Futures vs. ETFs 10/22/08
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
| Product | Future | Volume | Factor* | ETF | Volume | Futures Liquidity Multiple |
|---|---|---|---|---|---|---|
| S&P 500 | ES | 3,294,877 | 500 | SPY | 516,168,000 | 3.2 |
| NASDAQ 100 | NQ | 508,188 | 800 | QQQQ | 289,993,504 | 1.4 |
| Russell 2000 | TF | 169,945 | 1000 | IWM | 91,862,800 | 1.8 |
| Gold | GC | 139,566 | 1000 | GLD | 23,288,300 | 6.0 |
|
Silver |
SI | 21,594 | 10000 | SLV | 7,349,300 | 29.4 |
| Crude Oil | CL | 416,241 | 1000 | USO | 9,625,900 | 43.2 |
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Brett
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