CFDs - Institutional Rates

Russell 2000 and VIX to be available for trading from 1st March

Saxo Capital Markets is expanding its strong lineup of Index Tracking CFDs with the addition of the US 2000 CFD following the price of 2000 small-cap US stocks and the US Volatility Index CFD following the VIX futures contract. Both new Index Tracker CFDs will be available for online trading from 1st March. More information is available under CFD Index Trading Conditions on Saxo trading platforms.

CFD Trading

These two Index Tracker CFDs follow the price of the underlying futures contract and trades with the future’s market spread with a small markup. There are no other fees or commissions when trading these CFDs, however, a small minimum trade size apply. Compared to the underlying futures contract the CFDs carry a significantly lower margin requirement - giving you full flexibility when managing your portfolio.

CLOSING AUCTION SUPPORT FOR SINGLE STOCK CFDS

For Single Stock CFDs in Europe and APAC (all non US) where Saxo Capital Markets acts as a Market Maker, from 1st February client orders in these instruments will be onwards routed to the exchange closing auction by the order management system and participate in the closing auction on the exchange. Also, orders placed after continuous trading ends, and before the auction uncrosses, will no longer be queued for next day but onwards routed to participate in the uncrossing. Orders places after the uncrossing will be queued for next trading day opening.

CFDs ON THE JOHANNESBURG STOCK EXCHANGE

Saxo Capital Markets is pleased to announce the launch of Single Stock CFDs from the Johannesburg Stock Exchange enabled for trading on the 17th of October. This is the first African exchange offered by Saxo Capital Markets. Due to regulatory issues, South African Single Stock CFDs and Stocks are offered to offshore clients only.


Professional subscribers to AMEX and NYSE Real-time market data

If you qualify as a professional subscriber according to the AMEX or NYSE you will need to manually subscribe to real-time market data by submitting the relevant exchange agreements. To subscribe to real-time market data for NYSE you will need to complete both the subscriber agreement and the Third Party Billing Addendum.

Print and complete the relevant Subscriber Agreement Forms and fax it to
65-6303 7808 or scan it and send it by email to exchanges@saxomarkets.com.sg.

Agreement Exchange Name Monthly Subscription Fee
pdf American Stock Exchange (AMEX) - Level 1 USD 30
pdf New York Stock Exchange (NYSE) - Level 1 USD 127,25 - 1 User ID
pdf NYSE Third Party Billing Addendum
– For Professional Subscribers Only!
USD 79,50 - 2 User IDs
USD 58,25 - 3 User IDs
USD 53,00 - 4 User IDs
USD 47,75 - 5 User IDs
USD 39,75 - 6 to 9 User IDs

 

SAXO CAPITAL MARKETS CFD MARKETS

Saxo Capital Markets currently offers CFDs on the following exchanges:

