SSFs can trade at a discount to the underlying

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
WTW1D 2014-11 25.5600 26.9200 OCX.NoDivRisk $1.36 61 29.82%
WTW1D 2014-10 26.3900 26.9200 OCX.NoDivRisk $0.53 26 27.26%
WTW1D 2014-12 25.2400 26.9200 OCX.NoDivRisk $1.68 89 25.24%
WTW1D 2015-03 24.1900 26.9200 OCX.NoDivRisk $2.73 180 20.28%
RMTI1D 2015-03 8.7400 9.4800 OCX.NoDivRisk $0.74 180 15.61%
RMTI1D 2014-11 9.2800 9.4800 OCX.NoDivRisk $0.20 61 12.45%
RMTI1D 2014-12 9.2000 9.4800 OCX.NoDivRisk $0.28 89 11.95%
DDD1D 2014-12 47.4000 48.6700 OCX.NoDivRisk $1.27 89 10.56%
DDD1D 2014-11 47.8700 48.6700 OCX.NoDivRisk $0.80 61 9.70%
VHC1D 2015-03 4.7800 5.0200 OCX.NoDivRisk $0.24 180 9.56%

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 12:18:01 EST on 2014-09-23, 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.
Disclaimer

The next 50 rates are:

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
DDD1D 2014-10 48.4900 48.6700 OCX.NoDivRisk $0.18 26 5.12%
IRBT1D 2015-03 30.7600 31.3300 OCX.NoDivRisk $0.57 180 3.65%
KNDI1D 2014-11 14.1900 14.2700 OCX.NoDivRisk $0.08 61 3.33%
DO1D 2015-03 37.3000 37.8800 OCX.NoDivRisk $0.58 180 3.06%
ARCO1D 2015-03 5.8600 5.9400 OCX.NoDivRisk $0.08 180 2.73%
DO1D 2014-12 37.6400 37.8800 OCX.NoDivRisk $0.24 89 2.56%
CLF1D 2015-03 12.6500 12.8100 OCX.NoDivRisk $0.16 180 2.50%
JNK1D 2014-12 40.3300 40.5800 OCX.NoDivRisk $0.25 89 2.49%
JNK1D 2014-11 40.4100 40.5800 OCX.NoDivRisk $0.17 61 2.47%
HYG1D 2014-11 92.3100 92.6800 OCX.NoDivRisk $0.37 61 2.36%
TNA1D 2015-03 67.3800 68.1800 OCX.NoDivRisk $0.80 180 2.35%
XBI1D 2015-03 154.7300 156.5600 OCX.NoDivRisk $1.83 180 2.34%
IRBT1D 2014-12 31.1500 31.3300 OCX.NoDivRisk $0.18 89 2.33%
VJET1D 2015-03 15.7200 15.9000 OCX.NoDivRisk $0.18 180 2.28%
JNK1D 2015-03 40.1200 40.5800 OCX.NoDivRisk $0.46 180 2.27%
CLF1D 2014-12 12.7400 12.8100 OCX.NoDivRisk $0.07 89 2.21%
XBI1D 2014-12 155.7100 156.5600 OCX.NoDivRisk $0.85 89 2.20%
DO1D 2014-11 37.7400 37.8800 OCX.NoDivRisk $0.14 61 2.18%
TMF1D 2015-03 63.8100 64.5100 OCX.NoDivRisk $0.70 180 2.17%
TAN1D 2015-03 42.2800 42.7400 OCX.NoDivRisk $0.46 180 2.16%
HYG1D 2014-12 92.2000 92.6800 OCX.NoDivRisk $0.48 89 2.10%
TAN1D 2014-11 42.5900 42.7400 OCX.NoDivRisk $0.15 61 2.08%
BWX1D 2015-03 57.4000 57.9900 OCX.NoDivRisk $0.59 180 2.07%
