Questionnaire «Money market interest rate benchmarks»
Starting from 02/11/2015 the RUONIA calculation methodology was changed in accordance with
the Expert Council of the National Foreign Exchange Association decision.
Starting from 02/11/2015
the RUONIA panel banks was changed in accordance with the Expert Council of the National
Foreign Exchange Association decision.
The reference weighted rate of overnight ruble loans (deposits) RUONIA (Ruble Overnight Index Average) is an estimate of the cost of unsecured overnight ruble borrowing by a standard borrower, which is defined as a bank with a minimum credit risk.
RUONIA is calculated by the Bank of Russia according to the methodology developed in cooperation with the National Foreign Exchange Association (NFEA) on the basis of the information on overnight interbank lending transactions conducted during a given business day between the leading Russian banks included in the RUONIA panel banks, submitting the report form № 0409701 «The foreign exchange and money markets transactions report» in compliance with the Bank of Russia Ordinance No. 2332-U, dated November 12, 2009, «On the List, Forms and Procedure for Compiling and Presenting Credit Institutions Reporting Forms to the Central Bank of the Russian Federation».
The list of banks participating in RUONIA calculation is formed by the NFEA Expert Council and agreed with the Bank of Russia.
The Bank of Russia transfers to the NFEA the data on RUONIA to be published at www.ruonia.ru/eng/ the next business day by 5 p.m. Moscow time.
See more information on RUONIA at www.ruonia.ru.
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