Distribution of transactions, which have been included into the calculation of RUONIA on 25.02.2013
RUONIA 6.12%
Transactions volume included in the RUONIA calculation reaches 123.88 bln. roubles (83.38% 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 15.00 10.10% 15.00 10.10% 2 2.47% 2 2.47% 1 2.86% 1 2.56%
5.80 0.90 0.61% 0.90 0.61% 3 3.70% 3 3.70% 3 8.57% 2 5.13%
5.90 3.40 2.29% 3.40 2.29% 5 6.17% 5 6.17% 4 11.43% 5 12.82%
6.00 47.78 32.16% 47.78 32.16% 29 35.80% 29 35.80% 13 37.14% 9 23.08%
6.10 0.60 0.40% 0.60 0.40% 1 1.23% 1 1.23% 1 2.86% 1 2.56%
6.20 1.20 0.81% 1.20 0.81% 1 1.23% 1 1.23% 1 2.86% 1 2.56%
6.30 62.20 41.86% 62.20 41.86% 28 34.57% 28 34.57% 6 17.14% 10 25.64%
6.40 12.10 8.14% 12.10 8.14% 7 8.64% 7 8.64% 3 8.57% 5 12.82%
6.50 5.40 3.63% 5.40 3.63% 5 6.17% 5 6.17% 3 8.57% 5 12.82%
  148.58 100.00% 148.58 100.00% 81 100.00% 81 100.00% 35 100.00% 39 100.00%
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