Generating Alpha – Long Positions


Symbol Contract Future Ask # of Days Implied Annualized Discount
UPL1D 2015-12-18 11.2400 169 -0.04%
OPK1D 2015-12-18 16.0800 169 -0.02%
DWA1D 2015-12-18 25.8600 169 -0.01%
XBI1D 2015-08-21 247.0000 50 -0.01%
SCTY1D 2015-12-18 52.2000 169 -0.00%
IWN1D 2015-12-18 101.1700 169 0.00%
XME1D 2015-12-18 23.9100 169 0.00%
XHB1D 2015-08-21 36.7200 50 0.00%
EWC1D 2015-12-18 26.7200 169 0.00%
NVS1D 2015-07-17 99.9400 15 0.00%

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 15:51:30 ET on 2015-07-02, and will have fresh updates throughout the trading day.

If you are currently long the stock and paying a higher interest rate, you may want to consider buying spreads using SSF. Simultaneously selling expiring SSF and purchasing 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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