As of 04/01/2008
Historical Index Returns
| |
Index Level |
One Week |
One Month |
Six Months |
One Year |
| SIN Index |
110.76 |
-4.49 |
-2.78 |
-16.77 |
-5.94 |
| Water Index |
82.35 |
-2.03 |
-0.99 |
-7.29 |
7.49 |
| Home Builders Index |
14.38 |
-5.36 |
8.76 |
1.35 |
-43.03 |
| Gold Index |
75.54 |
1.54 |
-9.74 |
9.27 |
26.95 |
| Natural Gas Index |
142.76 |
5.62 |
-1.06 |
15.43 |
7.20 |
|
| S&P 500 |
1322.70 |
-1.98 |
-0.43 |
-12.46 |
-5.08 |
| Dow Jones |
12262.89 |
-2.28 |
0.12 |
-10.64 |
1.58 |
Annualized Historical Volatility
| |
30 Day |
60 Day |
90 Day |
| SIN Index |
28.4 |
27.6 |
25.2 |
| Water Index |
29.8 |
28.6 |
27.8 |
| Home Builders Index |
74.3 |
73.8 |
71.7 |
| Gold Index |
42.5 |
40.5 |
42.1 |
| Natural Gas Index |
39.9 |
35.3 |
31.2 |
|
| S&P 500 |
26.6 |
25.1 |
23.6 |
| Dow Jones |
23.9 |
23.1 |
21.7 |
Daily Variability of USFE Contracts
| |
Ticks +/- |
Dollars +/- |
Notional Contract Value |
| SIN Index |
35 |
$175 |
$11,076 |
| Water Index |
29 |
$143 |
$8,235 |
| Home Builders Index |
13 |
$64 |
$1,438 |
| Gold Index |
40 |
$199 |
$7,554 |
| Natural Gas Index |
56 |
$278 |
$14,276 |
|
