Generating Alpha – Long Positions


Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
RMTI1D 2014-12 9.5600 10.3900 OCX.NoDivRisk $0.83 142 20.27%
VHC1D 2014-09 13.0900 13.4300 OCX.NoDivRisk $0.34 51 17.87%
VHC1D 2014-12 12.5100 13.4300 OCX.NoDivRisk $0.92 142 17.37%
RMTI1D 2015-03 9.2300 10.3900 OCX.NoDivRisk $1.16 233 17.27%
CUDA1D 2014-12 26.7300 28.1300 OCX.NoDivRisk $1.40 142 12.68%
CUDA1D 2014-09 27.6900 28.1300 OCX.NoDivRisk $0.44 51 11.09%
THRX1D 2014-09 21.7300 22.0600 OCX.NoDivRisk $0.33 51 10.56%
RMTI1D 2014-09 10.2400 10.3900 OCX.NoDivRisk $0.15 51 10.20%
VHC1D 2015-03 12.5800 13.4300 OCX.NoDivRisk $0.85 233 9.78%
THRX1D 2014-12 21.2400 22.0600 OCX.NoDivRisk $0.82 142 9.42%

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 2014-08-01, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-08-01.

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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