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Bond stops are very clean unless market conditions are fast. Im almost always filled either at and occasionally at 1/32 away. In the morning just after the employment report slippage can be 1/2 point or more. Generally speaking, slippage is minimal.
Stewart
At 12:05 PM 3/4/99 -0600, Gary Kramer wrote: >>>> Approximately how much slippage can one expect on a stop in the bond pits? Thanks Gary Kramer Oak Park, IL 60302 708-401-0382 (Voice mail and Fax)
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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