Generating Alpha – Long Positions


Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
VHC1D 2014-12 13.5100 14.7500 OCX.NoDivRisk $1.24 151 20.10%
RMTI1D 2014-12 9.6300 10.5100 OCX.NoDivRisk $0.88 151 19.98%
VHC1D 2014-09 14.2700 14.7500 OCX.NoDivRisk $0.48 60 19.58%
RMTI1D 2015-03 9.3300 10.5100 OCX.NoDivRisk $1.18 242 16.72%
RMTI1D 2014-09 10.2500 10.5100 OCX.NoDivRisk $0.26 60 14.86%
GPRO1D 2014-12 39.3500 41.7900 OCX.NoDivRisk $2.44 151 13.96%
THRX1D 2014-08 25.5400 25.7700 OCX.NoDivRisk $0.23 25 12.86%
THRX1D 2014-09 25.2400 25.7700 OCX.NoDivRisk $0.53 60 12.34%
CUDA1D 2014-12 28.7200 30.2700 OCX.NoDivRisk $1.55 151 12.23%
KNDI1D 2014-09 20.5100 20.9200 OCX.NoDivRisk $0.41 60 11.83%

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 14:00:01 EST on 2014-07-23, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-07-23.

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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