Sebi proposes changes to expiry settlement as closing auction faces pushback
What to know
- 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
Timeline · newest first
1mo
Livemint
Sebi proposes changes to expiry settlement as closing auction faces pushback
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 shif…
1mo
Economictimes
Sebi proposes new CAS framework, two options for expiry-day settlement
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 sett…
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Published Sep 12, 2026
What to know
- 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
Timeline · newest first
Sources · 2 citations
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