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
19/02/2019 -3,599.7 8.9 0 0 3 5.9 -3,855.9 -2,212 -133.7 -1,510.2 247.4
18/02/2019 -3,587.1 7.9 0 0 2.8 5.1 -3,842.3 -2,218.7 -113.7 -1,509.9 247.4
15/02/2019 -3,093.9 7.5 0 0 2.4 5.1 -3,348.3 -1,718.7 -120.6 -1,509 247
14/02/2019 -3,103.1 7.3 0 0 2.2 5.1 -3,357.3 -1,718.7 -130 -1,508.6 247
13/02/2019 -2,601.9 7.3 0 0 2.2 5.1 -2,852.5 -1,198 -135.1 -1,519.5 243.3
12/02/2019 -2,598.4 7.5 0 0 2.5 5.1 -2,849.2 -1,198 -132 -1,519.2 243.2

* 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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