Skip to main content

Back to the futures

Contracts for difference have come a long way since their inception 20-odd years ago. With so many new ways to trade them, CFDs now make up 30% of LSE volume.

Futures were once called contracts for difference (CFD) because of the way they are structured, margined and marked to market. Essentially, CFDs are agreements between two parties to exchange in principal value the difference between the opening and closing prices of the contract, multiplied by the number of shares listed in the contract.

CFDs are ‘over-the-counter' equity derivatives, allowing

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Want to know what’s included in our free membership? Click here

Show password
Hide password

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here