Generating Alpha – Long Positions


Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
GNK1D 2014-09 1.5200 1.7000 OCX.NoDivRisk $0.18 157 24.57%
RMTI1D 2014-09 9.2000 9.9600 OCX.NoDivRisk $0.76 157 17.51%
RMTI1D 2014-06 9.7500 9.9600 OCX.NoDivRisk $0.21 66 11.51%
WTW1D 2014-09 19.7700 20.7200 OCX.NoDivRisk $0.95 157 10.52%
ARNA1D 2014-06 6.1000 6.2000 OCX.NoDivRisk $0.10 66 8.81%
ARNA1D 2014-09 5.9700 6.2000 OCX.NoDivRisk $0.23 157 8.52%
IOC1D 2014-05 64.8600 65.3300 OCX.NoDivRisk $0.47 31 8.36%
CUDA1D 2014-09 26.4000 27.2300 OCX.NoDivRisk $0.83 157 7.02%
CUDA1D 2014-06 26.9000 27.2300 OCX.NoDivRisk $0.33 66 6.64%
WTW1D 2014-06 20.4700 20.7200 OCX.NoDivRisk $0.25 66 6.58%

The above SSFs are currently offered below the last stock tick. Meaning that you can buy the future, hold to expiration and get the stock at a discount to the current cash price. All prices above were last updated at 15:54:01 EST on 2014-04-17, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-04-17.

If you are currently long the stock, you can buy the exchange for physical (EFP), thus converting your long stock position to long futures, capturing the discount. See current EFP prices at EFP prices. More information on EPF can be found here

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