The banking sector structural liquidity deficit/surplus
(at the beginning of the day)
billions of rubles
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 |
| 17/09/2021 | -1,017.2 | 114.2 | 108.3 | 0 | 0.8 | 5.1 | -1,352.8 | -660 | -99.8 | -593 | 221.4 |
| 16/09/2021 | -1,020.1 | 114.2 | 108.3 | 0 | 0.8 | 5.1 | -1,356.7 | -660 | -103.8 | -592.9 | 222.4 |
| 15/09/2021 | -888 | 244.1 | 148.5 | 0 | 0.5 | 95.1 | -1,357.4 | -669.1 | -97.3 | -591 | 225.3 |
| 14/09/2021 | -838.8 | 279.4 | 148.5 | 0 | 0.8 | 130.1 | -1,358.2 | -669.1 | -98.2 | -590.9 | 239.9 |
| 13/09/2021 | -737.9 | 374.4 | 148.5 | 0 | 0.8 | 225.1 | -1,357.8 | -669.1 | -97.9 | -590.8 | 245.5 |
| 10/09/2021 | -903.1 | 204.7 | 148.5 | 0 | 0.8 | 55.5 | -1,353.6 | -669.1 | -94.1 | -590.4 | 245.7 |
* 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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Last updated on: 17/09/2021