, it specifies the lot size, SPAN margin, overall position limits for members and clients, and near month position limits. The document provides this key information to inform traders of the risk management norms and trading restrictions in place for different contracts on MCX.

Uploaded by

Shubham Garg
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Commodity Derivatives (MCX) Margin Details & Position Limits Commodity Derivatives (MCX)

As on Date : 27-JUN-19

<----------------- Overall Position Limits --------------------> <--------------- Near Month Po


Sr Scrip Rate Lot SPAN SPAN+ELM Over All Over All Over All N Mnth N Mnth N Mnth no of days OI End
No. Size Margin Margin TM Limit Desc Clnt Limit TM Limit Desc Clnt Limit prior to of day
(Amt) (%) (which ever is higher) (which ever is higher) expiry
1 ALUMINI 142.20 1 MT 7465.50 5.25 250000 MT OR 20% OF MARKET OI 25000 MT - - 1868.00
WHICHEVER IS HIGHER
OR FOR CLIENT 5% OF
MKT OI WHICHEVER IS
HIGHER
2 ALUMINIUM 142.40 5 MT 37380.00 5.25 250000 MT * OR 20% OF MARKET OI 25000 MT - - 271.00
WHICHEVER IS HIGHER
OR FOR CLIENT 5% OF
MKT OI WHICHEVER IS
HIGHER
3 BRASSPHY 324.50 1 MT 17036.25 5.25 25000 MT OR 15% OF MARKET 2500 MT 0 0.00
OI,WHICHEVER IS
HIGHER
4 CARDAMOM 2864.20 100 KGS 59174.37 20.66 1000 MT OR 15% OF MARKET 100 MT 250 MT ONE-FOURTH OF THE 25 MT - 47.00
OI,WHICHEVER IS OVERALL MEMBER LEVEL
HIGHER POSITION LIMIT
5 CASTORSEED 5500.00 10 MT 52580.00 9.56 150000 MT OR 15% OF MARKET 15000 MT 37500 MT ONE-FOURTH OF THE 3750 MT 0.00
WIDE OPEN OVERALL MEMBER LEVEL
POSITION,WHICHEVER POSITION LIMIT
IS HIGHER
6 COPPER 416.15 1 MT 23429.25 5.63 70000 MT * OR 15% OF MARKET OI 7000 MT - 14571.00

7 COPPERM 416.05 250 KGS 5855.90 5.63 70000 MT OR 15% OF MARKET OI 7000 MT - 9256.00

11 COTTON 22320.00 25 BALES 30913.20 5.54 3600000 BALES OR 15% OF MARKET 360000 BALES 900000 BALE ONE-FOURTH OF THE 90000 BALES - 7161.00
WIDE OPEN POSITION OVERALL MEMBER LEVEL
WHICHEVER IS HIGHER POSITION LIMIT
12 CPO 513.60 10 MT 36106.08 7.03 900000 MT OR 15% OF MARKET 90000 MT 225000 MT ONE-FOURTH OF THE 22500 MT 994.00
WIDE OPEN POSITION OVERALL MEMBER LEVEL
WHICHEVER IS HIGHER POSITION LIMIT
22 CRUDEOIL 4129.00 100 52686.04 12.76 4800000 BBL OR FOR TM 20% & FOR 480000 BBL - 13366.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
23 CRUDEOILM 4128.00 10 BBL 5254.94 12.73 4800000 BBL OR FOR TM 20% & FOR 480000 BBL - - 31285.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
30 GOLD 34387.00 1 183282.71 5.33 50 MT # OR 15% OF MARKET OI 5 MT # - 17736.00
WHICHEVER IS HIGHER
31 GOLDGUINEA 27271.00 8 GRMS 1431.73 5.25 50 MT or 15% of Market OI 5 MT 308.00

32 GOLDM 34135.00 100 GRMS 17920.88 5.25 50 MT # or 15% of Market OI 5 MT # - 6470.00

33 GOLDPETAL 3398.00 1 GRMS 178.40 5.25 50 MT OR 15% OF MARKET OI 5 MT 937.00

34 LEAD 157.95 5 MT 54966.60 6.96 35000 MT OR 15% OF MARKET OI 3500 MT - 170.00

Page 1 of 3
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :[Link]@[Link] 27-JUN-2019 06:11 AM
Commodity Derivatives (MCX) Margin Details & Position Limits Commodity Derivatives (MCX)
As on Date : 27-JUN-19

