Money fraud and threat to life

Name: Vishwa mohan kumar Sinha Email: Contact No: 8196849223 Query: Dear sir In Aug-15,I have invested an amount of 10 lacs,in a construction raw material supply firm based in Karnal after seeing ad in daily news paper that return will be 15% payable per month..Till 3 month the party paid me the income,after that started avoiding calls,in march -2016 when i asked for invested money and profit to return then the party started threatening and giving threat to kill.I lodged a complaint in local police station ROPAR,PUNJAB,because it was Money fraud as well life threat.But till date police is not filing F.I.R.because police is telling that my agreement is made in Karnal which is in Haryana. My all money transaction neft/cash is made through local bank at ROPAR.I can not go and approach in Haryana because i am afraid of his threats.Please suggest us that F.I.R. can be lodged in local police station or not. Regards VISHWA MOHAN KUMAR SINHA