Distribution of transactions, which have been included into the calculation of RUONIA on 07.02.2012
RUONIA 4.2%
Transactions volume included in the RUONIA calculation reaches 59.9 bln. roubles (96.24% 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, %
4.00 2.34 3.76% 2.34 3.76% 7 15.56% 3 15.56% 3 12.50% 5 18.52%
4.10 7.69 12.36% 7.69 12.36% 7 15.56% 6 15.56% 6 25.00% 4 14.81%
4.20 23.92 38.42% 23.92 38.42% 18 40.00% 9 40.00% 9 37.50% 13 48.15%
4.30 28.30 45.46% 28.30 45.46% 13 28.89% 6 28.89% 6 25.00% 5 18.52%
  62.24 100.00% 62.24 100.00% 45 100.00% 24 100.00% 24 100.00% 27 100.00%
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