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
26/04/2018 -3,387.6 12.6 0 0 5.8 6.7 -3,712.8 -2,499.8 -160.6 -1,052.4 312.6
25/04/2018 -3,749.8 12.2 0 0 5.2 6.9 -4,074.2 -2,872.3 -176.6 -1,025.3 312.2
24/04/2018 -3,732.6 12.4 0 0 5.6 6.8 -4,057.9 -2,872.3 -160.5 -1,025.1 312.8
23/04/2018 -3,706.2 20.2 0 0 5.6 14.5 -4,038.5 -2,872.3 -141.3 -1,024.9 312.1
20/04/2018 -3,647.6 11.6 0 0 5.6 6 -3,971.5 -2,815.9 -131.3 -1,024.3 312.4
19/04/2018 -3,640.3 13.2 0 0 6.3 6.9 -3,966.7 -2,815.9 -126.7 -1,024.1 313.2

* 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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