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Do Futures CFDs expire and when?

Some do. Futures CFDs expire when the underlying instruments expire.
CFD indices do not expire.

The expiry date and time for a particular Futures CFD is shown in the trading platform.  See: Account > Trading Conditions > Expiring CFDs Trading Conditions.

 

You can also see the expiry date and time of each specific CFD on the trade ticket when you place an order.