Generating Alpha – Long Positions


Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
WTW1D 2014-11 26.1400 26.8200 OCX.NoDivRisk $0.68 32 29.27%
WTW1D 2014-12 25.7400 26.8200 OCX.NoDivRisk $1.08 60 24.79%
WTW1D 2015-03 24.2900 26.8200 OCX.NoDivRisk $2.53 151 23.07%
GDP1D 2014-11 10.6300 10.8100 OCX.NoDivRisk $0.18 32 18.94%
KNDI1D 2014-12 12.8200 13.1800 OCX.NoDivRisk $0.36 60 16.45%
GDP1D 2014-12 10.5200 10.8100 OCX.NoDivRisk $0.29 60 16.28%
KNDI1D 2015-03 12.4000 13.1800 OCX.NoDivRisk $0.78 151 14.16%
GDP1D 2015-03 10.3400 10.8100 OCX.NoDivRisk $0.47 151 10.48%
RMTI1D 2015-03 9.6100 10.0200 OCX.NoDivRisk $0.41 151 9.78%
RMTI1D 2015-06 9.3800 10.0200 OCX.NoDivRisk $0.64 242 9.53%

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 09:46:01 EST on 2014-10-22, and will have fresh updates throughout the trading day.

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. More information on EPF can be found here

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