S.No.

Data Head
1 Year
2 Month
3 Date
4 Segment

5 Instrument Type

6 Name of the commodity

7 Symbol
8 Expiry Date
9 Price unit
10 Option Type
11 Strike Price (In Rs)
12 Open Price (In Rs)
13 High Price (In Rs)
14 Low Price (In Rs)
15 Close Price (In Rs)
16 Clearing/Daily Settlement price (In Rs)

17 Spot Price for basis variety (in Rs)

18 Premium Turnover (in Rs)

Notional Turnover (Options)/ Turnover

19
(Futures) (in Rs)

20 Trading Volume (In Lots)

Open Interest
21
(In Lots)

22 Lot size and unit

 Open Interest (Options Notional Basis) /
23
Open Interest (Futures) (in Rs)

24 No.of trades

25 Mode of Trading (% of Turnover)

Definition
Reporting Calender Year in YYYY
Reporting Month in MMM
Reporting Date in DD/MM/YYYY
Concerned segment i.e. Equity Derivative/ Currency Derivative/ Interest rate
Derivative/ Commodity Derivative.
Concerned Instrument type i.e.Equity Index Future/ Stock Future/ Equity Index
Options/ Stock Options/Currency Futures/Currency Options/IRF/Volatility
Futures/ Commodity Future/ Commodity Option/ Commodity Index Future/
Commodity Index Options.
FUTIDX: Index Futures
FUTCOM: Commodity Futures
OPTFUT: Options on Futures
OPTCOM: Options on Goods

Name of the Concerned Commodity

Symbol of the Concerned Commodity
Date on which contract Expired in DD/MM/YYYY
Price Quotation Unit
Type of Option i.e. whether Put option or Call otherwise N.A.(CE for Call and
PE for Put and N.A. for Not Applicable)
Strike price of the option otherwise N.A.
Opening price for the day; otherwise dash (-)
Highest price for the day; otherwise dash (-)
Lowest price for the day; otherwise dash (-)
Closing price for the day; otherwise dash (-)
Closing price of the contract on the trading day
Price in the marketplace at which a given commodity can be bought or sold for
immediate delivery. Figure shows Spot Price for basis variety; otherwise dash(-)
Sum of premium paid on the options contracts traded through the day. Figure
shows Premium Turonver for Option; othewise dash(-)
Notional Turnover is sum of (strike price + option premium ) of contract traded
through the day. Turnover is the sum of all buy value or sell value traded in the
contract during the day. Figure shows Notional Turnover for Option and Actual
Turnover for others; othewise dash(-)

Total number of contracts traded for a specified contract. Figure shows Volume
in Lots.

Total number of outstanding contracts that are held by market participants at the
end of the day. It can also be defined as the total number of futures contracts or
option contracts that have not yet been exercised (squared off), expired, or
fulfilled by delivery. Figure shows Open Interest in Lots; otherwise dash(-)
Size of the Lot
Total outstanding contracts in Rs.that are held by market participants at the end
of the day. It can also be defined as the total value of futures contracts or option
contracts that have not yet been exercised (squared off), expired, or fulfilled by
delivery. Notional Basis value of outstanding contract i.e. strike price +premium
that are held by market participants at the end of the day.
Figure shows Open Interest value (Options Notional Basis); othewise dash(-)
Total number of trades executed in the given contract. Figure shows no.of trades;
otherwise dash(-)
% of Algorithm-based Trading and Non Algorithm-based Trading to Total
Trading Value
 S.No. Data Head
1 Date
2 Commodity

3 Instrument

4 Open Interest

5 FPOs/ Farmers
Long OI
Short OI
6 VCPs/ Hedger
Long OI
Short OI
7 Proprietary Traders
Long OI
Short OI

Domestic Financial
8
Institutional Investors

Long OI
Short OI
9 Foreign Participants
Long OI
Short OI
10 Others
Long OI
Short OI

