MosPrime Futures
Futures contracts on the short-term loans rate are the derivative financial instrument of the Russian interbank loan market. The underlying asset of these contracts are the main indicators of the Russian short-term loan market, since they are calculated based on the rates of the most reliable and financially stable banks in the country. These contracts are cash-settled – their settlement does not imply the delivery of the underlying asset.
Futures on a three-month loan rate is a standard cash-settled contract, the underlying asset of which is the rate of a three-month rouble loan (deposit) on the Moscow interbank market MosPrime Rate – Moscow Prime Offered Rate. The foreign prototype of this contract – futures on a three-month deposit rate in USD London Inter - Bank Offered Rate (LIBOR) – takes first place by trading volume among all other futures on short-term rates.
New opportunities for monetary market operators with short-term rate futures:
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For basic information about a derivatives contract, please click the contract code in the first column