SEBI : Format of the Monthly Reporting Format

SECURITIES AND EXCHANGE BROAD OF INDIA

GENERAL MANAGER
SECONDARY MARKET DEPARTMENT

The Chief Executive Officers of Derivatives Segment of BSE and its Clearing House and The F&O Segment of NSE and its Clearing Corporation

Re: Format of the Monthly Reporting Format

Dear Sir,

The format of the Monthly Activity Report (MAR) is enclosed in Annexure A for the trading and settlement activities for the Derivatives / F&O segment at the exchange.

You are requested to submit the MAR as per the enclosed format from the month of May 2002 onwards latest by the 7^th of the following month.

Yours sincerely,
P. K. BINDLISH

Encl. Format of Monthly Activity Report for the Derivatives / F&O Segment

MONTHLY ACTIVITY REPORT

TABLE OF CONTENTS

I) TRADING STATISTICS: * 1) Summary of trading in Derivatives for the year ———- *

2) Trading Statistics for the month of ————————— *

3) Cash market total volumes (in Rs. crores) during the month and comparison of the same with the derivative market volumes (in Rs. crores) during the month, in percentage. *

4) Comparison of volumes in Futures vis a vis Options during the month. *

5) Volume contribution from various participants in the market: *

6) Comparison of Volumes in the derivatives market with the volumes in the underlying market during the month __ *

II) PRICE SCANNING RANGE DURING THE PREVIOUS MONTH: *

III) COMPLIANCE OF THE ELIGIBILITY CRITERIA OF THE STOCKS ON WHICH FUTURES AND OPTIONS ARE TRADED: *

IV) MEMBER AND FII REGISTRATION DETAILS: *

V) INSPECTIONS CONDUCTED: *

VI) INVESTOR EDUCATION PROGRAMS: *

VII) CERTIFICATION PROGRAMS: *

VIII) INVESTOR COMPLAINTS IN THE DERIVATIVES SEGMENT: *

IX) ARBITRATION IN THE DERIVATIVES SEGMENT: *