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Futures vs. ETFs 08/13/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  2,187,763  500 SPY  256,467,200  4.3
NASDAQ 100 NQ  444,535  800  QQQQ  169,664,496  2.1
Russell 2000 ER2  241,852  1000 IWM 151,013,200  1.6
Gold GC 155,763  1000 GLD 17,018,200  9.2

Silver 

 SI 42,299  10000  SLV 7,374,300  57.4
Crude Oil CL 584,309  1000 USO 16,512,800  35.4
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Thursday, August 14, 2008 at 03:17PM by Registered CommenterBrett in | Comments Off

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