In the course of the research the status of the present Russian electric power industry in terms of the prospective market structure has been studied. The author revealed prerequisites for singling out the individual competitive capacity market within the framework of the wholesale market. The present capacity market is not a market of full value as almost all the volumes in it are sold according to tariffs. In the author’s opinion, the target capacity market model, suggested as of the date of writing this article, will not result in the growing investment attractiveness of the Russian electric power industry. The author suggests the concepts of various models of power markets based on the competition in terms of total costs of power producers as in the author’s opinion this very method of the capacity market organization is the most prospective one.