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
21/09/2018 -3,137.8 357.4 0 0 5 352.4 -3,787.2 -2,428.2 -176.6 -1,182.4 292
20/09/2018 -2,970.9 353.8 0 0 6.4 347.4 -3,616.8 -2,189.7 -244.9 -1,182.2 292.1
19/09/2018 -2,993.6 363.4 0 0 5.8 357.5 -3,650.2 -2,352.6 -183.1 -1,114.5 293.2
18/09/2018 -2,989.3 393.8 0 0 5.7 388.1 -3,676.3 -2,352.6 -209.4 -1,114.3 293.2
17/09/2018 -2,986.8 428.7 0 0 5.8 423 -3,708.8 -2,418.1 -176.6 -1,114.1 293.2
14/09/2018 -2,953.5 477 0 0 6.1 471 -3,724 -2,418.1 -192.5 -1,113.4 293.4

* 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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