Sebi to address expiry-day derivatives settlement concerns
The Securities and Exchange Board of India is seeking to alleviate concerns related to derivative settlement prices.
Among the proposed options are a blended VWAP model and a return to the previous VWAP method.
Sebi is open to public feedback on these alternatives, which are intended to enhance market structure.
Currently, market participants have shown favor for the older VWAP technique.
5News aggregated this summary from the outlet’s public feed. The full article, with all the context, is on economictimes.indiatimes.com — the content belongs to The Economic Times.
