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
19/01/2018 -2,694.6 5.5 0 0 0.2 5.3 -3,027.6 -2,481.9 -216 -329.7 327.6
18/01/2018 -2,696.1 5.6 0 0 0.2 5.4 -3,029.8 -2,481.9 -218.3 -329.6 328.1
17/01/2018 -2,030.8 35.6 0 0 30.3 5.3 -2,381.3 -1,767.3 -256 -358 314.9
16/01/2018 -2,024.9 36.5 0 0 31.2 5.3 -2,376.4 -1,767.3 -251.1 -358 315
15/01/2018 -2,010.1 34.9 0 0 29.6 5.3 -2,358.5 -1,767.3 -233.3 -357.9 313.5
12/01/2018 -2,060.7 8.1 0 0 2.4 5.7 -2,373.1 -1,767.3 -248.1 -357.7 304.2

* 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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