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MCX Margin and Position Limits Report

This document outlines commodity derivatives position limits and margin details on the Multi Commodity Exchange of India (MCX) as of July 2, 2019. It lists 36 commodities with details including the rate, lot size, SPAN margin, overall position limits for trading members and clients, and near month position limits. Position limits are defined as a maximum number of contracts or quantity that may be held, and are generally set at 15-20% of the market-wide open interest or a fixed quantity, whichever is higher. Margin details include the required SPAN margin and margin percentage for each commodity contract.

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Satish Babu
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5 views3 pages

MCX Margin and Position Limits Report

This document outlines commodity derivatives position limits and margin details on the Multi Commodity Exchange of India (MCX) as of July 2, 2019. It lists 36 commodities with details including the rate, lot size, SPAN margin, overall position limits for trading members and clients, and near month position limits. Position limits are defined as a maximum number of contracts or quantity that may be held, and are generally set at 15-20% of the market-wide open interest or a fixed quantity, whichever is higher. Margin details include the required SPAN margin and margin percentage for each commodity contract.

Uploaded by

Satish Babu
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 : 02-JUL-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 142.75 1 MT 7494.38 5.25 250000 MT OR 20% OF MARKET OI 25000 MT - - 3949.00
WHICHEVER IS HIGHER
OR FOR CLIENT 5% OF
MKT OI WHICHEVER IS
HIGHER
2 ALUMINIUM 142.55 5 MT 37419.38 5.25 250000 MT * OR 20% OF MARKET OI 25000 MT - - 2646.00
WHICHEVER IS HIGHER
OR FOR CLIENT 5% OF
MKT OI WHICHEVER IS
HIGHER
3 BRASSPHY 325.00 1 MT 17062.50 5.25 25000 MT OR 15% OF MARKET 2500 MT 0 0.00
OI,WHICHEVER IS
HIGHER
4 CARDAMOM 3099.70 100 KGS 65806.63 21.23 1000 MT OR 15% OF MARKET 100 MT 250 MT ONE-FOURTH OF THE 25 MT - 44.00
OI,WHICHEVER IS OVERALL MEMBER LEVEL
HIGHER POSITION LIMIT
5 CASTORSEED 5500.00 10 MT 48400.00 8.80 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 442.75 2500 70397.25 6.36 70000 MT * OR 15% OF MARKET OI 7000 MT - 4370.00

10 COTTON 21660.00 25 BALES 29674.20 5.48 3600000 BALES OR 15% OF MARKET 360000 BALES 900000 BALE ONE-FOURTH OF THE 90000 BALES - 7892.00
WIDE OPEN POSITION OVERALL MEMBER LEVEL
WHICHEVER IS HIGHER POSITION LIMIT
11 CPO 511.10 10 MT 36288.10 7.10 900000 MT OR 15% OF MARKET 90000 MT 225000 MT ONE-FOURTH OF THE 22500 MT 5099.00
WIDE OPEN POSITION OVERALL MEMBER LEVEL
WHICHEVER IS HIGHER POSITION LIMIT
21 CRUDEOIL 4053.00 100 47865.93 11.81 4800000 BBL OR FOR TM 20% & FOR 480000 BBL - 12386.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
22 CRUDEOILM 4054.00 10 BBL 4775.61 11.78 4800000 BBL OR FOR TM 20% & FOR 480000 BBL - - 31779.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
29 GOLD 33643.00 1 186382.22 5.54 50 MT # OR 15% OF MARKET OI 5 MT # - 15479.00
WHICHEVER IS HIGHER
30 GOLDGUINEA 26832.00 8 GRMS 1408.68 5.25 50 MT or 15% of Market OI 5 MT 602.00

31 GOLDM 33348.00 100 GRMS 17774.48 5.33 50 MT # or 15% of Market OI 5 MT # - 754.00

32 GOLDPETAL 3337.00 1 GRMS 175.19 5.25 50 MT OR 15% OF MARKET OI 5 MT 7260.00

33 LEAD 154.00 5 MT 49357.00 6.41 35000 MT OR 15% OF MARKET OI 3500 MT - 2036.00

34 LEADMINI 153.85 1 MT 8707.91 5.66 50000 MT OR 15% OF MARKET OI 3500 MT 2071.00

Page 1 of 3
Compliance Officer : Mr SK Mukhopadhyay, Contact No :(022) 4249 3000, Email :[Link]@[Link] 02-JUL-2019 07:18 AM
Commodity Derivatives (MCX) Margin Details & Position Limits Commodity Derivatives (MCX)
As on Date : 02-JUL-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 MENTHAOIL 1223.00 360 KGS 40549.79 9.21 1600 MT OR 15% OF MARKET 160 MT 400 MT NR MONTH LELVEL POS 40 MT - 914.00
OI,WHICHVER IS LIMITS SHALL BE EQ TO
HIGHER THE 1/4 OF THE OVRALL
MEMBER LEVEL POS
LIMIT
36 NATURALGAS 156.30 1250 MMBTU 25027.54 12.81 60000000 MMBTU OR 15% OF MARKET OI 6000000 MMBTU - 11565.00

37 NICKEL 882.80 250 KGS 16420.08 7.44 10000 MT * OR FOR TM 20% & FOR 1000 MT - 6786.00
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 585.00 10 MT 30712.50 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 36635.00 30 KGS 70449.11 6.41 1000 MT # or 15% of Market OI 100 MT # 2564.00

45 SILVERM 37718.00 5 KGS 10617.62 5.63 1000 MT # or 15% of Market OI 100 MT # 14458.00

46 SILVERMIC 37718.00 1 KGS 2146.15 5.69 1000 MT OR 15% OF MARKET OI 100 MT 41223.00

53 ZINC 198.25 5 70378.75 7.10 70000 MT OR FOR TM 20% & FOR 7000 MT - 3721.00
CLIENT 5% OF MARKET
OI WHICHEVER IS
HIGHER
54 ZINCMINI 198.30 1 MT 13147.29 6.63 70000 MT # OR FOR TM 20% & FOR 7000 MT # - 4887.00
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] 02-JUL-2019 07:18 AM
Commodity Derivatives (MCX) Margin Details & Position Limits Commodity Derivatives (MCX)
As on Date : 02-JUL-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] 02-JUL-2019 07:18 AM

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