The creation of derivatives market in Republic of Moldova is an actual necessity dictated by the improvement of market relations on international financial market and the development of national capital market. However, the implementation in practice of this desideratum can be realized in certain circumstances. The Moldovan capital market is very young and is trying hard to conform to international standards. Its evolution hasn’t still reached the level of investors’ expectations and is facing serious problems. This research includes the analysis of capital market of Republic of Moldova and possibilities of implementing derivative instruments by market participants.