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Futures vs. ETFs 08/14/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,887,441  500 SPY  239,556,096  3.9
NASDAQ 100 NQ  440,750  800  QQQQ  158,069,104  2.2
Russell 2000 ER2  220,842  1000 IWM 118,194,704  1.9
Gold GC 160,929  1000 GLD 15,542,600  10.4

Silver 

 SI 46,985  10000  SLV 6,392,700  73.5
Crude Oil CL 466,431  1000 USO 9,892,200  47.2
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Friday, August 15, 2008 at 03:06PM by Registered CommenterBrett in | Comments Off

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