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Sebi Tweaks CAS Rules and Derivatives Settlement; Adds Closing Auction in Dec 2026

Sebi Tweaks CAS Rules and Derivatives Settlement; Adds Closing Auction in Dec 2026

India’s market regulator Sebi revised Consolidated Account Statement (CAS) rules and updated the methodology for calculating settlement prices of derivatives contracts. A new equity cash market closing auction session will run from 3:30 pm to 3:40 pm starting December 2026, with defined order-entry phases.

Original headline

Sebi revises CAS rules, changes derivatives expiry settlement methodology