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Futures vs. ETFs 08/15/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,477,040  500 SPY  181,005,408  4.1
NASDAQ 100 NQ  346,484  800  QQQQ  123,116,000  2.3
Russell 2000 ER2  193,119  1000 IWM 98,174,800  2.0
Gold GC 151,621  1000 GLD 29,755,900  5.1

Silver 

 SI 74,417  10000  SLV 20,581,900  36.2
Crude Oil CL 472,021  1000 USO 14,136,200  33.4
* 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 18, 2008 at 03:27PM by Registered CommenterBrett in | Comments Off

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