From mint · Sharmila Bhadoria · · 50s
NSE Trading Rules Overhaul
NSE shortens CAS to 10 minutes, revises F&O expiry hours from Dec 7.
In brief
NSE shortens CAS to 10 minutes, revises F&O expiry hours from Dec 7. NSE reduces Closing Auction Session to 10 minutes and extends derivatives trading hours to 3:45 pm starting December 7. Originally reported by mint.
Key Changes Announced
The NSE will overhaul Closing Auction Session (CAS) in equity cash segment and trading modalities in derivatives from December 7.
CAS Duration Revised
CAS duration shortened to 10 minutes with revised closing price discovery methodology.
Derivatives Trading Hours
Extension of derivatives trading hours to 3:45 pm effective December 7.
CAS Timing Details
CAS runs from 3:30 pm to 3:45 pm with specific order entry and matching periods.
CAS Methodology
Reference price determined by volume-weighted average price of trades between 3:15 pm and 3:30 pm.
At a glance
NSE reduces Closing Auction Session to 10 minutes and extends derivatives trading hours to 3:45 pm starting December 7.
