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Futures vs. ETFs 08/07/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,999,680  500 SPY  246,312,496  4.1
NASDAQ 100 NQ  361,853  800  QQQQ  152,805,792  1.9
Russell 2000 ER2  201,151  1000 IWM 89,733,504  2.2
Gold GC 117,086  1000 GLD 9,962,200  11.8

Silver 

 SI 35,821  10000  SLV 4,449,900  80.5
Crude Oil CL 603,023  1000 USO 11,315,900  53.3
* 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 8, 2008 at 10:44AM by Registered CommenterBrett in | Comments Off

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