न शनल क म ड ट एण र व डटव ज एक सच ज डलडमट

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1 न शनल क म ड ट एण र व डटव ज एक सच ज डलडमट एक सच ज क सभ डवक रय और सम श धन सदस य क डलए पररपत र पर पत र स ख य : एनस ईएक स/अड म-007/2014/289 डदन क : डसत बर 24, 2014 डवषय : अड म क डलए डववरण उनल करन क प र र प एक सच ज क सभ सदस य क न ट करन क अन र ध ह डक एक सच ज द व र अड म ख म ट र स स ब डधत डनम नडलडखत फ इल स प रद न क ज एग. 1. ट र फ इल 2. डस डत फ इल 3. म डज न फ इल 4. स ट ट फ इल 5. सदस य क डलए आद श प स तक 6. ट र ड ग सदस य क डलए ट र प स तक फ इल क डववरण अन लग नक म डदय ह. क डलए एव क ओर स ज र न शनल क म ड ट एण र व डटव ज एक सच ज डलडमट आन द अय यर म ख य स चन अडधक र अडधक ज नक र / स पष ट करण क डलए, क पय स पक कर 1. हक स व सम ह फ न द व र , हक स व सम ह ई-म ल द व र : askus@ncdex.com 1 / 21

2 अन लग नक I. ट र फ इल 1) ट र ड ग सदस य क डलए ट र डववरण डववरण क न म: अड म डवक रय डववरण File naming convention: FRWDNCDEX_TR<01>_<Membercode>_DDMMYYYY.CSV The file is generated for each trading member who has executed at least one trade on the business date. File download available from Trade Book menu in Forwards Trading Front End The file structure is given below: Column Name No. Remarks 1. Trade Number NUMBER(15) Trade Number 2. Trade Date DATE (11) Business date in DD-MON- YYYY format 3. Activity Type NUMBER(2) 4. Market Type CHAR (1) 5. Instrument Type CHAR (6) FWDCOM 6. Symbol CHAR (10) Symbol Name 7. Pricing Date DATE (11) DD-MON- Pricing Date YYYY 8. Strike Price NUMBER(9,2) 9. Option Type CHAR (2) 10. Corporate Action level NUMBER(2) 11. Buy TM Code CHAR (5) Buy Trading Member Code 12. Sell TM Code CHAR (5) Sell Trading Member Code 13. Trade Price NUMBER(9,2) Quoted Price in case of Fixed Price. 2 / 21

3 Price Difference in case of Reference Price 14. Trade Date Time DATE(25) Trade execution time in DD/MM/YYYY HH12:MI:SS AM/PM 15. Trade Quantity NUMBER(12) Trading Quantity 16. Token Number NUMBER(5) Token Number 17. Trade Buy Branch NUMBER(2) 18. Buy CM Code CHAR(6) Buy Clearing Member Code 19. Sell CM Code CHAR(6) Sell Clearing Member Code 20. Trade Sell Branch NUMBER(2) 21. Buy Custodial Participant CHAR (12) Code 22. Buy Side Confirmation CHAR (1) 23. Sell Custodial Participant CHAR (12) Code 24. Sell Side Confirmation CHAR (1) 25. Buy Covered Uncovered CHAR (1) Flag 26. Sell Covered Uncovered CHAR (1) Flag 27. Buy Old Custodial CHAR (12) Participant Code 28. Buy Old CM Code CHAR(6) 29. Sell Old Custodial CHAR (12) Participant 30. Sell Old CM Code CHAR(6) 31. Buyer User ID NUMBER(5) 32. Seller User ID NUMBER(5) 33. Buy Order No NUMBER(15) Buy Order Number 34. Sell Order No NUMBER(15) Sell Order Number 35. Buy Client Code CHAR (10) Buy Client Code 36. Sell Client Code CHAR (10) Sell Client Code 37. Buy Remarks CHAR(24) 38. Sell Remarks CHAR(24) 3 / 21

