Compared with an actual investment in a basket of shares, taking a long position in SIF has another shortcoming.When the market drops, both shares and the long position in SIF will lose value.

• 第二个缺点是，不像股票，指数期货是有到期日的，而且到期日多半很短，近的就在当月月底，远的也不过就是一年又两个月以后。