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Futures vs. ETFs 07/17/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


ProductFutureVolumeFactor*ETFVolumeFutures Liquidity Multiple
S&P 500ES 2,897,787 500SPY 375,490,528 3.9
NASDAQ 100NQ 533,267 800 
QQQQ 
197,557,056 2.2
Russell 2000
ER2
285,287 1000IWM115,520,224 2.5
GoldGC236,335 1000 GLD25,188,630 9.4

Silver 

SI38,019 1000SLV1,296,377 29.3
Crude Oil
CL684,338 1000 USO22,212,162 30.8
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Friday, July 18, 2008 at 02:13PM by Registered CommenterBrett in | Comments Off

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