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
25/05/2018 -4,145.8 12 0 0 4.9 7.1 -4,467.9 -3,155.6 -173.2 -1,139.1 310.1
24/05/2018 -4,173.1 10.6 0 0 5.5 5.1 -4,493.6 -3,155.6 -199 -1,138.9 309.9
23/05/2018 -4,152.5 10.7 0 0 5.5 5.2 -4,471.8 -3,220 -142.6 -1,109.2 308.6
22/05/2018 -4,146.3 12.9 0 0 5.8 7.1 -4,467.9 -3,220 -138.9 -1,109 308.7
21/05/2018 -4,148.3 12.8 0 0 5.7 7.1 -4,469.8 -3,220 -141 -1,108.8 308.7
18/05/2018 -4,133.9 11.8 0 0 5.7 6.1 -4,454.4 -3,220 -126.3 -1,108.1 308.7

* 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.


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