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>Increase or decrease slippage due to bid/ask spread?
The small increase in vol. shouldn't effect slippage. Any increase in vol
will likely be offset by the increased liquidity (it will take more
contracts to hedge a position than it does now).
> Since the ten year is trading generally as much volume as the 30 year, >
is it now the preferred trading vehicle? >>
>
The tens have greater OI than the bonds, but the volume is generally 1/3
-1/2 that of bonds.
Stewart Taylor
Taylor Fixed Income Outlook
Voice: 501-219-9774
Fax: 501-228-0963
E-Mail: staylor@xxxxxxx
Web Site: http://www.cei.net/~staylor/
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