4 39. Buy Position Open/ Close CHAR(1) Indicator 40. Sell Position Open/ Close CHAR(1) Indicator 41. Buy Proprietor Client Flag CHAR(1) P Proprietary C Client 42. Sell Proprietor Client Flag CHAR(1) P Proprietary C Client 43. Control Flag CHAR(1) 2) Trades report for Clearing Members Report Name: Forward Trades Report File naming convention: FRWDNCDEX_TR<02>_<ClearingMembercode>_DDMMYYYY.CSV The file is generated for each clearing member for all contracts in which trading member is linked with such clearing member. File download available from Post Trade Settlement Application under Reports menu The file structure is given below: Column Name No. Remarks 1. Trade Number NUMBER(15) Trade Number 2. Trade Date DATE (11) Business date in DD-MON-YYYY format 3. Activity Type NUMBER(2) 4. Market Type CHAR (1) 5. Instrument Type CHAR (6) FWDCOM 6. Symbol CHAR (10) Symbol Name 7. Pricing Date DATE (11) Pricing Date 8. Strike Price NUMBER(9,2) 9. Option Type CHAR (2) 4 / 21

5 10. Corporate Action level NUMBER(2) 11. Buy TM Code CHAR (5) Buy Trading Member Code 12. Sell TM Code CHAR (5) Sell Trading Member Code 13. Trade Price NUMBER(9,2) Quoted Price in case of Fixed Price. Price Difference in case of Reference Price 14. Trade Date Time DATE(25) Trade execution time in DD/MM/YYYY HH12:MI:SS AM/PM 15. Trade Quantity NUMBER(12) Trading Quantity 16. Token Number NUMBER(5) Token Number 17. Trade Buy Branch NUMBER(2) 18. Buy CM Code CHAR(6) Buy Clearing Member Code 19. Sell CM Code CHAR(6) Sell Clearing Member Code 20. Trade Sell Branch NUMBER(2) 21. Buy Custodial Participant CHAR (12) Code 22. Buy Side Confirmation CHAR (1) 23. Sell Custodial Participant CHAR (12) Code 24. Sell Side Confirmation CHAR (1) 25. Buy Covered Uncovered Flag CHAR (1) 26. Sell Covered Uncovered Flag CHAR (1) 27. Buy Old Custodial CHAR (12) Participant Code 28. Buy Old CM Code CHAR(6) 29. Sell Old Custodial Participant CHAR (12) 30. Sell Old CM Code CHAR(6) 31. Buyer User ID NUMBER(5) 32. Seller User ID NUMBER(5) 33. Buy Order No NUMBER(15) Buy Order Number 34. Sell Order No NUMBER(15) Sell Order Number 35. Buy Client Code CHAR (10) Buy Client Code 36. Sell Client Code CHAR (10) Sell Client Code 37. Buy Remarks CHAR(24) 5 / 21

6 38. Sell Remarks CHAR(24) 39. Buy Position Open/ Close CHAR(1) Indicator 40. Sell Position Open/ Close CHAR(1) Indicator 41. Buy Proprietor Client Flag CHAR(1) P Proprietary C Client 42. Sell Proprietor Client Flag CHAR(1) P Proprietary C Client 43. Control Flag CHAR(1) II. Position File 1) Position Report for Trading Members Report name: Forwards Position Report File naming convention: FRWDNCDEX_PS<03>_<Member code>_dd-mm- YYYY.CSV The file is generated for each trading member for all contracts in which a client of trading member and/or proprietary account of the member has position. File download available from Trade Book menu in Forwards Trading Front End The file structure is given below: No. Column Name Description Date(11) Business Date in DD-MON- YYYY format 1 Position Date 2 Segment Indicator Varchar2(1) F 3 Settlement Type Varchar2(1) C 4 CM Code Char(6) Clearing Member Code 5 Member Type Char(1) M - Trading Member 6 / 21

