16-October-2026
Markets and Finance
 
SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold
15-Oct-2026

Market regulator Securities and Exchange Board of India's (SEBI) Secondary Market Advisory Committee (SMAC) has favoured retaining the existing volume-weighted average price (VWAP) methodology for determining the settlement price of index and stock derivatives on expiry days, rejecting an immediate shift to a blended formula incorporating closing auction session (CAS) prices, three sources told Moneycontrol.

News Source:- https://www.moneycontrol.com/news/business/markets/sebi-panel-backs-30-minute-vwap-for-expiry-settlement-puts-cas-linked-formula-on-hold-14052866.html
 
 
 

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