Economy
SEBI to Review Derivative Settlement Methodology After CAS Rollout
Moneycontrol2h
THE BRIEF
1
SEBI plans to release a consultation paper within a week to review derivative settlement-price methodology following the recent rollout of the Closing Auction Session (CAS).
2
The new auction system has caused significant market volatility, including a 2,100-point swing in Sensex puts, prompting concerns among options traders.
3
The regulator is seeking to balance market liquidity with stability, as high-frequency trading firms adjust their hedging strategies to the new closing rules.