Global Support Network

Precise answers. Absolute clarity.

We do not believe in burying our clients in endless text. Below is the operational data required to manage your account, execute your strategy, and navigate the INFINOX trading environment.

Margins & Financing (Swaps)

Our risk management protocol triggers a Margin Call warning if your account equity falls to 50% of the margin required to sustain your open positions. If equity drops to 20% of the required margin, the system executes an automated stop-⁠out, closing positions sequentially to protect your account from deeper losses.
These boundaries are hardcoded at the account group level based on your regulatory classification. Comprehensive definitions and mathematical examples are detailed within your Client Agreement.
A swap charge is the net interest differential applied to positions held open past the daily market close. These overnight financing rates are derived directly from our liquidity providers and vary depending on whether you hold a long or short position.
Overnight financing adjustments are calculated and applied automatically to active positions immediately following the daily server midnight rollover.
Swaps are calculated based on the specific asset’s pricing mode as defined in the instrument specifications. This may be measured by points (fixed point values relative to volume), money (direct currency value), or an annualized interest rate.
Unlike spot contracts, futures contracts do not incur daily swaps; they have defined expiration dates. Upon contract expiry, open positions are rolled over to the next consecutive contract month. This protocol simulates closing the expiring contract and opening the new one, resulting in a cash adjustment debit or credit based on the price spread between the two contracts.