Neutral impactStocks
SEBI panel favours existing 3 pm–3:30 pm VWAP for derivatives expiry settlement: Report
CNBC-TV18 56 min ago·15 Oct 2026, 8:48 am
A market regulator panel has recommended keeping the current 30-minute Volume Weighted Average Price (VWAP) method for settling derivative contracts. This window runs from 3:00 PM to 3:30 PM. The panel suggested this arrangement for one year to ensure stability in the market infrastructure.
This decision is significant for investors as it maintains the status quo, avoiding immediate disruptions to trading schedules. The proposal also includes extending the trading day by 15 minutes to 3:45 PM, giving market participants more time to execute their orders.
Investors should watch for the final implementation details from SEBI. The regulator will review the panel's suggestions before making any official announcements. Until then, the current settlement process remains in effect.
Excerpt from CNBC-TV18
Published On Oct 15, 2026 | 14:18 IST Last Updated On Oct 15, 2026 | 14:18 IST SEBI's advisory panel has recommended retaining the current 30-minute VWAP method for derivatives expiry settlement for at least a year. The panel also proposed extending derivatives trading until 3:45 pm, while reviewing market orders…Read the original at CNBC-TV18
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