Hello all. I am looking for clarity with regards to CFD's. I would like to eventually trade a system I have been working on. It would involve long/short across CFD's (commodity/financial instruments and FX). No equities. I have come to understand that spreadbetting bid/offers can be skewed towards buyers or sellers depending on the spreabetting provider. Price are somtimes not exactly where they should be, but they are allowed to do so, they are essentially making prices. My question relates to whether CFD pricing are closer the market. Are they ? I have heard sum1 say that equity CFD's bid/offer are always at, or much closer to the market than spreabets (i.e prices are not skewed). Has any come across this ? How about CFDs on commodities, bonds etc... For instance, how close are IG's prices to the futures contract on which it is based on ? Is there a difference therefore in pricing between CFD and spreadbet? (perhaps one of the reason why we pay CGT on cfds). I ask because, when use mechanial systems, if my sell stop is 55, and market reaches 53, i dont expect to be kicked out, yet due to skew on spreadbet prices, one may be kicked out. Any thoughts / experience? Dre