SEBI seeks to address expiry-day derivatives settlement concerns

23rd September, 2026

Narayani Srinivasan

The Indian regulator is considering blended volume-weighted average (VWAP) or continued use of the existing methodology as it reviews the impact of the closing auction session (CAS) on derivatives expiry pricing.

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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