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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
27/11/2020 -348.1 1,235.3 1,230.2 0 0 5.1 -2,204 -1,457.1 -140.8 -606.1 620.6
26/11/2020 -286.4 1,264 1,230.2 0 25.8 8 -2,171.1 -1,457.1 -107.9 -606.1 620.6
25/11/2020 -457.6 1,235.3 1,230.2 0 0 5.1 -2,314.5 -1,607.2 -101.2 -606 621.5
24/11/2020 -466.5 1,235.5 1,230.2 0 0.1 5.1 -2,323.4 -1,607.2 -110.3 -605.9 621.5
23/11/2020 -462.2 1,235.5 1,230.2 0 0.1 5.1 -2,318.9 -1,607.2 -105.7 -605.9 621.2
20/11/2020 -455.8 1,235.3 1,230.2 0 0 5.1 -2,312.7 -1,607.2 -99.8 -605.6 621.5
* 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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Last updated on: 27/11/2020