Distribution of transactions, which have been included into the calculation of RUONIA on 26.10.2012
RUONIA 6.23%
Transactions volume included in the RUONIA calculation reaches 103.15 bln. roubles (91.98% 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, %
5.50 6.00 5.35% 6.00 5.35% 2 2.56% 2 2.56% 1 2.27% 2 4.55%
5.60 3.00 2.67% 3.00 2.67% 1 1.28% 1 1.28% 1 2.27% 1 2.27%
5.80 4.50 4.01% 4.50 4.01% 3 3.85% 3 3.85% 3 6.82% 3 6.82%
5.90 6.18 5.51% 6.18 5.51% 11 14.10% 11 14.10% 11 25.00% 2 4.55%
6.00 24.52 21.86% 24.52 21.86% 24 30.77% 24 30.77% 12 27.27% 12 27.27%
6.10 2.80 2.50% 2.80 2.50% 4 5.13% 4 5.13% 2 4.55% 3 6.82%
6.20 1.40 1.25% 1.40 1.25% 1 1.28% 1 1.28% 1 2.27% 1 2.27%
6.30 3.05 2.72% 3.05 2.72% 5 6.41% 5 6.41% 3 6.82% 5 11.36%
6.40 7.40 6.60% 7.40 6.60% 3 3.85% 3 3.85% 2 4.55% 3 6.82%
6.50 37.10 33.08% 37.10 33.08% 20 25.64% 20 25.64% 5 11.36% 8 18.18%
6.70 7.00 6.24% 7.00 6.24% 1 1.28% 1 1.28% 1 2.27% 1 2.27%
6.80 9.20 8.20% 9.20 8.20% 3 3.85% 3 3.85% 2 4.55% 3 6.82%
  112.15 100.00% 112.15 100.00% 78 100.00% 78 100.00% 44 100.00% 44 100.00%
Criteria: boundry value for range to be included in RUONIA calculation is 3.75%
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