Jefferies said the decision to use the volume-weighted average price (VWAP) to calculate settlement prices of derivatives contracts on expiry days is a bigger positive for brokers than for exchanges.
Jefferies said the decision to use the volume-weighted average price (VWAP) to calculate settlement prices of derivatives contracts on expiry days is a bigger positive for brokers than for exchanges.
<iframe src="https://hindustansphere.com/embed/cluster/9acbccbd449dd2512ac6d35b2c8ac73613b00f9a" width="100%" height="320" style="border:0;max-width:680px" loading="lazy" title="Sebi's CAS rule change bigger positive for brokers vs exchanges: Jefferies"></iframe>
