The problem JD is that with the real market to get the equivalent position you need to put up around $28K plus commission whereas with CMC it is only about $2K (I usually deal in 100 units with CMC per trade) - otherwise I'd be dealing the real market.
I see someone said the reason now for changes in price is "low liquidity" once upon a time it was "open interest" but no one could ever adequately explain to me what "open interest" meant. LOL