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
21/03/2019 -3,363.5 7 0 0 2 5.1 -3,615.7 -1,970 -133.9 -1,511.8 245.1
20/03/2019 -3,194.8 7.3 0 0 2.1 5.3 -3,447.5 -1,818.8 -117.1 -1,511.5 245.3
19/03/2019 -3,190.3 7 0 0 2 5.1 -3,442.5 -1,818.8 -112.6 -1,511.1 245.2
18/03/2019 -3,182.8 7.7 0 0 2.1 5.6 -3,435.7 -1,818.8 -106.1 -1,510.8 245.3
15/03/2019 -3,180.5 8.4 0 0 2.6 5.8 -3,434.4 -1,818.8 -105.6 -1,509.9 245.4
14/03/2019 -3,201.2 7.6 0 0 2.5 5.1 -3,454.3 -1,818.8 -125.9 -1,509.6 245.6

* 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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