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■ Cautionary Statement

Over-the-counter CFD transactions handled by our company are not financial products that guarantee principal or profit, and there is a possibility of losses exceeding the principal due to fluctuations in the price of the underlying asset, exchange rate fluctuations, and leverage effects. For stock index-related CFD transactions and CFD transactions with non-futures products as underlying assets, interest adjustment amounts occur (payment when holding long positions, receipt when holding short positions). However, since interest rates fluctuate reflecting various factors such as economic conditions and political situations in each country, it may result in payment to our company even when holding short positions. In addition, for CFD transactions with ETFs as underlying assets, borrowing interest adjustment amounts may occur under circumstances where it is difficult to procure the underlying ETF, resulting in payment when holding short positions. Furthermore, for stock index-related CFD transactions, if a position is held at the end of trading on the ex-dividend date, a rights adjustment amount will occur (generally, receipt when holding long positions, payment when holding short positions). However, if the underlying stock index itself considers dividends, depending on the liquidity provider used, it may result in receipt when holding short positions and payment when holding long positions. If corporate actions or similar events occur for the underlying asset of stock index-related CFD transactions, our company will, in principle, set a settlement date and suspend new order placements. If positions are not settled by the settlement date, such positions will be forcibly settled by our company's arbitrary offsetting trade. In addition, for CFD transactions with commodity futures as underlying assets, to allow trading without a settlement deadline, rollovers are performed daily, automatically deferring the settlement date to the next business day or later, and a price adjustment amount determined by our company occurs for unsettled positions at the end of the current day's trading. The customer's cost in trading is the spread, which can widen significantly during sudden market changes or periods of low liquidity. The required margin for individual customers (the minimum necessary funds for trading) is calculated by determining the assumed principal (for stock index-related CFDs, benchmark price × 1.1 × trading volume × trading unit per 1 Lot × yen conversion rate; for commodity CFDs, benchmark price × 1.2 × trading volume × 1 Lot per trading unit × yen conversion rate), and multiplying it by 10% or more for stock index-related CFDs and 5% or more for commodity CFDs. Leverage is calculated as assumed principal ÷ required margin, resulting in a maximum of 10 times and 20 times, respectively.

Before trading, please read the pre-contract document carefully, understand its contents, and make transactions at your own discretion.