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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
09/07/2020 -1,646.2 10.4 5.3 0 0 5.1 -2,166.3 -1,314.1 -143.4 -708.8 509.7
08/07/2020 -3,033.4 10.4 5.3 0 0 5.1 -3,520.2 -2,472.5 -339 -708.7 476.4
07/07/2020 -2,655.1 13.4 5.3 0 0 8.1 -3,144.8 -2,262.9 -173.2 -708.6 476.3
06/07/2020 -1,190.6 10.4 5.3 0 0 5.1 -1,677.4 -773.4 -195.4 -708.6 476.4
03/07/2020 -1,147.8 10.4 5.3 0 0 5.1 -1,630.3 -773.4 -148.6 -708.3 472.1
02/07/2020 -1,150.7 10.4 5.3 0 0 5.1 -1,632.9 -773.4 -151.3 -708.2 471.8
* 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: 09/07/2020