NATIONAL STOCK EXCHANGE OF INDIA LIMITED

Combined report for trading statistics (Bhavcopy)

The combined report shall be available on the website on the next business day and shall
have trade statistics of Capital Market, Equity Derivatives, Currency Derivatives, Interest
Rate Derivatives and Security Lending and Borrowing Market.
File Structure of Combined Report
File Name: combined_reportDDMMYYYY.xls
(Where DDMMYYYY is the trade date for which the report is being provided)
S.No.

Header

Description

Bhavcopy Date

Date shall be trade date

Market segments:
CDS- Currency Derivatives Segment (includes Interest Rate
derivatives)

Segment

CM- Capital Market Segment

FAO Futures & Options Segment (Equity Derivatives)
SLB Securities Lending and Borrowing

ISIN

Shall be available for CM and SLB - ISIN of the security

Type of the instrument as under:
1. DEBENTURE - Debentures
2. EQUITY- Equity Shares
3. Equity Shares - Securities and Lending security
4. FUTCUR - Currency Futures
5. FUTIDX - Index Futures
6. FUTIRD - Interest Rate Derivatives on Notional Bond

Instrument

7. FUTIRT - Interest Rate Derivatives on Treasury Bill

8. FUTSTK - Equity Stock Futures
9. MISCELLANEOUS - Exchange Traded Funds/Indian Depository
Receipts/Others
10. OPTCUR - Currency Options
11. OPTIDX - Index Options
12. OPTSTK - Equity Stock Options
13. PREFERENCE SHARE - Preference Shares
14. WARRANT - Warrants

Symbol

Series

Symbol of the security/Contract

Shall be applicable for CM and SLB only
For SLB it shall denote the Reverse Leg Month

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai 400 051

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S.No.

Header

Reverse Leg Date

Security Name

Security Status

10

Face Value

11

Lot Size

12

Expiry Date

13

Strike Price

Description
Shall be applicable for SLB only
Date of Reverse Leg Obligation
Name of the Security /Contract
Shall be applicable for CM only
Values as LISTED or PERMITTED
Shall be applicable for CM and SLB only
Face value of the security
Lot for the security/contract
Shall be applicable for CDS and FAO
Expiry date of contract
Shall be applicable for CDS and FAO
Strike price for options contracts
Shall be applicable for CDS and FAO

14

Option Type

CE- Call options

PE- Put Options

15

Previous Close Price

Previous close price of security/contract

16

Open Price

Open price of security/contract

17

High Price

High price of security/contract

18

Low Price

Low price of security/contract

19

Closing Price

Close price of security/contract

20

Last Traded Price

Last traded price of security/contract

21

Settlement Price

22

Number of Trades

Number of trades

23

Qty / Contracts
Traded

Number of shares traded for CM and SLB

24

Value (In Lacs)

Value of trades in Rupees Lakhs (Notional value for CDS and FAO)

25

Open Interest

26

Change in Open
Interest

27

52 Week High Price

28

52 Week High Price

Date

29

52 Week Low Price

Shall be applicable for CDS and FAO

Settlement price of contract

Number of contracts traded for CDS and FAO

Shall be applicable for CDS and FAO

Open interest in number of contracts
Shall be applicable for CDS and FAO
Change in open interest in number of contracts compared to
previous working day
Shall be applicable for CM and SLB only
52 week high price for the security
Shall be applicable for CM only
Day when 52 week high price was reached
Shall be applicable for CM and SLB only
52 week low price for the security

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai 400 051

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S.No.

Header

Description

30

52 Week Low Price

Date

Shall be applicable for CM only

31

Corporate Action
Indicator

Shall be applicable for CM & SLB only

32

Record Date

33

Book Closure Start

Date

Shall be applicable for CM only

34

Book Closure End

Date

Shall be applicable for CM only

35

No delivery start date

Shall be applicable for CM only

36

No delivery end date

Shall be applicable for CM only

37

Ex-Date

38

Corporate action
remarks

39

Interest payment date

40

Maturity Date

41

Annualised Yield

Day when 52 week low price was reached

Security going ex for the trade date
Shall be applicable for CM only
Latest record date for the security if any

Latest book closure start date for the security if any

Latest book closure end date for the security if any

Shall be applicable for CM only

Latest ex- date for the security if any
Shall be applicable for CM only
Latest corporate action information for the security if any
Shall be applicable for CM only
Latest interest payment date for the security if any
Shall be applicable for CDS, CM and FAO
Maturity date of the security/contract
Shall be applicable for SLB only
Annualised yield
Shall be applicable for SLB and Options Contracts of CDS and FAO

42

43

Transaction Value (in

lacs)

Bloomberg Code

For SLB Transaction value (Based on lending price)

For Options Contracts of CDS and FAO Transaction value (Based
on Premium value)
Bloomberg Global Identifier code (BBGID) shall be provided for
securities in CM segment and Futures contracts in CDS & FAO
segments. The code can be used to obtain the data on the respective
security / contract from the Bloomberg database on the Bloomberg
terminal.

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai 400 051

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