Why choose us?


  • We believe that we serve our partners and investors best by focusing on serving our clients. Therefore, we strive to provide excellent service and customer support, as well as putting in place a maximum security policy regarding our clients’ funds.
  • We place a lot of emphasis on business ethics and creating real value for both our clients and our partners
  • Our team is committed to helping you in the best way possible. Please do not hesitate to contact us if you need any further assistance

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CFD Trading Specifications

With our transparent cost structure and excellent trading technology, we can assure you that we execute every trade at the best possible rate, passing on the maximum possible profits to you. All CFD products from the table below are available both on the MT4 and MT5 platforms.

Currency
Leverage
Lot size
Measure
SymbolMargin, %1 PipSpread, Classic accountSpread, PRO account
.DE30Cash
20.011.501.50
.USTECHCash
20.011.001.00
.US500Cash
20.010.500.50
.UK100Cash
20.13.53.5
.WTICrude
30.010.050.05
.US30Cash
20.12.02.0
.JAPANCash
20.110.010.0
.BrentCrud
30.010.050.05
BTCUSD
330.014.614.61
DXY
50.0010.0400.040

 

If you wish to learn more about our CFD products, we encourage you to peruse our ultimate CFDs guide – Click here to download pdf

SPOT OIL
We offer a non-expiring CFDs market based on the front month (“spot”) futures price of WTI and Brent crude oil.
One trading day prior to the expiry date of the futures market, we will:
1. Adjust the quote of the market by the difference between the last traded prices of the spot (front) month and the next month’s price (the spread).
2. Make a credit/debit adjustment to your accounts with open positions based on the spread.
3. Adjust any working stop or limit orders based on the spread.

Example:
On 1 January, we quote 98.10 – 98.25 for the spot WTI market. This price is based on the current front month for WTI, which in this example is the February 2014 contract.
You decide to SELL 0.1 CFDs and hold your position open through the next month.
On 15 January, we switch from using the February 2014 quote to the March 2014 quote as the basis for the spot price, because the underlying February 2014 futures market expires on 16 January.
The last traded prices of the underlying NYMEX futures contract for the spot month are 98.00 (Feb) and for the next month 96.62 (March.) so our price is adjusted down by 138 pips.
Your open position is adjusted by 138 pips (+138 for long positions, -138 for short positions.) In this example, the account will be debited (1.38*1000*0.1) = $138.
In other words, because the spot quote dropped by 138 , your account would be debited the equivalent of 138 pips to adjust for the change in quote. If the quote had risen by 138 pips, you would be credited the equivalent of 138 pips. This happens each month when the new quote is issued.