Are you referring to the carry cost? Apart from that, the lower
the volume, of course, the greater likelihood of slippage &
higher volatility relative to the more heavily traded contract.
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Are you referring to the
The continuous ES contract (all Equity contracts) have rolled over ...
Posted by a_l_ on 10th of Dec 2015 at 11:15 am
Are you referring to the carry cost? Apart from that, the lower the volume, of course, the greater likelihood of slippage & higher volatility relative to the more heavily traded contract.