HYG1D 2015-03 91.8000 92.6800 OCX.NoDivRisk $0.88 180 1.90%
TMF1D 2014-12 64.2100 64.5100 OCX.NoDivRisk $0.30 89 1.88%
CLF1D 2014-11 12.7700 12.8100 OCX.NoDivRisk $0.04 61 1.84%
BWX1D 2014-11 57.8200 57.9900 OCX.NoDivRisk $0.17 61 1.76%
TMF1D 2014-11 64.3200 64.5100 OCX.NoDivRisk $0.19 61 1.74%
IRBT1D 2014-11 31.2400 31.3300 OCX.NoDivRisk $0.09 61 1.70%
HYG1D 2014-10 92.5700 92.6800 OCX.NoDivRisk $0.11 26 1.64%
TNA1D 2014-12 67.9100 68.1800 OCX.NoDivRisk $0.27 89 1.60%
XBI1D 2014-11 156.1600 156.5600 OCX.NoDivRisk $0.40 61 1.51%
EMB1D 2015-03 112.8400 113.6500 OCX.NoDivRisk $0.81 180 1.43%
GDP1D 2015-03 15.1400 15.2400 OCX.NoDivRisk $0.10 180 1.32%
TMF1D 2014-10 64.4500 64.5100 OCX.NoDivRisk $0.06 26 1.29%
TMV1D 2015-03 44.1400 44.4100 OCX.NoDivRisk $0.27 180 1.22%
ERX1D 2014-12 102.2000 102.5000 OCX.NoDivRisk $0.30 89 1.18%
UPRO1D 2015-03 120.1300 120.8400 OCX.NoDivRisk $0.71 180 1.18%
RMD1D 2015-03 49.9400 50.2300 OCX.NoDivRisk $0.29 180 1.16%
UPRO1D 2014-12 120.5000 120.8400 OCX.NoDivRisk $0.34 89 1.14%
TNA1D 2014-11 68.0500 68.1800 OCX.NoDivRisk $0.13 61 1.13%
ERX1D 2015-03 101.9500 102.5000 OCX.NoDivRisk $0.55 180 1.07%
SHLD1D 2014-11 27.7500 27.8000 OCX.NoDivRisk $0.05 61 1.06%
TAN1D 2014-12 42.6300 42.7400 OCX.NoDivRisk $0.11 89 1.04%
JNK1D 2014-10 40.5500 40.5800 OCX.NoDivRisk $0.03 26 1.02%
EMB1D 2014-12 113.3700 113.6500 OCX.NoDivRisk $0.28 89 1.00%
IEF1D 2015-03 102.7200 103.2200 OCX.NoDivRisk $0.50 180 0.97%
RMD1D 2014-12 50.1100 50.2300 OCX.NoDivRisk $0.12 89 0.97%
MYGN1D 2015-03 37.8300 38.0100 OCX.NoDivRisk $0.18 180 0.95%
LINE1D 2015-03 30.2300 30.3700 OCX.NoDivRisk $0.14 180 0.92%
VXX1D 2015-03 28.6600 28.7900 OCX.NoDivRisk $0.13 180 0.90%
SHLD1D 2014-12 27.7400 27.8000 OCX.NoDivRisk $0.06 89 0.87%
PFF1D 2015-03 39.1900 39.3600 OCX.NoDivRisk $0.17 180 0.86%
UPRO1D 2014-11 120.6700 120.8400 OCX.NoDivRisk $0.17 61 0.83%
RMD1D 2014-11 50.1600 50.2300 OCX.NoDivRisk $0.07 61 0.82%
TMV1D 2014-12 44.3200 44.4100 OCX.NoDivRisk $0.09 89 0.82%
GDP1D 2014-12 15.2100 15.2400 OCX.NoDivRisk $0.03 89 0.80%
HYD1D 2015-03 30.5700 30.6900 OCX.NoDivRisk $0.12 180 0.78%
SA1D 2015-03 8.1800 8.2100 OCX.NoDivRisk $0.03 180 0.73%
EMB1D 2014-11 113.5100 113.6500 OCX.NoDivRisk $0.14 61 0.73%

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.