warning to all cfd: margin traders, page-30

that being the case CK, if say 10 punters want 200,000 of stock XYZ and the CFD provider only has 50,000 on the opposite side, they have to buy 150,000 in the physical market or reject the orders to mitigate risk? what if the stock runs sharply one way and the person on the wrong side quickly closes his position, isn't the CFD provider then carrying a lot of the risk? I can't see how they can fully protect themselves in a very volatile market if they're not actively trading the underlying security, obviously they must, just that it won't correspond to individual orders, it might be a continual adjustment process? They are so opaque I have little faith in them.