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
16/07/2018 -4,115.6 9.3 0 0 3.9 5.4 -4,418.4 -2,869.6 -172.5 -1,376.3 293.5
13/07/2018 -4,119.4 9.5 0 0 3.8 5.7 -4,436.4 -2,869.6 -191.3 -1,375.5 307.5
12/07/2018 -4,135.8 10 0 0 3.9 6.1 -4,453.4 -2,869.6 -208.6 -1,375.2 307.6
11/07/2018 -4,936.7 13.8 0 0 3.6 10.2 -5,258.8 -3,625.6 -381.5 -1,251.7 308.3
10/07/2018 -4,722 7.3 0 0 1.9 5.4 -5,037.7 -3,522.7 -263.6 -1,251.4 308.3
09/07/2018 -4,273.7 8.6 0 0 2.1 6.5 -4,589.6 -3,153.9 -184.5 -1,251.2 307.3

* 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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