Distribution of transactions, which have been included into the calculation of RUONIA on 19.01.2011
RUONIA 2.39%
Transactions volume included in the RUONIA calculation reaches 35.9 bln. roubles (100% 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, %
2.00 7.34 20.45% 7.34 20.45% 10 20.41% 3 20.41% 3 10.71% 7 18.92%
2.30 3.50 9.75% 3.50 9.75% 3 6.12% 3 6.12% 3 10.71% 1 2.70%
2.40 4.23 11.78% 4.23 11.78% 8 16.33% 6 16.33% 6 21.43% 6 16.22%
2.50 9.00 25.07% 9.00 25.07% 12 24.49% 5 24.49% 5 17.86% 8 21.62%
2.60 2.94 8.19% 2.94 8.19% 3 6.12% 2 6.12% 2 7.14% 3 8.11%
2.70 0.10 0.28% 0.10 0.28% 1 2.04% 1 2.04% 1 3.57% 1 2.70%
2.80 4.61 12.84% 4.61 12.84% 6 12.24% 3 12.24% 3 10.71% 5 13.51%
2.90 1.79 4.99% 1.79 4.99% 3 6.12% 3 6.12% 3 10.71% 3 8.11%
3.00 2.39 6.66% 2.39 6.66% 3 6.12% 2 6.12% 2 7.14% 3 8.11%
  35.90 100.00% 35.90 100.00% 49 100.00% 28 100.00% 28 100.00% 37 100.00%
Criteria: boundry value for range to be included in RUONIA calculation is 5%
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