« CME Says It Didn't Force Any Fund Liquidation Wednesday | Main | Electronic vs. Pit Volume 08/06/08 »

Futures vs. ETFs 08/06/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,734,103  500 SPY  209,555,392  4.1
NASDAQ 100 NQ  418,630  800  QQQQ  133,463,696  2.5
Russell 2000 ER2  187,416  1000 IWM 79,588,800  2.4
Gold GC 111,301  1000 GLD 12,404,800  9.0

Silver

 SI 31,106  10000  SLV 2,220,700  140.1
Crude Oil CL 541,920  1000 USO 16,472,100  32.9
* 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 7, 2008 at 03:32PM by Registered CommenterBrett in | Comments Off

PrintView Printer Friendly Version