The National Stock Exchange (NSE) on April 12, 2023, issued a circular regarding Dummy Contracts in Master Files for the Commodity derivatives, Futures, and Options segment
This has a reference to NSE circular no. NSE/COM/55942 and NSE/FAOP/55944 dated March 10, 2023, regarding Dummy contracts in master files
These changes shall be effective from the trade date of April 17, 2023
The following has been stated namely: -
• It states that in view of the above-mentioned circulars the dummy contracts and symbols on existing instrument type FUTBLN shall be incorporated in “Detailed Contracts Report” i.e. O_CN01_<NSE>DDMMYYYY.CSV.gz, and “Daily SPAN Risk Parameters files” nsccl_o.<YYYYMMDD>inn/s.spn.gz. The contracts having the last 7 characters of its symbol as "NSETEST" shall be identified as dummy contracts for this purpose
• The market participants are requested to note that the inclusion of dummy contracts and symbols in the contract report and span files are purely intended for the internal testing purpose at NSE Clearing Limited and hence, market participants are required to ignore the data received for these dummy symbols/contracts in the said reports. Any reference/processing/activity/consumption and consequent results on the said data shall be at their own discretion/risk. In no event will NSE Clearing Limited, its officers, or its employees be liable for decisions made or actions are taken in reliance on the said data
[Circular No: 0135/2023]
