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Com o $SPX em torno de 7465.17, estou analisando o custo total de carregamento para uma posição longa de CFD S&P versus o rolamento de futuros $ES. A taxa de financiamento em CFDs pode, por vezes, ser um entrave significativo em trades de longo prazo. Alguém tem um detalhamento claro de sua experiência?
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.
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.
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