Banking sector's liquidity conditions: main indicators in the reserve maintenance periods (extended version)1
The reserve maintenance period | Correspondent account balances (bln of RUR) | Required reserves to be averaged on correspondent accounts (bln of RUR) | Required reserves on special accounts (bln of RUR) | Structural liquidity deficit (+) / surplus (-) (bln of RUR) | Liquidity absorbed by open market operations (bln of RUR) | Liquidity provided by open market operations (bln of RUR) | Monetary policy standing facilities and Supplementary mechanism of liquidity provision (bln of RUR) | Special refinancing facilities and other standing facilities, net (bln of RUR) | Changes in the key rate (b.p.) | Indiators of RUONIA | Indicators of MIACR overnight | Other liquidity-based information (bln of RUR) | Change of banking sector liquidity and its factors2 (bln of RUR) | |||||||||||||||||||||||||||||
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Change in balances on correspondent accounts and special required reserves accounts with the Bank of Russia | affected by: | |||||||||||||||||||||||||||||||||||||||||
Operations (standard instruments and special facilities) | Autonomous factors | including: | ||||||||||||||||||||||||||||||||||||||||
Bank of Russia's operations in the domestic FX market | Change in cash in circulation | Change in general government accounts with the Bank of Russia and other items | of which: | |||||||||||||||||||||||||||||||||||||||
first day | last day | number of calendar days | total | Bank of Russia's bond auctions | main one-week deposit auctions | fine-tuning deposit auctions | total | longer-term repo and loan auctions | main one-week repo auctions | fine-tuning repo auctions | total, net | deposits | repos PM and FX swaps3 | loans PM4 | repos SM | loans SM5 | RUONIA and key rate spread, average (b.p.) | RUONIA and key rate spread, volatility (b.p.) | RUONIA and key rate spread, bottom of the fluctuatuin range (b.p.) | RUONIA and key rate spread, top of the fluctuatuin range (b.p.) | RUONIA volume (bln of RUR) | MIACR overnight and key rate spread, average (b.p.) | MIACR overnight volume (bln of RUR) | Autonomous liquidity factors, net (supply(+) / demand (-)) | Surplus liquidity on correspondent accounts | Liquidity placed in bonds and deposits | Liquidity provision through loans, repos and FX swaps | change in amounts outstanding on Federal Tresury's operations with banks | operations with OFZ | operations of the Ministry of Finance of the Russian Federation on the domestic FX market | ||||||||||||
13.03.2024 | 09.04.2024 | 28 | 4,658.6 | 4,571.8 | 449.3 | -1,123.3 | 2,480.3 | 0.0 | 1,984.9 | 495.4 | 478.8 | 478.8 | 0.0 | 0.0 | 672.1 | 1,101.2 | 21.4 | 1,620.1 | 0.0 | 131.7 | 293.0 | 0 | -37 | 20 | -75 | -1 | 504.1 | -41 | 450.7 | 6,231.2 | 86.8 | 3,581.5 | 2,545.1 | -1,968.3 | -1,708.4 | -259.9 | 0.0 | 83.2 | -343.1 | 968.2 | -96.0 | -128.8 |
14.02.2024 | 12.03.2024 | 28 | 4,799.8 | 4,712.3 | 273.2 | -1,198.6 | 1,694.3 | 0.0 | 1,664.1 | 30.2 | 561.6 | 561.6 | 0.0 | 0.0 | -246.6 | 1,162.1 | 17.7 | 748.1 | 0.0 | 149.6 | 268.2 | 0 | -31 | 17 | -66 | 0 | 484.4 | -35 | 420.1 | 6,271.6 | 87.5 | 2,856.4 | 1,745.2 | 801.2 | 854.7 | -53.6 | 0.0 | 26.0 | -79.6 | 128.1 | 213.1 | -160.1 |
