Distribution of transactions, which have been included into the calculation of RUONIA on 12.12.2014
RUONIA 11.62%
Transactions volume included in the RUONIA calculation reaches 219.65 bln. roubles (91.2% 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, %
9.40 8.00 3.32% 8.00 3.32% 2 1.92% 2 1.92% 1 3.13% 1 1.96%
9.70 1.20 0.50% 1.20 0.50% 1 0.96% 1 0.96% 1 3.13% 1 1.96%
10.00 3.60 1.49% 3.60 1.49% 2 1.92% 2 1.92% 2 6.25% 2 3.92%
10.50 7.30 3.03% 7.30 3.03% 4 3.85% 4 3.85% 3 9.38% 2 3.92%
10.80 0.55 0.23% 0.55 0.23% 1 0.96% 1 0.96% 1 3.13% 1 1.96%
11.00 33.10 13.74% 33.10 13.74% 12 11.54% 12 11.54% 3 9.38% 7 13.73%
11.20 2.10 0.87% 2.10 0.87% 1 0.96% 1 0.96% 1 3.13% 1 1.96%
11.30 17.95 7.45% 17.95 7.45% 9 8.65% 9 8.65% 4 12.50% 6 11.76%
11.40 21.40 8.89% 21.40 8.89% 6 5.77% 6 5.77% 2 6.25% 3 5.88%
11.50 57.80 24.00% 57.80 24.00% 26 25.00% 26 25.00% 6 18.75% 10 19.61%
11.80 4.00 1.66% 4.00 1.66% 4 3.85% 4 3.85% 3 9.38% 3 5.88%
11.90 7.00 2.91% 7.00 2.91% 2 1.92% 2 1.92% 1 3.13% 2 3.92%
12.00 76.30 31.68% 76.30 31.68% 33 31.73% 33 31.73% 3 9.38% 11 21.57%
12.50 0.54 0.22% 0.54 0.22% 1 0.96% 1 0.96% 1 3.13% 1 1.96%
  240.84 100.00% 240.84 100.00% 104 100.00% 104 100.00% 32 100.00% 51 100.00%
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