FTSE March Futures below CFD's

Discussion in 'Index Futures' started by wozdan1, Feb 5, 2007.

  1. wozdan1


    Isn't there some money to be made by buying the march futures contract and selling the CFD's? the diffrence is about 20 points now. You will earn interest on the short CFD position and gain when the futures moves above the index. Shouldn't this diffrence be quickly exploited by arbitrageurs? What is the risk here? The price of settlement of the FTSE contract should equal the index at expiry right?:confused: