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
18/10/2019 -3,654 5.1 0 0 0 5.1 -3,883.7 -2,650 -128 -1,105.7 224.6
17/10/2019 -3,649.4 5.1 0 0 0 5.1 -3,878.7 -2,650 -123.3 -1,105.4 224.3
16/10/2019 -3,492.2 5.1 0 0 0 5.1 -3,723.2 -2,800 -112.7 -810.5 225.9
15/10/2019 -3,509.2 5.1 0 0 0 5.1 -3,740.2 -2,800 -129.8 -810.4 226
14/10/2019 -3,499.6 5.1 0 0 0 5.1 -3,730.8 -2,800 -120.6 -810.2 226.1
11/10/2019 -3,491.6 7 0 0 0 7 -3,724.5 -2,800 -114.7 -809.8 225.9

* 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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