(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.