Page 23 - 期货和衍生品行业监管动态（2022年8月）

期货和衍生品行业监管动态

 简化通知备案要求；

 修订适用于合格实体、独立账户控制人和商品交易顾问的定义条款，
以满足合并计算要求；以及

 “实质相同的交易策略”规则下受限的合并结算要求。

不行动函也给了 DMO 时间来评估“衍生品持仓限额（Position Limits for

Derivatives）”（86 FR 3236）（2021 年 1 月 14 日）的最终规则对 CFTC 监管规

定第 150.4 中合并计算要求的影响，并考虑是否需要采取监管行动，包括通知和

反馈的规则制定。该函在 2025 年 8 月 12 日或任何相关制定规则的生效日期（以

较早者为准）前将一直有效。

8. CFTC Staff Extends Temporary No-Action Letter Regarding Certain

Position Aggregation Requirements (2022/8/10)

The Commodity Futures Trading Commission’s Division of Market Oversight

(DMO) today announced it has issued a no-action letter temporarily extending CFTC

Staff Letter No. 19-19, regarding certain position aggregation requirements, which

expires August 12. CFTC Staff Letter No. 22-09, issued today, provides that DMO

will not make an enforcement referral to the Commission with respect to CFTC

Regulation 150.4, subject to certain conditions, including compliance with:

 Streamlined notice filing requirements;

 Revised definitional conditions, for purposes of complying with the

aggregation requirements, for eligible entities, independent account controllers,

and commodity trading advisors; and

 Limited aggregation requirements for the “substantially identical trading

strategies” rule.

The no-action letter also gives DMO time to assess the impact of the final rule
“Position Limits for Derivatives,” 86 FR 3236 (Jan. 14, 2021), on the aggregation

requirements in CFTC Regulation 150.4 and consider the need for regulatory action,

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