PART D

CONSOLIDATED LIST OF REPORTS

The Clearing Corporation provides information to members in respect of their trades in reports
form on the extranet in the members respective folders and vide its interface NCMS. Additionally
on-line information on margins and collaterals are provided on an interface - NMASS. Members
can use the trades information, the margins parameters and the settlement prices data for generation
of desired reports at their back-office and carry out the end of day activities. The Clearing
Corporation shall endeavour to make the Trades, Margin Parameters and Settlement price
reports/files available as per the below standard timings:
Standard File nomenclature Member portal / extranet path
Time
18:00 FOSett_prce_DDMMYYYY.csv /faoftp/faocommon/
18:00 nsccl.YYYYMMDD.s.spn.gz /faoftp/faocommon/Parameter/
19:45 *F_TR01_TMCODE_NSE_DDMMYYYY.CSV.gz /faoftp/F<MemberCode>folder
*F_TR01_TMCODE_BSE_DDMMYYYY.CSV.gz
*F_TR02_CMCODE_NSE_DDMMYYYY.CSV.gz
*F_TR02_CMCODE_BSE_DDMMYYYY.CSV.gz
* - The Timings provided indicate the standard time by which the reports are downloaded to
members not having any Custodial participant trades
In addition to the above, for members ease clearing corporation shall continue to provide a host of
files/ reports including position files, Margin files, short allocation, position limits, pay-in/pay-out
files etc to members at various intervals across segments. Members are provided with End of day
reports on Member portal after close of market hours which may be used for reconciliation purpose.
The dashboard on member portal specifies the standard time of report download and the file
download status on the member portal extranet can be tracked through the NCL Dashboard
available to members.

As per recommendations of SEBI’s MDAC, the new UDiFF (Unified Distilled File Formats have
been implemented for some of the below reports. The guidance document and the file formats are
provided in PART E and such files shall be available only in standardized format post specified
deadline. ISO tags shall be provided as headers in the aforesaid files.

"Detailed Contracts Report" i.e. F_CN01__DDMMYYYY.CSV.gz, Contract Mapping File i.e.

Applicable_Contract_FO_DDMMYYY.csv and "Daily SPAN Risk Parameters files"
nsccl.<YYYYMMDD>>.inn/s.spn.gz, shall have dummy contracts and symbols on existing
instrument types FUTSTK. The contracts having last 7 characters of its symbol as "NSETEST"
shall be identified as dummy contracts for this purpose.

In this regard, market participants are requested to note that inclusion of dummy contracts and
symbols in the contract report and span files are purely intended for internal testing purpose at NSE
Clearing Limited and hence, market participants are required to ignore the data received for these
dummy symbols/contracts in the said reports. Any reference/processing/activity/consumption and
consequent results on the said data shall be at their own discretion/risk. In no event will NSE
Clearing limited, its officers or employees be liable for decision made or action taken in reliance of
the said data.

Page 1 of 40
List of Files/ Reports and their formats downloaded by the Clearing Corporation in the F&O
segment is provided hereunder:

1. Contracts Report (CN01)

2. Contract Mapping File
3. Trades Report (TR01 and TR02)
4. STT file for trading member (STT01)*
5. STT file for clearing member (STT02)*
6. STT file delivery settlement for trading member (STT03)
7. STT file delivery settlement for clearing member (STT04)
8. Detailed position file for trading members (PS03)*
9. Detailed position file for clearing members (PS04)*
10. Exchange wise positions to trading/clearing member (PS05 and PS06)
11. Exercise report for trading /clearing members (EX01 and EX02)*
12. Assignment report for trading/clearing members (AS01 & AS02)*
13. Bank report for next day obligations (BK01)*
14. Bank summary report for clearing member (BK02)
15. Bank transaction report for clearing member (BK03)
16. Margin statement for clearing member (MG09)
17. Margin statement for trading member (MG10)
18. Margin payable statement for clearing member (MG11)
19. Detailed end of day margin file for clearing member (MG12)
20. Intra-day margin report for Clearing member (MG12_P)
21. Detailed end of day margin file for trading member (MG13)
22. Intra day margin report for Trading member (MG13_P)
23. Cross margin benefit report for clearing member (MG- 14)
24. Cross margin benefit report for trading member (MG- 15)
25. Detailed margin file for clearing member (MG18)
26. Offset positions report for trading member (XM_01)
27. Offset positions report for clearing member (XM_02)
28. Clearing Member Summary Report for Option Value Collection (OPTCSHSUMM01)
29. Trading Member Summary Report (OPTCSHSUMM02)
30. Clearing Member Detailed Report for Option Value Collection (OPTCSHDTLS01)
31. Trading Member Detailed Report for Option Value Collection(OPTCSHDTLS02)
32. Client Collateral report for Trading Member (CC01)

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33. Client Collateral report for Clearing Member (CC02)
34. Short allocation report for trading member (SA01)
35. Short allocation report for clearing member (SA02)
36. Short allocation report for clearing member for trading member (SA03)
37. Short allocation report for trading member (SA04)
38. Short allocation report for clearing member (SA05)
39. Short allocation report for clearing member for trading member (SA06)
40. Details of collaterals submitted by clearing member (COLLDTLS )
41. Security Details Report for clearing member (SEC PLEDGE)
42. Security Release Report (SEC REL)
43. Daily SPAN Risk Parameter files
44. Portfolio File
45. Detail penalty for short/ non-reporting by trading members (PNL01)
46. Detail penalty for short/non reporting by clearing member (PNL02)
47. Penalty for short/ non-reporting by trading members affiliated to clearing member (PNL03)
48. Final obligation report for clearing member (FOBG01)
49. Final obligation report for trading member (FOBG02)
50. Netted Detailed Final Obligation Report (DNETOBLG)
51. Netted Final Obligation Report to Clearing Member (NETOBLG)
52. Security wise demat delivery statement for Clearing Member (DFDS)
53. Security wise demat receipt statement for Clearing Member (DFRS)
54. Client Allocation Details for Clearing Member (CADT)
55. Deliveries Report for Clearing Member (DLVR)
56. Security Shortages Report of Clearing Member (SHRT)
57. Auction Square off Debit/ Credit Report for Clearing Member (ASQR)
58. Auction Difference Report for Clearing Member (ADIF)
59. Delivery Margin Report for Clearing Members (DLMG01)
60. Delivery Margin Report for Trading Members (DLMG02)
61. Stamp Duty report for trading member (SD01)
62. Stamp Duty report for clearing member (SD02)
63. Stamp Duty report for trading member for delivery settlement (SD03)
64. Stamp Duty report for clearing member for delivery settlement (SD04)

The file formats for these Files/Reports are detailed below:

