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
12/11/2018 -2,810.9 208.8 0 0 2 206.8 -3,294.6 -1,602.8 -144.6 -1,547.2 274.9
09/11/2018 -2,856.3 148.9 0 0 0.9 148 -3,279.8 -1,602.8 -130.7 -1,546.3 274.6
08/11/2018 -2,815.8 187.6 0 0 0.9 186.7 -3,278.3 -1,602.8 -129.5 -1,546 274.9
07/11/2018 -3,475.3 417.2 0 0 10.5 406.7 -4,167.3 -2,321.2 -391.9 -1,454.2 274.8
06/11/2018 -3,609.4 358.4 0 0 1.7 356.7 -4,242.9 -2,580 -209 -1,453.9 275.1

* 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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