Our values


Being open with our clients and listening to their concerns makes us one of the most transparent Forex brokers in the market. We aim to provide the industry’s best customer service where feedback is turned into tangible results.

Technology and research

At First Pacific Ltd. we are constantly looking to “sharpen the saw” – research and development is one of our biggest operations as we aim to expand our product offering to clients. The Forex industry is expanding at an ever increasing rate and our goal is to stay ahead of the curve, and the competition.

Trading environment

Our clients must feel as comfortable as possible when tackling the Forex market. The goal here then is to provide an environment that both respects the trader, by furnishing our account with some of the most competitive trading conditions on the market, and coupling that with rapid market execution to give our traders everything they need, and all in one place.

CFD Trading Specifications

With our transparent cost structure and excellent trading technology, we can assure you that we execute every trade at the best possible rate, passing on the maximum possible profits to you. All CFD products from the table below are available both on the MT4 and MT5 platforms.

Lot size
SymbolMargin, %1 PipSpreadCommission


We offer a non-expiring CFDs market based on the front month (“spot”) futures price of WTI and Brent crude oil.
One trading day prior to the expiry date of the futures market, we will:
1. Adjust the quote of the market by the difference between the last traded prices of the spot (front) month and the next month’s price (the spread).
2. Make a credit/debit adjustment to your accounts with open positions based on the spread.
3. Adjust any working stop or limit orders based on the spread.

On 1 January, we quote 98.10 – 98.25 for the spot WTI market. This price is based on the current front month for WTI, which in this example is the February 2014 contract.
You decide to SELL 0.1 CFDs and hold your position open through the next month.
On 15 January, we switch from using the February 2014 quote to the March 2014 quote as the basis for the spot price, because the underlying February 2014 futures market expires on 16 January.
The last traded prices of the underlying NYMEX futures contract for the spot month are 98.00 (Feb) and for the next month 96.62 (March.) so our price is adjusted down by 138 pips.
Your open position is adjusted by 138 pips (+138 for long positions, -138 for short positions.) In this example, the account will be debited (1.38*1000*0.1) = $138.
In other words, because the spot quote dropped by 138 , your account would be debited the equivalent of 138 pips to adjust for the change in quote. If the quote had risen by 138 pips, you would be credited the equivalent of 138 pips. This happens each month when the new quote is issued.


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