1. Contracts Report (CN01)

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 Naming convention: F_CN01_<<Exchange Name>>_DDMMYYYY.CSV.gz for all the
members
Location: /FAOFTP/FAOCOMMON/MARKETREPORTS
File will be generated without linking to contract information provided by Exchange for next
working day. Accordingly, the file CN01 will contain contracts eligible for T day only
File details and format:
Field Name
Contract Date
Contract Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
Corporate Action level
Contract Regular Lot
Contract Issue Start Date
Contract Issue Maturity Date
Contract Exercise Start Date
Contract Exercise End Date
Contract Exercise Style
Contract Active Market Type
Contract Open Price
Contract High Price
Contract Low Price
Contract Close Price
Contract Settlement Price
Contract Underlying Price
Contract Underlying Instrument Type
Contract Underlying Symbol
Contract Underlying Series
Contract Underlying Expiry Date
Contract Underlying Strike Price
Contract Underlying Option Type
Contract Underlying Corporate Action Level

2. Contract Mapping File

Naming convention: Applicable_Contract_FO_DDMMYYY.csv
Location: /FAOFTP/FAOCOMMON
Format
NSE_INSTRUMENT
NSE_SYMBOL
NSE_EXPIRY
NSE_STRIKE
NSE_OPTION
BSE_INSTRUMENT
BSE_SYMBOL
BSE_EXPIRY
BSE_STRIKE

Page 4 of 40
 BSE_OPTION
MSE_INSTRUMENT
MSE_SYMBOL
MSE_EXPIRY
MSE_STRIKE
MSE_OPTION
APP_INSTRUMENT
APP_SYMBOL
APP_EXPIRY
APP_STRIKE
APP_OPTION

3. Trades Report (TR01 and TR02)

Naming convention:
F_TR01_<MEMBER CODE>_<<Exchange Name>>_DDMMYYYY.CSV.gz for the trading
member F_TR02_<MEMBER CODE>_<<Exchange Indicator>>_DDMMYYYY.CSV.gz for
the clearing member
Location: FAOFTP/F<MEMBER CODE>/REPORTS.
File details and format:
Trade Number
Trade Date
Activity Type
Market Type
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
Corporate Action level
Buy Broker
Sell Broker
Trade Price
Trade Date Time
Trade Volume
Trade Token No
Trade Buy Branch
Buy CM Code
Sell CM Code
Trade Sell Branch
Buy Custodial Participant
Buy Side Confirmation
Sell Custodial Participant
Sell Side Confirmation
Buy Covered Uncovered Flag
Sell Covered Uncovered Flag
Buy Old Custodial Participant
Buy Old CM Code
Sell Old Custodial Participant

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 Sell Old CM Code
Trade Buyer
Trade Seller
Buy Order No
Sell Order No
Buy Account No
Sell Account No
Buy Remarks
Sell Remarks
Buy Position
Sell Position
Buy Proprietor Client Flag
Sell Proprietor Client Flag
Control Flag
Trade Execution Date Time

For the Field Description Trade Number the field length shall be 17 digits and for Buy/Sell
Order Number the field length shall be 16 digit. In addition to this all reports where trade
number, buy/sell order numbers are used the field length shall be as mentioned above.
Members are requested to note that when opening .csv files in excel, the seventeenth digit will
get rounded off. Due care, therefore, needs to be taken when reading and saving these files in
excel. Further, in case of excel macro or other tools, the data-type for handling order / trade
number should be suitably defined.

4. STT file for trading member (STT01)*

File naming convention
F_STT01_<MEMBER CODE>_DDMMYYYY.CSV
Location: FAOFTP/F<MEMBER CODE>/REPORTS.
File details and format:
Control record type 10 – STT information at Trading Member level
Record Type
STT date
Trading Member Code
Total STT
Details record type 20 – STT information at Client level
Record Type
STT date
Trading Member Code
Trading client code
Total STT
Details record type 30 – STT information at client contract level for sale of contracts
Record Type
STT date
Trading Member Code
Client Code
Instrument Type
Symbol
Expiry Date

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 Strike price
Option Type
CA level
Sell quantity
Sell value
Taxable sell value futures
Taxable sell value options
STT futures
STT options
Total STT
Details record type 40 – STT information at client contract level for exercise of contracts
Record Type
STT date
Trading Member Code
Trading Client Code
Instrument Type
Symbol
Expiry Date
Strike price
Option Type
CA level
Exercise quantity
Exercise value
Taxable Exercise value
STT options
Total STT

5. STT file for clearing member (STT02)*

Naming convention
F_STT02_<MEMBER CODE>_DDMMYYYY.CSV
Location: FAOFTP/F<MEMBER CODE>/REPORTS.
File details and format:
Control record type 10 – STT information at Clearing Member level
Record Type
STT date
Due Date of payment
Clearing Member Code
Total STT

Detail record type 20 – STT information at Trading Member level

Record Type
STT date
Trading Member Code
Total STT

Details record type 30 – STT information at Client level

Record Type

Page 7 of 40
STT date
Trading Member Code
Trading client code
Total STT

Details record type 40 – STT information at client contract level for sale of contracts
Record Type
STT date
Trading Member Code
Trading Client Code
Instrument Type
Symbol
Expiry Date
Strike price
Option Type
CA level
Sell quantity
Sell value
Taxable sell value futures
Taxable sell value options
STT futures
STT options
Total STT

Details record type 50 – STT information at client contract level for exercise of contracts
Record Type
STT date
Trading Member Code
Trading Client Code
Instrument Type
Symbol
Expiry Date
Strike price
Option Type
CA level
Exercise quantity
Exercise value
Taxable Exercise value
STT options
Total STT

6. STT file delivery settlement for trading member (STT03)

File naming convention
F_STT03_<MEMBER CODE>_DDMMYYYY.CSV
Location: FAOFTP/F<MEMBER CODE>/REPORTS.
File details and format:

Control record type 10 – STT information at Trading Member level

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Record Type
STT date
Trading Member Code
Total STT

Details record type 20 – STT information at Client level

Record Type
STT date
Trading Member Code
Trading client code
Total STT

Details record type 30 – STT information at client deliverable positions which shall be settled
by way of delivery
Record Type
STT date
Trading Member Code
Client Code
Symbol
Total Buy Quantity
Total Sell Quantity
Total Buy Value
Total Sell Value
Volume Weighted Average Price
Buy Deliverable Quantity
Taxable Buy Value
Sell Deliverable Quantity
Taxable Sell Value
Buy STT
Sell STT
Total STT

Details record type 40 – STT information at client contract level for exercise of options on
securities which are identified for delivery settlement
Record Type
STT date
Trading Member Code
Trading Client Code
Instrument Type
Symbol
Expiry Date
Strike price
Option Type
CA level
Exercise quantity
Exercise value
Taxable Exercise value
STT options
Total STT

Page 9 of 40
7. STT file delivery settlement for clearing member (STT04)
Naming convention
F_STT04_<MEMBER CODE>_DDMMYYYY.CSV
Location: FAOFTP/F<MEMBER CODE>/REPORTS.
File details and format:

