Common use of Risk of Liquidating Position and Liabilities for Resulting Loss Clause in Contracts

Risk of Liquidating Position and Liabilities for Resulting Loss. When the Client establishes certain positions on derivatives, i.e. long futures, short futures and short options, he/she is obliged to perform its obligations under the contract. The Client’s Derivatives with such position will be marked to market by its derivative agent at least at the end of business day to reflect a daily gain or loss from the Client’s position. Should the loss sustained by the Client’s position in the market cause the balance in its margin account to drop below the maintenance margin, the Client will be called by his/her derivatives agent to deposit an additional fund to maintain its initial margin within a specified period of time. If the Client does not provide the required margin within the time required by his/her derivatives agent, the Client’s position may be liquidated, and the Client will be liable for any resulting loss from such liquidation. The derivatives agent may also include Forced Close Position as an additional term in a Contract Appointing Derivatives Brokerage or its trading regulation that is when the Client’s balance in its margin account drops to the Forced Close Level, the derivatives agent will call the Client to deposit additional margin during trading hours. If the Client does not provide the required margin within the time set out in the agreement or the regulation, the derivative agent is entitled to close out the Client’s position, and the Client will be liable for any resulting loss from such Forced Close Position. Clients who maintain a position in derivatives, whether for their own account or through third party, in excess of the amount determined by the Derivatives Exchange and are unable to offset such excessive position as informed by their derivatives agents will be exposed to the similar foregoing risk.

Risk of Liquidating Position and Liabilities for Resulting Loss. When the Client establishes certain positions on derivatives, i.e. long futures, short futures futures, long options and short options, he/she is obliged to perform its obligations under the contract. The Client’s Derivatives derivatives contract with such position will be marked to market by its derivative derivatives agent at least at the end of business day to reflect a daily gain or loss from the Client’s position. Should the loss sustained by the Client’s position in the market cause the balance in its margin account to drop below the maintenance margin, the Client will be called by his/her derivatives agent to deposit an additional fund to maintain its initial init ial margin within a specified period of time. If the Client does not provide the required margin within the time required by his/her derivatives agent, the Client’s position may be liquidated, liquidated and the Client will be liable for any resulting loss from such liquidation. The derivatives agent may also include Forced Close Position a forced closeout as an additional term in a Contract Appointing an Agreement to Appoint an Agent/Broker for Securities Trading and/or Agreement for Derivatives Brokerage or Trading and/or its trading regulation regulation, that is when the Client’s balance in its margin account drops to the Forced Close Levelforced closeout point, the derivatives agent will call the Client to deposit additional margin during du ring trading hours. If the Client does not provide the required margin within the time set out in the agreement or the regulationregulation , the derivative derivatives agent is entitled to close out the Client’s position, and the Client will be liable for any resulting loss from such Forced Close Positioncloseout. Clients who maintain a position in derivatives, whether for their own account or through third party, in excess of the amount determined by the Derivatives Exchange and are unable to offset such excessive position as informed by their derivatives agents will be exposed to the similar foregoing risk.

Risk of Liquidating Position and Liabilities for Resulting Loss. When the Client Customer establishes certain positions on derivatives, i.e. long futures, short futures and short options, he/she the Customer is obliged to perform its the obligations under the contract. The ClientCustomer’s Derivatives derivatives contracts with such position will be marked to market by its derivative derivatives agent at least at the end of each business day in order to reflect a any daily gain or loss from the ClientCustomer’s position. Should the loss sustained by the ClientCustomer’s position in the market cause the balance in its the Customer’s margin account to drop below the maintenance margin, the Client Customer will be called by his/her the derivatives agent to deposit an additional fund margin in order to maintain its the Customer’s initial margin within a the specified period of timeperiod. If the Client does not Customer fails to provide the required margin within the time required by his/her the derivatives agent, the ClientCustomer’s position may be liquidated, and the Client Customer will be liable for any resulting loss from such liquidation. The derivatives agent may also include Forced Close Position a forced closeout as an additional term in a Contract Appointing Derivatives Brokerage an agreement to appoint agent and/or broker for derivatives trading or its trading regulation that is when rules and regulations for the Clientderivatives trading, where the Customer’s balance in its margin account drops to the Forced Close Levelforced closeout point, the derivatives agent will call the Client Customer to deposit additional margin during trading hours. If the Client does not Customer fails to provide the required margin within the time set out in the agreement or the regulationregulations, the derivative derivatives agent is entitled to close out the ClientCustomer’s position, and the Client Customer will be liable for any resulting loss from such Forced Close Positioncloseout. Clients Those Customers who maintain a position in derivatives, whether for their own account or through third partyothers, in excess of the amount determined by the Derivatives Exchange Exchange, and are unable to offset such excessive position as informed by their derivatives agents agents, will be exposed to a similar risk as the similar foregoing riskforegoing.