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
21/08/2018 -3,606.3 10.8 0 0 3.7 7.1 -3,911.8 -2,510.6 -278.7 -1,122.5 294.7
20/08/2018 -3,543 10.9 0 0 3.8 7.1 -3,848.5 -2,510.6 -215.6 -1,122.3 294.6
17/08/2018 -3,536.9 12.1 0 0 5 7.1 -3,846.1 -2,510.6 -213.9 -1,121.6 297.1
16/08/2018 -3,516.3 12.5 0 0 5.5 7.1 -3,826 -2,510.6 -194 -1,121.4 297.1
15/08/2018 -3,934 12.3 0 0 5.7 6.6 -4,243.4 -2,502.1 -165.3 -1,576 297.1
14/08/2018 -3,951.2 12.2 0 0 5.7 6.6 -4,261.1 -2,502.1 -183.4 -1,575.6 297.6

* 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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