Note:
Disclosure provided in terms of SEBI Circular No: SEBI/HO/CDMRD/DNPMP/CIR/P/2019/08 dated Janu
Data is provided at commodity level including all variants of the same commodity.
Option position is based on directional method.
Commodity wise client categorization is as per category details provided by the members.
In case of details of client for any commodity is not available with the Exchange, position of such client in
 Definition
Reporting Date in DD/MM/YYYY
Name of the Concerned Commodity
Concerned Instrument type i.e.Equity Index Future/ Stock Future/ Equity Index Options/ Stock
Options/Currency Futures/Currency Options/IRF/Volatility Futures/ Commodity Future/ Commodity
Option/ Commodity Index Future/ Commodity Index Options (''Futures" for Futures and ''Options''
for Options)
Total number of outstanding contracts that are held by market participants at the end of the day. It
can also be defined as the total number of futures contracts or option contracts that have not yet been
exercised (squared off), expired, or fulfilled by delivery
Clients Categorised as Farmer Producer Organisations/ Farmers
% of Long Open Interest held by FPOs/Farmers to Total Open Interest
% of Short Open Interest held by FPOs/Farmers to Total Open Interest
Clients Categorised as Value Chain Participants or Entities who have opted for hedging facility at
Exchange
% of Long Open Interest held by VCPs/ Hedger to Total Open Interest
% of Short Open Interest held by VCPs/ Hedger to Total Open Interest
Trading Members dealing in their Own Accounts
% of Long Open Interest held by Proprietary Traders to Total Open Interest
% of Short Open Interest held by Proprietary Traders to Total Open Interest
A company or organization registered and incorporated in India that invests money on behalf of
clients or members. Hedge funds, mutual funds, and endowments are examples of Domestic
Financial Institutional Investors.
% of Long Open Interest held by Domestic Financial institutional investors to Total Open Interest
% of Short Open Interest held by Domestic Financial institutional investors to Total Open Interest
Foreign investors who are registered outside India but eligible to invest in India
% of Long Open Interest held by Foreign Participants to Total Open Interest
% of Short Open Interest held by Foreign Participants to Total Open Interest
Entities other than defined above
% of Long Open Interest held by Others to Total Open Interest
% of Short Open Interest held by Others traders to Total Open Interest

of SEBI Circular No: SEBI/HO/CDMRD/DNPMP/CIR/P/2019/08 dated January 04, 2019 on a weekly basis
ty level including all variants of the same commodity.
irectional method.
orization is as per category details provided by the members.
any commodity is not available with the Exchange, position of such client in such commodity is clubbed with ‘Others’ category
bed with ‘Others’ category.
 S.No. Data Head
1 Date
2 Commodity

3 Instrument

4 Turnover (Rs. Crs.)

5 FPOs/ Farmers (Rs. Crs.)

VCPs/ Hedgers (Rs.

6
Crs.)

Proprietary Traders (Rs.

7
Crs.)

Domestic Financial
8 Institutional Investors
(Rs. Crs.)

Foreign Participants (Rs.

9
Crs.)

10 Others (Rs. Crs.)

Note:
Disclosure provided in terms of SEBI Circular No: SEBI/HO/CDMRD/DNPMP/CIR/P/2019/08 dated J
Data is provided at commodity level including all variants of the same commodity.
Commodity wise client categorization is as per category details as provided by the members.
In case of details of client for any commodity is not available with the Exchange, position of such clien
 Definition
Reporting Date in DD/MM/YYYY
Name of the Concerned Commodity

Concerned Instrument type i.e.Equity Index Future/ Stock

Future/ Equity Index Options/ Stock Options/Currency
Futures/Currency Options/IRF/Volatility Futures/ Commodity
Future/ Commodity Option/ Commodity Index Future/
Commodity Index Options (''Futures" for Futures and ''Options''
for Options)
Sum of all buy value or sell value traded in the contract during
the day; or Notional Turnover (strike + premium) for Options

Client Categorised as Farmer Producer Organisations/ Farmers.

Figure shows sum of all buy value or sell value traded in the
contract during the day by FPOs/ farmers; or Notional Turnover
(strike + premium) for Options transacted by FPOs/ Farmers

Clients Categorised as Value Chain Participants or entities who

have opted for hedging facility at Exchange. Figure shows sum
of all buy value or sell value traded in the contract during the
day by VCPs/ hedgers; or Notional Turnover (strike + premium)
for Options transacted by VCPs/ hedgers.