Region Exchange Name Trading Hours Commission Ticket Fee* Ticket Fee Threshold* CFD Financing (long/short)
North America American Stock Exchange (AMEX) ** 13:30 - 20:00 1.5 cents per share USD 10.00 USD 10,000 1.5pp/-1.5pp
North America NASDAQ Global Markets (NASDAQ NM) 13:30 - 20:00 USD 10.00 USD 10,000 1.5pp/-1.5pp
North America New York Stock Exchange (NYSE) 13:30 - 20:00 USD 10.00 USD 10,000 1.5pp/-1.5pp
North America NYSE ARCA (NYSE_ARCA) 13:30 - 20:00 USD 10.00 USD 10,000 1.5pp/-1.5pp
North America Toronto Stock Exchange (TSE) 14:30 - 21:00 2.25 cents per share CAD 15.00 CAD 10,000 2pp/-2.5pp
Europe Athens Stock Exchange (AT) 07:30 - 13:40 0.40% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Euronext Amsterdam (AMS) 07:30 - 13:40 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Euronext Brussels (BRU) 07:00 - 15:35 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Euronext Lisbon (LISB) 07:00 - 15:35 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Euronext Paris (PAR) 07:00 - 15:35 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Frankfurt Stock Exchange - Xetra (FSE) 07:00 - 15:35 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe London Stock Exchange (LSE) 07:00 - 15:30 0.05% GBP 4.00 GBP 8,000 1pp/-1pp
Europe London International Exchange (LSE_INTL) 07:00 - 15:30 0.10% USD 20.00 USD 10,000 1pp/-1pp
Europe Milano Stock Exchange (MIL) 07:05 - 15:31 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe OMX Copenhagen (CSE) 07:00 - 15:00 0.05% DKK 50.00 DKK 100,000 1pp/-1pp
Europe OMX Helsinki (HSE) 07:00 - 15:30 0.05% EUR 7.00 EUR 10,000 1pp/-1pp
Europe OMX Stockholm (SSE) 07:00 - 15:30 0.05% SEK 50.00 SEK 100,000 1pp/-1pp
Europe Oslo Stock Exchange (OSE) 07:00 - 14:20 0.05% NOK 50.00 NOK 100,000 1pp/-1pp
Europe Sistema De Interconexion Bursatil Espanol (SIBE) 07:00 - 15:35 0.05% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Swiss Exchange (SWX) 07:00 - 15:30 0.05% CHF 9.00 CHF 15,000 1pp/-1pp
Europe Vienna Stock Exchange (VIE) 07:21 - 15:30 0.08% EUR 6.00 EUR 10,000 1pp/-1pp
Europe Warsaw Stock Exchange (WSE) 07:30 - 14:10 0.25% PLN 60.00 PLN 35,000 1pp/-1pp
Asia Pacific Australian Stock Exchange Ltd. (ASX) 23:00 - 05:11 0.05% AUD 5.00 AUD 10,000 1pp/-1.5pp
Asia Pacific Hong Kong Stock Exchange (HKEX) 01:30 - 08:00 0.21% HKD 80.00 HKD 95,000 1pp/-1.5pp
Asia Pacific Singapore Exchange Securities Trading Limited (SGX-ST) 01:00 - 09:06 0.15% SGD 8.50 SGD 17,000 1pp/-1.5pp
Asia Pacific Tokyo Stock Exchange (TYO) 00:00 - 06:00 0.10% JPY 500.00 JPY 1,000,000 1pp/-1pp
South Africa*** Johannesburg Stock Exchange (JSE) 07:00 - 15:00 0.23% ZAR 90 ZAR 111,000 3.5pp/-2.5pp

*Trades executed below the Ticket Fee Threshold for each exchange are subject to a Ticket Fee in addition to Commission charges.

**Due to limited liquidity in the exchange order book, market orders are not supported on this exchange as the fill price can vary considerably from the indicated market price. Use Limit Orders instead to guarantee the minimum price for your order.

*** South African Stocks and Single Stock CFDs are not available to residents of South Africa due to regulatory issues.

Stock CFD Margins

CFDs are offered under a number of margin groups with margin requirements that depend on the market capitalisation, liquidity and volatility of the stock.

Margin Group Category

Minimum Margin

Group A Exchanges Other Exchanges
Group 1 Indices 5% 20%
Group 2 Low risk stocks 10% 20%
Group 3 Low-Medium risk stocks 10% 20%
Group 4 Medium risk stocks 15% 20%
Group 5 Medium-High risk stocks 25% 25%
Group 6 High risk stocks 50% 50%
Group 7 Very High risk stocks 75% 75%
Group 8 Extreme risk stocks 100% 100%

You must maintain funds in your account to cover your CFD exposure at all times.

CFDs Traded

Select a stock exchange below to list the stocks traded as CFDs that Saxo Bank currently offers for trading on that exchange and their associated margins.

You must maintain funds in your account to cover your CFD exposure at all times.

 

INDEX CFDS

Index CFDs are over-the-counter products where the prices quoted by Saxo Capital Markets are established by its parent company, Saxo Bank A/S. Index CFDs aim to reflect the fair value of the underlying index, but the actual bid and ask price may differ slightly from the actual index level.

Index CFD spreads

Index CFDs are traded on the index level with the following bid/ask spreads:

Stock
Index
Symbol
code
Spread * Trading Hours ** CFD Financing (long/short)
Netherlands 25 AEX.I 0.5 08:01 to 21:55 3pp/-2.5pp
Australia 200 ASX200.I 1.4 10:10 to 16:25 3pp/-2.5pp
France 40 CAC40.I 3 08:01 to 20:55 3pp/-2.5pp
Germany 30 DAX.I 3 08:01 to 21:55 3pp/-2.5pp
Denmark 20 DEN20.I 2.5 09:10 to 16:55 3pp/-2.5pp
US 30 Wall Street DJI.I 7 18:00 to 16:00 3pp/-2.5pp
UK 100 FTSE100.I 3 08:01 to 20:55 3pp/-2.5pp
Hong Kong Index HSI.I 12 09:31 to 16:10*** 3pp/-2.5pp
Spain 35 IBEX35.I 8 09:01 to 17:30 3pp/-2.5pp

