the slippage of T-Notes changed?

Discussion in 'Trading' started by 0008, Nov 29, 2002.

  1. 0008

    0008

    Is the slippage of T-Notes changed to 0.01? Wasn't it half tick? Or due to the half day trading, so the slippage increased?
     
  2. Aaron

    Aaron

    The spread is still usually a single tick with good size on both sides. You'll probably get less slippage trading the a/c/e electronic contract.
     
  3. Aaron

    Aaron

    And, just to be clear, a tick in the t-notes is one-half of a 32nd.
     
  4. you should consider that volume today in ZF/ZB/ZN and the pit
    contracts is EXTREMELY low. the guys are at home today.
    therefore, the spread may be .01 sometimes