Sebi Proposes Changes to Derivatives Settlement Price Methodology on Expiry Days
Sebi chairman Tuhin Kanta Pandey announced plans to address concerns about the settlement price methodology for derivatives on expiry days. The regulator issued a consultation paper proposing changes, including delinking settlement prices from cash-market closing prices, discontinuing live indicative index values during the Closing Auction Session (CAS), and making certain orders more binding. Two options for determining settlement prices were proposed: a Blended VWAP combining trades from the last 30 minutes of Continuous Trading Session and CAS, and retaining the existing CTS VWAP method as an interim measure.
First-hand measurement across 2 sources
We measured how 2 outlets covered this story. No outlet gave this story a measurable political slant — there is no left–right reading to report. Overall sentiment is neutral (52/100). Lens Score 41/100.
Outlets measured: economictimes, moneycontrol. See how each one headlined and framed the same story in the source comparison below.
AI Analysis
Sentiment was consistent across outlets (52–52/100), indicating broadly factual reporting rather than editorialising.
Coverage timeline
moneycontrol broke this story on 22 Sept, 02:18 pm. Other outlets followed.