This is with reference to Exchange circular no. 20180423-41 regarding Revision in settlement mechanism in Equity Derivatives segment. Trading members are requested to note that existing Contract Master file will undergo minor change in the file format.
A new identifier field – ‘Settlement Type’ will be introduced in Contract Master file (EQD_CODDMMYY.CSV) to identify a contract whether it will be physically settled (delivery-based) or cash settled. Securities which are identified for physical settlement i.e. Delivery based, contracts of such securities (both Futures and Options) will be marked with flag ‘D’ in new identifier field and whereas Cash settled contracts will be marked as ‘C’.
Please note that there shall be no change in the file structure. Existing filler fields available in the file shall be used for providing additional information. The changes in the file have been highlighted in the enclosed file format. Sample file is also enclosed herewith for ready reference as ANNEXURE I.
Trading Members, empanelled trading application vendors (using IML/ETI APIs) as well as back-office vendors are requested to take note of the same and make necessary changes to their respective applications.
The exact go-live date shall be communicated through a separate circular.
In case of any queries or clarifications, trading members may kindly get in touch with their respective Relationship Manager or contact the IML Info team at the contact nos. given below –
IML Info Team
T: 022-2272 8524/8426
For and on behalf of BSE Ltd.,
Dy. General Manager
May 17, 2018