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Trading indices futures is an easy way to buy a busket of shares at once. For example, instead of buying every single share from FTSE100, one can trade FTSE100 index instead as it's much easier and much cheaper. Normally, indices are traded through futures or CFDs, they are pretty much the same thing except that CFDs can be futures and spots. Basically, it's an easy way to invest in or trade a busket of shares.