<----------------- Overall Position Limits --------------------> <--------------- Near Month Po


Sr Scrip Rate Lot SPAN SPAN+ELM Over All Over All Over All N Mnth N Mnth N Mnth no of days OI End
No. Size Margin Margin TM Limit Desc Clnt Limit TM Limit Desc Clnt Limit prior to of day
(Amt) (%) (which ever is higher) (which ever is higher) expiry
35 LEADMINI 157.00 1 MT 10189.30 6.49 50000 MT OR 15% OF MARKET OI 3500 MT 462.00

36 MENTHAOIL 1246.80 360 KGS 42954.75 9.57 1600 MT OR 15% OF MARKET 160 MT 400 MT NR MONTH LELVEL POS 40 MT - 195.00
OI,WHICHVER IS LIMITS SHALL BE EQ TO
HIGHER THE 1/4 OF THE OVRALL
MEMBER LEVEL POS
LIMIT
37 NATURALGAS 159.50 1250 MMBTU 26516.88 13.30 60000000 MMBTU OR 15% OF MARKET OI 6000000 MMBTU - 10359.00

38 NICKEL 891.50 250 KGS 16113.86 7.23 10000 MT * OR FOR TM 20% & FOR 1000 MT - 879.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
42 PEPPER 36000.00 1 MT 18900.00 5.25 3600 MT 15% OF THE MARKET 360 MT 900 MT NR MONTH LELVEL POS 90 MT 0.00
WIDE OPEN INTEREST, LIMITS SHALL BE EQ TO
WHICHEVER IS HIGHER THE 1/4 OF THE OVRALL
MEMBER LEVEL POS
LIMIT
43 RBDPMOLEIN 583.00 10 MT 30607.50 5.25 680000 Tonnes OR 15% OF MARKET OI 68000 Tonnes 170000 Tonn EQUIVALENT TO THE 1/4 17000 Tonnes 0.00
WHICHEVER IS HIGHER OF THE OVERALL
MEMBER LEVEL
POSITION LIMIT
44 SILVER 37862.00 30 KGS 67470.08 5.94 1000 MT # or 15% of Market OI 100 MT # 9830.00

45 SILVERM 37876.00 5 KGS 11249.17 5.94 1000 MT # or 15% of Market OI 100 MT # 8093.00

46 SILVERMIC 37873.00 1 KGS 2249.66 5.94 1000 MT OR 15% OF MARKET OI 100 MT 20211.00

53 ZINC 198.30 5 MT 69504.15 7.01 70000 MT OR FOR TM 20% & FOR 7000 MT - 245.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
54 ZINCMINI 198.40 1 MT 13868.16 6.99 70000 MT # OR FOR TM 20% & FOR 7000 MT # - 447.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
*** End of Report ***

Page 2 of 3
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :[Link]@[Link] 27-JUN-2019 06:11 AM
Commodity Derivatives (MCX) Margin Details & Position Limits Commodity Derivatives (MCX)
As on Date : 27-JUN-19

<----------------- Overall Position Limits --------------------> <--------------- Near Month Po


Sr Scrip Rate Lot SPAN SPAN+ELM Over All Over All Over All N Mnth N Mnth N Mnth no of days OI End
No. Size Margin Margin TM Limit Desc Clnt Limit TM Limit Desc Clnt Limit prior to of day
(Amt) (%) (which ever is higher) (which ever is higher) expiry

TM Wise Details :- CLIENT Wise Details :-


ALUMINIUM * For a member collectively for all clients GOLD # including all Gold contracts combined together
COPPER * For a member collectively for all clients: GOLDM # including Gold & Gold Mini contracts
GOLD # including all Gold contracts combined together SILVER # including Silver M & Silver HNI contracts
GOLDM # including Gold & Gold Mini contracts SILVERM # including Silver & Silver HNI contracts
NICKEL * For a member collectively for all clients: ZINCMINI # For all Zinc contracts combined together
SILVER # including Silver M & Silver HNI contracts
SILVERM # including Silver & Silver HNI contracts
ZINCMINI # For all Zinc contracts combined together

Page 3 of 3
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :[Link]@[Link] 27-JUN-2019 06:11 AM

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