Distribution of transactions, which have been included into the calculation of RUONIA on 13.09.2018
RUONIA 7%
Transactions volume included in the RUONIA calculation reaches 114.1 bln. roubles (87.03% 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, %
6.50 4.80 3.66% 4.80 3.66% 3 8.57% 3 8.57% 3 15.00% 2 8.70%
6.80 4.60 3.51% 4.60 3.51% 3 8.57% 3 8.57% 2 10.00% 3 13.04%
6.90 15.60 11.90% 15.60 11.90% 6 17.14% 6 17.14% 5 25.00% 3 13.04%
7.00 53.20 40.58% 53.20 40.58% 10 28.57% 10 28.57% 5 25.00% 7 30.43%
7.10 35.90 27.38% 35.90 27.38% 8 22.86% 8 22.86% 3 15.00% 5 21.74%
7.30 16.00 12.20% 16.00 12.20% 4 11.43% 4 11.43% 1 5.00% 2 8.70%
7.40 1.00 0.76% 1.00 0.76% 1 2.86% 1 2.86% 1 5.00% 1 4.35%
  131.10 100.00% 131.10 100.00% 35 100.00% 35 100.00% 20 100.00% 23 100.00%
Criteria: boundry value for range to be included in RUONIA calculation is 3.5%
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