Spreads and Swaps. 4.1. The Company’s BID and ASK prices for a given CFD are calculated by reference to the price of the relevant Underlying Asset, provided by the Company’s Execution Venue(s). The Execution Venues obtain prices (BID and ASK prices) of the Underlying Asset for a given CFD from third party reputable external reference sources (i.e. price feeders). The Execution Venues then use these prices to calculate their own tradable prices for a given CFD and provide them to the Company.
4.2. The Company obtains the prices from the Execution Venue(s) and then the Company increases the Spread (i.e. the difference between the BID and ASK prices). So, the prices it quotes to Clients compared to the prices it obtains from third party external reference sources are higher, as they include a mark-up.
4.3. For keeping a position overnight in some types of CFDs the Client may be required to pay or receive financing fees “Swap/Rollover”. Swaps are calculated when the position is kept open overnight at midnight (00:00 CET).
4.4. All prices and Swaps appear on the Platform and may change from time to time, without prior notice.
Spreads and Swaps. 4.1. The Company’s BID and ASK prices for a given CFD are calculated by reference to the price of the relevant Underlying Asset, which the Company obtains from third party external reference sources (i.e. from its Liquidity Providers). The difference between the BID and ASK prices quoted of a given CFD is the Spread. The Company may increase the Spread between the BID and ASK prices it quotes Clients compared to the Prices it obtains from third party external reference sources (mark-up). The Swaps appear in the Contract Specifications on our Website and/or Platform.
Spreads and Swaps. 4.1. The Client explicitly and irrevocably consents and accepts that the Company executes Client’s orders at the best Bid and Ask prices as derived from Company’s Liquidity Providers.
4.2. The Client explicitly and irrevocably consents and accepts that the Company relies on third party liquidity providers for prices and available volume (“market depth”) and therefore execution of Client’s orders will depend on the pricing and available liquidity of the providers. The Spread is not fixed and will vary depending on market conditions and streaming prices/liquidity received by the Company from its Liquidity Providers.
4.3. The Client explicitly and irrevocably consents and accepts that where the Company determines that the Client either once-off or systematically takes advantage of delayed or wrong price feeds by trading on them, the Company reserves the right (a) to adjust the price(s) and/or the spread(s) provided to the Client, (b) to delay the price confirmation, (c) to restrict Client’s access to the Trading Platform and/or provide only manual quotes, (d) to retrieve any historic profits from the Client’s trading account, provided that it can document that such trading profits have been obtained as a result of a price(s) abuse at any time during the relationship with the Client, (e) to immediately terminate by way of written notice the relationship with the Client.
4.4. The Client explicitly and irrevocably consents and accepts that a commission is applied upon trading on all CFD's on futures products.
4.5. The Client explicitly and irrevocably consents and accepts that a spread position may be as risky as a simple long (or short) position and can be more complex
4.6. The Client explicitly and irrevocably consents and accepts that a fixed amount will be deducted as commission per each standard lot of CFD's on futures contract as determined for each account type in Account Types Policies.
4.7. The Client explicitly and irrevocably consents and accepts that all trading accounts are monitored by the Risk Management Department, and certain conditions (Swaps, Commissions and/or any other Fees) may apply at any time to any account as the Risk Management Department may determine.
4.8. The Client explicitly and irrevocably consents and accepts that Spread is not fixed and will vary depending on market conditions, streaming prices and liquidity received by the Company from Liquidity Providers.
4.9. The Company’s BID and ASK prices for a given CFD are calculated by...
Spreads and Swaps. 4.1. The Company’s BID and ASK prices for a given CFD are calculated by reference to the price of the relevant Underlying Asset, which the Company obtains from third party external reference sources (i.e. from its Liquidity Providers). The difference between the BID and ASK prices quoted of a given CFD is the Spread. The Company may increase the Spread between the BID and ASK prices it quotes Clients compared to the Prices it obtains from third party external reference sources (xxxx-up). The Swaps appear in the Contract Specifications on our Website and/or Platform.
4.2. For keeping a position overnight in some types of CFDs the Client may be required to pay or receive financing fees “Swap/Rollover”. Swap rates appear in the Contract Specifications on our Website and/or Platform. Swaps are calculated when the position is kept open overnight at midnight (00:00 CET) and are charged daily. Weekend swaps are calculated on Wednesday as triple-swap.
