SSFs can trade at a discount to the underlying
| Symbol | Contract | Future | Stock | Dividend | Discount | # of Days | Implied Annualized Discount |
| JRCC1D | 2013-09 | 2.2100 | 2.4700 | OCX.NoDivRisk | $0.26 | 128 | 29.73% |
| JRCC1D | 2013-12 | 2.0400 | 2.4700 | OCX.NoDivRisk | $0.43 | 219 | 28.73% |
| CALL1D | 2013-09 | 14.8200 | 16.4000 | OCX.NoDivRisk | $1.58 | 128 | 27.11% |
| WPRT1D | 2013-09 | 25.6100 | 28.1200 | OCX.NoDivRisk | $2.51 | 128 | 25.13% |
| DANG1D | 2013-06 | 5.5500 | 5.6900 | OCX.NoDivRisk | $0.14 | 37 | 23.98% |
| ARNA1D | 2013-06 | 7.7800 | 7.9700 | OCX.NoDivRisk | $0.19 | 37 | 23.22% |
| HGT1D | 2013-06 | 9.1100 | 9.3200 | OCX.NoDivRisk | $0.21 | 37 | 22.63% |
| CALL1D | 2013-06 | 16.0300 | 16.4000 | OCX.NoDivRisk | $0.37 | 37 | 21.96% |
| IOC1D | 2013-06 | 88.3300 | 90.0900 | OCX.NoDivRisk | $1.76 | 37 | 19.03% |
| CALL1D | 2013-12 | 14.7000 | 16.4000 | OCX.NoDivRisk | $1.70 | 219 | 17.05% |
The above SSFs are currently offered below the stock offer. 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 2013-05-17, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2013-05-17.
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.
Disclaimer
The next 50 rates are:
| Symbol | Contract | Future | Stock | Dividend | Discount | # of Days | Implied Annualized Discount |
| ARNA1D | 2013-09 | 7.4900 | 7.9700 | OCX.NoDivRisk | $0.48 | 128 | 16.96% |
| DDD1D | 2013-09 | 43.6900 | 46.4100 | OCX.NoDivRisk | $2.72 | 128 | 16.52% |
| BRLI1D | 2013-06 | 29.5100 | 30.0100 | OCX.NoDivRisk | $0.50 | 37 | 16.30% |
| JRCC1D | 2013-06 | 2.4300 | 2.4700 | OCX.NoDivRisk | $0.04 | 37 | 15.82% |
| CSTR1D | 2013-09 | 54.2000 | 56.9000 | OCX.NoDivRisk | $2.70 | 128 | 13.36% |
| TSLA1D | 2013-06 | 90.1700 | 91.4000 | OCX.NoDivRisk | $1.23 | 37 | 13.10% |
| ARNA1D | 2013-12 | 7.3400 | 7.9700 | OCX.NoDivRisk | $0.63 | 219 | 13.01% |
| LNCO1D | 2013-06 | 37.2200 | 37.7000 | OCX.NoDivRisk | $0.48 | 37 | 12.40% |
| LCC1D | 2013-12 | 17.6000 | 19.0200 | OCX.NoDivRisk | $1.42 | 219 | 12.29% |
| DDD1D | 2013-06 | 45.8300 | 46.4100 | OCX.NoDivRisk | $0.58 | 37 | 12.18% |
| LCC1D | 2013-09 | 18.2500 | 19.0200 | OCX.NoDivRisk | $0.77 | 128 | 11.40% |
| MELI1D | 2013-06 | 124.0600 | 125.5100 | OCX.NoDivRisk | $1.45 | 37 | 11.28% |
| VVUS1D | 2013-09 | 11.7900 | 12.2700 | OCX.NoDivRisk | $0.48 | 128 | 11.01% |
| CSTR1D | 2013-06 | 56.3500 | 56.9000 | OCX.NoDivRisk | $0.55 | 37 | 9.41% |
| VVUS1D | 2013-12 | 11.5900 | 12.2700 | OCX.NoDivRisk | $0.68 | 219 | 9.12% |
| DMND1D | 2013-09 | 16.2900 | 16.7500 | OCX.NoDivRisk | $0.46 | 128 | 7.79% |
| UVXY1D | 2013-12 | 5.4400 | 5.7000 | OCX.NoDivRisk | $0.26 | 219 | 7.52% |
| HGT1D | 2013-09 | 9.0800 | 9.3200 | OCX.NoDivRisk | $0.24 | 128 | 7.48% |
| DMND1D | 2013-12 | 16.0400 | 16.7500 | OCX.NoDivRisk | $0.71 | 219 | 7.03% |
| NRG1D | 2013-06 | 28.0500 | 28.2500 | OCX.NoDivRisk | $0.20 | 37 | 6.96% |
| APU1D | 2013-09 | 46.1300 | 47.2500 | OCX.NoDivRisk | $1.12 | 128 | 6.67% |
| PPO1D | 2013-09 | 39.3900 | 40.2900 | OCX.NoDivRisk | $0.90 | 128 | 6.29% |
| FGP1D | 2013-12 | 20.1500 | 20.9500 | OCX.NoDivRisk | $0.80 | 219 | 6.28% |
| AFFY1D | 2013-12 | 1.3100 | 1.3600 | OCX.NoDivRisk | $0.05 | 219 | 6.09% |
| RGR1D | 2013-09 | 50.7300 | 51.7700 | OCX.NoDivRisk | $1.04 | 128 | 5.65% |
