SSFs can trade at a premium to the underlying

Symbol Contract Future Bid Dividend Premium # of Days Implied Annualized Premium
GD1D 2015-02 136.8200 OCX.NoDivRisk $0.10 33 0.80%
GD1D 2015-03 136.8700 OCX.NoDivRisk $0.15 61 0.65%
JPM1D 2015-09 55.8200 OCX.NoDivRisk $0.24 243 0.64%
JPM1D 2015-06 55.7200 OCX.NoDivRisk $0.14 152 0.60%
BAC1D 2015-09 15.3200 OCX.NoDivRisk $0.06 243 0.58%
C1D 2015-09 47.6400 OCX.NoDivRisk $0.18 243 0.56%
BA1D 2015-09 130.2900 OCX.NoDivRisk $0.49 243 0.56%
MCD1D 2015-09 91.0400 OCX.NoDivRisk $0.34 243 0.56%
SLV1D 2015-06 17.2300 OCX.NoDivRisk $0.04 152 0.55%
GD1D 2015-09 137.2200 OCX.NoDivRisk $0.50 243 0.54%

The above SSF are currently bid above the last stock tick. Meaning you can sell the future, hold to expiration and get the short stock at a premium to the current cash price. All prices above were last updated at 12:03:01 EST on 2015-01-20, and will have fresh updates throughout the trading day.

If you are currently short the stock, you can sell the exchange for physical (EFP), thus converting your short stock position to short futures, capturing the premium and eliminating your short interest charges. Learn more about EFPs at EFP education.

Disclaimer

The next 50 rates are:

