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Outstanding Notional Value of Participatory Notes (PNs) Vs Assets Under Custody of FIIs

[` Crore]

Month

Notional value of ODIs on Equity, Debt, Hybrid Securities & Derivatives *

Notional value of ODIs on Equity, Debt & Hybrid Securities excluding Derivatives *

Notional value of ODIs on Equity *

Notional value of ODIs on Debt *

Notional value of ODIs on Hybrid Securities*

Notional value of ODIs on Derivatives *

AUC of FPIs

Notional value of ODIs on Equity , Debt & Hybrid Securities excluding Derivatives as % of B

 

A1

A2

A3

A4

A5

A6

B

C1

Jan-20

67,281

66,665

55,089

11,517

59

616

35,200,234

1.90 %

Feb-20

68,862

68,719

53,902

14,739

77

144

3,317,414

2 %

Mar-20

48,006

47,852

37,859

9,889

104

154

2,490,223

1.92 %

Apr-20

57,100

56,923

46,165

10,619

139

177

2,819,841

2.02 %

May-20

60,027

59,869

49,160

10,606

103

159

2,743,734

2.18 %

June-20

62,138

61,974

52,171

9,572

231

164

2,979,826

2.08 %

July-20

63,228

63,035

52,356

10,429

250

193

3,167,785

1.99 %

Aug-20

74,027

73,826

62,811

10,677

338

202

3,317,805

2.23 %

Sep-20

69,821

69,821

59,314

10,240

267

-

3,322,393

2.10 %

Oct-20

78,686

78,686

68,415

10,047

224

-

3,436,258

2.29 %

Nov-20

83,114

83,114

72,910

10,009

196

-

3,850,843

2.16 %

Dec-20

87,132

87,132

78,870

7,562

700

-

4,182,214

2.08 %

 

*Figures compiled based on reports submitted by FIIs issuing PNs

 

#Figures compiled based on reports submitted by custodians & does not includes positions taken by FIIs in derivatives.

 

Column A2 is being provided which depicts the Total Value of PN issued -with underlying as only Equity & Debt excluding derivatives

 

Column A3 is being provided which depicts the Total Value of PN issued -with underlying as Equity

 

Column A4 is being provided which depicts the Total Value of PN issued -with underlying as Debt

 

Column A5 is being provided which depicts the Total Value of PN issued -with underlying as derivatives.

 

Column C2 is being provided which depicts the Total Value of PN issued -with underlying as only Equity & Debt excluding derivatives- as percentage of Assets under custody

 

Note: The total value of PNs excludes the unhedged positions & portfolio hedging positions taken by the PN issuing FIIs.