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
19/07/2019 -2,784.3 6.1 0 0 1 5.1 -3,022.6 -1,350 -159.4 -1,513.2 232.2
18/07/2019 -2,788.5 6.1 0 0 1 5.1 -3,026.9 -1,350 -164 -1,512.9 232.3
17/07/2019 -2,541.5 6.1 0 0 1.1 5.1 -2,780 -900 -157.9 -1,722.1 232.4
16/07/2019 -2,559.5 6.2 0 0 1.1 5.1 -2,797.8 -900 -176 -1,721.8 232
15/07/2019 -2,531.1 6.1 0 0 1.1 5.1 -2,770.1 -900 -148.7 -1,721.4 232.9
12/07/2019 -2,516.7 5.8 0 0 0.7 5.1 -2,755.2 -900 -134.8 -1,720.4 232.7

* 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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