Germany Mid-Cap 50

MDAX.I. 15 09:10 to 17:30 3pp/-2.5pp
US Tech 100 NAS NAS100.I 1 18:00 to 16:00 3pp/-2.5pp
Japan 225 NI225.I 20 09:01 to 15:25 &
16:15 to 00:30
3pp/-2.5pp
Switzerland 20 SMI.I 3 08:01 to 17:20 3pp/-2.5pp
US SPX500 SP500.I 1 18:00 to 16:00 3pp/-2.5pp
Italy 40 SPMIB.I 20 09:01 to 17:25 3pp/-2.5pp
EU Stocks 50 STOXX50E.I 3 08:01 to 21:55 3pp/-2.5pp
Sweden 30 SWE30.I 1 09:01 to 17:25 3pp/-2.5pp
Belgium 20 BELG20.I 13 09:10 to 17:30 3pp/-2.5pp
UK Mid 250 FTSE250.I 44 08:10 to 16:30 3pp/-2.5pp
Norway 25 NOR25.I 2 09:01 to 17:20 3pp/-2.5pp
Germany Tech 30 TECDAX.I 4.5 09:10 to 17:30 3pp/-2.5pp

* Normal market conditions. If the underlying future trades at a spread that is larger then the minimum spread the Index spread will be increased with the additional spread from the future. Example: Dax.I normal spread is 3 index points if the future spread is 0,5 indicating normal conditions. If the liquidity is low in the future and the spread is 1 the Index spread will be 3 (1-0,5) = 3,5.

** Please note that times noted are local exchange times

DAX®30 is a registered trademark of Deutsche Börse AG

***From 19th September 2011, Saxo Capital Markets will extend trading hours on the Hong Kong Index CFD to 9:31-12:00 and again from 13:30-16:10 (HKT - Hong Kong local time).

CFD Financing credit/debit rates

As CFDs are a margined product, you finance the traded value through an overnight credit/debit charge. When you hold a CFD over night (i.e. have an open CFD position at close of market on the Stock Exchange or 17:00 New York Time for Index CFDs) your CFD position will consequently be subject to the following credit or debit:

  • When you hold a long CFD-position, you are subject to a debit calculated on the basis of the relevant Inter-Bank Offer Rate for the currency in which the underlying share is traded (e.g. LIBOR) plus a mark-up (times Actual Days/360 or Actual Days/365).
  • When you hold a short CFD-position, you receive a credit* calculated on the basis of the relevant Inter-Bank Bid Rate for the currency in which the underlying share is traded (e.g. LIBID) minus a mark-down (times Actual Days/360 or Actual Days/365).

The credit/debit is calculated on the total nominal value of the underlying stock(s) at the time the CFD contract is established (whether long or short).

If you open and close a CFD position within one trading day, you are not subject to these credits/debits.

* Should the relevant Inter-Bank Bid Rate minus the mark-down result in a debit as opposed to a credit, then you will pay the finance charge.

Conversions of Profits and Loss

Currency conversions of trading costs as well as profits and losses from trading activities are done using the prevailing close rate as of 1700h New York Time, plus/minus 0.5%.

Short Selling CFDs

When short selling a CFD directly on an exchange (ie. Direct Market Access CFDs), you will be affected by the rules for the stock market in that country. For example:

  • For Australian CFDs, you may experience limitations on the amount of CFDs you can short trade in a single day due to limited borrowing availability in the underlying market.

When short selling CFDs, you can experience forced closure of a position if your CFDs get recalled. The risk is particularly high if a stock becomes hard to borrow due to take overs, dividend, rights offerings or other merger and acquisition activities, or increased hedge fund selling of the stock for example.

CFDS SHORT-SELLING RESTRICTIONS

Due to market conditions, a number of financial authorities are announcing rule changes that affect short-selling of physical Stocks. These rule changes are put in place to protect the integrity and quality of the securities market and strengthen investor confidence. As a consequence, the changes will affect the short-selling of related CFDs.

