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
22/10/2018 -2,814 306.6 0 0 1 305.6 -3,402.5 -1,893 -141.7 -1,367.8 281.8
19/10/2018 -2,789.3 306.7 0 0 1 305.6 -3,379.8 -1,893 -119.8 -1,367 283.8
18/10/2018 -2,808.8 306.9 0 0 1.2 305.6 -3,399.3 -1,893 -139.6 -1,366.7 283.7
17/10/2018 -2,879.8 406.6 0 0 1 405.6 -3,569.9 -1,630 -157.2 -1,782.7 283.5
16/10/2018 -2,826.7 446.6 0 0 1 445.6 -3,550.9 -1,630 -138.6 -1,782.3 277.6
15/10/2018 -2,928.8 336.6 0 0 1 335.6 -3,548 -1,630 -136 -1,782 282.5

* 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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