Common use of Spreads and Swaps Clause in Contracts

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. 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. 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. 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. 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, 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 markxxxx-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, 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 markxxxx-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). From Friday to Wednesday, swaps are usually calculated once and from Wednesday to Thursday are calculated in triple size (For some CFDs Swaps are tripled on Friday). If the swaps are not charged in triple size, a swap fee can be charged during weekends as well. 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, 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 sourcesare 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 topay 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 withoutprior 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, 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-upmark•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). From Friday to Wednesday, Swaps are usually calculated once and from Wednesday to Thursday are calculated in triple size ( For some CFDs Swaps are tripled on Friday). 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, 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). From Friday to Wednesday, Swaps are usually calculated once and from Wednesday to Thursday are calculated in triple size ( For some CFDs Swaps are tripled on Friday). 4.4. All prices and Swaps appear on the Platform and may change from time to time, without prior notice.