In order to further improve the net capital supervision and support the innovation and development of futures companies, it is decided to make the following amendments to the Trial Measures for the Management of Risk Supervision Indicators of Futures Companies (Zheng Jian Fa [2007] No.55):

1. Delete the word "Trial" in the title and modify it into the Measures for the Administration of Risk Supervision Indicators of Futures Companies.

Two. Article 1 is amended as: "In order to strengthen the supervision and management of futures companies and promote their internal control, risk prevention and steady development, these Measures are formulated in accordance with the Regulations on the Administration of Futures Trading."

Three. One paragraph is added to Article 4 as the second paragraph: "Futures companies shall conduct stress tests on risk supervision indicators in a timely manner according to regulatory requirements and market changes."

4. Paragraph 1 of Article 6 is amended as: "The risk supervision indicators of futures companies include the futures company's net capital, the ratio of net capital to the company's risk capital reserve, the ratio of net capital to net assets, the ratio of current assets to current liabilities, the ratio of liabilities to net assets, the minimum settlement reserve requirements and other supervision indicators to measure the financial security of futures companies."

One paragraph is added as the second paragraph: "If there are risks that may lead to net capital loss in all businesses and branches of a futures company, the risk capital reserve shall be calculated according to certain standards, and the corresponding relationship between risk capital reserve and net capital shall be established to ensure that all risk capital reserves are supported by corresponding net capital."

5. Item (2) of Article 18 is amended as: "The ratio of net capital to the company's risk capital reserve shall not be less than100%;"

Delete item (3). After that, the serial numbers are adjusted in turn.

Six, delete nineteenth to twenty-first. One article is added as Article 19: "A futures company shall calculate the risk capital reserve of each business and the risk capital reserve of the company according to the standards set by the China Securities Regulatory Commission.

"The risk capital reserve of each business is calculated by multiplying the business scale by a certain proportion (that is, the risk coefficient) or according to a certain standard. The risk capital reserve of a futures company is obtained by adding the risk capital reserve.

"Different types of futures companies should multiply the classification calculation coefficient corresponding to the latest classification evaluation results by the benchmark ratio to calculate the risk capital reserve."

Subsequent serial numbers are adjusted in turn.

Seven. Article 22 is amended as Article 20: "China Securities Regulatory Commission may, based on the principle of prudent supervision, combine the market development situation and the risk management ability of futures companies, and on the basis of soliciting opinions from the industry, adjust the calculation standards and minimum requirements of net capital of futures companies, risk supervision index standards, risk capital reserve calculation standards, etc."

Eight. Article 23 is amended as Article 21: "The China Securities Regulatory Commission shall set early warning standards for the risk supervision indicators specified in Article 18. It is stipulated that the risk supervision index shall not be lower than a certain standard, and its early warning standard shall be 120% of the specified standard, and the risk supervision index shall not be higher than a certain standard, and its early warning standard shall be 80% of the specified standard. "

Article 24 is amended as Article 22: "Futures companies shall submit monthly and annual risk supervision statements. A futures company shall submit a monthly risk supervision report to the agency of the China Securities Regulatory Commission where the company is domiciled within 7 working days after the end of each month, and submit an annual risk supervision report audited by an accounting firm with securities and futures-related business qualifications within 4 months after the end of the year. " According to the principle of prudent supervision, the dispatched office of China Securities Regulatory Commission may request futures companies to prepare and submit risk supervision statements from time to time. "

10. Article 26 is amended as Article 24: "The legal representative, the main person in charge of operation and management, the chief risk officer, the financial person in charge, the person in charge of settlement and the tabulator of the futures company shall sign and confirm the risk supervision statement, and ensure its truthfulness, accuracy and completeness. If the above-mentioned personnel have objections to the contents of the risk supervision report, they shall explain their opinions and reasons in writing and submit them to the dispatched office of the China Securities Regulatory Commission where the company is domiciled. "

XI。 Article 28 is amended as Article 26: "A futures company shall submit a written report to the board of directors of the company every six months, explaining the specific situation of various risk supervision indicators such as net capital, and the written report shall be signed and confirmed by the legal representative of the futures company. After the report is reviewed and approved by the board of directors, it shall be submitted or disclosed to all shareholders of the company. "

Twelve. Article 29 is amended as Article 27: "If the ratio of net capital to risk capital reserve changes by more than 20% compared with last month, the futures company shall submit a written report to the agency of China Securities Regulatory Commission where the company is domiciled, explaining the reasons, and submit a written report to all directors within 5 working days."

Thirteen. Article 30 is amended as Article 28: "If the risk supervision index of a futures company reaches the early warning standard, the futures company shall submit a written report to the dispatched office of the China Securities Regulatory Commission where the company resides on the same day, detailing the reasons, the impact on the company, the specific measures and time limit for solving the problem, and submit a written report to all directors of the company.

"If the risk supervision indicators of the futures company fail to meet the prescribed standards, the futures company shall report to all shareholders or disclose information on the same day in addition to fulfilling the above procedures."

14. Item (1) of Paragraph 2 of Article 32 "Issue a warning letter to the company and send a copy to all its shareholders" is amended as Item (1) of Paragraph 2 of Article 30: "Issue a letter of concern to the company and send a copy to its major shareholders."

15. Article 36 is amended as Article 34: "If a futures company fails to make corrections within the time limit or the risk supervision indicators still fail to meet the prescribed standards after rectification, the China Securities Regulatory Commission and its dispatched offices may take supervision measures according to the provisions of Article 56 of the Regulations on the Administration of Futures Trading."

16. Item (1) of Article 37 is amended as Item (1) of Article 35: "The risk supervision statement includes the summary table of risk supervision indicators of futures companies, the calculation table of net capital, the calculation table of asset adjustment value, the calculation table of risk capital reserve, the statement of separated assets of customers, the statement of changes in customers' equity, the statement of business operation and the statement of customer management, etc."

Seventeen. Article 38 is amended as Article 36: "These Measures shall come into force as of July 20, 2003."

This decision shall come into force on July 1 2065438.

The Trial Measures for the Management of Risk Supervision Indicators of Futures Companies shall be revised according to this decision and re-promulgated.