Sebi Chairman Tuhin Kanta Pandey stated the Closing Auction Session is here to stay. Traders express concerns about sharp expiry-day swings linked to this new mechanism. Global index provider MSCI acknowledged its recent rebalancing went well under the new framework. Sebi is reviewing derivative settlement price calculation methods after CAS implementation. The regulator will issue a consultation paper on potential changes to reduce shocks.

BSE could see derivatives volumes recover as the impact of the Closing Auction Session eases. HDFC Securities retained an ADD rating, citing early volume improvement, resilient…

SEBI is considering VWAP and tighter price bands to enhance derivatives settlement and address CAS-related concerns.

Why was CAS introduced in the first place & why has it made the final 20 minutes so volatile?From massive Sensex swings to SEBI scrutiny, we break down how the closing auction…

SEBI chief confirms CAS will remain, addressing global liquidity concerns while exploring temporary solutions for market participants.