|
Outstanding Notional Value of Offshore
Derivative Instruments (ODIs) Vs Assets Under Custody (AUC) of FPIs/deemed
FPIs |
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|
[` Crore] |
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|
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-14 |
163,348 |
111,646 |
102,773 |
8,873 |
51,968 |
1,426,875 |
11.5 |
7.8 |
|
Feb-14 |
172,738 |
113,600 |
104,356 |
9,244 |
59,138 |
1,473,802 |
11.7 |
7.7 |
|
Mar-14 |
207,639 |
135,821 |
125,649 |
10,172 |
71,818 |
1,593,869 |
13.0 |
8.5 |
|
Apr-14 |
187,486 |
127,627 |
118,093 |
9,535 |
59,858 |
1,606,596 |
11.7 |
7.9 |
|
May-14 |
211,740 |
145,258 |
133,828 |
11,430 |
66,482 |
1,770,781 |
12.0 |
8.2 |
|
Jun-14 |
224,248 |
158,532 |
145,678 |
12,854 |
65,716 |
1,909,400 |
11.7 |
8.3 |
|
Jul-14 |
208,284 |
158,303 |
141,735 |
16,568 |
49,981 |
1,971,822 |
10.6 |
8.0 |
|
Aug-14 |
211,499 |
161,682 |
144,985 |
16,697 |
49,817 |
2,047,175 |
10.3 |
7.9 |
|
Sep-14 |
222,394 |
168,322 |
146,635 |
21,687 |
54,072 |
2,084,161 |
10.7 |
8.1 |
|
Oct-14 |
265,675 |
186,496 |
163,380 |
23,116 |
79,179 |
2,171,276 |
12.2 |
8.6 |
|
*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 by FPIs/deemed FPIs on underlying such as portfolio hedging, unhedged positions, index etc., which cannot be
segregated in equity, debt or derivatives |
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