ASX CFDs And Their Advantages

Posted by fts on 19 July 2010

What’s a Contract for difference?
A CFD (Contract for Difference) is an agreement between a buyer and a seller to exchange the difference in value of a specific instrument between when the contract is opened and when it is closed. The difference is determined by reference to an underlying instrument which is usually a security, index, currency or commodity and the period over which the Contract for difference is held.

CFDs are geared instruments. This means that you are fully exposed to price movements of the underlying instrument without having to pay the full price for that instrument. Leverage means that CFDs offer the potential to make a higher return from a smaller initial amount than investing directly in the underlying equity.

Leverage, however, typically involves more risks than a direct investment in the underlying share. It is vital to recognize that this effect may work against as well as for traders. The use of leverage can lead to large losses as well as large gains.

Benefits of trading CFDs
CFDs have been used by skilled investors for over twenty years and emerged originally as an over-the-counter (OTC) product. CFD associated trading and hedging is one of the fastest developing areas in the Australian and European derivatives markets. This acceptance has arisen as a result of the following main features:

Leverage
CFDs enable you to gain full exposure to a share, commodity, Currency or index for a fraction of the price of buying the underlying. CFDs call for only a small initial margin to secure a trade.

The ability to go ‘short’
CFDs allow traders to take advantage of falls in prices. This means that investors can benefit whilst prices are going down, not just up. CFDs are thus an excellent investing and hedging instrument.

Ease
Non-expiry: The majority of CFDs do not have an expiry. They are perpetual in nature. For CFDs that do not expire, the only way to close a position is to trade the opposite side of the position.

The CFD mirrors the value of the underlying: Unlike other types of derivatives (i.e. options and futures), cash flows such as carry costs and dividends are not mirrored in the cost of a CFD. Instead, cash flows are paid whilst the trade is open, allowing CFD prices to track the underlying instrument rather than trade at a reduction or premium, as can be the case in other forms of derivatives.

Advantages of ASX Listed CFDs
Market Independence
ASX is required under the Corporations Act to guarantee that its markets are fair, orderly and transparent. ASX ensures a sound operational and front-line regulatory environment for its exchange-traded markets and clearing and settlement services, providing effective systems and infrastructure together with services intended to maintain and improve the integrity, performance and effectiveness of its trading, clearing and settlement facilities. For the ASX Listed CFD investor, this means being able to participate in the market with confidence.

As the central market operator, ASX is independent of the parties with whom you are receiving advice and dealing through enabling it to act fairly and impartially. This separation of responsibility between broker and exchange also provides customers with choice as to whom they wish to effect their business through.

Having a central market also means there is one typical contract specification for all ASX Listed Contracts for difference, not a different product based on who you execute through. It’s a fundamentally superior Contract for difference market.

Transparency
Transparency is a main ingredient in a well educated market. ASX reports on all ASX Listed CFDs transacted, open positions, bid, offers and their volumes. In fact, all the market information you are used to seeing from the ASX. This means a better informed market.

ASX Listed CFDs are traded in the same way as any other ASX traded contracts:
1. All prices are formed in a completely transparent method in the ASX’s CFD central market order book. Each trader’s order is combined in the ASX Listed CFD central market order book with those from other market participants, including market makers, and becomes an integral part of the price discovery process.
2. All trades are filled on a strict price/time priority. Price/time priority means the first person to enter the best price is traded against first. This results in everyone in the central market order book being dealt with equally and consistently, no matter how big or small a trader you are.
3. Notably, whilst prices are transparent, the individual trader remains anonymous, which minimizes market impact expenses (especially those related to others identifying an individual’s trading patterns and trading ahead of him/her).
4. Any person can place into the market a better bid or offer, as is the case in all exchange based markets. No-one is required to accept the price obtainable in the market. However, once an order is filled, you are committed to settle the trade. All prices in the market are firm in the amount indicated.
5. The ASX Listed CFD central market order book incorporates orders from market makers. Their actions help make certain the ASX Listed CFD market has competitive prices and deep liquidity.

Risk Management
ASX Listed Contracts for difference operate in a centrally cleared marketplace. The Clearing House provides central counter party clearing for the ASX Listed CFD market. This involves the Clearing House managing risks to make certain that the interests of its Participants and customers are protected and that the integrity of the marketplace is maintained.

Utilising a method called novation, the Clearing House becomes the principal to all trades and liable to perform against all contracts to which it is a party and effectively ‘guarantees’ performance to other Clearing Participants. Novation and thus the clearing guarantee become effective on registration of the agreement between a buyer and seller.

This exposure is then managed and the clearing guarantee implemented in a number of ways. Initially this is achieved by the collection of the various margins. The collection of these moneys protects against severe price movements and prevents participants from accumulating large unpaid losses that could possibly impact on the financial position of any other market users. This is a main element that differentiates exchange-traded markets from over-the-counter (OTC) markets, where such a strict margining regime is not in place.

