The banking sector structural liquidity deficit/surplus


(at the beginning of the day)

billions of rubles

Date Structural liquidity deficit (+)/ surplus (-) including
the CBR standard monetary policy instruments regular non-standard CBR monetary policy instruments*
the CBR claims on the banking sector including the CBR liabilities to the banking sector including
auction-based operations standing facilities deposits the CBR bonds
REPOs and buy/sell FX swaps secured loans REPOs and buy/sell FX swaps secured loans auction-based standing facility
1 2 3 4 5 6 7 8 9 10 11 12
24/01/2020 -3,562.4 5.1 0 0 0 5.1 -3,767.5 -1,650 -127.4 -1,990.1 200
23/01/2020 -3,566.3 5.1 0 0 0 5.1 -3,771.4 -1,650 -131.7 -1,989.7 200
22/01/2020 -3,319.8 5.1 0 0 0 5.1 -3,526.1 -1,450 -173.4 -1,902.7 201.2
21/01/2020 -3,311 15.1 0 0 0 15.1 -3,527.2 -1,450 -174.8 -1,902.4 201.2
20/01/2020 -3,277.6 5.1 0 0 0 5.1 -3,483.8 -1,450 -131.7 -1,902.1 201.1
17/01/2020 -3,278 5.8 0 0 0 5.8 -3,485.3 -1,450 -134.2 -1,901.1 201.5

* The net of the CBR claims on the banking sector and the CBR liabilities to the banking sector: the CBR specialized monetary policy instruments, contractual committed liquidity facility and sell/buy FX.

Structural liquidity deficit/surplus is calculated as a difference between the CBR aggregated claims on the banking sector and the CBR aggregated liabilities to the banking sector (columns 3+8+12). The banking sector structural liquidity deficit is the state of the banking sector which implies the existence of bank’s permanent need of raising funds with the CBR operations; in case of structural liquidity surplus - permanent need of allocating funds through the CBR operations.


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