Description

NSE consolidates and provides comprehensive documentation of various trading report formats and file structures for Securities Lending and Borrowing Market segment members.

Summary

NSE has issued a consolidation circular providing comprehensive details of trading report formats for the Securities Lending and Borrowing Market (SLBM) segment. This circular consolidates previous circular NSE/SLBS/15039 dated June 22, 2010, and provides additional information on various trading-related reports currently disseminated in the SLBM segment. Part A of the annexure provides collated file details and formats for member convenience.

Key Points

  • Consolidates trading report format documentation for SLBM segment
  • Supersedes and enhances circular NSE/SLBS/15039 dated June 22, 2010
  • Provides five annexures detailing different report structures and formats
  • Covers SLB Contract File, Participant File, Bhavcopy File, Limit Report, and Order Log formats
  • Files available on extranet path /slbftp/slbcommon/NTNEAT
  • Includes detailed field-level specifications for each report type

Report Formats Covered

Annexure 1 - SLB Contract File (security_slb.gz)

  • Contains 29+ fields including Token, Symbol, Series, Instrument Type
  • Details security status across Normal, Odd Lot, Spot, and Auction markets
  • Includes corporate action dates, trading parameters, and security characteristics

Annexure 2 - SLB Participant File

  • Structure for participant-specific information

Annexure 3 - SLBM Bhavcopy File (DAT format)

  • Summary of daily trading activity

Annexure 4 - SLB Limit Report

  • Position and limit tracking information

Annexure 5 - Order Log

  • Available on extranet server for order-level data

Regulatory Changes

No new regulatory changes introduced. This is a consolidation and enhancement of existing documentation.

Compliance Requirements

No new compliance requirements. Members should use the consolidated format documentation as reference for understanding SLBM trading reports.

Important Dates

  • Circular Date: February 09, 2026
  • Reference to Previous Circular: June 22, 2010 (NSE/SLBS/15039)

Impact Assessment

Operational Impact: Low - This is an informational circular providing consolidated reference documentation for existing report formats. No changes to trading systems or operational processes required.

Member Impact: Beneficial - Members gain comprehensive, consolidated documentation for all SLBM trading reports in a single reference, improving operational efficiency and reducing need to refer to multiple circulars.

Technical Impact: None - No changes to file formats or data structures; purely documentation consolidation.

Contact Information

  • Toll Free: 1800-266-00-50 (Option 1)
  • Email: msm@nse.co.in
  • Issued by: Khushal Shah, Associate Vice President

Impact Justification

Administrative circular consolidating existing report format documentation for SLBM segment. No new regulatory changes or compliance requirements, purely informational reference for technical file formats.