The banking sector structural liquidity deficit/surplus
(at the beginning of the day)
billions of rubles
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 |
| 12.08.2022 | -2,631.3 | 154.6 | 67.6 | 0 | 4.5 | 82.5 | -3,183.8 | -1,957 | -1,226.8 | 0 | 397.9 |
| 11.08.2022 | -2,675.4 | 148.4 | 67.8 | 0 | 4.1 | 76.5 | -3,222.1 | -1,957 | -1,265.1 | 0 | 398.3 |
| 10.08.2022 | -2,629.4 | 468.8 | 67.8 | 0 | 3.8 | 397.2 | -3,497 | -2,349.1 | -1,147.9 | 0 | 398.8 |
| 09.08.2022 | -2,617.2 | 243.3 | 67.8 | 0 | 3.8 | 171.7 | -3,259.3 | -1,803.3 | -1,456 | 0 | 398.8 |
| 08.08.2022 | -2,359.1 | 365.5 | 67.8 | 0 | 3.8 | 293.9 | -3,123.7 | -1,803.3 | -1,320.4 | 0 | 399.1 |
| 05.08.2022 | -2,183.7 | 544.9 | 67.8 | 0 | 4.2 | 472.9 | -3,128.1 | -1,803.3 | -1,324.8 | 0 | 399.5 |
* 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: 12.08.2022