SSFs can trade at a discount to the underlying

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
VHC1D 2014-10 14.1800 14.8500 OCX.NoDivRisk $0.67 47 34.93%
VHC1D 2014-12 13.4400 14.8500 OCX.NoDivRisk $1.41 110 31.41%
VHC1D 2015-03 12.5900 14.8500 OCX.NoDivRisk $2.26 201 27.55%
WTW1D 2014-09 24.2100 24.4900 OCX.NoDivRisk $0.28 19 23.17%
DDD1D 2014-09 53.3500 53.9800 OCX.NoDivRisk $0.63 19 22.12%
WTW1D 2014-12 23.0700 24.4900 OCX.NoDivRisk $1.42 110 20.29%
WTW1D 2014-10 23.9000 24.4900 OCX.NoDivRisk $0.59 47 19.73%
DDD1D 2014-10 52.6700 53.9800 OCX.NoDivRisk $1.31 47 18.60%
VHC1D 2014-09 14.7300 14.8500 OCX.NoDivRisk $0.12 19 15.48%
TCS1D 2014-12 20.1000 21.0800 OCX.NoDivRisk $0.98 110 15.32%

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 09:58:01 EST on 2014-09-02, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-09-02.

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 Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
WLT1D 2014-12 5.3500 5.6000 OCX.NoDivRisk $0.25 110 14.64%
TCS1D 2014-10 20.7000 21.0800 OCX.NoDivRisk $0.38 47 13.90%
WTW1D 2015-03 22.7300 24.4900 OCX.NoDivRisk $1.76 201 13.77%
TCS1D 2015-03 19.4800 21.0800 OCX.NoDivRisk $1.60 201 13.69%
RMTI1D 2014-12 9.3900 9.7900 OCX.NoDivRisk $0.40 110 13.47%
RMTI1D 2015-03 9.0700 9.7900 OCX.NoDivRisk $0.72 201 13.27%
WLT1D 2015-03 5.2000 5.6000 OCX.NoDivRisk $0.40 201 12.82%
WLT1D 2014-10 5.5100 5.6000 OCX.NoDivRisk $0.09 47 12.33%
KNDI1D 2014-12 17.0100 17.6500 OCX.NoDivRisk $0.64 110 11.90%
RMTI1D 2014-10 9.6900 9.7900 OCX.NoDivRisk $0.10 47 7.88%
KNDI1D 2014-10 17.4800 17.6500 OCX.NoDivRisk $0.17 47 7.40%
WLT1D 2014-09 5.5800 5.6000 OCX.NoDivRisk $0.02 19 6.78%
VJET1D 2015-03 17.2800 17.9000 OCX.NoDivRisk $0.62 201 6.23%
DO1D 2014-12 43.0500 43.6200 OCX.NoDivRisk $0.57 110 4.29%
DO1D 2015-03 42.6400 43.6200 OCX.NoDivRisk $0.98 201 4.03%
DO1D 2014-10 43.4000 43.6200 OCX.NoDivRisk $0.22 47 3.87%
CLF1D 2014-12 14.6700 14.8200 OCX.NoDivRisk $0.15 110 3.31%
CLF1D 2015-03 14.5800 14.8200 OCX.NoDivRisk $0.24 201 2.90%
KNDI1D 2015-03 17.3800 17.6500 OCX.NoDivRisk $0.27 201 2.75%
TNA1D 2015-03 76.6000 77.7700 OCX.NoDivRisk $1.17 201 2.70%
CLF1D 2014-10 14.7700 14.8200 OCX.NoDivRisk $0.05 47 2.59%
JNK1D 2014-12 40.8800 41.2000 OCX.NoDivRisk $0.32 110 2.54%
XBI1D 2014-12 160.1600 161.4100 OCX.NoDivRisk $1.25 110 2.54%
