Distribution of transactions, which have been included into the calculation of RUONIA on 25.10.2010
RUONIA 3.12%
Transactions volume included in the RUONIA calculation reaches 117.96 bln. roubles (96.01% of the gross transactions volume done by the banks RUONIA members)
Ranges of interest rates Funds borrowed, bln. roubles Share of funds borrowed, % Funds placed, bln.roubles Share of funds placed, % Number of borrowing transactions Share of borrowing transactions, % Number of lending transactions Share of lending transactions, % Number of banks-borrowers on the interbank market Share of banks-borrowers on the interbank market, % Number of banks-lenders on the interbank market Share of banks-lenders on the interbank market, %
2.50 2.50 2.03% 2.50 2.03% 3 2.52% 1 2.52% 1 1.35% 3 4.84%
2.70 1.80 1.47% 1.80 1.47% 1 0.84% 1 0.84% 1 1.35% 1 1.61%
2.80 22.57 18.37% 22.57 18.37% 11 9.24% 9 9.24% 9 12.16% 2 3.23%
2.90 11.60 9.44% 11.60 9.44% 5 4.20% 4 4.20% 4 5.41% 3 4.84%
3.00 25.79 20.99% 25.79 20.99% 31 26.05% 17 26.05% 17 22.97% 9 14.52%
3.10 5.00 4.07% 5.00 4.07% 3 2.52% 2 2.52% 2 2.70% 3 4.84%
3.20 7.90 6.43% 7.90 6.43% 10 8.40% 6 8.40% 6 8.11% 5 8.06%
3.30 10.86 8.84% 10.86 8.84% 15 12.61% 10 12.61% 10 13.51% 11 17.74%
3.40 7.00 5.70% 7.00 5.70% 2 1.68% 2 1.68% 2 2.70% 2 3.23%
3.50 11.85 9.65% 11.85 9.65% 16 13.45% 10 13.45% 10 13.51% 8 12.90%
3.60 1.80 1.47% 1.80 1.47% 3 2.52% 2 2.52% 2 2.70% 2 3.23%
3.70 8.40 6.84% 8.40 6.84% 10 8.40% 4 8.40% 4 5.41% 8 12.90%
3.80 5.20 4.23% 5.20 4.23% 7 5.88% 4 5.88% 4 5.41% 3 4.84%
4.00 0.60 0.49% 0.60 0.49% 2 1.68% 2 1.68% 2 2.70% 2 3.23%
  122.86 100.00% 122.86 100.00% 119 100.00% 74 100.00% 74 100.00% 62 100.00%
Criteria: boundry value for range to be included in RUONIA calculation is 3%
Number of banks in the range must be not less than 4.
In respect of the above ranges, the following example should be used to interpret values: "2.20" range includes values from 2.15 to 2.24, "2.30" range includes values from 2.25 to 2.34 etc.
Range included
Range not included