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 |
| 24.03.2023 | -1,814.3 | 2,000.5 | 1,765.9 | 0 | 0 | 234.6 | -4,170.5 | -3,049.6 | -1,120.9 | 0 | 355.8 |
| 23.03.2023 | -1,873.4 | 2,010.2 | 1,765.9 | 0 | 0 | 244.4 | -4,240.4 | -3,049.6 | -1,190.8 | 0 | 356.7 |
| 22.03.2023 | -2,054 | 1,916.8 | 1,668.5 | 0 | 0 | 248.3 | -4,327.2 | -3,243.4 | -1,083.9 | 0 | 356.4 |
| 21.03.2023 | -2,121 | 1,912 | 1,668.6 | 0 | 0 | 243.4 | -4,390.1 | -3,243.4 | -1,146.8 | 0 | 357.2 |
| 20.03.2023 | -1,974.3 | 1,935.8 | 1,668.7 | 0 | 0 | 267.1 | -4,269.4 | -3,243.4 | -1,026 | 0 | 359.3 |
| 17.03.2023 | -1,933 | 1,927.7 | 1,668.7 | 0 | 0 | 259 | -4,221 | -3,243.4 | -977.7 | 0 | 360.4 |
* 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: 24.03.2023