Distribution of transactions, which have been included into the calculation of RUONIA on 10.08.2017
RUONIA 8.44%
Transactions volume included in the RUONIA calculation reaches 180 bln. roubles (98.1% 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, %
8.30 28.40 15.48% 28.40 15.48% 14 28.00% 14 28.00% 6 31.58% 9 25.00%
8.40 17.00 9.27% 17.00 9.27% 4 8.00% 4 8.00% 3 15.79% 4 11.11%
8.50 55.00 29.98% 55.00 29.98% 12 24.00% 12 24.00% 3 15.79% 9 25.00%
8.60 36.00 19.62% 36.00 19.62% 4 8.00% 4 8.00% 2 10.53% 2 5.56%
8.70 30.00 16.35% 30.00 16.35% 5 10.00% 5 10.00% 1 5.26% 2 5.56%
8.80 3.50 1.91% 3.50 1.91% 2 4.00% 2 4.00% 1 5.26% 2 5.56%
8.90 10.10 5.50% 10.10 5.50% 6 12.00% 6 12.00% 1 5.26% 5 13.89%
9.00 3.48 1.90% 3.48 1.90% 3 6.00% 3 6.00% 2 10.53% 3 8.33%
  183.48 100.00% 183.48 100.00% 50 100.00% 50 100.00% 19 100.00% 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