7 6 Trading Member Code Varchar2(12) Trading Member Code 7 Account Type Varchar2(1) P - Proprietary C - Client 8 Client Code Varchar2(12) Client Code 9 Instrument Type Varchar2(6) FWDCOM 10 Symbol Varchar2(10) Symbol Name 11 Pricing date Date(11) Pricing Date 12 Strike Price Number(9,2) 13 Option Type Char(2) 14 CA Level Number(2) 15 B/F long quantity Number(9) B/F long quantity 16 B/F Long Value Number(15,2) B/F Long Value 17 B/F Short quantity Number(9) B/F Short quantity 18 B/F Short Value Number(15,2) B/F Short Value 19 Day Buy Open Quantity Number(9) Quantity bought on business date 20 Day Buy Open Value Number(15,2) Value of quantity bought on business date 21 Day Sell Open Quantity Number(9) Quantity sold on business date 22 Day Sell Open Value Number(15,2) Value of quantity sold on business date 23 Pre Exercise Assignment Long Quantity Number(9) Pre Exercise/ Assignment Number(15,2) 24 Long Value Pre Exercise / Assignment Number(9) 25 Short Quantity Pre Exercise / Assignment Number(15,2) 26 Short Value 27 Exercised Quantity Number(9) 28 Assigned Quantity Number(9) Post Exercise / Assignment Number(9) 29 Long Quantity Post Exercise / Assignment Number(15,2) 30 Long Value 31 Post Exercise / Assignment Short Quantity Number(9) 7 / 21

8 Post Exercise / Assignment Number(15,2) 32 Short Value 33 Settlement Price Number(9,2) 34 Net Premium Number(15,2) Number(15,2) 35 Daily MTM Settlement Value 36 Futures Final Settlement Value Number(15,2) Exercised / Assigned Value Number(15,2) 37 Calculated Buy Delivery Number (9) 38 Allocated Quantity Sell Delivery Number (9) 39 Allocated Quantity Post Allocation Long Number (9) 40 Quantity Post Allocation Short Number (9) 41 Quantity Final Settlement Number (9,2) 42 Price 2) Detailed Position Report for Clearing Members Report name: Forwards Detailed Position Report File naming convention: FRWDNCDEX_PS<04>_<Member code>_ DD-MM- YYYY.CSV The file is generated for each clearing member for all contracts in which a trading member and/or custodian participant linked with such clearing member has position. The file contains information at the trading member/ custodian participant level. The trading member information is clubbed at account level viz. proprietary and client. The file can be downloaded from Forwards Post Trade Settlement application under Reports menu. The file structure is below: 8 / 21

9 Column Name No. Description 1 Position Date Date(11) Business Date in DD-MON-YYYY format 2 Segment Indicator Varchar2(1) F 3 Settlement Type Varchar2(1) C 4 CM Code Char(6) Clearing Member Code 5 Member Type Char(1) M - Trading Member 6 Trading Member Code Varchar2(12) Trading Member Code 7 Account Type Varchar2(1) P - Proprietary C - Client 8 Client Code Varchar2(12) Client Code 9 Instrument Type Varchar2(6) FWDCOM 10 Symbol Varchar2(10) Symbol Name 11 Pricing date Date(11) Pricing Date 12 Strike Price Number(9,2) 13 Option Type Char(2) 14 CA Level Number(2) 15 B/F long quantity Number(9) B/F long quantity 16 B/F Long Value Number(15,2) B/F Long Value 17 B/F Short quantity Number(9) B/F Short quantity 18 B/F Short Value Number(15,2) B/F Short Value 19 Day Buy Open Quantity Number(9) Quantity bought on business date 20 Day Buy Open Value Number(15,2) Value of quantity bought on business date 21 Day Sell Open Quantity Number(9) Quantity sold on business date 22 Day Sell Open Value Number(15,2) Value of quantity sold on business date 23 Pre Exercise Assignment Number(9) Long Quantity 24 Pre Exercise/ Assignment Number(15,2) Long Value 25 Pre Exercise / Assignment Short Quantity Number(9) 9 / 21

10 26 Pre Exercise / Assignment Number(15,2) Short Value 27 Exercised Quantity Number(9) 28 Assigned Quantity Number(9) 29 Post Exercise / Assignment Number(9) Long Quantity 30 Post Exercise / Assignment Number(15,2) Long Value 31 Post Exercise / Assignment Number(9) Short Quantity 32 Post Exercise / Assignment Number(15,2) Short Value 33 Settlement Price Number(9,2) 34 Net Premium Number(15,2) 35 Daily MTM Settlement Number(15,2) Value 36 Futures Final Settlement Number(15,2) Value 37 Exercised / Assigned Value Number(15,2) Calculated 38 Buy Delivery Number (9) Allocated Quantity 39 Sell Delivery Number (9) Allocated Quantity 40 Post Allocation Long Number (9) Quantity 41 Post Allocation Short Number (9) Quantity 42 Final Settlement Price Number (9,2) 10 / 21