Control record type 10 – STT information at Clearing Member level

Record Type
STT date
Due Date of payment
Clearing Member Code
Total STT

Detail record type 20 – STT information at Trading Member level

Record Type
STT date
Trading Member Code
Total STT

Details record type 30 – STT information at Client level

Record Type
STT date
Trading Member Code
Trading client code
Total STT

Details record type 40 – STT information at client deliverable positions which shall be settled
by way of delivery
Record Type
STT date
Trading Member Code
Client Code
Symbol
Total Buy Quantity
Total Sell Quantity
Total Buy Value
Total Sell Value
Volume Weighted Average Price
Buy Deliverable Quantity
Taxable Buy Value
Sell Deliverable Quantity
Taxable Sell Value
Buy STT
Sell STT
Total STT

Page 10 of 40
Details record type 50 – STT information at client contract level for exercise of options on
securities which are identified for delivery settlement
Record Type
STT date
Trading Member Code
Trading Client Code
Instrument Type
Symbol
Expiry Date
Strike price
Option Type
CA level
Exercise quantity
Exercise value
Taxable Exercise value
STT options
Total STT

8. Detailed position file for trading members (PS03)*

Naming convention of the Position File: F_PS03_<MEMBER

CODE>_DDMMYYYY.CSV.gz for the trading member.
File location: directory /FAOFTP/F<MEMBER CODE>/REPORTS.
File details and format:
 The file is generated for each trading member for all contracts in which any client or
the member has either a brought forward position or an open positions on that day.
 The file is in a comma separated file format (CSV).
 The file would contain details up to Client Level.
 The values stored in Post Exercise Quantity are arrived at after taking into account
the exercise / assigned quantity.

FIELD NAME DESCRIPTOR

1. Position Date Date
2. Segment Indicator 'F' for F&O segment
3. Settlement Type 'F' for Futures/ 'O' for Index Options/ 'S' for
Options on securities etc.
4. Clearing Member Code CM Code
5. Member Type 'M' for TM/ 'C' for CP
6. Trading Member Code TM Code / CP Code
7. Account Type 'P' for proprietary/ 'C' for client etc.
8. Client Account / Code Client Account No. / Code
9. Instrument Type FUTIDX / OPTIDX / FUTSTK/OPTSTK etc.
10. Symbol NIFTY / RELIANCE / CNXIT etc.
11. Expiry date Contract expiry date
12. Strike Price '0' for Futures Contracts
13. Option Type 'FF'/ 'CA'/'CE'/'PA'/'PE'
14. CA Level '0' for Futures Contracts / Number
15. Brought Forward Long Quantity B/F long quantity

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16. Brought Forward Long Value B/F value for long futures positions/ 0 for options
17. Brought Forward Short Quantity B/F short quantity
18. Brought Forward Short Value B/F value for short futures poisitions/0 for options
19. Day Buy Open Quantity Quantity purchased today
20. Day Buy Open Value Value of purchased quantity
21. Day Sell Open Quantity Quantity sold today
22. Day Sell Open Value Value of sold quantity
23. Pre Ex / Assgn Long Quantity Net long quantity before exercise
24. Pre Ex / Assgn Long Value Net long value for futures (0 for options)
25. Pre Ex / Assgn Short Quantity Net short quantity before assignment
26. Pre Ex / Assgn Short Value Net short value for futures (0 for options)
27. Exercised Quantity Total Valid exercised quantity / 0
28. Assigned Quantity Total Assigned quantity / 0
29. Post Ex / Assgn Long Quantity Sr. 23 - Sr. 27
30. Post Ex / Assgn Long Value Sr. 24 (0 for options)
31. Post Ex / Assgn Short Quantity Sr. 25 - Sr. 28
32. Post Ex / Assgn Short Value Sr. 26 (0 for options)
33. Settlement Price Calculated Value (1) detailed below
34. Net Premium Calculated Value (2) detailed below
35. Daily MTM Settlement Value Calculated Value (3) detailed below
36. Futures Final Settlement Value Calculated Value (4) detailed below
37. Exercised / Assigned Value Calculated Value (5) detailed below

Value 1: Settlement Price

 In case of futures contracts, which have not yet expired, the contract settlement price is
provided. This price is used for the daily MTM settlement of futures contracts.
 In case of future and options contracts, on the day of expiry of the contract, the
underlying settlement prices are provided. This price is used for final MTM settlement
of futures contracts and final exercise settlement of option contracts.

Value 2: Net Premium

 In case of futures contracts, the value is zero.
 In the case of options contracts, the value is the day's sell value minus the day's buy
value.
 The value is provided with the appropriate sign convention Payable (-)/Receivable (+).
 The value represents premium settlement amount receivable or payable by the member.

Value 3: Daily MTM Settlement Value

 In case of futures contracts, which have not yet expired, the MTM settlement value is
provided.
 In case of futures contracts, on the day of maturity of the contract, the value is zero.
MTM settlement value for such contracts is provided as Value 4 detailed below.
 In the case of options contracts, the value is zero.
 The value is populated with the appropriate sign convention Payable (-)/ Receivable (+).

Value 4: Futures Final Settlement Value

 In case of futures contracts, which have not yet expired, the value is zero since it
is provided as Value 3 detailed above.

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  In case of futures contracts, on the day of expiry of the contract, the final MTM
settlement value is provided.
 In the case of options contracts, the value shall be zero.
 The value is provided with the appropriate sign convention Payable (-)/ Receivable (+).

Value 5: Exercised / Assigned Value

 In the case of futures contracts, the value is zero.
 In the case of option contracts, which have not expired and which have been exercised,
the Exercise value is computed as follows:
o For call options Exercise value = (settlement price - strike price) * exercised
quantity (a positive value)
o For put options Exercise value = (strike price - settlement price) * exercised
quantity (a positive value)
 In the case of options contracts, which have not yet expired and which have been
assigned, the assigned value is computed as detailed below:
o For call options: Assigned value = (settlement price - strike price) * exercised
quantity * (-1)
o For put options Assigned value = (strike price - settlement price) * exercised
quantity * (-1)
 On expiry date of an option contract, all in-the-money long positions are treated as
exercised positions and exercise value computed. Similarly all in-the-money short
positions are treated as assigned positions and assigned value computed
 The field is populated with zero in case the contract is at / out of the money.
 The value is populated with the appropriate sign convention Payable (-)/ Receivable (+)

9. Detailed position file for clearing members (PS04)*

Naming convention F_PS04_<MEMBER CODE>_DDMMYYYY.CSV.gz

File Location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
 The file structure for a CM is the same as for a TM as detailed above.
 The file is in a CSV file format structure.
 A clearing member who is clearing for a custodial participant shall get the same information
as a trading member gets for his client.
 A Clearing Member who trades and also clears for others shall get two files, one as a trading
member containing the details of his own clients and one as a clearing member containing
the details of all his Trading members, on whose behalf he is clearing/ settling.
 No clearing member file is generated for a member who is a Self Clearing Member. For
such a member, only one file (TM file as mentioned above) is generated.
 The file for a clearing member shall NOT be at client level.
 A clearing member gets the details for each trading member for whom he is clearing but not
individual clients of the trading member. Thus for a clearing member, the client account /
code field is zero. The file contains the summation at account type level. Thus, for a
Clearing member there shall be only two records for a contract one at the proprietary level
and the other at client level.
 The member code in the case of a clearing member is the primary member code of the
clearing member.