The ASX Listed CFD market also has access to the Clearing Guarantee Fund meant for use in the event of failure of one or more Clearing Participants.

Trading in the ASX Listed CFD Market
When trading ASX Listed CFDs, your order is entered directly via a market member into the ASX Listed CFD central market order book. This order book is available for the market to see. All orders are executed on a strict price/time priority. This means that the initial order with the best bid or offer price is always filled first. Dealing in the ASX Listed CFD central market order book also ensures “customer orders” are always given precedence above a broker’s “house orders”.

In contrast, traders executing CFDs using an Over-the-counter broker, do not have their orders in the ASX Listed CFD central market order book. Customer orders are transacted with the OTC CFD counterparty (typically described as a CFD Broker). The customer’s order is not protected by the ASX’s price/time priority or customer order priority rules.

To find out more about ASX CFDs you ought to download this CFD ebook which explains ASX contracts for difference in detail including how they are margined, priced, cleared and how you can go about finding a broker that is able to offer you the world’s first exchange listed CFD contract.

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Learn More About Contract For Difference Margin Types

Posted by fts on 08 July 2010

CFD Margin requirements
An initial margin amount is required to open a CFD position, either long or short. There are two sorts of margins which are applied to the entire value of a Contract for difference position. They are initial margin and variation margin.

Initial Margin
Initial Margin is the initial deposit needed to open a position. For Australian equity Contracts for difference, this ranges from between 5% to 50% of the total notional value of the position. Hence, if you bought 10,000 XYZ CFDs at $1.35, you would be required to have not less than $1,350 within your account to cover the minimum margin prerequisite (10% of the total position size of $13,500). The margin prerequisite for index and foreign exchange CFDs is often as low as 1%.

Variation Margin
Variation Margin relates to the difference between the initial margin and the margin needed to hold the position open as the position value changes. For example if you buy 2,000 XYZ CFDs, at $5.60 it will give you a position value of 2,000 x $5.60 = $11,200. Assuming XYZ is margined at 10% you would want at the very least $1,120 initial margin to open this position. If XYZ falls to say, $5.40, you will now have a loss of $400 ($0.20 x 2,000). This loss (known as variation margin) is subtracted from your initial margin of $1,120, leaving a deposit of $720. Since you continue to hold 2,000 XYZ contracts at $5.40 you will have a margin requirement of $1,080 (i.e. 2000 x 5.40 x 10%). There’s now a paper loss of $400 and the initial margin has been reduced to $720. This is exactly $360 less than the margin required to keep the position open, which means more margin is necessary to top up the account. The deficit in margin is known as a shortage in equity. If you cannot sustain your margin requirement you will be unable to increase your position however you will always be able to reduce or close a position.

Equity Balances
The equity (or balance) of your account will vary according to the money you have deposited or withdrawn out of your account, the profits or losses in your account and the size of the positions held. In the course of the trading day your account balance, plus all open positions, are valued against the prevailing market rate. As a result your equity balance is continually calculated in-line or marked-to-market with market movements. Your end of day account balance is calculated using the mid-closing rates (or the last traded price). The equity balance is used to evaluate your available margin against existing positions, and possible new positions you may need to take. Your cash balance is used to establish if there is a necessity for additional margin deposits on your account. Once a CFD trade is opened, variation margin requirement should always be maintained on your open positions. It’s your responsibility to ensure that your account is satisfactorily margined always, particularly during volatile trading periods. You’ll only be allowed to buy and sell and maintain open positions on the basis of cleared funds in your account, not on promised funds or funds in transit for that reason you are required to permit sufficient time for funds to clear when depositing cash into your account.

If a position turns into profit, the rise in the equity of your account allows for more positions to be opened.

Shortage in Equity
A shortage in equity takes place when the account balance falls below the specified initial margin. Accounts having a shortage in equity are usually only allowed to reduce open positions, until the equity balance is in more than the required deposit. No new positions can be opened until this situation is rectified.

Margin Calls
If the market moves against you and your equity balance falls below your initial margin you normally have the option to:
i. close a number of of your open position(s), to reduce your initial margin to the required level; and/or
ii. add more money to your account to maintain the initial margin.
This is the initial trigger level for margin, referred to as the ‘Margin Call’, which you must add additional funds to keep your open positions.

Stop Out Level
You are at risk that your open positions will generally be closed whenever you have less than 40% of your required initial margin (i.e. 40% of the position size) however this will likely vary between CFD providers.

Margin, leverage and risk
Margin plus the associated leverage can be very useful if you utilize it correctly. It can also be devastating to the inexperienced trader who has little understanding of the hazards of using leverage and not using a defined risk management strategy. There are many ways of using the leverage available by trading CFDs, from the most conservative to the most aggressive. The way in which you utilize leverage will depend upon your individual circumstances.

Before trading Contracts for difference you must read the Product Disclosure Statement (PDS) your CFD broker issues as this will explain in detail how your Contract for difference provider deals with margin. You must also read this free guide to CFD trading, which explains leverage and margin in detail.

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