SEBI is likely to use the volume-weighted average price of the final 30 minutes of trading to settle derivatives for at least a year, while retaining the closing auction for less-liquid cash stocks. The changes could be implemented by month-end.
SEBI is likely to use the volume-weighted average price of the final 30 minutes of trading to settle derivatives for at least a year, while retaining the closing auction for less-liquid cash stocks. The changes could be implemented by month-end.