Does anyone know what kind of liquidity is available in the grains & livestock futures? I'd like to know what kind of size you can get off before you would start to get meaningful slippage (i.e. more than a couple of ticks). What kind of size would start to become a bit tricky to get in and out of? Interested in the following contracts: Soybeans Corn Wheat Live Cattle Feeder Cattle Lean Hogs Pork Bellies Lumber (yeah I know this isn't agricultural) What about liquidity for the spreads? Also does anyone have a kind of "rule of thumb" for "do-able" size e.g. 1% of daily volume, 0.5% of open interest etc, before slippage starts becoming an issue?