Regulation & safety

Margin close-out rule

Also calledclose-out rule

A margin close-out rule requires a broker to close one or more leveraged CFD positions when a client’s account equity falls to a regulator-set threshold, commonly 50% of the required margin. It is an account-level protection, not a guarantee against losses beyond the trigger point if markets move fast.

What Margin close-out rule means

This rule tells the broker when it must start closing CFD positions to stop losses from getting too large. Under ESMA and FCA rules for retail CFDs, the trigger is generally when net equity falls below half of the margin needed to keep the positions open. The broker must then close positions as soon as market conditions allow.

The rule can limit how far a losing retail CFD trade is allowed to run before forced liquidation starts. That can reduce the chance of deeper account losses, but it can also close positions earlier than the trader expects. The exact calculation is important because firms may measure it across the whole account, not trade by trade.

Suppose a retail CFD account needs $2,000 of margin to maintain open positions. If net equity falls below $1,000, the broker must close positions according to the applicable rule and its execution process. The precise order of closures can depend on the broker’s terms and prevailing market conditions.

Common questions

Is the margin close-out rule the same everywhere?+

No. The threshold and mechanics depend on the regulator, product type, and account structure, though 50% of required margin is common in retail CFD rules.

Does close-out guarantee no losses beyond the trigger?+

No. Fast markets, gaps, and execution delays can still produce losses below the trigger level.

Go to the original material.

01ESMA Q&A on product intervention measures02FCA PS19/18 policy statement03FCA Handbook, COBS 22