« Of War In The Caucasus, Oil, The Dollar & Glaring Opportunities In The Gold Sector | Main | Electronic vs. Pit Volume 08/12/08 »

Futures vs. ETFs 08/12/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,747,285  500 SPY  213,200,800  4.1
NASDAQ 100 NQ  387,027  800  QQQQ  140,596,896  2.2
Russell 2000 ER2  224,223  1000 IWM 128,838,704  1.7
Gold GC 196,337  1000 GLD 20,131,700  9.8

Silver 

 SI 47,414  10000  SLV 5,363,100  88.4
Crude Oil CL 521,818  1000 USO 13,494,400  38.7
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Wednesday, August 13, 2008 at 02:55PM by Registered CommenterBrett in | Comments Off

PrintView Printer Friendly Version