11 III. Margin Files 1) Margin Report for clearing member Report name: Margin Report File naming convention: NCDEX_MG09_<Member code>_ddmmyyyy.lis This report shall inform clearing member about total margin amount including margin on forward trade for each trading member/ custodian participant linked to such clearing member. The file will be generated after close of trading hours on each business date. The report format is as follows: MARGIN STATEMENT FOR CCSS CLEARING MEMBER CM CODE: <CM Code> CM NAME: <CM Name> Trade Date: <DD-MON-YYYY> Margin Due Date: <DD-MON-YYYY> SL No TM/CP CODE TOTAL MARGIN <TM Code> <Amount> 2 <CP Code> <Amount> TOTAL <Amount> *** END OF REPORT *** 2) Margin Report for trading member Report name: Margin Report File naming convention: NCDEX_MG10_<Member code>_ddmmyyyy.lis 11 / 21

12 This report shall inform trading member about total margin amount including margin on forward trade at the account type level. The file will be generated after close of trading hours on each business date. The report format is as follows: MARGIN STATEMENT FOR CCSS TRADING MEMBER / CUSTODIAN PARTICIPANT TM/CP CODE: <TM Code / CP Code> CM CODE: <CM Code> TM/CP NAME: <TM/ CP Name> CM NAME: <CM Name> Trade Date: <DD-MON-YYYY> Margin Due Date: <DD-MON-YYYY> SL No A/C TOTAL MARGIN C <Amount> 2 P <Amount> Total Margin <Amount> ***END OF REPORT*** 3) Detail Margin Report for Clearing Members Report name: Detail Margin Report File naming convention: NCDEX_MG12_<MEM CODE>_<DDMMYYYY>.lis This report shall inform clearing member about margin break up (SPAN Margin, Net Buy Premium) for each trading member/ custodian participant linked to such clearing member. This file will include margin on Forward Trades. The file will be generated after close of trading hours on each business date. The file structure for the same is as given below: 12 / 21

13 Column Name No. Description 1 Date Date(12) Business Date in DD-MON-YYYY Format 2 TM/ CP Code Varchar2(12) Trading Member / Custodian Participant Code 3 SPAN Margin Number 4 Net Buy Premium Number Not applicable for futures contract. Default value 0 5 Total Margin Number Sum total of Span Margin & Net Buy Premium 6 Mark to Market Value Number Mark to market value 4) Detail Margin Report for Trading Members: Report name: Detail Margin Report File naming convention: NCDEX_MG13_<MEM CODE>_<DDMMYYYY>.lis This report shall inform trading member about margin break up (SPAN Margin, Net Buy Premium) at the client level. This file will include margin on Forward Trades. The file will be generated after close of trading hours on each business date. The file structure for the same is as given below: Column Name Maximum No. Length Description 1 Date Date(12) in DD-MON- Business Date YYYY Format 2 Client Code Varchar2(12) Client Code 3 SPAN Margin Number 4 Net Buy Premium Number Not applicable for futures contract. Default value 0 13 / 21

14 5 Total Margin Number Sum total of Span Margin & Net Buy Premium 6 Mark to Market Value Number 7 Client/ Proprietary Flag Varchar2(1) C Client P Proprietary 5) Detail Margin Report for Trading Members: Report name: Client level Margin & Mark to Market Profit/Loss File naming convention: NCDEX_CLIMGN_<MEM CODE>_<DDMMYYYY>_nn.lis This report will give trading members client wise margins & mark to Market Profit/Loss. The file will be generated after intraday and close of trading hours on each business date. The file structure for the same is as given below: S.N. Column Name Data Type Remarks 1 Date Date 2 Client Code Char[50] 3 SPAN Margin Number (15,2) IM + DM 4 Net Buy Premium Number (15,2) 5 Total Margin Number (15,2) IM + DM 6 Mark to Market value Number (15,2) EM + Other Margins 7 Mark to Market Number (15,2) Profit/Loss 8 Cl/Prop Char[1] P Pro C - Client IV. CTT file formats 1) Commodity Transaction Tax report for trading member Report name: Forwards CTT Report 14 / 21

