Thank you elangoas for your quick reply.
1. I don't think the FM antenna is connected and I can't find the one supplied by Onkyo.
2. My Arcam 400 in the same location produced FM without any antenna so I did not think one needed an antenna if one lives literally in the middle of the city.
From the manual (Onkyo does not supply a physical manual) that I downloaded i understand that Onkyo uses a 75 ohm antenna. When I lived in NY (LA is more spread out and there we need one but Mumbai is similar to dense urban metros like NY, Singapore and London) we never bothered with these antennas and still got decent FM reception so I am 99.9% sure I did not bother to connect the antenna (it is now lost).
Is the Onkyo so poor that it need a FM antenna where the Arcam manages without one? If so I'll have to get one and make the effort to get behind this massive receiver (at my age and with my back I have to request somone else to do this) and connect one.
Thanks again elangoas.