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How much money can a trader manager in the S&P 500 futures market before any the institutions notice? For example, with the markets at 3,857 (9/19/22) times a $250 multiple equals a futures contract value of $989,250. A $100 million value is 100 contracts roughly. That seems not a lot of contracts for that market. So how many contracts would it take (200, 500, 1,000, etc.) before you begin to notice price slippage, etc? Al mentioned this once but I can't remember what video that was in.