TNA1D 2014-12 77.1900 77.7700 OCX.NoDivRisk $0.58 110 2.44%
JNK1D 2015-03 40.6400 41.2000 OCX.NoDivRisk $0.56 201 2.44%
HYG1D 2014-12 93.1600 93.8500 OCX.NoDivRisk $0.69 110 2.41%
JNK1D 2014-10 41.0800 41.2000 OCX.NoDivRisk $0.12 47 2.23%
HYG1D 2014-10 93.5800 93.8500 OCX.NoDivRisk $0.27 47 2.20%
TAN1D 2015-03 42.6800 43.2100 OCX.NoDivRisk $0.53 201 2.20%
BWX1D 2015-03 58.8200 59.5100 OCX.NoDivRisk $0.69 201 2.08%
HYG1D 2015-03 92.7800 93.8500 OCX.NoDivRisk $1.07 201 2.04%
XBI1D 2014-10 161.0400 161.4100 OCX.NoDivRisk $0.37 47 1.76%
ERX1D 2014-12 120.5900 121.1700 OCX.NoDivRisk $0.58 110 1.57%
VCIT1D 2014-09 87.0300 87.1000 OCX.NoDivRisk $0.07 19 1.53%
TMF1D 2014-12 68.4300 68.7500 OCX.NoDivRisk $0.32 110 1.52%
TMF1D 2015-03 68.1700 68.7500 OCX.NoDivRisk $0.58 201 1.51%
TAN1D 2014-12 43.0200 43.2100 OCX.NoDivRisk $0.19 110 1.44%
ERX1D 2015-03 120.2100 121.1700 OCX.NoDivRisk $0.96 201 1.42%
IOC1D 2014-12 61.1700 61.4300 OCX.NoDivRisk $0.26 110 1.39%
RMD1D 2015-03 52.8200 53.2200 OCX.NoDivRisk $0.40 201 1.35%
LOGI1D 2015-03 13.6000 13.7000 OCX.NoDivRisk $0.10 201 1.31%
BWX1D 2014-10 59.4100 59.5100 OCX.NoDivRisk $0.10 47 1.29%
TNA1D 2014-10 77.6400 77.7700 OCX.NoDivRisk $0.13 47 1.28%
APL1D 2015-03 36.6900 36.9500 OCX.NoDivRisk $0.26 201 1.26%
VCIT1D 2015-03 86.4900 87.1000 OCX.NoDivRisk $0.61 201 1.26%
ELD1D 2014-12 46.5300 46.7100 OCX.NoDivRisk $0.18 110 1.26%
VCIT1D 2014-10 86.9600 87.1000 OCX.NoDivRisk $0.14 47 1.24%
UPRO1D 2014-12 122.1400 122.6000 OCX.NoDivRisk $0.46 110 1.23%
EMB1D 2015-03 114.3800 115.1600 OCX.NoDivRisk $0.78 201 1.21%
ERX1D 2014-10 120.9900 121.1700 OCX.NoDivRisk $0.18 47 1.14%
UPRO1D 2015-03 121.8200 122.6000 OCX.NoDivRisk $0.78 201 1.14%
RMD1D 2014-12 53.0400 53.2200 OCX.NoDivRisk $0.18 110 1.11%
OUTR1D 2015-03 59.9800 60.3500 OCX.NoDivRisk $0.37 201 1.10%
VCIT1D 2014-12 86.8100 87.1000 OCX.NoDivRisk $0.29 110 1.10%
HYD1D 2015-03 30.3200 30.5000 OCX.NoDivRisk $0.18 201 1.06%
VXX1D 2015-03 28.1800 28.3400 OCX.NoDivRisk $0.16 201 1.01%
HYG1D 2014-09 93.8000 93.8500 OCX.NoDivRisk $0.05 19 1.01%
GDP1D 2015-03 21.6600 21.7800 OCX.NoDivRisk $0.12 201 0.99%
PFF1D 2015-03 39.6100 39.8200 OCX.NoDivRisk $0.21 201 0.95%
VJET1D 2014-12 17.8500 17.9000 OCX.NoDivRisk $0.05 110 0.92%

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.