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 |
| 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