SEBI reverts to VWAP-based derivatives settlement, retaining closing auction for stock prices

India's market regulator SEBI has reverted to VWAP-based settlement for expiring index derivatives from December 7, easing confusion that has weighed on trading activity, while retaining the closing auction for official stock closing prices. The move may help extend a nascent recovery in India's equity-derivatives market.

Detected & updated continuously · Source: Nebula