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Futures vs. ETFs 08/18/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,704,267  500 SPY  172,257,104  4.9
NASDAQ 100 NQ  353,211  800  QQQQ  151,399,008  1.9
Russell 2000 ER2  187,949  1000 IWM 97,843,696  1.9
Gold GC 102,685  1000 GLD 14,071,800  7.3

Silver 

 SI 31,696  10000  SLV 8,968,300  35.3
Crude Oil CL 403,811  1000 USO 10,115,800  39.9
* 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 19, 2008 at 02:33PM by Registered CommenterBrett in | Comments Off

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