| ATR1D | 2013-06 | 56.7500 | 57.0800 | OCX.NoDivRisk | $0.33 | 37 | 5.63% |
| UVXY1D | 2013-09 | 5.5900 | 5.7000 | OCX.NoDivRisk | $0.11 | 128 | 5.45% |
| APU1D | 2013-12 | 45.7100 | 47.2500 | OCX.NoDivRisk | $1.54 | 219 | 5.36% |
| BMO1D | 2013-06 | 60.0700 | 60.4000 | OCX.NoDivRisk | $0.33 | 37 | 5.32% |
| UBNT1D | 2013-12 | 19.8300 | 20.4900 | OCX.NoDivRisk | $0.66 | 219 | 5.32% |
| APU1D | 2013-06 | 47.0100 | 47.2500 | OCX.NoDivRisk | $0.24 | 37 | 4.95% |
| HGT1D | 2013-12 | 9.0500 | 9.3200 | OCX.NoDivRisk | $0.27 | 219 | 4.92% |
| COLM1D | 2013-06 | 60.5000 | 60.8000 | OCX.NoDivRisk | $0.30 | 37 | 4.85% |
| BRLI1D | 2013-09 | 29.5100 | 30.0100 | OCX.NoDivRisk | $0.50 | 128 | 4.71% |
| RRD1D | 2013-12 | 12.3800 | 12.7300 | OCX.NoDivRisk | $0.35 | 219 | 4.53% |
| SVU1D | 2013-12 | 6.7700 | 6.9600 | OCX.NoDivRisk | $0.19 | 219 | 4.49% |
| DANG1D | 2013-09 | 5.6000 | 5.6900 | OCX.NoDivRisk | $0.09 | 128 | 4.46% |
| ERX1D | 2013-09 | 71.1700 | 72.2400 | OCX.NoDivRisk | $1.07 | 128 | 4.17% |
| DMND1D | 2013-06 | 16.6800 | 16.7500 | OCX.NoDivRisk | $0.07 | 37 | 4.10% |
| VVUS1D | 2013-06 | 12.2200 | 12.2700 | OCX.NoDivRisk | $0.05 | 37 | 3.97% |
| AMJ1D | 2013-09 | 46.8100 | 47.4500 | OCX.NoDivRisk | $0.64 | 128 | 3.81% |
| SVU1D | 2013-09 | 6.8700 | 6.9600 | OCX.NoDivRisk | $0.09 | 128 | 3.64% |
| SODA1D | 2013-09 | 63.8000 | 64.6100 | OCX.NoDivRisk | $0.81 | 128 | 3.53% |
| FGP1D | 2013-09 | 20.7000 | 20.9500 | OCX.NoDivRisk | $0.25 | 128 | 3.36% |
| RRD1D | 2013-09 | 12.5800 | 12.7300 | OCX.NoDivRisk | $0.15 | 128 | 3.32% |
| FAZ1D | 2013-09 | 31.5400 | 31.9100 | OCX.NoDivRisk | $0.37 | 128 | 3.26% |
| BWX1D | 2013-12 | 56.3600 | 57.4900 | OCX.NoDivRisk | $1.13 | 219 | 3.23% |
| VECO1D | 2013-06 | 36.8800 | 37.0000 | OCX.NoDivRisk | $0.12 | 37 | 3.18% |
| RSX1D | 2013-09 | 26.6400 | 26.9400 | OCX.NoDivRisk | $0.30 | 128 | 3.13% |
| MELI1D | 2013-09 | 124.1200 | 125.5100 | OCX.NoDivRisk | $1.39 | 128 | 3.13% |
| JAZZ1D | 2013-06 | 58.5900 | 58.7700 | OCX.NoDivRisk | $0.18 | 37 | 3.00% |
| BWX1D | 2013-09 | 56.9000 | 57.4900 | OCX.NoDivRisk | $0.59 | 128 | 2.89% |
| TNA1D | 2013-09 | 49.9900 | 50.4900 | OCX.NoDivRisk | $0.50 | 128 | 2.79% |
| CLNE1D | 2013-12 | 13.4000 | 13.6300 | OCX.NoDivRisk | $0.23 | 219 | 2.78% |
| WTW1D | 2013-09 | 45.6400 | 46.0800 | OCX.NoDivRisk | $0.44 | 128 | 2.69% |
| AMJ1D | 2013-12 | 46.6800 | 47.4500 | OCX.NoDivRisk | $0.77 | 219 | 2.68% |
| SODA1D | 2013-12 | 63.5700 | 64.6100 | OCX.NoDivRisk | $1.04 | 219 | 2.65% |
| FAZ1D | 2013-12 | 31.4100 | 31.9100 | OCX.NoDivRisk | $0.50 | 219 | 2.58% |
| UPRO1D | 2013-09 | 139.4200 | 140.6800 | OCX.NoDivRisk | $1.26 | 128 | 2.52% |
| NMM1D | 2013-12 | 14.6500 | 14.8700 | OCX.NoDivRisk | $0.22 | 219 | 2.44% |
These rates are meant for informational purposes only. They are not to be relied upon to make any trades nor are they meant as a recommendation to participate in a particular trade. There is risk in trading Single Stock Futures and due diligence should be performed before executing any trades.
Trades can only be made through an account at a registered broker/dealer or futures commission merchant. For additional information regarding the risks of trading SSF, click here.