SEBI panel backs keeping 30-minute VWAP for derivatives expiry settlement
India's SEBI advisory panel favours the existing 3:00-3:30 pm VWAP for derivatives expiry for at least a year and proposes trading until 3:45 pm.
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what happened
The Secondary Market Advisory Committee (SMAC) of India's market regulator SEBI has recommended keeping the current 30-minute volume-weighted average price (VWAP) method for settling derivatives at expiry for at least one year. CNBC-TV18 reports this citing Moneycontrol.
Today the settlement price is the VWAP calculated between 3:00 and 3:30 p.m. The panel also suggested allowing derivatives trading until 3:45 p.m., while the handling of market orders during the auction is still under review.
why it matters
For derivatives traders, the settlement price and the trading cutoff shape how positions are closed or hedged at expiry. No final decision has been made, so any change to the rules will depend on the outcome of the regulator's review.
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instruments
sources
- SEBI panel favours existing 3 pm–3:30 pm VWAP for derivatives expiry settlement: Report — cnbctv18.com, 15 October 2026 at 08:48 UTC
prepared by the newsmetry newsroom with ai assistance from the sources listed below. not investment advice.
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