Trading on the LME - Aluminium

["John Barnes" <maau83@xxxxxxxxxxxxxx>]

I'm trying to get some info on trading aluminium and copper on the LME,
hopefully someone can help.

Firstly, which historical price series should I use? From what I've read the
3mth contract is the most liquid but can I trade the cash price as reported
by LME? How "available" are these prices i.e., what sort of slippage can I
expect?

How complicated is it to trade? I've read that one only realises
profits/losses 3mths after the trade even if you close it out after a day.

I'm also slightly wary of falling foul of some arcane LME price reporting
idiosyncrasies i.e., I don't want to build a system using cash only to find
that the cash price is totally untradeable.

Any help would be more than appreciated.

Thanks,

JB