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Based on my careful review of Tokai Tokyo’s available information, there’s a notable lack of published detail regarding the nature of their spreads—whether fixed or variable. As an experienced trader, transparency around spreads is crucial for managing costs and anticipating slippage, especially during high-volatility events. The absence of explicit spread data or discussion on how spreads behave during news releases leaves some uncertainty for me. Generally, with major, regulated Japanese brokers like Tokai Tokyo, I expect tight risk controls. However, without clarity on spread structure, it’s difficult for me to accurately gauge trading costs or risk of widening spreads under stress. From my perspective, brokers in Japan regulated by the FSA are typically held to high standards for risk management, which can help mitigate extreme spread expansion during volatile periods. Still, prudent risk management on my end demands concrete data, and the current opacity around Tokai Tokyo’s spreads is a point of concern. In my experience, responsible trading decisions rely on knowing these spread behaviors—especially if I plan on trading around news releases, where variable spreads can widen considerably and increase execution costs. For those considering Tokai Tokyo, I strongly recommend reaching out directly to clarify their spread model and typical handling during volatile market conditions, since predictable trading costs are fundamental to managing long-term risk.