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John,
Generally the contracts with the largest daily volume and the largest open
interest have the greatest liquidity.
John Stevenson wrote:
> Essan:
> How is liquidity of a given contract determined, and what level is
> considered to be too thin? Does thin liq. mean that there is not enough
> cash in the contract to cover open pos'ns?
>
> Thanks in advance,
> John Stevenson
>
>
> > Close out existing position and open new position in next liquid
> contract.
> > You will have to instruct your desk to do this. Do not worry so much
> about
> > commissions - They are a function of doing business.
> >
> > De Vries, Trevor wrote:
> >
> > > R'Ters
> > >
> > > Can someone please explain to me how you 'rollover' your futures
> contract:
> > >
> > > ie. I am long Sugar which for example expires in 3 days.
> > > Do i have to close this out and then buy the next months contract,
> thereby
> > > incurring the additional commisions ? or is there another way.
> > >
> > > Regards
> > >
> > > Trevor De Vries
> >
> >
> >
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