MCX ICOMDEX Energy Futures Index

Introduction:

MCX is launching India’s first MCX ICOMDEX Energy Futures Index. This index will exclusively track the performance of near-month MCX Crude Oil and Natural Gas Futures contracts, in real-time. Its key benefits are: Benchmarking of sectoral investments in energy commodities, Portfolio Diversification and Inflation Hedging.

Specifications:

The following are the specifications of the MCX ICOMDEX Energy Futures Index:

Parameter	Value
Symbol	MCXENRGDEX
Index Type (Base Year)	Real-time Excess-Return Index
Name of Constituents and Weightage	For the year 2021 For the year 2021 Natural Gas – 25%
Index Governance	Compliant with IOSCO Standards
Trading Unit (1 Lot)	Rs. 125 * MCX ICOMDEX ENERGY
Tick Size	Rs. 1
Settlement Type	Settled in Cash
Risk and Returns (Jan 2021 – Jun 2021)	Avg. Daily Volatility – 1.70% Returns – 51.7%
Returns – 51.7%	Min 10% or based on SPAN whichever is higher