Comment on STT Trap - Options Expiry - NSE BSE MCX-SX

Venu Madhav commented on 28 Oct 2015, 02:05 PM

Exchange will calculate a settlement price based on the weighted average of the last 30 mins. Futures will be MTM’ed against such settlement price. Typically on an Expiry day Futures price will reconcile with the Spot price.

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