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
20/09/2019 -3,399.2 5.2 0 0 0 5.2 -3,631 -2,688.5 -135.8 -806.6 226.6
19/09/2019 -3,401.6 5.3 0 0 0.2 5.1 -3,634.3 -2,688.5 -139.4 -806.4 227.5
18/09/2019 -3,313.1 40.3 0 0 35.2 5.1 -3,580.8 -2,632 -142.6 -806.2 227.4
17/09/2019 -3,347.5 5.1 0 0 0 5.1 -3,579.9 -2,632 -141.8 -806.1 227.3
16/09/2019 -3,317.8 15.2 0 0 0.1 15.1 -3,560.3 -2,632 -122.4 -805.9 227.3
13/09/2019 -3,331 8.2 0 0 0.1 8.1 -3,567 -2,632 -129.5 -805.5 227.8

* 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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