15 File naming convention: FRWDNCDEX_CTT01_<Member Code>_DD-MM- YYYY.CSV The file can be downloaded from Trade Book menu in Forwards Trading Front End. The file structure is below: Control record type 10 CTT information at Trading Member level Field Mandatory/Optional Description No 1 Record Type Mandatory Value 10 2 CTT date Mandatory DD-MMM-YYYY 3 Trading Member Code Mandatory TM Code 4 Total CTT Mandatory Details record type 20 CTT information at client contract level Field Mandatory/Optional Description No 1 Record Type Mandatory Value 20 2 CTT date Mandatory DD-MMM-YYYY 3 Trading Member Code Mandatory TM Code 4 Trading client code Mandatory Sell Client Id 5 Total CTT Mandatory Details record type 40 CTT information at client contract level for sale of contracts Field Mandatory/Optional Description No 1 Record Type Mandatory Value 40 2 CTT date Mandatory DD-MMM-YYYY 3 Trading Member Code Mandatory TM Code 4 Client Code Mandatory Sell Client Id 5 Instrument Type Mandatory 6 Symbol Mandatory 15 / 21

16 7 Pricing Date Mandatory 8 Strike price Mandatory 9 Option Type Mandatory 10 CA level Mandatory 11 Sell quantity Mandatory 12 Sell value Mandatory 13 Taxable sell value futures Mandatory 14 Taxable sell value options Mandatory 15 CTT futures Mandatory 16 CTT options Mandatory 17 Total CTT Mandatory 2) Commodity Transaction Tax Report for Clearing Member Report name: Forwards CTT Report File naming convention: FRWDNCDEX_CTT02_<PrmryMbrCd>_DD-MM-YYYY.CSV The file can be downloaded from Post Trade Settlement Application under Reports menu. The file structure is below: Control record type 10 CTT information at Clearing Member level No Field Remarks 1 Record Type Mandatory Value 10 2 CTT date Mandatory DD-MMM-YYYY 3 Due Date of payment Mandatory DD-MMM-YYYY 4 Clearing Member Code Mandatory 5 Total CTT Mandatory Detail record type 20 CTT information at Trading Member level No Field Remarks 16 / 21

17 1 Record Type Mandatory Value 20 2 CTT date Mandatory DD-MMM-YYYY 3 Trading Member Code Mandatory 4 Total CTT Mandatory Details record type 30 CTT information at Client level No Field Remarks 1 Record Type Mandatory Value 30 2 CTT date Mandatory DD-MMM-YYYY 3 Trading Member Code Mandatory 4 Trading client code Mandatory 5 Total CTT Mandatory Details record type 40 CTT information at client contract level for sale of contracts Field Remarks No 1 Record Type Mandatory Value 40 2 CTT date Mandatory DD-MMM-YYYY 3 Trading Member Code Mandatory 4 Trading Client Code Mandatory 5 Instrument Type Mandatory 6 Symbol Mandatory 7 Pricing Date Mandatory DD-MMM-YYYY 8 Strike price Mandatory 9 Option Type Mandatory 10 CA level Mandatory 11 Sell quantity Mandatory 12 Sell value Mandatory 13 Taxable sell value futures Mandatory 14 Taxable sell value options Mandatory 15 CTT futures Mandatory 16 CTT options Mandatory 17 Total CTT Mandatory 17 / 21

