mumbai, Sept. 4 -- The stock market regulator on Thursday said it will review how settlement prices for derivative contracts are determined, following industry feedback on the impact of the new closing auction session (CAS) on expiry-day pricing. A consultation paper proposing changes to the methodology is likely next week, even as the one-month-old CAS remains marred by low participation and occasional abrupt price swings. Designed to enhance pricing transparency, CAS was introduced in the equity cash segment for 213 derivative-traded stocks on 3 August. The closing price, established by matching the maximum number of buy and sell orders in the last 15 minutes of trading, is also used to determine settlement prices for derivative contracts...