From the Telegraph:
Talking to the Daily Mail, a spokesman from Moscow's weather forecasting service said: "Several fronts have been passing through Moscow recently, there was an intrusion of the Arctic air too, the sun was shining from the west - this is how the effect was produced.
"This is purely an optical effect, although it does look impressive," he added.
"If you look closer, you can see sun rays coming through that cloud. Most likely, the sun was setting when the video was being made.
"If you observe clouds regularly, you may see many other astonishing things. Clouds of the same class may look absolutely different in different areas," he said.