Sebi tweaks CAS framework, restores 30-minute VWAP for expiry settlements
The Securities and Exchange Board of India has implemented an updated framework for closing auction sessions and derivatives settlement.
Under the new guidelines, volume-weighted average prices will be used during the last half-hour of normal trading.
Trading for stocks will now last until 3:30 pm, while closing auction sessions will continue until 3:40 pm.
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