Hi there,
I am looking at the roll over rates of MB and noticing several things. First they are not good (to put it polite!, for example up to 275 bps difference to IB - short GBP/USD)
However, this seems to be one of the prices you pay to be trading with them. How can I derive them from benchmarks, or what is their algorithm (comparable to the info provided by ib (http://www.interactivebrokers.com/en...?ib_entity=llc).
It seems that their rates are especially bad, if you are short one some contracts. Surprisingly they have slightly better rates then ib for some contracts, if you go long (for example long GBP/USD:130bps). I just do not get their system. Who can help?
Pete
I am looking at the roll over rates of MB and noticing several things. First they are not good (to put it polite!, for example up to 275 bps difference to IB - short GBP/USD)
However, this seems to be one of the prices you pay to be trading with them. How can I derive them from benchmarks, or what is their algorithm (comparable to the info provided by ib (http://www.interactivebrokers.com/en...?ib_entity=llc).
It seems that their rates are especially bad, if you are short one some contracts. Surprisingly they have slightly better rates then ib for some contracts, if you go long (for example long GBP/USD:130bps). I just do not get their system. Who can help?
Pete