The Securities and Exchange Board of India (Sebi) is likely to issue guidelines on the settlement-price mechanism for derivatives on expiry days within about a week, chairman Tuhin Kanta Pandey said on Saturday. The regulator is examining feedback on its consultation paper following a review of the Closing Auction Session (CAS).
“Following review of the Closing Auction Session, a consultation paper was put out to address concerns in respect of settlement price of derivatives on expiry-day. We are currently examining the comments and hope to issue guidelines in about a week’s time,” Pandey said at the second Capital Market Confluence 2026, organised by the Bombay Stock Exchange Brokers’ Forum in Mumbai.
