Generating Alpha – Short Positions


Symbol Contract Future Bid Stock Last Dividend Premium # of Days Implied Annualized Premium
PG1D 2015-03 80.5000 80.1900 OCX.NoDivRisk $0.31 241 0.58%
RRC1D 2015-03 77.4300 77.1400 OCX.NoDivRisk $0.29 241 0.56%
DE1D 2015-03 87.2800 86.9800 OCX.NoDivRisk $0.30 241 0.52%
PG1D 2014-12 80.3600 80.1900 OCX.NoDivRisk $0.17 150 0.51%
RRC1D 2014-12 77.3000 77.1400 OCX.NoDivRisk $0.16 150 0.50%
AAPL1D 2015-03 97.3600 97.0400 OCX.NoDivRisk $0.32 241 0.49%
PTEN1D 2014-09 37.3100 37.2800 OCX.NoDivRisk $0.03 59 0.49%
LLY1D 2014-09 64.2100 64.1600 OCX.NoDivRisk $0.05 59 0.48%
CELG1D 2015-03 86.0500 85.7800 OCX.NoDivRisk $0.27 241 0.47%
MCD1D 2015-03 95.6900 95.3900 OCX.NoDivRisk $0.30 241 0.47%

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 15:15:01 EST on 2014-07-24, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-07-24.

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.

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