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
12/12/2018 -2,841 98 0 0 1.8 96.2 -3,193.3 -1,330 -154.1 -1,709.2 254.3
11/12/2018 -2,784.8 158.5 0 0 2.3 156.2 -3,203.5 -1,330 -164.6 -1,708.9 260.2
10/12/2018 -2,779.4 148.5 0 0 2.3 146.2 -3,188.3 -1,330 -149.8 -1,708.5 260.5
07/12/2018 -2,698.8 229.3 0 0 2.6 226.7 -3,188.9 -1,330 -151.4 -1,707.5 260.8
06/12/2018 -2,681.6 249.4 0 0 2.7 246.7 -3,191.9 -1,330 -154.8 -1,707.1 260.9
05/12/2018 -3,254.8 312.7 0 0 61.9 250.8 -3,828.5 -1,987 -202.8 -1,638.7 261

* 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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