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 10. Exchange wise positions to trading/clearing member (PS05 and PS06)
Naming convention F_PS05_<MEMBER CODE>_DDMMYYYY.CSV.gz for the trading member
F_PS06_<MEMBER CODE>_DDMMYYYY.CSV.gz for the clearing member
File Location: /FAOFTP/F<MEMBER CODE>/REPORTS
Format:
Filed Name Descriptor
Position Date Date
Segment Indicator 'F' for F&O segment
Clearing Member Code CM Code
Member Type 'M' for TM/ 'C' for CP
Trading Member Code TM Code / CP Code
Account Type 'P' for proprietary 'C' for client
Client Account / Code Client Account No. / Code
Instrument Type FUTIDX / OPTIDX / FUTSTK/OPTSTK
Applicable Symbol NIFTY / RELIANCE / SENSEX
Last Trading Date Contract expiry date
Strike Price '0' for Futures Contracts
Option Type 'FF'/ 'CA'/'CE'/'PA'/'PE'
CA Level '0' for Futures Contracts / Number
Post Ex / Assgn Long Quantity
Post Ex / Assgn Long Value Filler
Post Ex / Assgn Short Quantity
Post Ex / Assgn Short Value Filler
Exchange Indicator 1 for NSE, 2 for BSE, 3 for MSE
File Details: The file is generated for each trading member for all contracts in which any client has
exchange wise open positions on that day.
Clearing Member File
 A clearing member who is clearing for a custodial participant shall get the same information as a
trading member gets for his client.
 A Clearing Member who trades and also clears for others shall get two files, one as a trading
member containing the details of his own clients and one as a clearing member containing the details
of all his Trading members, on whose behalf he is clearing/ settling.
 No clearing member file is generated for a member who is a Self-Clearing Member. For such a
member, only one file (TM file as mentioned above) is generated.
 The file for a clearing member shall NOT be at client level.
 A clearing member gets the details for each trading member for whom he is clearing but not
individual clients of the trading member. Thus for a clearing member, the client account / code field
is zero. The file contains the summation at account type level. Thus, for a Clearing member there
shall be only two records for a contract one at the proprietary level and the other at client level.
 The member code in the case of a clearing member is the primary member code of the clearing
member

Page 14 of 40
11. Exercise report for trading /clearing members (EX01 and EX02)*

Naming convention:
F_EX01_<MEMBER CODE>_DDMMYYYY.CSV.gz for the trading member
F_EX02_<MEMBER CODE>_DDMMYYYY.CSV.gz for the clearing member
File location: /FAOFTP/F<MEMBER CODE>/REPORTS.
File details and Format:
Date
Exercise Number
Exercise Date
Clearing Member Code
Member Type
Member Code
Account Type
Client Account Code
Settlement Type
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
Corporate Action Level
Market Type
Requested Quantity
Exercise Type
Exercise Style
Final Exercise Type
Exercise / Do Not Exercise Flag
Remarks
Acceptance Flag
Rejected Quantity
Rejection Reason
Valid Exercise Quantity
Settlement Price (underlying close price of the security)
Value (Settlement Price x Valid Exercise Quantity)

12. Assignment report for trading/clearing members (AS01 & AS02)*

File Naming convention:
F_AS01_<MEMBER CODE>_DDMMYYYY.csv.gz for the trading member
F_AS02_<MEMBER CODE>_DDMMYYYY.csv.gz for the clearing member
File Location Extranet directory /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Assignment Date
Segment Indicator
Assigned Clearing Member Code
Assigned Member Account Type

Page 15 of 40
 Assigned Member Type
Assigned Member Code
Assigned Client Account Code
Settlement Type
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
Corporate Action Level
Assigned Quantity
Assignment Type (whether on account of interim or final exercise)
Settlement Price (underlying close price of the security)
Value (Settlement price x Assigned quantity)

13. Bank report for next day obligations (BK01)*

Naming convention: F_BK01_<MEMBER CODE>_DDMMYYYY_DD.CSV.gz
File Location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
 Net Debit or Credit transaction for various settlements like Mark to Market, Premium,
and Exercise, Delivery Settlement etc
 Break up of above into the debit or credit transaction for the respective settlement i.e.
Mark to Market, Premium, Exercise and Delivery Settlement.

Transaction Received Date

Transaction Code
Transaction Number
Description
Debit Amount
Credit Amount

14. Bank summary report for clearing member (BK02)

Naming convention: F_BK02_<MEMBER CODE>_DDMMYYYY.CSV.gz for the clearing
member.
File Location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Field Name
Summary Transaction Number
Description
Transaction Code
Debit/Credit
From Account Number
To Account Number
Sum Amount

Page 16 of 40
15. Bank transaction report for clearing member (BK03)
Naming convention: F_BK03_<MEMBER CODE>_DDMMYYYY.CSV.gz for the clearing
member.
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Summary Transaction Number
Segment Indicator
Bank Transaction Received Date
Transaction Code
Description
Debit/Credit
Original Amount
Amount Due
Amount Received
Amount Short

16. Margin statement for clearing member (MG09)

Naming convention: - F_MG09_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Sr. No
TM/CP Code
Initial Margin
Premium Margin
Intra day Crystallised MTM
Delivery Margin
Total Margin
Assignment margin
This report gives margin summary for the clearing member code across all his TM/CPs.

17. Margin statement for trading member (MG10)

Naming convention: - F_MG10_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Sr. No
Proprietary/ Client
Initial Margin
Premium Margin
Intraday Crystallised MTM
Delivery Margin
Total Margin

This report gives margin summary for the TM/CP code across with his account types.

