Distribution of transactions, which have been included into the calculation of RUONIA on 28.03.2013
RUONIA 6.13%
Transactions volume included in the RUONIA calculation reaches 136.84 bln. roubles (85.95% 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 0.30 0.19% 0.30 0.19% 2 1.79% 2 1.79% 1 2.08% 2 4.65%
5.50 15.40 9.67% 15.40 9.67% 5 4.46% 5 4.46% 2 4.17% 2 4.65%
5.70 2.90 1.82% 2.90 1.82% 2 1.79% 2 1.79% 1 2.08% 1 2.33%
5.80 1.27 0.80% 1.27 0.80% 2 1.79% 2 1.79% 2 4.17% 2 4.65%
5.90 1.50 0.94% 1.50 0.94% 2 1.79% 2 1.79% 2 4.17% 2 4.65%
6.00 36.74 23.07% 36.74 23.07% 39 34.82% 39 34.82% 16 33.33% 11 25.58%
6.10 13.80 8.67% 13.80 8.67% 8 7.14% 8 7.14% 5 10.42% 3 6.98%
6.20 28.50 17.90% 28.50 17.90% 16 14.29% 16 14.29% 11 22.92% 5 11.63%
6.30 57.80 36.31% 57.80 36.31% 35 31.25% 35 31.25% 7 14.58% 14 32.56%
6.40 1.00 0.63% 1.00 0.63% 1 0.89% 1 0.89% 1 2.08% 1 2.33%
  159.21 100.00% 159.21 100.00% 112 100.00% 112 100.00% 48 100.00% 43 100.00%
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