Sebi has proposed retaining the existing VWAP methodology initially, with settlement based only on trades during the final 30 minutes of continuous trading, before potentially shifting to the blended approach after at least a year The Securities and Exchange Board of India (SEBI) is set to implement crucial updates to the Closing Auction Session. Key points and original sources are listed below.

• Sebi has proposed retaining the existing VWAP methodology initially, with settlement based only on trades during the final 30 minutes of continuous trading, before potentially shifting to the blended approach after at least a yearS1

• The Securities and Exchange Board of India (SEBI) is set to implement crucial updates to the Closing Auction Session. A focus of these changes is on the process of derivatives settlement on expiry days. SEBI has laid out two alternatives for determining the de...S2