It is the client’s responsibility to keep informed about what markets imply restrictions in short-selling. This can be done by contacting local authorities. List of CFDs available for short-selling is available under CFD Trading Conditions on Saxo trading platforms.

Dividends on CFD Positions

Holders of long CFD positions will, when dividends are paid on the underlying share, qualify for a proportional payout. Holders of short CFD positions will have to pay an amount equal to the full (gross) dividend paid on the underlying share.

All cash dividends for CFD positions are settled on pay date. Cash dividends are booked on ex-date to reflect the market price movement on the ex-date, but the actual value of the payment is settled on pay date.

Dividends on CFD positions are cash adjustments paid or debited by Saxo Cpital Markets and not by the underlying company. Dividends paid on CFDs are not eligible for any preferential withholding tax rates sometimes associated with dividends paid on physical stocks and may therefore differ from the dividends payable on the underlying share.

Each booking will be issued a reference number for the related positions. You can find each booking in the Activity Log in the Account Menu in SaxoTrader 2 and in WebConnect.

Dividends on Index Trackers

When any underlying stock that is part of an Index CFD goes ex-dividend the Index CFD will be price adjusted to reflect this dividend. The weighted proportion of the applicable dividend within the Index will be credited to the Clients account for long positions and debited for short.

Please note that the DAX30 is a Total Return Index, meaning that the index is automatically adjusted for dividends.

Index Dividend = Share Dividend * Shares in index / Index Divisor*.

* Divisor: an amount used to stabilize the index value when its composition changes. The sum of all index members' prices is divided by the divisor to achieve the normalized index value. The divisor is adjusted when capitalization amendments are made to the index members, allowing the index value to remain comparable at all times. To prevent the value of an index from changing due to such an event, all corporate actions that affect the market capitalization of the index require a divisor adjustment to ensure that the index values remain constant immediately before and after the event.

Partial Fills

Partial fills may occur on limit orders and the remaining amount stays in the market as a limit order and may be filled within the order duration.

Market orders can be filled at numerous levels, the price paid will be the volume weighted average price of all the fills.

Market Orders

Certain exchanges do not support market orders. If a client places a market order in these markets, Saxo Capital Markets will automatically convert the order to an aggressive limit order within a certain percentage limit “in the money”. The Percentage limit varies between 1% and 4% depending on the exchange and the type of instrument. Please note that it is a client’s responsibility to check if the order is filled in the market after order entry. If clients experience or suspect any errors with their order, they should contact Saxo Capital Markets immediately.

Exchange
American Stock Exchange (AMEX)
Australian Stock Exchange (ASX)
Athens Stock Exchange (AT)
London Stock Exchange (LSE_SETS)
Oslo Stock Exchange (OSE)
OMX Copenhagen (CSE)
OMX Helsinki (HSE)
OMX Stockholm (SSE)
Singapore Exchange (SGX-ST)

In addition, some of our execution brokers may choose to convert market orders on certain exchanges into aggressive limit orders 3% “in the money”. This is due to their internal compliance and is intended to protect clients from unintentionally moving the market. Saxo Capital Markets will not be responsible for missing fills due to this.

Pre-Opening Order Fills in US Markets

In US markets, Saxo Capital Markets consolidates liquidity from a number of sources in addition to the primary exchanges. When there is a delay in the opening of the primary exchange, orders can be filled from these other sources before trading commences on the primary exchange.

Nordic Markets

Orders traded in the Nordic markets (Denmark, Sweden and Norway) are split into an "Even lot" which will be traded, and a remainder which will be routed to the odd-lot book.

When part of an order is routed to the odd-lot book, limit orders will be filled if possible or left on the book until a fill is possible. A market order will be filled immediately if possible, and will otherwise be cancelled (fill or kill principle).

Warsaw Stock Exchange

Broker’s market orders may be submitted to the exchange only during the continuous trading phase, except when balancing occurs. For any such order to be accepted, at least one opposite limit order must be awaiting execution.

A broker’s market order shall be executed at the price of the best opposite buy or, as the case may be, sell order awaiting execution.

Where any market order is partly executed, the unexecuted portion shall become a limit order at the last price.

Institutional Portal

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Contact Saxo Capital Markets

If you would like to speak with Saxo Capital Markets about opening an account or if you have experienced any difficulties becoming a client, please contact us.

Phone: (+65) 6303 7800
Fax: (+65) 6303 7808
E-mail: info@saxomarkets.com.sg

For full contact list