18 V. Order Book for Trading Member Report name: Order Report File naming convention: Report_Day_dd_MMM_YYYYHHMMSSFF.zip The file is generated for each trading member who has placed at least one order on the business date The file can be downloaded from Forwards Trading Front End. The file structure is below: Column Name No. Description 1 Market Code VARCHAR2(4) 2 Contract VARCHAR2(10) Contract Name 3 Commodity VARCHAR2(50) Commodity Name 4 Order Side CHAR(5 BYTE) Buy/Sell 5 Internal Order No VARCHAR2(15) 6 Exchange Order No VARCHAR2(15) 7 Order Type VARCHAR2(11) 8 Trading Member Code VARCHAR2(6 BYTE) 9 Dealer ID VARCHAR2(25 BYTE) 10 Client Code VARCHAR2(25 BYTE) 11 Status VARCHAR2(10 BYTE) 12 Price NUMBER(22,5) 13 Quantity NUMBER(22,5) 14 Pending Quantity NUMBER(22,5) 15 Value NUMBER(22,5) Trade Value 16 Price Unit VARCHAR2(25 BYTE) 17 Disclosed Quantity NUMBER(22,5) Quoted Price in case of Fixed Price. Price Difference in case of Reference Price 18 / 21

19 18 Rejection Reason NUMBER(3,0) 19 Quantity Condition VARCHAR2(5 BYTE) 20 Time Condition VARCHAR2(5 BYTE) 21 Order Date DATE 22 Exchange Date DATE 23 Modified Date DATE 24 OCO Ref No VARCHAR2(20 CHAR) MM/DD/YYYY HH:MM:SS AM/PM MM/DD/YYYY HH:MM:SS AM/PM MM/DD/YYYY HH:MM:SS AM/PM VI. Trade Book for Trading Member Report name: Trade Report File naming convention: Report_Day_dd_MMM_YYYYHHMMSSFF.zip The file is generated for each trading member who has executed at least one trade on the business date The file can be downloaded from Forwards Trading Front End. The file structure is below: Column Name No. Description 1 Market Code VARCHAR2(4 BYTE) 2 Contract VARCHAR2(10 BYTE) Contract Name 3 Dealer ID VARCHAR2(25 BYTE) 4 Trading Member Code VARCHAR2(6 BYTE) 5 Exchange Order No VARCHAR2(15 BYTE) 6 Trade No VARCHAR2(15 BYTE) 7 Trade Date DATE 8 Client Code VARCHAR2(25 BYTE) 9 Buy Sell VARCHAR2(25 BYTE) B/S 10 Trade Quantity NUMBER(22,5) MM/DD/YYYY HH:MM:SS AM/PM 19 / 21

20 11 Trade Price NUMBER(22,5) 12 Trade Value NUMBER(22,5) 13 Price Unit VARCHAR2(25 BYTE) 14 CTT NUMBER(19,2) 15 Transaction Charge NUMBER(19,2) 16 Linked Future DSP NUMBER(19,2) 17 Pricing Date DATE DD-MMM-YYYY 18 Initial Margin NUMBER(19,2) Summary of file Location Description File Type File Name Trade File TR01 FRWDNCDEX_TR<01>_<Membercode>_ DDMMYYYY.CSV TR02 FRWDNCDEX_TR<02>_<Membercode>_ DDMMYYYY.CSV Position File PS03 FRWDNCDEX_PS<03>_<Membercode>_ DD-MM-YYYY.CSV PS04 FRWDNCDEX_PS<04>_<Member code>_ DD-MM-YYYY.CSV Margin File MG09 NCDEX_MG09_<Membercode>_DDMMY YYY.LIS MG10 NCDEX_MG10_<Membercode>_DDMMY YYY.LIS MG12 NCDEX_MG12_<Membercode>_<DDMM YYYY>.lis MG13 NCDEX_MG13_<Membercode>_<DDMM YYYY>.lis CLIMGN NCDEX_CLIMGN_<Membercode DDMMYYYY>_nn.lis CTT CTT01 FRWDNCDEX_CTT01_<Membercode>_D D-MM-YYYY.CSV CTT02 FRWDNCDEX_CTT02_< Membercode>_DD-MM-YYYY.CSV Location Forward Trading Front End Forward Post Trade Settlement Forward Trading Front End Forward Post Trade Settlement Extranet Folder Extranet Folder Extranet Folder Extranet Folder Extranet Folder Forward Trading Front End Forward Post Trade Settlement 20 / 21

21 Order Report Trade Report Order Report Trade Report Report_Day_dd_MMM_YYYYHHMMSSF F.zip Report_Day_dd_MMM_YYYYHHMMSSF F.zip Forward Trading Front End Forward Trading Front End 21 / 21