17.01.2024 | 13.02.2024 | 28 | 4,723.0 | 4,647.3 | 272.8 | -1,688.0 | 1,808.2 | 0.0 | 1,757.8 | 50.4 | 671.8 | 671.8 | 0.0 | 0.0 | -774.4 | 1,031.5 | 9.2 | 196.1 | 0.0 | 51.7 | 298.5 | 0 | -10 | 13 | -41 | 1 | 448.1 | -12 | 421.9 | 6,683.8 | 75.7 | 2,839.7 | 1,227.4 | 1,592.0 | 1,779.4 | -187.5 | 0.0 | 210.6 | -398.1 | -1,241.2 | -17.4 | -279.1 |
13.12.2023 | 16.01.2024 | 35 | 4,656.1 | 4,564.6 | 271.7 | -695.9 | 1,969.7 | 0.0 | 1,538.8 | 430.9 | 884.2 | 884.2 | 0.0 | 0.0 | 209.1 | 1,373.5 | 23.3 | 1,424.1 | 0.0 | 135.1 | 272.1 | 100 | -45 | 44 | -85 | 73 | 595.5 | -41 | 556.4 | 5,623.7 | 91.5 | 3,343.3 | 2,738.9 | -1,458.8 | -3,436.5 | 1,977.7 | 0.0 | -7.5 | 1,985.2 | -689.8 | 9.3 | -30.5 |
15.11.2023 | 12.12.2023 | 28 | 4,667.1 | 4,595.6 | 271.7 | 774.1 | 962.2 | 0.0 | 884.9 | 77.3 | 992.2 | 992.2 | 0.0 | 0.0 | 472.4 | 1,128.4 | 1.6 | 1,485.8 | 0.0 | 113.4 | 343.2 | 0 | -7 | 22 | -51 | 20 | 621.6 | -9 | 547.5 | 4,164.7 | 71.5 | 2,090.6 | 2,936.2 | 1,490.9 | 883.0 | 607.9 | 0.0 | 239.3 | 368.6 | 1,392.5 | -15.8 | -15.1 |
11.10.2023 | 14.11.2023 | 35 | 4,641.0 | 4,562.5 | 271.7 | 907.3 | 2,079.0 | 0.0 | 1,893.3 | 185.6 | 1,096.4 | 1,096.4 | 0.0 | 0.0 | 1,628.4 | 1,124.1 | 18.9 | 2,634.9 | 0.0 | 98.7 | 340.0 | 200 | -23 | 35 | -82 | 20 | 413.1 | -20 | 458.8 | 4,005.3 | 78.5 | 3,203.1 | 4,188.9 | -327.3 | 31.2 | -358.5 | 0.0 | 206.7 | -565.2 | 235.6 | -72.4 | -18.0 |
13.09.2023 | 10.10.2023 | 28 | 4,577.9 | 4,503.9 | 271.7 | 410.3 | 1,913.1 | 0.0 | 1,846.9 | 66.1 | 1,202.0 | 1,202.0 | 0.0 | 0.0 | 852.0 | 941.7 | 48.8 | 1,621.6 | — | 123.3 | 343.4 | 100 | -37 | 32 | -62 | 41 | 389.3 | -29 | 411.5 | 4,439.3 | 74.0 | 2,854.8 | 3,339.1 | -1,126.3 | -925.5 | -200.7 | 0.0 | 107.4 | -308.1 | 190.3 | 142.8 | -162.7 |
09.08.2023 | 12.09.2023 | 35 | 4,467.4 | 4,385.3 | 271.6 | -81.2 | 1,412.8 | 0.0 | 1,381.3 | 31.5 | 1,304.4 | 1,304.4 | 0.0 | 0.0 | -233.6 | 1,097.1 | 14.8 | 620.8 | — | 227.8 | 343.0 | 350 | -11 | 7 | -31 | 1 | 432.0 | -12 | 419.2 | 4,820.2 | 82.1 | 2,509.9 | 2,510.8 | 1,109.2 | 1,068.2 | 41.0 | 0.0 | -147.9 | 188.8 | -236.9 | 443.4 | -54.1 |
12.07.2023 | 08.08.2023 | 28 | 4,328.4 | 4,255.8 | 271.3 | -122.1 | 1,670.2 | 0.0 | 1,627.1 | 43.1 | 1,310.6 | 1,310.6 | 0.0 | 0.0 | -30.5 | 891.9 | 27.4 | 738.9 | — | 95.1 | 340.6 | 100 | 4 | 30 | -34 | 59 | 407.2 | 3 | 404.7 | 4,721.9 | 72.6 | 2,562.1 | 2,512.6 | -534.5 | -183.6 | -350.8 | 0.0 | -263.7 | -87.1 | 717.5 | -202.5 | -41.5 |
14.06.2023 | 11.07.2023 | 28 | 3,689.9 | 3,621.4 | 271.3 | -994.7 | 1,969.7 | 0.0 | 1,945.2 | 24.4 | 1,401.8 | 1,401.8 | 0.0 | 0.0 | -685.4 | 967.2 | 0.9 | 133.0 | — | 147.9 | 327.1 | 0 | -20 | 11 | -37 | 8 | 393.2 | -18 | 443.7 | 4,955.9 | 68.5 | 2,936.9 | 2,010.6 | -334.8 | -511.4 | 176.6 | 0.0 | -404.8 | 581.3 | 1,192.5 | -233.9 | -67.6 |
17.05.2023 | 13.06.2023 | 28 | 3,693.1 | 3,611.6 | 270.9 | -1,121.9 | 2,101.6 | 0.0 | 2,080.1 | 21.4 | 1,472.7 | 1,472.7 | 0.0 | 0.0 | -748.5 | 945.1 | 0.2 | 46.1 | — | 150.3 | 337.0 | 0 | -18 | 6 | -28 | -1 | 495.8 | -14 | 504.1 | 5,085.9 | 81.5 | 3,046.6 | 2,006.3 | 205.9 | 686.6 | -480.7 | 0.0 | -210.8 | -269.9 | -114.0 | -94.9 | -43.1 |
12.04.2023 | 16.05.2023 | 35 | 3,634.2 | 3,547.9 | 265.3 | -1,071.0 | 2,287.3 | 0.0 | 2,231.4 | 55.9 | 1,727.9 | 1,727.9 | 0.0 | 0.0 | -750.3 | 873.7 | 3.9 | 16.9 | — | 102.5 | 325.1 | 0 | -35 | 23 | -72 | 3 | 359.7 | -32 | 333.3 | 4,970.6 | 86.4 | 3,160.9 | 2,176.3 | 1,481.9 | 233.3 | 1,248.6 | 0.0 | -429.7 | 1,678.3 | 1,536.6 | -88.2 | -75.6 |
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Last updated on: 13.03.2024