(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 |
| 16/12/2019 | -3,348.1 | 5.2 | 0 | 0 | 0.1 | 5.1 | -3,568.9 | -1,639.7 | -179.2 | -1,750 | 215.7 |
| 13/12/2019 | -3,333.1 | 5.1 | 0 | 0 | 0 | 5.1 | -3,554.1 | -1,639.7 | -165.3 | -1,749.1 | 216 |
| 12/12/2019 | -3,325.2 | 5.1 | 0 | 0 | 0 | 5.1 | -3,546.3 | -1,639.7 | -157.8 | -1,748.8 | 216 |
| 11/12/2019 | -3,835.5 | 7.2 | 0 | 0 | 2.1 | 5.1 | -4,059 | -2,238.9 | -306.9 | -1,513.2 | 216.3 |
| 10/12/2019 | -3,510.6 | 5.1 | 0 | 0 | 0 | 5.1 | -3,732.3 | -2,008.7 | -210.7 | -1,512.9 | 216.6 |
| 09/12/2019 | -2,677.1 | 5.1 | 0 | 0 | 0 | 5.1 | -2,898.9 | -1,218.7 | -167.5 | -1,512.7 | 216.7 |
* 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.