上周中國證券監管機構通知多家券商管控個股場外衍生品新增規模,請看本報周四的報道: Regulators in China have told securities firms to stop expanding their over-the-counter (OTC) derivatives operations involving individual stocks, limiting a profitable business for the brokerage industry and dealing another setback to hedge funds that deploy long-short strategies. Regulators last week told multiple major brokerages to cap OTC businesses including total return swaps and options at the current levels, said people with knowledge of the matter. 報道中的long-short strategy是“多空策略”,指在買進一部分資產(做多)的同時,賣出另一部分資產(做空),以達到追求收益和控制風險的目的。 |