Blue, there are a few around but I use MFGlobal (BrokerOne). All the futures brokers I have dealt with are negotiable on brokerage if you are doing the volume and make sure you can get market depth. Trading the futures market does require more cash than CFD's (hence CFD popularity) but imo it's worth it.
I read an interesting article in the Australian last week about CFD traders being unsecured creditors. Apparently it's buried in the IG and CMC product disclosure statements. I haven't checked but for those using them it might be worth a look.
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