18. Margin payable statement for clearing member (MG11)

Page 17 of 40
Naming convention - F_MG11_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
A. CAPITAL
1. Total Cash Capital <<Allocated to CM Prop>>
2. Total Non-Cash Capital <<CM PROP>>
3. Total Capital (A1 + A2)
4. Cash Component Required (%)
5. Effective Deposits [Min (A1/A4, A3)]
6. Non-usable Non-cash Capital (A3 - A5)
B. MARGIN INFORMATION
7. Minimum Liquid Net Worth
8. Intraday Crystallised MTM <<will be populated as zero>>
9. Delivery Margin <<will be populated as zero>>
10. Initial Margin Amount <<will be populated as zero>>
11. Extreme Loss Margin <<will be populated as zero>>
12. CM Prop Margin
13. TM Margins > 90%
14. Total Margin (B12+B13)
15. Effective Deposits Required For Clearing Member (B7+ B14)
C. TRANSACTION AMOUNT
16. Excess Effective Deposits Required (B15 –A5)
17. Minimum Free Deposit for Pay-in Transaction
18. Minimum Free Deposit for Pay-out Transaction
19. Additional Deposit Required
20. Daily Cash Margin Already Paid By the Member
21. Non-usable Non-cash Allocation
22. Cash Margin Payable(+)/Receivable(-)

This report gives the collateral and margin payable statement for a clearing member

19. Detailed end of day margin file for clearing member (MG12)
Naming convention - F_MG12_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
The above report shall have margins based on EOD positions and BOD margin parameters.
File details and format:
The file for a clearing member shall contain the following values
Trade date
Trading member /Custodial participant code
SPAN margin
Filler
Extreme Loss margin
Delivery margin
Margin on consolidated crystallized obligation
Total margin to be collected (SPAN Margin + Extreme Loss Margin + Delivery margin +
Margin on consolidated crystallized obligation)
Peak of Intra-day margin to be collected

Page 18 of 40
20. Intra-day margin report for Clearing member (MG12_P)
Naming Convention- F_MG12_P_<MEMBER CODE>_DDMMYYYY_ inn.LIS.gz
Where nn is the batch number
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
Trade date
Trading member /Custodial participant code
SPAN Margin
Filler
Extreme Loss Margin
Delivery margin
Margin on consolidated crystallized obligation
Total margin to be collected (SPAN Margin + Extreme Loss Margin)

21. Detailed end of day margin file for trading member (MG13)
Naming convention - F_MG13_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
The above report shall have margins based on EOD positions and BOD margin parameters.
File details and format:
The file for a trading member shall contain the following values
Trade date
Client Code
SPAN margin
Filler
Extreme Loss Margin
Delivery margin
Margin on consolidated crystallized obligation
Total margin to be collected (SPAN Margin + Extreme Loss Margin + Delivery margin
+ Margin on consolidated crystallized obligation)
Peak of Intra-day margin to be collected
Client/Proprietary Flag

22. Intra day margin report for Trading member (MG13_P)

Naming Convention- F_MG13_P_<MEMBER CODE>_DDMMYYYY_ inn.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Trade date
Client Code
SPAN Margin
Filler
Extreme Loss Margin
Delivery margin
Margin on consolidated crystallized obligation
Total margin to be collected (SPAN Margin + Extreme Loss Margin)
Client/Proprietary Flag

Page 19 of 40
23. Cross margin benefit report for clearing member (MG- 14)

Naming convention: - F_MG14_<MEMBER CODE>_DDMMYYYY.csv

File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
The file for a clearing member shall contain the following values
Trading Member Code/ CP code
Initial Margin Benefit
Exposure Margin Benefit

24. Cross margin benefit report for trading member (MG- 15)
Naming convention: - F_MG15_<MEMBER CODE>_DDMMYYYY.csv
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
The file for a trading member shall contain the following values
TM Code
Client code
Initial Margin Benefit
Exposure Margin Benefit

25. Detailed margin file for clearing member (MG18)

Naming convention - F_MG18_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
The above report shall have margins based on EOD positions and BOD margin parameters.
File details and format:
The file for a clearing member shall contain the following values
Trade date
Trading member /Custodial participant code
SPAN margin
Filler
Extreme Loss Margin
Delivery margin
Margin on consolidated crystallized obligation
Total margin to be collected (SPAN Margin + Extreme Loss Margin + Delivery margin
+ Margin on consolidated crystallized obligation)
Peak of Intra-day margin

26. Offset positions report for trading member (XM_01)

Naming convention: F_XM_01_<MEMBER CODE>_<DDMMYYYY>.csv.
File Location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
The file for a trading member shall contain the following values
Client Code
Contract Description

Page 20 of 40
 Net Positions
Offset Positions

27. Offset positions report for clearing member (XM_02)

Naming convention: F_XM_02_<MEMBER CODE>_<DDMMYYYY>.csv
File Location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format
The file for a clearing member shall contain the following values
TM /CP Code
Client Code
Contract Description
Net Positions
Offset Positions

28. Clearing Member Summary Report for Option Value Collection (OPTCSHSUMM01)
Naming convention F_OPTCSHSUMM01_Member Code_DDMMYYYY.csv
File Location : /FAOFTP/F<MEMBER CODE>/REPORTS
Format
CM Code, TM Code, Client Code, Cash Amount Payable(+)/Receivable(-)

29. Trading Member Summary Report (OPTCSHSUMM02)

Naming convention F_OPTCSHSUMM02_Member Code_DDMMYYYY.csv
File Location : /FAOFTP/F<MEMBER CODE>/REPORTS Format
TM Code, Client Code, Cash Amount Payable(+)/Receivable(-)

30. Clearing Member Detailed Report for Option Value Collection (OPTCSHDTLS01)
Naming convention F_OPTCSHDTLS01_Member Code_DDMMYYYY.csv
File Location : /FAOFTP/F<MEMBER CODE>/REPORTS
Format
CM Code
TM Code/CP Code
Client Code
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
Previous Day Short Position
Amount already collected
Current Day Net Position Long (-)/Short(+)
Current Day Net Value Long (-)/Short(+)
Current Day Amount Payable (+)/Receivable (-)
Closing Short Position
Total Amount Collected

Page 21 of 40
Page 22 of 40
31. Trading Member Detailed Report for Option Value Collection(OPTCSHDTLS02)

Naming convention F_OPTCSHDTLS02_TMCODE_DDMMYYYY.csv

File Location : /FAOFTP/F<MEMBER CODE>/REPORTS
Format
TM Code
Client Code
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
Previous Day Short Position
Amount already collected
Current Day Net Position Long (-)/Short(+)
Current Day Net Value Long (-)/Short(+)
Current Day Amount Payable (+)/Receivable (-)
Closing Short Position
Total Amount Collected

32. Client Collateral report for Trading Member (CC01)

Naming convention: F_CC01<Member Code>_<DDMMYYYY>.csv.gz
File Location: /FAOFTP/F/REPORTS
The above report shall have margins based on EOD positions and EOD margin parameters.
File details and format: The file for a trading member shall contain the following values
Client/UCC Code
Cash Component-Allocated
Cash Component- Value of Gsec/GMF/CMF repledged
Non- Cash Component - Value of Non-Cash repledged
Total Value
Margins

33. Client Collateral report for Clearing Member (CC02)

Naming convention: F_CC02<Member Code>_<DDMMYYYY>.csv.gz
File Location: /FAOFTP/F/REPORTS
The above report shall have margins based on EOD positions and EOD margin parameters.
File details and format: The file for a trading member shall contain the following values
Trading Member Code/CP Code
Client/UCC Code
Cash Component-Allocated
Cash Component- Value of Gsec/GMF/CMF repledged
Non- Cash Component - Value of Non-Cash repledged
Total Value
Margins

