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 |
| 07/05/2021 | -2,276.6 | 174.2 | 154 | 0 | 0 | 20.1 | -2,997.9 | -2,107 | -231.9 | -659 | 547.1 |
| 06/05/2021 | -2,205.7 | 162.2 | 154 | 0 | 0.2 | 8.1 | -2,915.2 | -2,107 | -149.3 | -658.9 | 547.3 |
| 05/05/2021 | -2,024.6 | 159.9 | 154.4 | 0 | 0.4 | 5.1 | -2,734.5 | -1,870 | -205.7 | -658.8 | 550 |
| 04/05/2021 | -1,974.1 | 159.7 | 154 | 0 | 0.6 | 5.1 | -2,683.8 | -1,870 | -155.1 | -658.7 | 550 |
| 30/04/2021 | -1,928.3 | 159.7 | 154 | 0 | 0.6 | 5.1 | -2,641.9 | -1,870 | -113.5 | -658.4 | 553.9 |
* 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: 07/05/2021