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
13/11/2019 -3,235.9 5.2 0 0 0.1 5.1 -3,457.1 -2,210 -136.2 -1,110.9 216
12/11/2019 -3,240.8 5.3 0 0 0.2 5.1 -3,461.8 -2,210 -141.1 -1,110.7 215.7
11/11/2019 -3,206.2 20.3 0 0 0.3 20.1 -3,442.1 -2,210 -121.6 -1,110.5 215.5
08/11/2019 -3,228.5 5.4 0 0 0.3 5.1 -3,450.3 -2,210 -130.4 -1,109.9 216.4
07/11/2019 -3,229.1 5.5 0 0 0.4 5.1 -3,452.1 -2,210 -132.4 -1,109.7 217.6
06/11/2019 -3,792 16.9 0 0 0.3 16.6 -4,026.5 -2,341.3 -575.7 -1,109.5 217.7

* 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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