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SEBI to review derivative settlement price methodology after CAS rollout
CNBC-TV18 1 hr ago·3 Sept 2026, 4:31 pm
SEBI has announced a review of the methodology used to determine derivative settlement prices. This decision follows feedback from market participants regarding the new Closing Auction Session (CAS). The regulator is expected to issue a consultation paper outlining proposed changes within the next week.
This move is significant for investors as the settlement price is a key factor in calculating daily profits and losses. A review of the methodology could lead to adjustments in how prices are calculated, potentially affecting the valuation of derivative positions.
Market participants should watch for the upcoming consultation paper to understand the specific changes being considered. Any modifications to the settlement price methodology could impact trading strategies and risk management for retail and institutional investors alike.
Excerpt from CNBC-TV18
Feedback on the new Closing Auction Session (CAS) has prompted SEBI to take another look at derivative settlement prices. The regulator is expected to issue a consultation paper on proposed changes to the methodology in about a week. Separately, BSE has been meeting with dealers to understand the decline in trading…Read the original at CNBC-TV18
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