Tax Residency Certificate for NRI

Hi,

I am based in Bahrain and working on a full time employment. This country does not have any personal income tax.

I have received a notice from Income Tax Authority to share Tax Residency Certificate for Bahrain. As Bahrain does not have any Tax, it is not possible to get a Tax Residency Certificate.

Can someone advise me on how should I respond to Income Tax Authorities.

Thanks in Advance.