Sebi adopts last 30-minute vwap for derivatives settlement

Sebi updates derivatives settlement with last 30-minute VWAP. Change effective December 7, 2026. Aims to improve market closure efficiency.

https://www.business-standard.com/markets/news/cas-review-sebi-announces-last-30-minute-vwap-method-for-settlement-126101501571_1.html

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