We're transparent with our pricing
We always strive to be as open and clear as possible. Here you can see exactly how we derive our prices and what we do with your money.
Where we source our prices
For CFD and products on an exchange-traded instrument, we source our prices through a combination of:
- - relevant primary exchanges
- - alternative liquidity venues
We also consume feeds from our parent company, StoneX Group, who specialise in institutional-grade financial services networks. These feeds are not available to other brokers and are just another reason how we can provide you with superior pricing and liquidity.
For assets such as FX where the underlying is an OTC (over-the-counter) Instrument, we work closely with several Tier 1 Banks as well as multiple Electronic Communication Networks (ECNs). They provide us with liquidity from around the globe (including London and New York), and in some cases the total number of providers can reach up to 12 liquidity sources.
Furthermore, we periodically review our liquidity sources to ensure that we continue to offer you the best prices.
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Our state-of-the-art systems stream continuously tradable prices within the published trading hours for the specific product. However, some products are inherently illiquid and even liquid products sometimes undergo periods of illiquidity.
For a given underlying asset, we offer a variety of products that have different characteristics, each suited to a different profile of client:
Fixed spreads
Variable spreads
Capped variable spreads
FOREX.com acts as a market-maker for all of the markets we offer. We use various methodologies to price each market depending on each individual market and asset class.
The pricing for each market is derived from a number of top-tier liquidity sources, all delivered to you at the best possible price with minimal latency.
As we make most of our money from the spread, we do not directly profit when a client wins or loses.
Most of our client positions balance out with each other. For example, as one trader buys 1 lot of Wall Street CFDs, another sells a similar amount. This is called internalisation.
Sometimes there are cases where we see a lot of trades going the same way e.g. most of our clients buying a market. When this happens, we hedge to manage our risk. For example, if our traders were overwhelmingly buying Wall Street, we would hedge in the market with actual Dow 30 futures.