SEBI is set to review the settlement price methodology for derivatives contracts following the commencement of the Closing Auction Session (CAS), aiming for improved efficiency.
SEBI Proposes Review of Derivative Settlement Price Methodology After CAS Rollout
On September 10, 2026, SEBI announced its intention to conduct a review of the settlement price methodology for derivatives contracts in light of the recent implementation of the Closing Auction Session (CAS). This initiative is aimed at ensuring greater efficiency and transparency in the settlement process.
The anticipated review reflects SEBI's responsiveness to market dynamics and the necessity for efficient mechanisms in the settlement of derivative contracts. Stakeholder feedback is crucial in shaping this review, as SEBI assesses the implications of CAS in relation to existing settlement practices.
Legal practitioners should actively monitor developments concerning this review as the implications could significantly affect settlement strategies and compliance for entities engaged in derivatives trading.
