Global EconomyMoneycontrol.com•1 min read•10/15/2026 (2h ago)

SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold

SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold
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SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold Moneycontrol.com SEBI may lean towards pausing closing auction method for derivatives for a year VCCircle SEBI panel to review CAS feedback as market favours existing VWAP settlement method BusinessLine CAS review: BSE, Groww rally 3% as Sebi panel likely backs VWAP method Business...

Key Takeaways

  • SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold
  • SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold Moneycontrol.com SEBI may lean towards pausing closing auction method for derivatives for a year VCCircle SEBI panel to review CAS feedback as market favours existing VWAP settlement method BusinessLine CAS review: BSE, Groww rally 3% as Sebi panel likely backs VWAP method Business Standard Sebi likely to adopt blended pricing framework to curb expiry-day volatility in derivatives Livemint
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SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold Moneycontrol.com SEBI may lean towards pausing closing auction method for derivatives for a year VCCircle SEBI panel to review CAS feedback as market favours existing VWAP settlement method BusinessLine CAS review: BSE, Groww rally 3% as Sebi panel likely backs VWAP method Business Standard Sebi likely to adopt blended pricing framework to curb expiry-day volatility in derivatives Livemint

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This summary was curated from Moneycontrol.com.

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SEBI panel backs 30-minute VWAP for expiry settlement, puts CAS-linked formula on hold — Loop60