Daily reports for trading and settlement of derivative trades.

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..... 20, 2000 The Managing Director / Executive Director, The National Stock Exchange Of India Ltd, The Stock Exchange, Mumbai. Dear Sir, Sub: Daily reports for trading and settlement of derivative trades. You are requested to submit a market activity report and a initial margin mark to market settlement collection report, pertaining to th .....

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..... DERIVATIVE CELL DAILY MARKET ACTIVITY REPORT 1. Price Movements in the Index Futures Contracts in the following format - Contract Series Open Price High Price Low Price Close price .....

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..... 2. Information of any exceptional activity or event in the day indicating causes of significant variation in the contract prices. INITIAL MARGIN MARK TO MARKET SETTLEMENT COLLECTION REPORT 1. 99 % VaR and initial margin collected - Contract series O .....

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..... Open Interest at the beginning of day (number of contracts) Closing price of previous day Open interest at the end of the day (number of contracts) Closing price at the end of the day Total MTM liability for the day. (Rs. Cr) Total MTM collect .....

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