SEBI revises closing auction timings, retains 30-minute VWAP for expiry-day settlement
New Delhi, Oct 15 (IANS) The Securities and Exchange Board of India (SEBI) on Thursday issued final framework on Closing Auction Session (CAS), while retaining the 30-minute volume-weighted average price (VWAP) methodology for determining expiry-day settlement prices of index and stock derivatives.The markets regulator also revised the timings and…
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