Trading Members dealing in their Own Account. Figure shows

sum of all buy value or sell value traded in the contract during
the day by propreitary traders; or Notional Turnover (strike +
premium) for Options transacted by proprietary traders.

Company or organization registered and Incorporated in India

that invests money on behalf of clients or members. Hedge
funds, mutual funds, and endowments are examples of Domestic
Financial institutional investors. Figure shows sum of all buy
value or sell value traded in the contract during the day by
domestic finanicla institutional investors; or Notional Turnover
(strike + premium) for Options transacted by such investors.

Foreign investors who are registered outside India but eligible

to invest in India. Figure shows sum of all buy value or sell
value traded in the contract during the day by foreign
participants; or Notional Turnover (strike + premium) for
Options transacted by foreign participants.
Entities others than as defined above. Figure shows sum of all
buy value or sell value traded in the contract during the day by
other entities; or Notional Turnover (strike + premium) for
Options transacted by such entities.

rms of SEBI Circular No: SEBI/HO/CDMRD/DNPMP/CIR/P/2019/08 dated January 04, 2019 on a weekly basis
odity level including all variants of the same commodity.
ategorization is as per category details as provided by the members.
for any commodity is not available with the Exchange, position of such client in such commodity is clubbed with ‘Others’ c
n a weekly basis
y is clubbed with ‘Others’ category.
S.No. Data Head
1 Date
2 Commodity
3 Warehouse Stocks
4 Unit of warehouse stock
Definition
Date for which stocks are updated on website.
Name of commodity stored at accredited warehouses.
Stocks Eligible for Exchange Delivery available at warehouse at end of day (EOD for date given in first column)
Unit of measurement of quantity captured in stock position updated on website. E.g. Cotton-QUINTAL, Zinc-MT
S.No. Data Head
1 Date
2 Commodity
3 Expiry Date
4 Initial Margin%

5 Extreme Loss Margin %

6 Pre Expiry Margin Long %

7 Pre Expiry Margin Short %

8 Delivery Margin %

9 Additional/ Adhoc Margin Long %

10 Additional/ Adhoc Margin Short %

11 Special Margin % Long Side

12 Special Margin % Short Side
13 Volatility
14 Annualised Volatility
Definition
Trade Date
Name of Commodity
Contract Expiry Date
Portfolio based margin. Risk based portfolio margin is generated using atleast 99%
VAR and MPOR days.
It is a fixed percentage component to cover situations that lie outside the coverage
of VaR based initial margins. Extreme Loss Margin % is ELM + Additional Lean
Peiod margin (if applicable)
Tender/ Pre Expiry Margin % is incremental margin levied during the last ‘n’
number of days prior to expiry of the contract on Long Positions
Tender/ Pre Expiry Margin % is incremental margin levied during the last ‘n’
number of days prior to expiry of the contract on Short Positions
Levied on all positions marked for delivery till conclusion of Delivery Settlement.

Additional/ Adhoc Margin % is Additional Margin + Additional Surveillance

Margin + Event Based Additional Surveillance Margin levied on Long Positions

Additional/ Adhoc Margin % is Additional Margin + Additional Surveillance

Margin + Event Based Additional Surveillance Margin levied on Short Positions
Special Margin % is special Margin levied on Long Positions
Special Margin % is special Margin levied on Short Positions
Volatility = EWMA (Exponential Weighted Moving Average)
Annualised Volatility = EWMA * sqrt(250)
S.No. Data Head Definition
1 Date Trade Date
2 Open Opening value of the day
3 High Highest value of the day
4 Low Lowest value of the day
5 Close Close value of the day
S.No. Data Head Definition
1 Date Date of Delivery Marking
2 Instrument Type Product eg. Futures or Options
3 Commodity Name of the Commodity
4 Expiry Expiry Date of Contract
5 Delivered Quantity Quantity Delivered
6 Unit of Delivery Unit of Quanity Delivered