Distribution of transactions, which have been included into the calculation of RUONIA on 05.05.2011
RUONIA 3.38%
Transactions volume included in the RUONIA calculation reaches 48.24 bln. roubles (95.07% 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 2.00 3.94% 2.00 3.94% 1 2.27% 1 2.27% 1 4.55% 1 3.85%
2.80 0.20 0.39% 0.20 0.39% 1 2.27% 1 2.27% 1 4.55% 1 3.85%
3.00 0.30 0.59% 0.30 0.59% 1 2.27% 1 2.27% 1 4.55% 1 3.85%
3.30 6.90 13.60% 6.90 13.60% 9 20.45% 6 20.45% 6 27.27% 5 19.23%
3.40 36.15 71.25% 36.15 71.25% 21 47.73% 10 47.73% 10 45.45% 9 34.62%
3.50 5.19 10.22% 5.19 10.22% 11 25.00% 3 25.00% 3 13.64% 9 34.62%
  50.74 100.00% 50.74 100.00% 44 100.00% 22 100.00% 22 100.00% 26 100.00%
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