Sebi proposes new CAS framework, two options for expiry-day settlement
- Posted on September 12, 2026
- By Business News Today
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- 1 min read
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Sebi proposes new CAS framework, two options for expiry-day settlement
The Securities and Exchange Board of India (SEBI) is set to implement crucial updates to the Closing Auction Session. A focus of these changes is on the process of derivatives settlement on expiry days. SEBI has laid out two alternatives for determining the derivatives settlement price: the first proposes a blended VWAP approach after one year, while the second keeps the current CTS VWAP process in place for the present.