Symbol Contract Future Bid Dividend Premium # of Days Implied Annualized Premium
GD1D 2015-06 137.0300 OCX.NoDivRisk $0.31 152 0.54%
IBM1D 2015-09 155.0600 OCX.NoDivRisk $0.55 243 0.53%
GILD1D 2015-09 102.5900 OCX.NoDivRisk $0.36 243 0.52%
DIS1D 2015-09 94.4900 OCX.NoDivRisk $0.32 243 0.50%
SBUX1D 2015-09 81.0300 OCX.NoDivRisk $0.27 243 0.50%
MET1D 2015-09 48.5600 OCX.NoDivRisk $0.16 243 0.49%
MSFT1D 2015-09 45.9000 OCX.NoDivRisk $0.15 243 0.49%
CELG1D 2015-09 121.2800 OCX.NoDivRisk $0.39 243 0.48%
ESV1D 2015-09 28.6800 OCX.NoDivRisk $0.09 243 0.47%
FCX1D 2015-09 19.1600 OCX.NoDivRisk $0.06 243 0.47%
SLB1D 2015-09 80.9400 OCX.NoDivRisk $0.25 243 0.46%
C1D 2015-06 47.5500 OCX.NoDivRisk $0.09 152 0.45%
BIDU1D 2015-09 218.5200 OCX.NoDivRisk $0.66 243 0.45%
EBAY1D 2015-09 53.1600 OCX.NoDivRisk $0.16 243 0.45%
MCD1D 2015-06 90.8700 OCX.NoDivRisk $0.17 152 0.44%
AMAT1D 2015-09 23.4700 OCX.NoDivRisk $0.07 243 0.44%
DOW1D 2015-09 43.9500 OCX.NoDivRisk $0.13 243 0.44%
YHOO1D 2015-09 47.2900 OCX.NoDivRisk $0.14 243 0.44%
GM1D 2015-09 33.8000 OCX.NoDivRisk $0.10 243 0.44%
DAL1D 2015-09 47.8800 OCX.NoDivRisk $0.14 243 0.43%
WMT1D 2015-09 86.0100 OCX.NoDivRisk $0.25 243 0.43%
CAT1D 2015-09 83.5100 OCX.NoDivRisk $0.24 243 0.43%
JPM1D 2015-03 55.6200 OCX.NoDivRisk $0.04 61 0.42%
HON1D 2015-09 98.4800 OCX.NoDivRisk $0.28 243 0.42%
BA1D 2015-06 130.0300 OCX.NoDivRisk $0.23 152 0.42%
HD1D 2015-09 102.9400 OCX.NoDivRisk $0.29 243 0.42%
INTC1D 2015-09 35.7500 OCX.NoDivRisk $0.10 243 0.42%
KO1D 2015-09 42.9300 OCX.NoDivRisk $0.12 243 0.42%
ESV1D 2015-06 28.6400 OCX.NoDivRisk $0.05 152 0.41%
IBM1D 2015-06 154.7800 OCX.NoDivRisk $0.27 152 0.41%
JNJ1D 2015-09 100.8600 OCX.NoDivRisk $0.28 243 0.41%
CVS1D 2015-09 97.9300 OCX.NoDivRisk $0.27 243 0.41%
GS1D 2015-09 175.0600 OCX.NoDivRisk $0.48 243 0.41%
TJX1D 2015-09 66.1400 OCX.NoDivRisk $0.18 243 0.40%
KR1D 2015-09 66.7100 OCX.NoDivRisk $0.18 243 0.40%
MET1D 2015-06 48.4800 OCX.NoDivRisk $0.08 152 0.39%
HAL1D 2015-09 39.3200 OCX.NoDivRisk $0.10 243 0.38%
DIS1D 2015-06 94.3200 OCX.NoDivRisk $0.15 152 0.38%
ORCL1D 2015-09 43.5100 OCX.NoDivRisk $0.11 243 0.38%
FB1D 2015-09 75.4200 OCX.NoDivRisk $0.19 243 0.37%
GILD1D 2015-06 102.3900 OCX.NoDivRisk $0.16 152 0.37%
CAT1D 2015-06 83.4000 OCX.NoDivRisk $0.13 152 0.37%
MSFT1D 2015-06 45.8200 OCX.NoDivRisk $0.07 152 0.36%
SPY1D 2015-09 200.9600 OCX.NoDivRisk $0.49 243 0.36%
WMT1D 2015-06 85.8900 OCX.NoDivRisk $0.13 152 0.36%
KR1D 2015-06 66.6300 OCX.NoDivRisk $0.10 152 0.36%
VLO1D 2015-09 46.0000 OCX.NoDivRisk $0.11 243 0.36%
JNJ1D 2015-06 100.7300 OCX.NoDivRisk $0.15 152 0.35%
SBUX1D 2015-06 80.8800 OCX.NoDivRisk $0.12 152 0.35%
DAL1D 2015-06 47.8100 OCX.NoDivRisk $0.07 152 0.35%
COF1D 2015-09 77.1700 OCX.NoDivRisk $0.18 243 0.35%
MS1D 2015-09 34.4200 OCX.NoDivRisk $0.08 243 0.35%
SLV1D 2015-09 17.2300 OCX.NoDivRisk $0.04 243 0.35%
ADBE1D 2015-09 70.9500 OCX.NoDivRisk $0.16 243 0.34%
CCL1D 2015-09 45.4400 OCX.NoDivRisk $0.10 243 0.33%
OXY1D 2015-09 77.4400 OCX.NoDivRisk $0.17 243 0.33%
APC1D 2015-09 77.5900 OCX.NoDivRisk $0.17 243 0.33%
DOW1D 2015-06 43.8800 OCX.NoDivRisk $0.06 152 0.32%
AET1D 2015-09 91.5100 OCX.NoDivRisk $0.20 243 0.32%
SLB1D 2015-06 80.8000 OCX.NoDivRisk $0.11 152 0.32%

These rates are meant for informational purposes only. They are not to be relied upon to make any trades nor are they meant as a recommendation to participate in a particular trade. There is risk in trading Single Stock Futures and due diligence should be performed before executing any trades.

Trades can only be made through an account at a registered broker/dealer or futures commission merchant. For additional information regarding the risks of trading SSF, click here.