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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
>
>
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