Changes to the settlement price calculation for derivatives may be proposed. The methodology used during expiry sessions could be refined. This development comes after concerns were raised about sharp price movements. A consultation paper is expected to be released, focusing on the framework for determining these prices.

Further details about the potential changes are expected to be discussed. The regulator's board meeting may take up these proposals.

The consultation paper's release is anticipated, although the exact timing and content are not fully known. For more information, the source report can be consulted.