Page 23 of 40
34. Short allocation report for trading member (SA01)
File format for Intraday Short allocation
File Name F_SA01_P_<<member code>>_DDMMYYYY_i<<nn>>.lis.gz
Where nn is the batch number
File Location : FAOFTP/<MEMCD>/Reports
File Format
Date
Client/UCC Code
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Total value of Collateral (d)
Short Allocation (e = Max (a-d, 0))

File format for End of Day Short allocation

File Name F_SA01_<<member code>>_DDMMYYYY.lis.gz
File Location : FAOFTP/<MEMCD>/Reports
The above report shall have margins based on EOD positions and BOD margin parameters.
File Format
Date
Client/UCC Code
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Total value of Collateral (d)
EOD Short Allocation (e = Max (a-d, 0))

35. Short allocation report for clearing member (SA02)

File format for Intraday Short allocation
File Name F_SA02_P_<<member code>>_DDMMYYYY_i<<nn>>.lis.gz
Where nn is the batch number
File Location : FAOFTP/<MEMCD>/Reports
File Format
Date
TM Prop/CP
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Total value of Collateral (d)
Short Allocation (e = Max (a-d, 0))

File format for End of Day Short allocation

File Name F_SA02_<<member code>>_DDMMYYYY.lis.gz
File Location : FAOFTP/<MEMCD>/Reports
The above report shall have margins based on EOD positions and BOD margin parameters.

Page 24 of 40
 File Format
Date
TM Prop/CP
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Total value of Collateral (d)
EOD Short Allocation (e = Max (a-d, 0))

36. Short allocation report for clearing member for trading member (SA03)
File format for Intraday Short allocation
File Name F_SA03_P_<<member code>>_DDMMYYYY_i<<nn>>.lis.gz
Where nn is the batch number
File Location : FAOFTP/<MEMCD>/Reports
File Format
Date
TM Prop/CP
Client/UCC Code
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Total value of Collateral (d)
Short Allocation (e = Max (a-d, 0))

File format for End of Day Short allocation

File Name F_SA03_<<member code>>_DDMMYYYY.lis.gz
File Location : FAOFTP/<MEMCD>/Reports
The above report shall have margins based on EOD positions and BOD margin parameters.
File Format
Date
TM Prop/CP
Client/UCC Code
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Total value of Collateral (d)
EOD Short Allocation (e = Max (a-d, 0))

37. Short allocation report for trading member (SA04)

File Name F_SA04_<<member code>>_DDMMYYYY.lis.gz
File Location : FAOFTP/<MEMCD>/Reports
The above report shall have margins based on EOD positions and BOD margin parameters.
(wherever EOD snapshot is applicable)
File Format
Date
Indicator
Client/UCC Code

Page 25 of 40
 Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Excess Collateral of other segment (d)
Total value of Collateral (e = b + c+ d)
Short Allocation (f = a-e)

38. Short allocation report for clearing member (SA05)

File Name F_SA05_<<member code>>_DDMMYYYY.lis.gz
File Location : FAOFTP/<MEMCD>/Reports
The above report shall have margins based on EOD positions and BOD margin parameters.
(wherever EOD snapshot is applicable)
File Format
Date
Indicator
TM Code/CP Code
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Excess Collateral of other segment (d)
Total value of Collateral (e = b + c+ d)
Short Allocation (f = a-e)

39. Short allocation report for clearing member for trading member (SA06)
File Name F_SA06_<<member code>>_DDMMYYYY.lis.gz
File Location : FAOFTP/<MEMCD>/Reports
The above report shall have margins based on EOD positions and BOD margin parameters.
(wherever EOD snapshot is applicable)
File Format
Date
Indicator
TM Code/CP Code
Client/UCC Code
Minimum Margin Required (a)
Total Cash Collateral (b)
Total Non-Cash Collateral (c)
Excess Collateral of other segment (d)
Total value of Collateral (e = b + c+ d)
Short Allocation (f = a-e)

40. Details of collaterals submitted by clearing member (COLLDTLS )

Naming convention F_ COLLDTLS _MEMBER CODE_DDMMYYYY_NN.LIS.gz

File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Page 26 of 40
 Level 1 - Instrument type details
Segment Indicator, Instrument Type, Security Deposit, Margin Deposit, Total
Level 2 - Cash Instrument Details (Cash/BG/FD)
Instrument Type, Bank, Instrument No, Issue Date, Maturity Date, Gross Amount, Segment
Indicator
Level 3.1 - G-Sec
Instrument Type, Deposit Type, Custodian, ISIN, Symbol, Qty, Face Value, Net Value,
Maturity Date, Segment Indicator
Level 3.2 - Securities
Instrument Type, Deposit Type, Custodian, ISIN, Symbol, Qty, Gross Value, Net Value,
Maturity Date, Segment Indicator
Level 4 - Allocation Summary
Cash Allocated, Cash Unallocated
Level 5 – Blocking
Description, Prop/TM Prop/CP, Client Code, Amount Blocked, Block Reason
Level 6 - TM wise deposit details
Segment Indicator, TM Code, TM Name, Deposit Amount
Level 7 - Value Date Release
Segment Indicator, Instrument Type, Deposit Type, Bank, Instrument No., Issue Date,
Maturity Date, Amount, Value Date

41. Security Details Report for clearing member (SEC PLEDGE)

Naming convention F_<MEMBER CODE>_SECPLEDGE_DDMMYYYY_NN.CSV
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Details of report provided will be as under:

1. Securities Details Report_01 (Start of day) – Will have details of securities pledge including
valuation as at start of day on a daily basis.
2. Securities Details Report_02 (End of day) – Will have details of securities pledge including
valuation as at end of day

42. Security Release Report (SEC REL)

Naming convention F_SECREL_PRIMARY MEMBER CODE_DDMMYYYY_NN.CSV
NN (Batch Number – incremental.
As clearing members may not have release for each batch the same may not be sequential)
File location: FAOFTP/ F<MEMBER CODE>/REPORTS
File details and format:
Segment
CM Code
TM Code/CP Code (Can be blank)
UCC (Can be blank)

Page 27 of 40
 Depository
Symbol
Instrument Type
ISIN
BP ID (Pledge sequence number)
Quantity released (in the current release batch)

43. Daily SPAN Risk Parameter files

SPAN Risk Parameters files shall be generated based on the prices at 11:00 a.m., 12:30p.m.,
2:00 p.m., 3:30 p.m., end of day and begin of day.

