Search: Closing Auction Session
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September 2026
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SEBISEBI proposes changing how expiry-day settlement prices of derivatives are fixed after the Closing Auction Session; comment window closed on 3 October 2026
CAS review: 7 proposalsComments invitedA SEBI consultation paper issued on 12 September 2026 proposes two options for the expiry-day settlement price of index and stock derivatives — a blended VWAP of the last 30 minutes of continuous trading and the 10-minute Closing Auction Session, or the earlier 30-minute VWAP for an interim period. It also proposes revised market timings and changes to auction orders. Comments were due by 3 October 2026; the window has closed.
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