Distribution of transactions, which have been included into the calculation of RUONIA on 06.11.2012
RUONIA 6.06%
Transactions volume included in the RUONIA calculation reaches 102.73 bln. roubles (94.57% 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, %
4.50 0.20 0.18% 0.20 0.18% 1 1.49% 1 1.49% 1 3.03% 1 2.38%
5.30 1.20 1.10% 1.20 1.10% 1 1.49% 1 1.49% 1 3.03% 1 2.38%
5.50 4.00 3.68% 4.00 3.68% 2 2.99% 2 2.99% 2 6.06% 2 4.76%
5.70 0.50 0.46% 0.50 0.46% 1 1.49% 1 1.49% 1 3.03% 1 2.38%
5.80 16.40 15.10% 16.40 15.10% 12 17.91% 12 17.91% 8 24.24% 6 14.29%
5.90 12.53 11.53% 12.53 11.53% 17 25.37% 17 25.37% 7 21.21% 8 19.05%
6.00 18.30 16.84% 18.30 16.84% 17 25.37% 17 25.37% 5 15.15% 10 23.81%
6.10 4.40 4.05% 4.40 4.05% 2 2.99% 2 2.99% 2 6.06% 2 4.76%
6.20 1.90 1.75% 1.90 1.75% 2 2.99% 2 2.99% 2 6.06% 2 4.76%
6.30 49.20 45.29% 49.20 45.29% 12 17.91% 12 17.91% 4 12.12% 9 21.43%
  108.63 100.00% 108.63 100.00% 67 100.00% 67 100.00% 33 100.00% 42 100.00%
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