SEBI retains existing derivatives settlement formula, tweaks closing auction

SEBI retains VWAP-based settlement for expiring derivatives, tightens CAS window, extends stock derivatives trading to 3:45 ...
The Financial Express

SEBI on CAS: Regulator restores old settlement price formula for expiry day derivatives

Sebi restores the earlier settlement price method for index and stock derivatives on expiry days, shifts the closing auction ...
Hosted on MSN

SEBI proposes new expiry-day settlement formula for derivatives after CAS concerns

The Securities and Exchange Board of India (SEBI) has proposed two alternatives for determining expiry-day settlement prices of index and single-stock derivatives, following concerns over the ...
Outlook Money

Sebi Panel Backs Existing VWAP-based Expiry Settlement Formula, Proposes New CAS Timings

Sebi’s panel backs the existing VWAP formula for derivatives expiry settlement and proposes new CAS timings. Know the key ...