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CAS closing price under review: Sebi proposes 2 options for expiry settlement
The closing auction session (CAS) could see a change in how its closing price is used for settling index and stock derivative contracts on expiry, with markets regulator Sebi proposing two alternative methodologies after reviewing the newly introduced framework.
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economictimes.indiatimes.com
CAS stays, but derivatives settlement may change, says Sebi chief Tuhin Kanta Pandey after another 1,000-point Sensex swing
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…
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timesofindia.indiatimes.com
May tweak F&O settlement price mechanism: Sebi chief
