Hi Yabz,
We planning to trade Sugar and Coffee soon. Just curious how are actual fills on Sugar and Coffee (if you trade it). Basically what size causes what slippage? I know that they are thin.
Thanks,
redduke
If you trade between 9:00 am to about Noon US Eastern time you will be just fine. We've done very well for ourselves with Sugar and Coffee - it's not as thin as possibly you have it pictured in your mind during those hours. The prompt month spreads are a few hundred up. Cocoa's not a bad trade, either.
Cotton, on the other hand, is both thin and stupidly volatile.
What would be sugar and coffee slippage on let’s say 10 contracts trade?
Thank you
During the trading hours I mentioned my guess is one tic in the prompt month if you hit a bid or lift an offer.