Distribution of transactions, which have been included into the calculation of RUONIA on 13.10.2016
RUONIA 10.5%
Transactions volume included in the RUONIA calculation reaches 139.74 bln. roubles (89.04% 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, %
9.80 0.30 0.19% 0.30 0.19% 1 1.92% 1 1.92% 1 3.85% 1 3.33%
9.90 2.10 1.34% 2.10 1.34% 1 1.92% 1 1.92% 1 3.85% 1 3.33%
10.00 4.10 2.61% 4.10 2.61% 4 7.69% 4 7.69% 3 11.54% 2 6.67%
10.20 7.70 4.91% 7.70 4.91% 3 5.77% 3 5.77% 2 7.69% 2 6.67%
10.30 16.00 10.20% 16.00 10.20% 4 7.69% 4 7.69% 3 11.54% 3 10.00%
10.40 10.30 6.56% 10.30 6.56% 2 3.85% 2 3.85% 1 3.85% 1 3.33%
10.50 95.50 60.85% 95.50 60.85% 22 42.31% 22 42.31% 5 19.23% 8 26.67%
10.60 4.60 2.93% 4.60 2.93% 3 5.77% 3 5.77% 3 11.54% 2 6.67%
10.70 5.32 3.39% 5.32 3.39% 5 9.62% 5 9.62% 4 15.38% 4 13.33%
10.80 8.02 5.11% 8.02 5.11% 6 11.54% 6 11.54% 2 7.69% 5 16.67%
10.90 3.00 1.91% 3.00 1.91% 1 1.92% 1 1.92% 1 3.85% 1 3.33%
  156.94 100.00% 156.94 100.00% 52 100.00% 52 100.00% 26 100.00% 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