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Why did CDSL send an email with the transaction details?

Zerodha is a depository participant of CDSL. Depositories hold and maintain securities on behalf of investors. Whenever securities are debited or credited from a demat account, CDSL sends an email and SMS with the details of the debits and credits on T+2 day when the transaction is settled.

Zerodha also sends a monthly holdings statement with the details of all debits and credits in the demat for the given month. See Will Zerodha send me holding statements for my investments? to know more.