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Re: Fut-Bonds



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ADB Trdr wrote:

> RTs:
>
> I would like to hear from all RTs that trade Bonds
> as to your experience with slippage on your
> entry and/or exit orders using stops.

Dear Kirk:

This is a delayed reply due to my travel, but I'll add my two cents
worth. I trade an intraday mechanical system for the bond, and the
system requires a stop. My experience has been that the stop, when
elected, goes off at the stop price, almost every time. Worst case is
one tick away.  I have attributed the efficiency to my broker's pit
operations, although maybe the bond market is just that liquid!

Jim Oliver