Futures vs. ETFs 11/23/09
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
| Product | Future | Volume | Factor* | ETF | Volume | Futures Liquidity Multiple |
|---|---|---|---|---|---|---|
| S&P 500 | ES | 1,532,147 | 500 | SPY | 148,010,128 | 5.2 |
| NASDAQ 100 | NQ | 259,483 | 800 | QQQQ | 91,621,408 | 2.3 |
| Russell 2000 | TF | 119,412 | 1000 | IWM | 57,936,328 | 2.1 |
| Gold | GC | 285,646 | 1000 | GLD | 24,457,696 | 11.7 |
| Silver | SI | 66,660 | 10000 | SLV | 15,210,310 |
43.8 |
| Crude Oil | CL | 586,249 | 1000 | USO | 13,433,192 | 43.6 |
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Jay L
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