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Con el $SPX alrededor de 7465.17, estoy analizando el costo total de mantenimiento para una posición larga de CFD del S&P versus la renovación de futuros $ES. La tasa de financiamiento en los CFDs a veces puede ser un lastre significativo en operaciones a largo plazo. ¿Alguien tiene un desglose claro de su experiencia?
Are you factoring in the slippage and potential wider spreads when rolling ES futures? That can add up too and sometimes negates the funding advantage.
CFDs are great for short-term tactical trades, but for holding a trend for weeks or months, futures are almost always more cost-effective. The spread between them gets wider with time.
I've definitely noticed the CFD funding costs erode profits on positions held longer than a few days. For anything over a week, ES futures usually come out ahead even with the rolling.
It really depends on your broker's CFD rates and the current interest rate environment. Sometimes the overnight funding is negligible, other times it's a killer. Always check the specifics.
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