In recent years, Chinese market is facing the serious problem of capital surplus; the slowdown of its real economy has caused the capitals to exacerbate the excess liquidity, but also leads to excess capitals to surge in the Chinese market. Where ever the capitals appear, there will be issues, particularly highly leveraged trading risk. In China's attempt to reduce excessive capacity, destocking, de-leveraging, lower corporate costs and improve weak links, de-leveraging here refers not only in the macro sense of national economy and real industrial loan leveraging, but also financing leverage in the financial market. The regulators are increasingly noticing the potential risks of high leverage financing operation and one can be sure that this sector will be under tighter monitor.