Analysis of features and dynamics of trading in single-day futures contracts with automatic prologation on the Moscow exchange

The article presents the results of a study of current trends in the Russian derivatives market, namely the process of introducing trading in one-day futures contracts for gold and foreign currency rates to the Russian ruble on the derivatives market of the Moscow Exchange. At the same time, the relevance of the topic of the article is due to the planned expansion of the line of underlying assets for this type of futures contracts, due to precious metals, stock indices, real estate, and energy. During the study, an analysis was carried out of the mechanics of conducting and trading volumes, as well as the features of the use of new futures by private investors, and a conclusion was made about the prospects for the development of one-day futures with auto-extension in Russian realities. The study made it possible to identify the most liquid one-day futures contracts with automatic extension, and to determine the ratio of trading volumes in one-day futures with trading volumes in ordinary futures with the same underlying assets. The authors point out that the launch of a new type of derivative financial instrument indicates the progressive development of the Russian derivatives market, however, trading volumes indicate a wary attitude of private investors towards a new type of futures contracts. In connection with the above, the authors propose to intensify efforts to increase the availability of information about new types of futures presented on the Moscow Exchange, including specialized educational institutions and brokerage companies in this process.