GENERAL11 Sept 2026
SEBI to issue consultation paper on derivatives settlement price methodology on Saturday | Stock Market News
SEBI will issue a consultation paper, likely on Saturday, September 12, to rework how settlement prices for derivative contracts are fixed. This follows sharp index swings on expiry days after the Closing Auction Session (CAS) began in August. For F&O traders, CAS stays but the closing price method will change. Do watch the paper and share your feedback.
Key Statutory Highlights
- SEBI plans to issue a consultation paper on the methodology used to determine settlement prices of derivative contracts, likely on Saturday, September 12.
- The review follows sharp swings in the headline indices on expiry days after the Closing Auction Session was rolled out in August.
- SEBI has made clear it will keep the Closing Auction Session and is only reworking how the closing price is determined for derivatives on expiry day.
Actionable Advice for Taxpayers / Founders:If you trade derivatives, keep an eye out for SEBI's consultation paper and consider sharing your feedback on how the current settlement price method affects your trades. For any investment decision, check with a certified expert.
Statutory Disclaimer: TaxQue Shorts are AI-assisted editorial briefs for compliance awareness. This brief has not passed every source check; confirm the original notification before acting. This does not constitute formal legal or CA counsel.
TaxQue News Desk
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