Page 65 - 期貨和衍生品行業(yè)監管動(dòng)態(tài)（2024年3月）

期貨和衍生品行業(yè)監管動(dòng)態(tài)

A: Direct Market Access Swap (DMA) is a market-neutral strategy transactions

carried out by private equity funds and securities companies, private equity funds

choose a basket of stocks on the long side, while using stock index futures hedging, to

obtain hedged stock selection gains. In the previous period, private equity funds

experienced some net value retraction in the process of market volatility due to

strategy, securities companies and private equity funds, and other initiatives to

strengthen risk prevention and control and steadily reduce leverage and scale. The risk

has been digested to a certain extent. According to the data of China Securities

Internet System Co., Ltd, the scale of DMA business has steadily declined since the

opening of the market after the Spring Festival, and the average daily turnover

accounted for about 3% of the total market turnover.The smooth reduction of leverage

in DMA business helps market risk prevention and control, and is conducive to the

smooth and healthy operation of the market.

Moving forward, the CSRC will continue to strengthen the supervision of DMA

and other over-the-counter derivatives business, improve the system, guide the

industry to control the scale of business and leverage, crack down on illegal behavior,

and maintain the smooth operation of the market.

http://www.csrc.gov.cn/csrc/c100028/c7465086/content.shtml

3. 國家外匯管理局關(guān)于印發(fā)《對外金融資產(chǎn)負債及交易統計業(yè)務(wù)指引（2024

年版）》的通知（2024 年 3 月 15 日）

為進(jìn)一步完善對外金融資產(chǎn)負債及交易統計申報業(yè)務(wù)，指導申報主體更準確

地理解具體報送要求，國家外匯管理局根據《國際收支統計申報辦法》和《對外

金融資產(chǎn)負債及交易統計制度》，修訂形成《對外金融資產(chǎn)負債及交易統計業(yè)務(wù)

指引（2024 年版）》。

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