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
20/05/2019 -2,409.9 10.8 0 0 2 8.8 -2,668.8 -998 -149.8 -1,521 248.1
17/05/2019 -2,384.1 28 0 0 22.9 5.1 -2,660.2 -998 -142.2 -1,520 248
16/05/2019 -2,410.2 7.2 0 0 2.2 5.1 -2,665.3 -998 -147.6 -1,519.7 247.8
15/05/2019 -2,571.1 50.6 0 0 45.5 5.1 -2,869.9 -1,210 -140.3 -1,519.6 248.2
14/05/2019 -2,524.6 102.1 0 0 97 5.1 -2,876.2 -1,210 -146.9 -1,519.3 249.4
13/05/2019 -2,533.3 99.5 0 0 94.4 5.1 -2,883.1 -1,210 -154.1 -1,519 250.4

* 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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