SSFs can trade at a premium to the underlying

Symbol Contract Future Bid Stock Ask Dividend Premium # of Days Implied Annualized Premium
CTRP1D 2013-06 30.7000 30.3700 OCX.NoDivRisk $0.33 37 10.58%
BHP1D 2013-06 67.8700 67.5500 OCX.NoDivRisk $0.32 37 4.61%
CTRP1D 2013-09 30.7100 30.3700 OCX.NoDivRisk $0.34 128 3.15%
BHP1D 2013-09 67.9100 67.5500 OCX.NoDivRisk $0.36 128 1.50%
BRKB1D 2013-12 113.5000 112.9300 OCX.NoDivRisk $0.57 219 0.83%
MRK1D 2013-12 46.1900 45.9900 OCX.NoDivRisk $0.20 219 0.72%
NEM1D 2013-12 30.6000 30.4800 OCX.NoDivRisk $0.12 219 0.65%
BRKB1D 2013-09 113.1800 112.9300 OCX.NoDivRisk $0.25 128 0.62%
SLV1D 2013-12 21.5400 21.4600 OCX.NoDivRisk $0.08 219 0.61%
MCD1D 2013-12 101.8100 101.4400 OCX.NoDivRisk $0.37 219 0.60%

The above SSF are currently bid above the bid on the stock. 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 15:54:01 EST on 2013-05-17, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2013-05-17.

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. See current EFP prices at EFP prices. Learn more about EFPs at EFP education.

Disclaimer

The next 50 rates are:

