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Futures vs. ETFs 08/11/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  2,101,604  500 SPY  249,425,792  4.2
NASDAQ 100 NQ  431,247  800  QQQQ  157,291,104  2.2
Russell 2000 ER2  318,731  1000 IWM 174,577,696  1.8
Gold GC 200,703  1000 GLD 23,567,000  8.5

Silver 

SI 43,678  10000  SLV 9,290,200  47
Crude Oil CL 513,870  1000 USO 12,902,200  39.8
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Tuesday, August 12, 2008 at 03:25PM by Registered CommenterBrett in | Comments Off

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