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SECURITIES AND EXCHANGE BOARD OF INDIA
INVESTIGATIONS ENFORCEMENT
& SURVEILLANCE DEPARTMENT
Mittal Court, A Wing, Gr. Floor,
224, Nariman Point, Mumbai 400 021

IES/DC/9863/00
June 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 the transactions on the Derivative Segment, on a daily basis, in the enclosed format.

The market activity report shall be submitted at the end of each trading day by 5:00 p.m., and the initial margin & mark to market settlement collection report for the day shall be submitted before trading commences on the next day, latest by 10:00 a.m. The market activity report shall be submitted by the Derivative Segment and the initial margin & mark to market settlement collection report shall be submitted by the Clearing House of the Derivative Segment.

You are requested submit the reports to the office of the Sr.Executive Director, IES with a copy to the Division Chief, SEBI Derivative Cell.

Yours sincerely,
N. PARAKH
DIVISION CHIEF
DERIVATIVE CELL

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