As Scratch states, CDC feathers float due to the structure of the barbs that trap tiny air bubbles.
(There was a myth flying around when CDC first became popular in the UK that if you cut the ends off the feathers, the oil would leak out!)
Flies tied with CDC will mess up after catching a fish or two as the feathers get coated with fish slime - wash the fly in the river/lake and leave it to dry in the air and it will trap air bubbles again.
The Trigger Point International fibres as mentioned by mrtrout float mainly for a different reason - they are pre-treated with Watershed.
Brit, you hit the nail on the head re shuttlecock patterns with your phrase - "shop bought".
Many factory tied shuttlecocks either do not include enough plumes or they use sub standard feathers lacking in the barbules that trap air.
Try tying your own using good quality feathers - and don't skimp on the quantity. Remember - DON'T gink the CDC or you will immediately render them worse than useless.
TPI fibres are excellent for wing posts in parachute patterns - you could certainly tie shuttlecock patterns with the fibres but my first choice would always be CDC.
OK - I am biased but for CDC, take a look here:
http://www.flytyingboutique.com/stor...136&category=6
For TPI Fibres, take a look here:
http://www.flytyingboutique.com/stor...=69&category=5
And for the best "single colour" polyprop yarn, here:
http://www.flytyingboutique.com/stor...=71&category=5
Kind regards