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
16/08/2019 -3,491.5 5.9 0 0 0.8 5.1 -3,727 -2,390 -126.9 -1,210.1 229.6
15/08/2019 -3,486.2 8.3 0 0 0.9 7.4 -3,724.1 -2,390 -124.2 -1,209.9 229.7
14/08/2019 -3,087 5.8 0 0 0.8 5.1 -3,322.3 -1,670 -131.3 -1,521 229.5
13/08/2019 -3,087.7 5.5 0 0 0.4 5.1 -3,322.8 -1,670 -132.1 -1,520.7 229.6
12/08/2019 -3,083.2 6.3 0 0 0.9 5.4 -3,319.1 -1,670 -128.7 -1,520.4 229.6
09/08/2019 -3,088.9 5.7 0 0 0.6 5.1 -3,324.3 -1,670 -134.8 -1,519.5 229.7

* 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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