BSE notice 20260612-9 · 12 Jun 2026
Official title
Introduction of Closing Auction Session in the Equity Segment – Changes in trading timings in Equity Derivatives Segment
Official record
Open source pageSummary
BSE updates the trading timings for the Equity Derivatives segment. The continuous trading session now ends at 3:40 pm. The exchange modifies the calculation period for the volume weighted average price. This calculation now uses the time from 3:10 pm to 3:40 pm. These changes follow the introduction of a closing auction session in the equity cash segment. Trading members must follow the new schedule starting August 3, 2026. The exchange will provide a mock trading session for testing before the effective date.
What you must do
Key dates
Who is affected
Thresholds
[Image omitted. See the official document.]
| Notice No. | 20260612-9 |
|---|---|
| Notice Date | 12 Jun 2026 |
| Category | Trading |
| Segment | Derivatives |
| Department | Trading Operations |
| Subject | Introduction of Closing Auction Session in the Equity Segment – Changes in trading timings in Equity Derivatives Segment |
| Attachments | No Attachment |
[Image omitted. See the official document.]
This is with reference to SEBI circular No. SEBI/HO/47/11/11(3)2025-MRD-POD2/I/2765/2026 dated January 16, 2026, and Exchange circulars - no. 20260119-17 dated January 19, 2026, regarding Introduction of Closing Auction Session (CAS) in the Equity Cash Segment and certain modifications in the Pre-Open Auction Session.
All trading members are requested to note the following changes in trading timing in Equity Derivatives segment –
The trading timings for equity derivatives segment shall be as follows:
| Session | Start Time | End Time |
|---|---|---|
| Log-in | 7:50 am | 9:00 am |
| Pre-Open Session | ||
| - Order Entry | 9:00am | 9:07/08am* |
| - Order Matching & Confirmation Period | 9:08am | 9:12am |
| - Buffer Period | 9:12am | 9:15am |
| Continuous Trading | 9:15 am | 3:40 pm# |
| Trade Modification | - | 4:15 pm |
*Random Stoppage between 7th & 8th minutes
# Change in time
Close price computation:
Close price shall continue to be determined as per existing mechanism however for calculation of VWAP (volume weighted average price) last half an hour shall be considered from 03:10 pm to 03:40 pm.
Trading members are requested to note that the circular shall be applicable for trading with effect from Monday, August 03, 2026. Further, it shall be made available for testing during mock trading sessions, date for which shall be informed via a separate circular.
For & on behalf of BSE Ltd,
Ketan Jantre
Head – Trading Operations
Sandeep Pujari
DVP – Trading Operations
