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Futures vs. ETFs 07/16/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


ProductFutureVolumeFactor*ETFVolumeFutures Liquidity Multiple
S&P 500ES 2,896,507 500SPY 371,642,912 3.9
NASDAQ 100NQ 543,461 800 
QQQQ 
186,047,808 2.3
Russell 2000
ER2
283,193 1000IWM112,225,000 2.5
GoldGC181,614 1000 GLD19,898,900 9.1

Silver 

SI33,128 1000SLV898,800 36.9
Crude Oil
CL546,003 1000 USO21,073,700 25.9
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Thursday, July 17, 2008 at 03:00PM by Registered CommenterBrett in | Comments Off

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