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Re: S&P Slippage



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Not only are the fills generally better (can fill at the bid or ask
depending on your position) but knowing "when you are in and when you are
out" is the biggest advantage is what makes up for any difference?

Ask you broker for a discount on multiple contracts. I was offered a
discount  of 25% of a 1 lot over a 5 lot.  Honestly think it should be more
than that?

----- Original Message -----
From: ndtrader <ndtrader@xxxxxxxxxxx>
To: Ray Gurke <Ray@xxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Monday, February 25, 2002 9:14 PM
Subject: Re: S&P Slippage


> Eminis - no slippage on stops on Globex, for as long as I can remember.
> You pay 25 points or less in commission.
> Also, your SP broker will give you grief if you C&R, whereas with ES it is
> not an issue.
>
>
> ----- Original Message -----
> From: "Ray Gurke" <Ray@xxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Monday, February 25, 2002 9:39 PM
> Subject: S&P Slippage
>
>
> > A question for you seasoned S&P aficionados...   assuming
entering/exiting
> > using stops, from your experience what is likely to yield the least
> > transaction costs ( slippage + commission) -- trading 1 large S&P or 5
> > e-minis?
> >
> > TIA,
> >
> > Ray
> >
> >
>