Subject The paper addresses the adverse impact of economic assets’ value fluctuation on sustainable business operations, and considers the derivatives market of the Moscow Exchange for applicability of its tools to solve the problem. Objectives The study aims to consider financial instruments of the Moscow Exchange’s derivatives market and to assess the possibility of using them to hedge price risks of financial and commodity transactions. Methods The study draws upon a number of methods, namely, aggregation, grouping, analysis, synthesis, and simple moving average. We analyze average daily trading volumes and open trades involving liquid derivatives of the market under consideration. Results The findings may serve as a basis for further research of problems and possibilities of hedging the price-based risks inherent in financial and commodity transactions with financial instruments in the Russian derivatives market. Conclusions At the present stage, the Moscow Exchange’s derivatives market is not a suitable venue for hedging a wide variety of price-based risks because of low liquidity and scarcity of available derivatives. However, there are some facts speaking for ongoing development of the market, like availability of financial instruments with acceptable liquidity that are suitable for hedging, and long-term investors.
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