MetaTrader 4
Vertex FX 10

Account Types

Abshire-Smith provides tailored trading accounts with different specifications to meet the requirements of our clients.

  • The Abshire-Smith standard account is aimed at the individual trader. The account is provided with fixed spreads offering the trader an easy to understand cost of trading.

    The standard trading account by default is offered on the VertexFX Trader platform.

    For examples of contract details such as margin and spread please see the Product Specification's

  • Shariah compliant finance is an area of modern finance that is rapidly growing, with many global banks and specialist investment houses tailoring products to Middle Eastern clients, as Middle Eastern countries take a stronger financial position across global markets. Abshire-Smith are a leading provider of financial derivatives in the Middle East for both retail and institutional traders. By committing to providing tight spreads for swap free trading accounts our clients can access the global financial markets whilst remaining shariah compliant.

    Shariah compliant accounts are offered without incurring rollovers (Positive or negative interest) abuse of the free facility will not be tolerated. An example of abuse would be holding a large position over a long duration, without incurring the associated interest. If you have any questions regarding the swap free trading accounts please contact the dealing desk

  • Direct Market Access (DMA) is provided at an institutional level, for trading desks that require exceptional execution and a depth of liquidity. Abshire-Smith has invested into building relationships to source a competitive liquidity stream.

    The DMA accounts are suitable for professional traders, CTAs, hedge funds and money managers.

    The above pricing can also be accessed through either bridging orders directly to Abshire-Smith or API/FIX connections. For questions regarding integration or the further benefits please contact

    Please be aware that orders are subject to positive and negative slippage and are executed at the underlying market price.

Request callback

Back to Top