Symbol Contract Future Bid Stock Ask Dividend Premium # of Days Implied Annualized Premium
CTRP1D 2013-12 30.4800 30.3700 OCX.NoDivRisk $0.11 219 0.60%
BIIB1D 2013-12 227.2300 226.4300 OCX.NoDivRisk $0.80 219 0.58%
TJX1D 2013-12 51.4500 51.2700 OCX.NoDivRisk $0.18 219 0.58%
HCP1D 2013-12 54.5100 54.3200 OCX.NoDivRisk $0.19 219 0.58%
T1D 2013-12 37.5700 37.4400 OCX.NoDivRisk $0.13 219 0.57%
MRK1D 2013-09 46.0800 45.9900 OCX.NoDivRisk $0.09 128 0.55%
CAT1D 2013-12 87.8300 87.5400 OCX.NoDivRisk $0.29 219 0.54%
QCOM1D 2013-12 66.7400 66.5200 OCX.NoDivRisk $0.22 219 0.54%
JNJ1D 2013-12 88.3400 88.0500 OCX.NoDivRisk $0.29 219 0.54%
MPC1D 2013-12 83.0300 82.7600 OCX.NoDivRisk $0.27 219 0.54%
TMO1D 2013-12 86.5500 86.2700 OCX.NoDivRisk $0.28 219 0.53%
OXY1D 2013-12 92.9500 92.6500 OCX.NoDivRisk $0.30 219 0.53%
RSG1D 2013-12 34.9900 34.8800 OCX.NoDivRisk $0.11 219 0.52%
TIBX1D 2013-12 22.2600 22.1900 OCX.NoDivRisk $0.07 219 0.52%
CSC1D 2013-12 44.7500 44.6100 OCX.NoDivRisk $0.14 219 0.52%
HD1D 2013-12 77.1500 76.9100 OCX.NoDivRisk $0.24 219 0.51%
CB1D 2013-12 90.0700 89.7900 OCX.NoDivRisk $0.28 219 0.51%
ESRX1D 2013-12 61.9200 61.7300 OCX.NoDivRisk $0.19 219 0.51%
A1D 2013-12 45.6500 45.5100 OCX.NoDivRisk $0.14 219 0.51%
WHR1D 2013-12 131.1300 130.7300 OCX.NoDivRisk $0.40 219 0.50%
BA1D 2013-12 99.1100 98.8100 OCX.NoDivRisk $0.30 219 0.50%
GILD1D 2013-12 56.4600 56.2900 OCX.NoDivRisk $0.17 219 0.50%
CVX1D 2013-12 123.6700 123.3000 OCX.NoDivRisk $0.37 219 0.49%
PG1D 2013-12 80.2400 80.0000 OCX.NoDivRisk $0.24 219 0.49%
WEC1D 2013-12 43.7900 43.6600 OCX.NoDivRisk $0.13 219 0.49%
DGX1D 2013-12 60.8000 60.6200 OCX.NoDivRisk $0.18 219 0.49%
MOS1D 2013-12 60.8900 60.7100 OCX.NoDivRisk $0.18 219 0.49%
WMB1D 2013-12 37.2300 37.1200 OCX.NoDivRisk $0.11 219 0.49%
APA1D 2013-12 81.3500 81.1100 OCX.NoDivRisk $0.24 219 0.49%
QLIK1D 2013-12 30.7300 30.6400 OCX.NoDivRisk $0.09 219 0.48%
DUK1D 2013-12 71.7400 71.5300 OCX.NoDivRisk $0.21 219 0.48%
SJM1D 2013-12 102.8400 102.5400 OCX.NoDivRisk $0.30 219 0.48%
NBL1D 2013-12 121.5700 121.2200 OCX.NoDivRisk $0.35 219 0.47%
DE1D 2013-12 87.1100 86.8600 OCX.NoDivRisk $0.25 219 0.47%
MMM1D 2013-12 111.5400 111.2200 OCX.NoDivRisk $0.32 219 0.47%
DOV1D 2013-12 77.3500 77.1300 OCX.NoDivRisk $0.22 219 0.47%
YUM1D 2013-12 70.3400 70.1400 OCX.NoDivRisk $0.20 219 0.47%
CERN1D 2013-12 98.9900 98.7100 OCX.NoDivRisk $0.28 219 0.47%
XOM1D 2013-12 91.9400 91.6800 OCX.NoDivRisk $0.26 219 0.47%
HCP1D 2013-09 54.4100 54.3200 OCX.NoDivRisk $0.09 128 0.47%
HPQ1D 2013-12 21.3100 21.2500 OCX.NoDivRisk $0.06 219 0.46%
AMP1D 2013-12 81.8800 81.6500 OCX.NoDivRisk $0.23 219 0.46%
EBAY1D 2013-12 57.0300 56.8700 OCX.NoDivRisk $0.16 219 0.46%
NEM1D 2013-09 30.5300 30.4800 OCX.NoDivRisk $0.05 128 0.46%
TWX1D 2013-12 60.8200 60.6500 OCX.NoDivRisk $0.17 219 0.46%
KO1D 2013-12 43.0100 42.8900 OCX.NoDivRisk $0.12 219 0.46%
QLIK1D 2013-09 30.6900 30.6400 OCX.NoDivRisk $0.05 128 0.46%
PCG1D 2013-12 47.3200 47.1900 OCX.NoDivRisk $0.13 219 0.45%
BAX1D 2013-12 72.9300 72.7300 OCX.NoDivRisk $0.20 219 0.45%
BDX1D 2013-12 101.9900 101.7100 OCX.NoDivRisk $0.28 219 0.45%
VNO1D 2013-12 87.6900 87.4500 OCX.NoDivRisk $0.24 219 0.45%
MJN1D 2013-12 80.5800 80.3600 OCX.NoDivRisk $0.22 219 0.45%
TEVA1D 2013-12 40.3400 40.2300 OCX.NoDivRisk $0.11 219 0.45%
C1D 2013-12 51.5300 51.3900 OCX.NoDivRisk $0.14 219 0.45%
FL1D 2013-12 36.9600 36.8600 OCX.NoDivRisk $0.10 219 0.45%
ABX1D 2013-12 18.5800 18.5300 OCX.NoDivRisk $0.05 219 0.44%
CTXS1D 2013-12 66.9600 66.7800 OCX.NoDivRisk $0.18 219 0.44%
ADBE1D 2013-12 44.7700 44.6500 OCX.NoDivRisk $0.12 219 0.44%
GPS1D 2013-12 41.0400 40.9300 OCX.NoDivRisk $0.11 219 0.44%
EQR1D 2013-12 59.7300 59.5700 OCX.NoDivRisk $0.16 219 0.44%

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.