Distribution of transactions, which have been included into the calculation of RUONIA on 03.09.2015
RUONIA 10.64%
Transactions volume included in the RUONIA calculation reaches 110.99 bln. roubles (91.64% 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, %
10.30 3.82 3.15% 3.82 3.15% 1 1.72% 1 1.72% 1 4.17% 1 3.70%
10.40 1.70 1.40% 1.70 1.40% 1 1.72% 1 1.72% 1 4.17% 1 3.70%
10.50 45.90 37.90% 45.90 37.90% 19 32.76% 19 32.76% 8 33.33% 7 25.93%
10.60 1.00 0.83% 1.00 0.83% 1 1.72% 1 1.72% 1 4.17% 1 3.70%
10.70 0.75 0.62% 0.75 0.62% 1 1.72% 1 1.72% 1 4.17% 1 3.70%
10.80 47.59 39.29% 47.59 39.29% 25 43.10% 25 43.10% 6 25.00% 9 33.33%
10.90 6.75 5.57% 6.75 5.57% 4 6.90% 4 6.90% 3 12.50% 2 7.41%
11.00 9.00 7.43% 9.00 7.43% 4 6.90% 4 6.90% 2 8.33% 3 11.11%
11.10 4.60 3.80% 4.60 3.80% 2 3.45% 2 3.45% 1 4.17% 2 7.41%
  121.11 100.00% 121.11 100.00% 58 100.00% 58 100.00% 24 100.00% 27 100.00%
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