Distribution of transactions, which have been included into the calculation of RUONIA on 21.10.2015
RUONIA 11.38%
Transactions volume included in the RUONIA calculation reaches 135.65 bln. roubles (81.4% 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, %
10.00 4.41 2.64% 4.41 2.64% 1 1.72% 1 1.72% 1 4.17% 1 2.78%
10.50 0.20 0.12% 0.20 0.12% 1 1.72% 1 1.72% 1 4.17% 1 2.78%
10.90 3.00 1.80% 3.00 1.80% 1 1.72% 1 1.72% 1 4.17% 1 2.78%
11.00 7.30 4.38% 7.30 4.38% 4 6.90% 4 6.90% 3 12.50% 3 8.33%
11.10 8.00 4.80% 8.00 4.80% 2 3.45% 2 3.45% 2 8.33% 2 5.56%
11.20 15.90 9.54% 15.90 9.54% 4 6.90% 4 6.90% 3 12.50% 3 8.33%
11.30 54.30 32.58% 54.30 32.58% 14 24.14% 14 24.14% 7 29.17% 8 22.22%
11.50 65.45 39.27% 65.45 39.27% 26 44.83% 26 44.83% 3 12.50% 13 36.11%
11.60 6.00 3.60% 6.00 3.60% 3 5.17% 3 5.17% 1 4.17% 2 5.56%
11.80 0.90 0.54% 0.90 0.54% 1 1.72% 1 1.72% 1 4.17% 1 2.78%
11.90 1.20 0.72% 1.20 0.72% 1 1.72% 1 1.72% 1 4.17% 1 2.78%
  166.66 100.00% 166.66 100.00% 58 100.00% 58 100.00% 24 100.00% 36 100.00%
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