Generating Alpha – Short Positions


Symbol Contract Future Bid # of Days Implied Annualized Premium
IAG1D 2015-09-18 1.5600 22 0.27%
EGO1D 2015-09-18 2.9800 22 0.22%
AUY1D 2015-09-18 1.8800 22 0.18%
HL1D 2015-09-18 1.9000 22 0.13%
GG1D 2015-10-16 13.6100 50 0.07%
GDXJ1D 2015-12-18 19.3800 113 0.06%
SSRI1D 2015-09-18 6.0400 22 0.05%
PAAS1D 2015-10-16 6.2400 50 0.05%
RGLD1D 2015-10-16 47.9300 50 0.04%
X1D 2015-09-18 16.8800 22 0.03%

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 15:55:46 ET on 2015-08-27, 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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