Outstanding Notional Value of Offshore Derivative Instruments (ODIs) Vs Assets Under Custody (AUC) of FPIs/deemed FPIs [Rs Crores]
Month |
Notional value of ODIs on Equity, Debt & Derivatives * |
Notional value of ODIs on Equity & Debt excluding Derivatives * |
Notional value of ODIs on Equity * |
Notional value of ODIs on Debt * |
Notional value of ODIs on Derivatives * |
AUC of FPIs / deemed FPIs # |
Notional value of ODIs on Equity, Debt & Derivatives as % of B |
Notional value of ODIs on Equity & Debt excluding Derivatives as % of B |
|
A1 |
A2 |
A3 |
A4 |
A5 |
B |
C1 |
C2 |
Jan-17 |
175,088 |
119,309 |
108,576 |
10,733 |
55,779 |
2,456,716 |
7.1 |
4.9 |
Feb-17 |
170,191 |
115,413 |
103,712 |
11,700 |
54,778 |
2,563,431 |
6.6 |
4.5 |
Mar-17 |
178,437 |
124,277 |
111,803 |
12,475 |
54,160 |
2,705,729 |
6.6 |
4.6 |
Apr-17 |
168,545 |
128,380 |
109,541 |
18,839 |
40,165 |
2,786,083 |
6 |
4.6 |
May-17 |
180,718 |
133,045 |
109,211 |
23,834 |
47,674 |
2,856,637 |
6.3 |
4.7 |
Jun-17 |
165,241 |
132,785 |
107,113 |
25,672 |
32,456 |
2,883,104 |
5.7 |
4.6 |
July-17 |
135,297 |
127,075 |
100,887 |
26,188 |
8,222 |
3,055,984 |
4.4 |
4.2 |
Aug-17 |
125,037 |
116,393 |
88,911 |
27,482 |
8,645 |
3,035,509 |
4.1 |
3.8 |
Sep-17 |
122,684 |
113,706 |
91,160 |
22,546 |
8,978 |
3,003,476 |
4.1 |
3.8 |
Oct-17 |
131,006 |
120,629 |
90,161 |
30,468 |
10,378 |
3,170,194 |
4.1 |
3.8 |
Nov-17 |
128,639 |
123,567 |
92,846 |
30,720 |
5,072 |
3,188,354 |
4 |
3.9 |
Dec-17 |
124,810 |
121,820 |
91,755 |
30,065 |
2,990 |
3,280,283 |
3.8 |
3.7 |
Jan-18 |
119,556 |
116,472 |
84,278 |
32,194 |
3,084 |
3,381,677 |
3.5 |
3.4 |
Feb-18 |
106,760 |
105,137 |
77,090 |
28,046 |
1,623 |
3,241,324 |
3.3 |
3.2 |
Mar-18 |
106,403 |
102,726 |
73,264 |
29,461 |
3,677 |
31,48,349 |
3.4 |
3.3 |
Apr-18 |
100,245 |
99,595 |
72,321 |
27,274 |
3,748 |
33,19,175 |
3 |
3 |
May-18 |
93,497 |
89,974 |
70,442 |
19,532 |
3,523 |
31,77,685 |
2.9 |
2.8 |
Jun-18 |
83,688 |
80,279 |
61,786 |
18,493 |
3,409 |
31,88,252 |
2.6 |
2.5 |
Jul- 18 |
80,341 |
76,769 |
60,550 |
16,219 |
3,572 |
33,34,518 |
2.4 |
2.3 |
Aug- 18 |
84,647 |
80,882 |
66,233 |
14,648 |
3,765 |
3,431,511 |
2.5 |
2.4 |
Sep- 18 |
79,548 |
75,641 |
60,164 |
15,477 |
3,907 |
3,138,334 |
2.5 |
2.4 |
Oct- 18 |
66,587 |
65,147 |
50,584 |
14,563 |
1,441 |
29,82,324 |
2.2 |
2.2 |
Nov- 18 |
79,247 |
78,015 |
62,971 |
15,044 |
1,232 |
31,08,886 |
2.5 |
2.5 |
Dec- 18 |
79,513 |
78,558 |
56,747 |
21,811 |
977 |
31,38,205 |
2.5 |
2.5 |
Jan - 19 |
75,693 |
74,866 |
54,297 |
20,569 |
827 |
30,90,508 |
2.4 |
2.4 |
Feb - 19 |
73,428 |
73,319 |
54,523 |
18,133 |
108 |
30,89,602 |
2.4 |
2.4 |
Mar - 19 |
78,110 |
77,287 |
56,288 |
20,999 |
119 |
33,42,680 |
2.3 |
2.3 |
Apr- 19 |
81,220 |
80,362 |
58,820 |
21,542 |
123 |
33,55,045 |
2.4 |
2.4 |
May-19 |
82,619 |
82,426 |
61,574 |
19,681 |
193 |
34,17,679 |
2.4 |
2.4 |
*Figures compiled based on reports submitted by FPIs/deemed FPIs issuing ODIs
#Figures compiled based on reports submitted by custodians & does not includes positions taken by FPIs/deemed FPIs in derivatives.
Column A2 is being provided which depicts the Total Value of ODI issued -with underlying as only Equity & Debt excluding derivatives
Column A3 is being provided which depicts the Total Value of ODI issued -with underlying as Equity
Column A4 is being provided which depicts the Total Value of ODI issued -with underlying as Debt
Column A5 is being provided which depicts the Total Value of ODI issued -with underlying as derivatives.
Column C2 is being provided which depicts the Total Value of ODI issued -with underlying as only Equity & Debt excluding derivatives- as percentage of Assets under custody
Note: The total value of ODIs excludes the ODIs issued on underlying such as portfolio hedging, unhedged , index etc., which FPIs/deemed FPIs are unable to segregate into equity, debt or derivatives.