Generating Alpha – Short Positions


Symbol Contract Future Bid # of Days Implied Annualized Premium
SLX1D 2015-07-17 29.1400 10 0.32%
UAL1D 2015-07-17 54.1700 10 0.04%
SLX1D 2015-09-18 29.0600 73 0.03%
BX1D 2015-08-21 39.7900 45 0.02%
UAL1D 2015-09-18 54.2400 73 0.01%
LAZ1D 2015-08-21 54.1200 45 0.01%
TOL1D 2015-07-17 39.0400 10 0.01%
TRP1D 2015-07-17 39.9100 10 0.01%
RDSA1D 2015-08-21 55.8500 45 0.01%
GILD1D 2015-12-18 115.5500 164 0.01%

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 15:38:53 ET on 2015-07-07, and will have fresh updates throughout the trading day.

If you are currently short the stock, you may want to consider selling spreads using SSF to increase your income. Simultaneously buying the expiring SSF and selling the longer dated contract will trigger the transfer of your stock position through the expiration process and the new delta exposure with the longer dated SSF at the more favorable financing rate.

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