World2h ago
CAS closing price under review: Sebi proposes 2 options for expiry settlement
The Securities and Exchange Board of India (Sebi) is actively exploring modifications to how derivative settlement prices are calculated. Two alternative methods are currently up for review, inviting stakeholder feedback. These revisions aim to alleviate concerns related to the price from the closing auction session. Stakeholders have until October 3rd to share their insights on adopting a blended VWAP or maintaining the status quo with the existing methodology.
This story was originally reported by Times of India โ Top Stories. As an automated real-time news aggregator, NewsToolBar provides multi-perspective indexing and AI summarization while directing full readership directly to primary publisher sources.
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Sebi proposes new CAS framework, two options for expiry-day settlement
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