Distribution of transactions, which have been included into the calculation of RUONIA on 11.11.2013
RUONIA 5.51%
Transactions volume included in the RUONIA calculation reaches 55.99 bln. roubles (90.18% 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, %
5.30 1.10 1.77% 1.10 1.77% 3 5.88% 3 5.88% 3 11.54% 2 7.14%
5.40 8.64 13.92% 8.64 13.92% 6 11.76% 6 11.76% 5 19.23% 5 17.86%
5.50 35.00 56.37% 35.00 56.37% 33 64.71% 33 64.71% 12 46.15% 14 50.00%
5.60 0.40 0.64% 0.40 0.64% 1 1.96% 1 1.96% 1 3.85% 1 3.57%
5.70 2.00 3.22% 2.00 3.22% 1 1.96% 1 1.96% 1 3.85% 1 3.57%
5.80 9.95 16.03% 9.95 16.03% 6 11.76% 6 11.76% 3 11.54% 4 14.29%
5.90 5.00 8.05% 5.00 8.05% 1 1.96% 1 1.96% 1 3.85% 1 3.57%
  62.09 100.00% 62.09 100.00% 51 100.00% 51 100.00% 26 100.00% 28 100.00%
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