Distribution of transactions, which have been included into the calculation of RUONIA on 13.11.2012
RUONIA 6.11%
Transactions volume included in the RUONIA calculation reaches 114.46 bln. roubles (98.16% 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, %
5.00 0.35 0.30% 0.35 0.30% 2 2.38% 2 2.38% 1 2.08% 2 4.55%
5.80 1.80 1.54% 1.80 1.54% 3 3.57% 3 3.57% 3 6.25% 3 6.82%
5.90 12.00 10.29% 12.00 10.29% 11 13.10% 11 13.10% 6 12.50% 3 6.82%
6.00 39.38 33.77% 39.38 33.77% 27 32.14% 27 32.14% 12 25.00% 8 18.18%
6.10 2.40 2.06% 2.40 2.06% 3 3.57% 3 3.57% 3 6.25% 3 6.82%
6.20 9.23 7.92% 9.23 7.92% 9 10.71% 9 10.71% 5 10.42% 7 15.91%
6.30 16.75 14.36% 16.75 14.36% 12 14.29% 12 14.29% 9 18.75% 6 13.64%
6.40 25.20 21.61% 25.20 21.61% 10 11.90% 10 11.90% 6 12.50% 6 13.64%
6.50 9.50 8.15% 9.50 8.15% 7 8.33% 7 8.33% 3 6.25% 6 13.64%
  116.61 100.00% 116.61 100.00% 84 100.00% 84 100.00% 48 100.00% 44 100.00%
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