1. Span Risk Parameter File with scaled up margin (with look ahead days as 2) applicable
to the Clearing Members who have not opted for MTM settlement on T+0 day.
a. Begin of day / Intra-day files
Naming convention nsccl.<YYYYMMDD>.inn.spn.gz
where <YYYYMMDD> represents the current system date
‘i’ represents intra day file and
‘nn’ represents intra day file batch number.

b. End of day file

Naming convention nsccl.<YYYYMMDD>.s.spn.gz
where <YYYYMMDD> represents the current system date
‘s’ represents end of the day file

2. Span Risk Parameter File with scaled down margin (with look ahead days as 1)
applicable to the Clearing Members who have opted for MTM settlement on T+0 day.

a. Begin of day / Intra-day files

Naming convention nsccl.<YYYYMMDD>.inn_1.spn.gz
where <YYYYMMDD> represents the current system date
‘i’ represents intra day file and
‘nn’ represents intra day file batch number.

b. End of day file

Naming convention nsccl.<YYYYMMDD>.s_1.spn.gz
where <YYYYMMDD> represents the current system date
‘s’ represents end of the day file

File location:
Risk Parameter File : /FAOFTP/FAOCOMMON/ Parameter. The Risk Parameter file would
also be available at the NSE Website at www.nseindia.com & Chicago Mercantile Exchange
website : ftp://ftp.cme.com/pub/span/data/nse/ at the end of the day.

File details and format:

1. This shall be common for all members in the F&O segment, for each day.
2. File format shall be XML (Extended Markup Language)

Page 28 of 40
44. Portfolio File
Naming Convention:
<MEMBER CODE>_<DDMMYYYY>_1.pos for trading member
<MEMBER CODE>_<DDMMYYYY>_2.pos for clearing member
File location: /FAOFTP/F<MEMBER CODE>/Portfolio
File details and format:
1. This file shall be a specific file for each member (clearing and trading), for each day.
2. File format shall be XML (Extended Markup Language).
3. The file shall be generated only once a day i.e. at the end of the day.

45. Detail penalty for short/ non-reporting by trading members (PNL01)

Naming convention:
F_PNL01_<MEMBER CODE>_DDMMYYYY.CSV

File Location: FAOFTP/F<MEMBER CODE>/ REPORTS/DNLD/PNL01

File details and format:

Trade Date
Client Code
EOD Reporting Shortfall (a)
Peak Reporting Shortfall (b)
EOD Short Allocation (c)
Shortfall Amount = Max of [ (a),(b),(c) ]
Penalty Amount
GST Amount
Total Penalty Amount

46. Detail penalty for short/non reporting by clearing member (PNL02)

Naming convention:
F_PNL02_<MEMBER CODE>_DDMMYYYY.CSV

File Location: FAOFTP/F<MEMBER CODE>/REPORTS/DNLD/PNL02

File details and format:

Trade Date
TM Code/CP Code
EOD Reporting Shortfall (a)
Peak Reporting Shortfall (b)
EOD Short Allocation (c)
Shortfall Amount = Max of [ (a),(b),(c) ]
Penalty Amount
GST Amount
Total Penalty Amount

47. Penalty for short/ non-reporting by trading members affiliated to clearing member
(PNL03)

Page 29 of 40
 Naming convention:
F_PNL03_<MEMBER CODE>_DDMMYYYY.CSV

File Location: FAOFTP/F<MEMBER CODE>/REPORTS/DNLD/PNL03

File details and format:

Trade Date
TM Code
Penalty Amount
GST Amount
Total Penalty Amount

48. Final obligation report for clearing member (FOBG01)

Naming convention - F_FOBG01_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Settlement Type
Settlement No
Clearing Member Code
Trading Member Code/CP Code
Client Code
Filler
Security Symbol
Security Series
Security Code
Obligation Date
Filler
Filler
Filler
Filler
Filler
Buy Volume
Sell Volume
Buy Amount
Sell Amount
Final Obligation Flag

49. Final obligation report for trading member (FOBG02)

Naming convention - F_FOBG02_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Settlement Type
Settlement No
Trading Member Code
Client Code

Page 30 of 40
 Filler
Filler
Security Symbol
Security Series
Security Code
Obligation Date
Filler
Filler
Filler
Filler
Filler
Buy Volume
Sell Volume
Buy Amount
Sell Amount
Final Obligation Flag

50. Netted Detailed Final Obligation Report (DNETOBLG)

File Name for clearing member - memcode_ DNETOBLG_SETTYPENO_DDMMYYYY.csv
File Name for trading member - memcode_
T_DNETOBLG_SETTYPENO_DDMMYYYY.csv
File Location- Members Folder/Reports
Settlement Type
Settlement Number
CM Code / Custodian Code
TM Code / CP Code
Client Code
Security Symbol
Security Series
Net Qty to Receive/-Deliver (CM Segment)
Net Value (CM Segment)
Net Qty to Receive/-Deliver (F&O Segment)
Net Value (F&O Segment)
Net Qty to Receive/-Deliver
Net Value

51. Netted Final Obligation Report to Clearing Member (NETOBLG)

File Name for clearing member - memcode_ NETOBLG_SETTYPENO_DDMMYYYY.csv
File Location- Members Folder/Reports
Settlement Type
Settlement Number
Security Symbol
Security Series
Net Qty to Receive/-Deliver (CM Segment)
Net Value (CM Segment)

Page 31 of 40
 Net Qty to Receive/-Deliver (F&O Segment)
Net Value (F&O Segment)
Net Qty to Receive/-Deliver
Net Value

52. Security wise demat delivery statement for Clearing Member (DFDS)
Naming convention - C_DFDS _<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Header Record
Record Type (01)
File Type
Member Type
Member Code
Date (YYYYMMDD)
Total Number of Records
Total Quantity

Detailed Record
Record Type (10)
Settlement Type
Settlement No
Delivery Type
Security Symbol
Security Series
Security ISIN
Quantity Delivered
Depository
Transaction No

53. Security wise demat receipt statement for Clearing Member (DFRS)
Naming convention - C_DFRS _<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Header Record
Record Type (01)
File Type
Member Type
Member Code
Date (YYYYMMDD)
Total Number of Records
Total Quantity

Detailed Record
Record Type (10)

Page 32 of 40
 Settlement Type
Settlement No
Delivery Type
Security Symbol
Security Series
Security ISIN
Quantity Received
Depository
Transaction No

54. Client Allocation Details for Clearing Member (CADT)

Naming convention - C_CADT _<MEMBER CODE>_DD-MMM-YYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Header Record
Record Type (01)
File Type
Member Type
Member Code
Date (YYYYMMDD)
Total Number of Records
Total Quantity

Detailed Record (Security wise client level allocation)

Record Type (10)
Settlement Type
Settlement No
Delivery Type
Security Symbol
Security Series
Security ISIN
Quantity Received
Depository
Transaction No
Quantity Credited to CM Pool A/c / Clearing A/c
Quantity Credited to Beneficiary A/c

Detailed Record (Details of Direct Payout to Beneficiary Account)

Record Type (20)
Settlement Type
Settlement No
Delivery Type
Security Symbol
Security Series
Security ISIN
Depository
Beneficiary Account No

Page 33 of 40
 Quantity Required to be in Beneficiary A/c
Quantity actually credited in Beneficiary A/c,
Transaction No

