NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : DEBT SEGMENT Download Ref No : NSE/DS/24660
Date : October 04, 2013
Circular Ref. No :33 /2013
All members Mock trading in Debt Segment on Saturday, Oct 05, 2013-NEAT-DEBT Version 1.0.2 The Exchange shall be conducting a mock trading session in the Debt Segment on Saturday October, 05, 2013 as per the following schedule:
Saturday, October 05, 2013 Normal Market open time Normal Market close time Position Limit/Collateral value Set up cut off time Trade modification end time Live Re-login start time Live Re-login close time
Time 10:00 hrs. 12:00 hrs. 12:15 hrs. 12:15 hrs. 14:00 hrs. 14:30 hrs.
The following operational instructions are annexed herewith: Annexure 1: Important instructions regarding mock trading session Annexure 2: New features Annexure 3: Installation procedure of NEAT-DEBT version 1.0.2 Annexure 4: Precaution and procedure for reverting to earlier version 1.0.1
For and on behalf of National Stock Exchange of India Limited
Suprabhat Lala Vice President
Telephone No 1800-22-00-53
Fax No +91-22-26598155
Email id
[email protected]
Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai – 400 051
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ANNEXURE – 1 Important Instructions regarding mock trading session
1.
Trades resulting from the mock trading session shall not attract any obligation in terms of funds and / or securities pay-in and pay-out. Members are also requested not to transfer any data files for this mock trading session.
2.
Members are advised to also refer to the website of NSE at www.nseindia.com for any information which may be updated by the Exchange regarding the mock session.
3.
Members using NEAT-DEBT and CTCL facility (using their CTCL software) are advised to participate actively in the mock trading session and are required to re-login into live environment during the above mentioned timings to check the connectivity and also to avoid login problems on Monday, October 07, 2013.
Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai – 400 051
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ANNEXURE – 2 1. New Features Accrued Interest Market Watch: In the Market Watch window a new column „Accrued Interest‟ is introduced which shall display accrued interest per bond. (In case of institutional segment the accrued interest is converted to face value of Rs. 100/-). Trade & Give-up Confirmation Messages: The following confirmation messages displayed in the message area of NEAT shall also display the Accrued Interest value for the trade. Additionally, the existing trade value information in these confirmation messages shall include accrued interest value: - Trade confirmation message - Give-up approve message and - Give-up reject message Previous Trade: The existing fields Total Buy Traded Value and Total Sell Traded Value in the Previous Trade screen shall include accrued interest value: Menu Transaction Previous Trades (F8) Net Position: The existing fields Total Buy Value and Total Sell Value in the Net Position screen shall include accrued interest value: Menu Dialogs Net Position (Alt + F6) Market By Price (MBP): The existing field Current Day‟s Total Traded Value in the Market By Price screen shall include accrued interest value: Menu Inquiry Market By Price (F6) Give up Screen: In the Give-up screen available to PCM and TM+PCM member two additional columns „Accrued Interest‟ and „Traded Value‟ are added which shall display the Accrued Interest value and Traded Value for the trade. The Traded value shall also include accrued interest value for bonds traded. Menu Dialogs Give Up Trades (Ctrl + G) Online Backup File Format: In the Online Backup file additional columns „Accrued Interest value‟ and „Traded Value‟ have been introduced which shall contain the Accrued Interest and Traded Value for the trade. The Traded Value shall also include accrued interest value for bonds traded. For revised format, please refer Help File of the NEAT trading system for debt segment. Menu Dialogs Online Backup (Alt + F7) File Format in Help Path: Help Functionalities Online Backup Give-up File Format: In the Give-up file additional columns „Accrued Interest value‟ and „Traded Value‟ have been introduced which shall contain the Accrued Interest and Traded Value for the trade. The Traded Value shall also include accrued interest value for bonds traded. For revised formats, please refer Help File of the NEAT trading system for debt segment. Menu Dialogs Give Up Trades (Ctrl + G) File Format in Help Path: Help Functionalities Order and Trade Give up Trade dt_contract.txt File Format: The Contract file shall include accrued interest per bond. (In case of institutional segment the accrued interest is converted to face value of Rs. 100/-). For revised formats, please refer Help File of the NEAT trading system for debt segment. File Format in Help Path: Help How To Start Application Logon Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai – 400 051
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Offline Print: A new field “Accrued Interest” shall be displayed in “Tabular” print formats. Additionally, the existing Trade Value field accrued interest. Menu Dialogs Offline Print (Ctrl + F) Online Print: A new field “Accrued Interest” shall be displayed in “Tabular” print formats. Additionally, the existing Trade Value field accrued interest. Menu Dialogs Online Print (Ctrl + O)
“One Liner” and shall also contain
“One Liner” and shall also contain
2. Bond Yield Calculator A calculator shall be provided to calculate bond yield for any selected security. The calculator shall be available in the path: Menu Dialogs Yield Calculator (XIRR) [Ctrl+Shift+Y] Yield value is calculated using Yield/XIRR by iteration method until reasonable approximation is reached. User has to specify Interest Pay Date, Settlement Date, Face value, Rate of Interest, Price & Frequency to calculate the yield. 3. NOTIS File Formats Transaction Backup file (Online backup & Trader Report): In the Transaction Backup file two additional columns „Accrued Interest value‟ and „Traded Value‟ have been introduced which shall contain the Accrued Interest and Traded Value for the trade. The Traded value shall also include accrued interest value for bonds traded. For revised formats, please refer Help File of the NOTIS system for Debt segment. Single trade Backup file: In Single trade backup file an additional column „Accrued Interest value‟ has been introduced which shall contain the Accrued Interest value for the trade. Additionally, the existing Traded Value column shall also include accrued interest value for bonds traded. For revised formats, please refer Help File of the NOTIS system for Debt segment. Give-up file: In Give-up file two additional columns „Accrued Interest value‟ and „Traded Value‟ have been introduced which shall contain the Accrued Interest and Traded Value for the trade. The Traded Value shall also include accrued interest value for bonds traded. For revised formats, please refer Help File of the NOTIS system for Debt segment.
Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai – 400 051
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ANNEXURE – 3 Installation procedure for NEAT-DEBT (Version 1.0.2) Precautions: Install the new version only after the end of live trading hours and after all end of day activities have been completed on Friday, Oct 04, 2013. Take back up of all report files before upgrading the software. Save the client master details in a file using the save option given on client master dialog (Do not keep the file in NEAT-DEBT folders). Save the debarred client details in a file using the save option given on debarred client dialog (Do not keep the file in NEAT-DEBT folders) Take backup of Market watch using the export functionality (Do not keep the export file in NEAT-DEBT folder) Installation: Installation files shall be available after 5 PM on Friday, Oct 04, 2013. Installation files can be downloaded from NSE EXTRANET path /debtftp/debtcommon/NEATDEBT102 Download the setup file „NEATDTWSSetup.exe‟ to your hard disc in the root directory (i.e. C:\ or D:\ or E:\). Go to the drive where NEATDTTWSSetup.exe is copied. Double click on the NEATDTTWSSetup.exe. The files will be extracted with the window pop up „NEAT-DEBT TWS Installer extracting files‟. It will be followed by „NEAT-DEBT Installer‟ pop up window. Installation drive (where application will be installed) will be C: by default. The user can change the default installation drive to any other local drives (e.g. D: or E:) Click on „Install‟ button on this pop up window and follow the installation instructions. Message of successful installation will be displayed once the complete application is installed. The user can run NEAT-DEBT TWS application by double clicking on either of the following: a. NEAT-DEBT TWS shortcut icon created on the desktop. b. NEAT-DEBT TWS entry in the „Programs‟ sub-menu of the „Start‟ menu. c. NEAT-DEBT.exe located in the NeatDTDB-TWS directory in the installation drive. Updating the new version with latest data:
Download following files from NSE EXTRANET path /debtftp/debtcommon/ onto the logon drive: 1) dt_contract.gz 2) dt_participant.gz Extract the above files From the log on screen click on the “UPLOAD” button to update contracts and participants details.
Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai – 400 051
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ANNEXURE – 4 Precautions and procedure for reverting to earlier version 1.0.1 These instructions are required to be followed to ensure that members are able to revert to old version of NEAT-DEBT 1.0.1 and trade efficiently on Monday, Oct07, 2013, if notified by the Exchange. Steps to be followed for reverting to old version of NEAT-DEBT: Download the set up file for old version „NEATDTTWSSetup.exe‟ from NSE EXTRANET path /debtftp/debtcommon/NEATDEBT101 to your hard disk in the root directory (i.e. C:\ or D:\ or E:\). If prompted, choose to overwrite the existing file. Choose the same drive where the proposed new version was installed. Go to the drive where NEATDTTWSSetup.exe is copied. Double click on the NEATDTTWSSetup.exe. The files will be extracted with the window pop up „NEAT-DEBT TWS Installer extracting files‟. It will be followed by „NEAT-DEBT Installer‟ pop up window. Installation drive (where application will be installed) will be C: by default. The user can change the default installation drive to any other local drives (e.g. D: or E:) Click on „Install‟ button on this pop up window and follow the installation instructions. Message of successful installation will be displayed once the complete application is installed. The user can run NEAT-DEBT TWS application by double clicking on either of the following: a. NEAT-DEBT TWS shortcut icon created on the desktop. b. NEAT-DEBT TWS entry in the „Programs‟ sub-menu of the „Start‟ menu. c. NEAT-DEBT.exe located in the NeatDTDB-TWS directory in the installation drive. From the log on screen click on the “UPLOAD” button to update the contract and participant details.
Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai – 400 051
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