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Client certificates are used to authenticate the client during the initial SSL connection negotiation. For more information, see FtpWebRequest.EnableSsl.
The .NET Framework caches SSL sessions as they are created and attempts to reuse a cached session for a new request, if possible. When attempting to reuse an SSL session, the .NET Framework uses the first element of HttpWebRequest.ClientCertificates (if there is one), or tries to reuse an anonymous session if HttpWebRequest.ClientCertificates is empty.