Before revision:  In this setting, we identify limiting indifference prices as the position size becomes large, and show the prices typically are not the unique arbitrage free price in the limiting market .
After revision:  In this setting, we identify limiting indifference prices as the position size becomes large, and show the limit of the average indifference price p_n(q_n), for q_n units of B_n, as n\rightarrow \infty. We show that if |q_n|\rightarrow\infty, the limiting price typically differs from the price obtained by assuming bounded positions \sup_n|q_n|<\infty, and the difference is explicitly identifiable using large deviations theory .