Generating Alpha – Long Positions


Symbol Contract Future Ask # of Days Implied Annualized Discount
TCS1D 2015-12-18 17.2500 140 -0.13%
TCS1D 2015-09-18 17.8600 49 -0.12%
BTU1D 2015-12-18 1.2200 140 -0.08%
TCS1D 2015-08-21 18.1000 21 -0.06%
WTW1D 2015-12-18 3.9100 140 -0.05%
UPL1D 2015-12-18 7.6600 140 -0.04%
CHK1D 2015-09-18 8.6400 49 -0.03%
MYGN1D 2015-12-18 33.5900 140 -0.03%
CLF1D 2015-12-18 2.5000 140 -0.03%
CHK1D 2015-08-21 8.6600 21 -0.03%

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 15:52:17 ET on 2015-07-31, 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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