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Futures vs. ETFs 08/08/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  2,181,602  500 SPY  260,811,696  4.2
NASDAQ 100 NQ  405,540  800  QQQQ  143,121,408  2.3
Russell 2000 ER2  233,076  1000 IWM 112,771,400  2.1
Gold GC 138,692  1000 GLD 13,514,100  10.3

Silver 

 SI 44,153  10000  SLV 8,273,600  53.4
Crude Oil CL 570,331  1000 USO 10,624,200  53.7
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Monday, August 11, 2008 at 03:17PM by Registered CommenterBrett in | Comments Off

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