Tag Archives: Moscow Exchange’s Derivatives Market

Moscow Exchange launches new weekly options on Gazprom and Sberbank futures

On 13 May 2020, Moscow Exchange’s Derivatives Market will launch weekly options on futures of Gazprom and Sberbank ordinary shares.

The new instruments will expand MOEX’s equity derivatives offering, enable portfolio managers to build new strategies using instruments with a different duration and provide market participants with new trading opportunities.

Every week the Derivatives Market will add two option series on Sberbank and Gazprom futures expiring in two weeks. The weekly options will expire in the evening clearing session every Wednesday.

At present, the Derivatives Market hosts trading only in quarterly and monthly option series, as well as weekly options on RTS futures and USD/RUB FX futures.

In 2019, trading volumes of the quarterly and monthly options on Gazprom ordinary share and Sberbank ordinary share futures exceeded RUB 21 billion and RUB 17 billion, respectively.

The MOEX Derivatives Market offers 72 futures contracts and 38 options on futures. The underlying assets include equity indices, Russian and foreign issuers’ shares, currency pairs, precious and industrial metals, oil, gas and other commodities, as well as interest rates.