FX and Interest Rate Derivatives

Perpetual FX futures In 2022, Moscow Exchange has rolled out an entirely new type of derivative instrument. The instrument is in essence a contract without an expiry date, so one can plan long-term investments in the contract without the need to remember periodically roll over the position. Please visit this page for more details.

FX Derivatives are the most popular instruments on the market attracting a wide number of investors. They are actively used by foreign exchange dealers, portfolio managers, diversifying the risks of their portfolios and other market participants hedging foreign exchange risks. FX derivatives gives an opportunity for private investors to protect their investments from unfavourable market fluctuations on the money market as well as earn on these currency fluctuations.

RUONIA futures is the financial instrument based on the Rouble OverNight Index Average – the Russian interbank loan market rate which is calculated by the Bank of Russia on the basis of overnight transactions between banks with the lowest credit risk. The instrument gives you an opportunity to transfer short-term one-day liabilities/assets into long-term and vice versa. The contracts are cash-settled - their settlement does not imply the delivery of the underlying asset.

RUSFAR futures New the derivative financial instrument on the Russian REPO market with Central Counter-Party (CCP) secured via General Collateral Certificates. The indicator is calculated by Moscow Exchange based on the information about the requests for concluding these transactions. The instrument facilitates short-term one-day liabilities / assets trasnfer into long-term and vice versa. The contracts are cash-settled - their settlement does not imply the delivery of the underlying asset.