PIby u/pieter54·1moDiscussion

S&P 500 CFD vs. ES 期货 - 资金成本

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$SPX 约为 7465.17,我正在分析做多 S&P CFD 头寸与展期 $ES 期货的总持有成本。CFD 的资金费率有时会成为长期交易的重大拖累。有没有人能清楚地分解一下他们的经验?

5 comments · 16 points
SAu/sarah55·1mo

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.

SKu/sneha_khan·1mo

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.

SKu/sneha_khan·1mo

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.

ADu/ananya_desai·1mo

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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