Data and Reports Download
NSE Clearing downloads various reports in csv format to clearing members in relation to trades, obligations, deliveries, auctions, corporate actions, settlements and shortages. They are downloaded in the member's Reports folder on the Extranet and are as follows:
Member specific reports
Delivery reports:
- Demat Final Delivery Statement (DFDS)- This report provides the details of the securities actually delivered by the member along with the depository details.
- Demat Final Receipt Statement (DFRS): This report gives the details of payout received and the details of receiving depository.
- Direct Client Pay Out Report (CADT): This report provides the details of client wise payout received as per instructions uploaded by the member
- Memberwise Withheld Securities Statement (DWTH)- This statement gives details of payout withheld.
- The reports are in comma separated (csv) format and in specified structure.
- No delivery trades report: This report gives a listing of all the securities in no delivery for a particular settlement type and settlement number.
- Deliveries report: This report gives a list of all securities to be delivered on the T+2 day
- Security shortages report: This report gives the quantity short delivered or received and the valuation amount.
Obligation reports:
- Daily obligation report: This report provides the daily cumulative net buy and sell position for a trading day
- Final Obligation report; This report provides the net obligation for securities and funds to be delivered or received and is downloaded on the T+1 day
- Net daily obligation report: This report provides the daily cumulative net buy and sell position for a trading day
- Net Final obligation report: This report provides the net obligation for securities and funds to be delivered or received and is downloaded on the T+1 day
Funds reports:
- Daily Funds statement: This report gives the detailed break-up of debits/credits effected to the clearing bank account as appearing in the daily funds summary statement.
- Bank Summary report: This report provides details about the transactions effected in the members' clearing account at the Clearing Bank.
Auction reports:
- Auction square off debit/credit report: This report gives details of un-auctioned deliveries that are squared-up by the Exchange.
- Auction difference report: This report gives details of the auctioned deliveries for which the valuation price exceeds the auction traded price.
Market reports:
- Securities master: This report gives details of the security symbol, ISIN, security code, series etc.
- Corporate action report: This report gives a symbol wise and series wise list of all corporate actions alongwith the respective record dates /book closure dates, no delivery period, ex date etc.
- Settlement calendar : this report gives the monthly settlement schedule
Other reports:
- Custodian trades report: This report gives the cp code wise trade details for a member
- Order confirmation report: This report is downloaded to custodians for confirmation of orders and OTR
- Trades report: This report gives the trade details such as symbol, cpcode, client code, quantity, value for all trades executed by a member.
The reports are in comma separated (csv) format and in specified structure.
Member Wise STT file (This file gives the client wise security wise securities transaction tax calculated for a member for a trading day (MWST))
Securities Transaction Tax (STT)
File name: MWST_DDMMYYYY.csv
where
MWST = Member wise securities transaction tax
XXXXX = Trading Member code
DDMMYYYY = Trade Date
All of the following data will be contained in one file only. The file will be a comma separated file.
Control record type 10 - Trading Member level STT information
| Field Name | Mandatory / Optional | Description |
|---|---|---|
| Record Type | Mandatory | Value = 01 |
| STT Date | Mandatory | DD-MON-YYYY |
| Due date of payment | Mandatory | DD-MON-YYYY |
| Member type | Mandatory | |
| Member code | Mandatory | |
| Total STT | Mandatory |
Detail record type 20 - Client level STT information Mandatory
| Field Name | Mandatory / Optional | Description |
|---|---|---|
| Record Type | Mandatory | Value = 20 |
| STT Date | Mandatory | DD-MON-YYYY |
| Client Code | Mandatory | |
| Total STT | Mandatory |
Detail record type 30 - Client Securities level STT information
| Field Name | Mandatory / Optional | Description |
|---|---|---|
| Record Type | Mandatory | Value = 30 |
| STT Date | Mandatory | DD-MON-YYYY |
| Trading Client Code | Mandatory | |
| Settlement Type | Mandatory | |
| Settlement Number | Mandatory | |
| Security Symbol | Mandatory | |
| Security Series | Mandatory | |
| Total Buy quantity | Mandatory | |
| Total Sell quantity | Mandatory | |
| Total Buy value | Mandatory | |
| Total Sell value | Mandatory | |
| Volume Weighted Average Price | Optional | Applicable only for netted settlements |
| Purchase quantity - delivery | Mandatory | |
| Sale quantity - delivery | Mandatory | |
| Sale quantity - other than delivery | Mandatory | |
| Purchase value - delivery | Mandatory | |
| Sale value - delivery | Mandatory | |
| Sale value - other than delivery | Mandatory | |
| STT purchase delivery | Mandatory | |
| STT sale delivery | Mandatory | |
| STT sale other than delivery | Mandatory | |
| Total STT | Mandatory |
Updated on: 07/01/2023