55. Deliveries Report for Clearing Member (DLVR)

Naming convention-
C_<MEMBER CODE>_DLVR_SETTYPNO_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Settlement Type
Settlement Number
Filler
Filler
Filler
Delivery Date
Filler
Filler
Filler
Delivery Type
Security Symbol
Security Series
Security Code
Quantity to Deliver/Quantity to receive
Quantity Delivered
Quantity Received (Electronic)
Filler
Quantity Received
Delivery Value
Filler
Filler
Delivering Member Code
Filler
Filler
Receiving Member Code
Filler
Filler
Filler

56. Security Shortages Report of Clearing Member (SHRT)

Naming convention –
C_<MEMBER CODE>_SHRT _SETTYPNO_D_DDMMYYYY.csv.gz or
C_<MEMBER CODE>_SHRT _SETTYPNO_R_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Serial No

Page 34 of 40
 Settlement Type
Settlement No
Security Symbol
Security Series
Short quantity
Valuation price
Valuation Debit Amount

57. Auction Square off Debit/ Credit Report for Clearing Member (ASQR)
Naming convention –
C_<MEMBER CODE>_ASQR _SETTYPNO_D_DDMMYYYY.csv.gz or
C_<MEMBER CODE>_ASQR _SETTYPNO_R_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Security Symbol
Security Series
Settlement Type
Settlement Number
Square off quantity
Square off Price
Square off debit/Credit Amount

58. Auction Difference Report for Clearing Member (ADIF)

Naming convention –
C_<MEMBER CODE>_ADIF _SETTYPNO_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Security Symbol
Security Series
Settlement Type
Settlement No
Quantity
Valuation Amount
Auction Amount
Auction Difference Amount
Total Funds Payable

59. Delivery Margin Report for Clearing Members (DLMG01)

Naming convention – F_DLMG01_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

TM/CP wise, detail record

Record Type – Value will be 10

Page 35 of 40
 TM/CP Code
Security Symbol
Security Series
Settlement Type
Settlement Number
Buy Quantity
Buy Value
Sell Quantity
Sell Value
Net Open Quantity
Net Open value
MTM Price
MTM Profit/Loss
Margin Amount
TM/CP wise, mark to market record
Record Type – Value will be 20
TM/CP Code
Settlement type
Settlement Number
MTM Profit/ Loss
TM/CP wise, total margin record
Record Type – Value will be 30
TM/CP Code
Margins
MTM Loss
Total Margins
Security wise, margin record
Record Type – Value will be 40
Security Symbol
Security Series
Open Quantity
Open value
Margin %
Margin
Member wise, total margin record
Record Type – Value will be 50
Margins
MTM Loss
Total Margins

60. Delivery Margin Report for Trading Members (DLMG02)

Naming convention – F_DLMG02_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:

Client wise, detail record

Record Type – Value will be 10
Client Code

Page 36 of 40
 Security Symbol
Security Series
Settlement Type
Settlement Number
Buy Quantity
Buy Value
Sell Quantity
Sell Value
Net Open Quantity
Net Open value
MTM Price
MTM Profit/Loss
Margin Amount
Client wise, mark to market record
Record Type – Value will be 20
Client Code
Settlement type
Settlement Number
MTM Profit/ Loss
Client wise, total margin record
Record Type – Value will be 30
Client Code
Margins
MTM Loss
Total Margins
Security wise, margin record
Record Type – Value will be 40
Security Symbol
Security Series
Open Quantity
Open value
Margin %
Margin
Member wise, total margin record
Record Type – Value will be 50
Margins
MTM Loss
Total Margins

61. Stamp Duty report for trading member (SD01)

Naming convention – F_SD01_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Header Record (Trading Member level stamp duty information)
Record Type (10)
Stamp Duty Date
Trading Member Code
Total Stamp Duty

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 Detailed Record (Client level stamp duty information)
Record type (20)
Stamp Duty Date
Trading Member Code
Trading Client code
Total Stamp Duty
State Union Territory
Detailed Record (Client Contract level Stamp Duty information)
Record type (30)
Stamp Duty date
Trading Member code
Trading Client code
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
CA level
Buy quantity
Buy Value
Total Stamp Duty

62. Stamp Duty report for clearing member (SD02)

Naming convention – F_SD02_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Header Record (Clearing Member level stamp duty information)
Record Type (10)
Stamp Duty date
Due date of payment
Clearing Member Code
Total Stamp Duty
Detailed Record (Trading Member level stamp duty information)
Record type (20)
Stamp Duty date
Trading Member code
Total Stamp Duty
Detailed Record (Client level stamp duty information)
Record type (30)
Stamp Duty date
Trading Member code
Trading Client code
Total Stamp Duty
State Union Territory
Detailed Record (Client contract level stamp duty information)
Record Type (40)
Stamp Duty Date
Trading Member Code

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 Trading Client code
Instrument Type
Symbol
Expiry Date
Strike Price
Option Type
CA level
Buy quantity
Buy Value
Total Stamp Duty

63. Stamp Duty report for trading member for delivery settlement (SD03)
Naming convention – F_SD03_<MEMBER CODE>_DDMMYYYY.csv.gz
File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Header Record (Trading Member level stamp duty information)
Record Type (10)
Stamp Duty date
Trading Member Code
Total Stamp Duty
Detailed Record (Client level stamp duty information)
Record type (20)
Stamp Duty date
Trading Member code
Trading Client code
Total Stamp Duty
State Union Territory
Detailed Record (Client Contract level stamp duty information for Delivery
Settlement)
Record type (30)
Stamp Duty date
Trading Member code
Trading Client code
Symbol
Total Buy Quantity
Total Sell Quantity
Final Settlement Price
Purchase Quantity – delivery
Purchase value – delivery
Purchase Quantity – non delivery
Purchase value – non delivery
Stamp Duty purchase - delivery
Stamp Duty purchase - non delivery
Total Stamp Duty

64. Stamp Duty report for clearing member for delivery settlement (SD04)
Naming convention – F_SD04_<MEMBER CODE>_DDMMYYYY.csv.gz

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File location: /FAOFTP/F<MEMBER CODE>/REPORTS
File details and format:
Header Record (Clearing Member level Stamp Duty information)
Record Type (10)
Stamp Duty date
Due date of payment
Clearing Member Code
Total Stamp Duty
Detailed Record (Trading Member level Stamp Duty information)
Record type (20)
Stamp Duty date
Trading Member code
Total Stamp Duty
Detailed Record (Client level Stamp Duty information)
Record type (30)
Stamp Duty date
Trading Member code
Trading Client code
Total Stamp Duty
State Union Territory
Detailed Record (Client Contract level Stamp Duty information for Delivery
Settlement)
Record Type (40)
Stamp Duty date
Trading Member Code
Trading Client code
Symbol
Total Buy Quantity
Total Sell Quantity
Final Settlement Price
Purchase Quantity – delivery
Purchase value – delivery
Purchase Quantity – non delivery
Purchase value – non delivery
Stamp Duty purchase - delivery
Stamp Duty purchase - non delivery
Total Stamp Duty

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