Distribution of transactions, which have been included into the calculation of RUONIA on 07.10.2013
RUONIA 4.71%
Transactions volume included in the RUONIA calculation reaches 54.9 bln. roubles (92.11% 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 2.70 4.53% 2.70 4.53% 4 8.00% 4 8.00% 4 14.81% 3 10.00%
4.60 3.40 5.70% 3.40 5.70% 4 8.00% 4 8.00% 4 14.81% 4 13.33%
4.70 18.35 30.79% 18.35 30.79% 17 34.00% 17 34.00% 5 18.52% 10 33.33%
4.80 25.95 43.54% 25.95 43.54% 16 32.00% 16 32.00% 8 29.63% 7 23.33%
4.90 7.20 12.08% 7.20 12.08% 5 10.00% 5 10.00% 3 11.11% 3 10.00%
5.00 1.80 3.02% 1.80 3.02% 3 6.00% 3 6.00% 2 7.41% 2 6.67%
5.50 0.20 0.34% 0.20 0.34% 1 2.00% 1 2.00% 1 3.70% 1 3.33%
  59.60 100.00% 59.60 100.00% 50 100.00% 50 100.00% 27 100.00% 30 100.00%
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