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 24.9200 25.7800 OCX.NoDivRisk $0.86 34 35.54%
WTW1D 2014-12 24.5300 25.7800 OCX.NoDivRisk $1.25 62 28.33%
WTW1D 2015-03 23.2100 25.7800 OCX.NoDivRisk $2.57 153 23.60%
MYGN1D 2014-12 33.7700 35.0100 OCX.NoDivRisk $1.24 62 20.57%
MYGN1D 2014-11 34.4400 35.0100 OCX.NoDivRisk $0.57 34 17.24%
VHC1D 2015-03 5.0000 5.3100 OCX.NoDivRisk $0.31 153 13.74%
KNDI1D 2014-12 13.0300 13.3400 OCX.NoDivRisk $0.31 62 13.53%
KNDI1D 2015-03 12.6500 13.3400 OCX.NoDivRisk $0.69 153 12.21%
RMTI1D 2015-03 9.6300 10.1400 OCX.NoDivRisk $0.51 153 11.85%
RMTI1D 2015-06 9.4200 10.1400 OCX.NoDivRisk $0.72 244 10.49%

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 15:54:01 EST on 2014-10-20, 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
MYGN1D 2015-03 33.7100 35.0100 OCX.NoDivRisk $1.30 153 8.74%
DDD1D 2015-03 40.6500 42.0600 OCX.NoDivRisk $1.41 153 7.89%
GDP1D 2014-11 10.9900 11.0700 OCX.NoDivRisk $0.08 34 7.65%
TCS1D 2014-12 17.2000 17.4200 OCX.NoDivRisk $0.22 62 7.38%
THRX1D 2015-03 17.3800 17.9200 OCX.NoDivRisk $0.54 153 7.10%
RMTI1D 2014-12 10.0200 10.1400 OCX.NoDivRisk $0.12 62 6.88%
DDD1D 2014-12 41.5900 42.0600 OCX.NoDivRisk $0.47 62 6.49%
KNDI1D 2014-11 13.2600 13.3400 OCX.NoDivRisk $0.08 34 6.37%
GDP1D 2014-12 10.9500 11.0700 OCX.NoDivRisk $0.12 62 6.29%
TCS1D 2014-11 17.3200 17.4200 OCX.NoDivRisk $0.10 34 6.12%
GDP1D 2015-03 10.8000 11.0700 OCX.NoDivRisk $0.27 153 5.74%
MYGN1D 2015-06 33.7100 35.0100 OCX.NoDivRisk $1.30 244 5.48%
THRX1D 2014-12 17.7600 17.9200 OCX.NoDivRisk $0.16 62 5.19%
KNDI1D 2015-06 12.8800 13.3400 OCX.NoDivRisk $0.46 244 5.10%
WLT1D 2015-03 1.9000 1.9400 OCX.NoDivRisk $0.04 153 4.88%
GDP1D 2015-06 10.7300 11.0700 OCX.NoDivRisk $0.34 244 4.53%
TCS1D 2015-03 17.1300 17.4200 OCX.NoDivRisk $0.29 153 3.94%
VJET1D 2015-06 13.2800 13.6400 OCX.NoDivRisk $0.36 244 3.90%
UPL1D 2014-12 22.7400 22.8900 OCX.NoDivRisk $0.15 62 3.81%
UPL1D 2014-11 22.8100 22.8900 OCX.NoDivRisk $0.08 34 3.70%
VHC1D 2015-06 5.1800 5.3100 OCX.NoDivRisk $0.13 244 3.61%
DDD1D 2014-11 41.9200 42.0600 OCX.NoDivRisk $0.14 34 3.53%
CLF1D 2014-12 8.8900 8.9400 OCX.NoDivRisk $0.05 62 3.25%
CLF1D 2015-03 8.8200 8.9400 OCX.NoDivRisk $0.12 153 3.16%
RMTI1D 2014-11 10.1100 10.1400 OCX.NoDivRisk $0.03 34 3.14%
IRBT1D 2015-03 30.2800 30.6500 OCX.NoDivRisk $0.37 153 2.85%
TNA1D 2015-06 60.4700 61.6000 OCX.NoDivRisk $1.13 244 2.71%
BWX1D 2015-06 57.4300 58.4600 OCX.NoDivRisk $1.03 244 2.60%
TMF1D 2015-03 75.6500 76.4700 OCX.NoDivRisk $0.82 153 2.53%
TMF1D 2015-06 75.1700 76.4700 OCX.NoDivRisk $1.30 244 2.51%
BWX1D 2014-12 58.2100 58.4600 OCX.NoDivRisk $0.25 62 2.48%
XBI1D 2014-12 158.1100 158.7700 OCX.NoDivRisk $0.66 62 2.41%
CLF1D 2014-11 8.9200 8.9400 OCX.NoDivRisk $0.02 34 2.37%
THRX1D 2014-11 17.8800 17.9200 OCX.NoDivRisk $0.04 34 2.37%
XBI1D 2015-03 157.1800 158.7700 OCX.NoDivRisk $1.59 153 2.36%
TAN1D 2015-06 36.5400 37.1200 OCX.NoDivRisk $0.58 244 2.31%
UPL1D 2015-03 22.6700 22.8900 OCX.NoDivRisk $0.22 153 2.26%
DO1D 2014-11 37.8900 37.9700 OCX.NoDivRisk $0.08 34 2.23%
TNA1D 2015-03 61.0200 61.6000 OCX.NoDivRisk $0.58 153 2.22%
TMF1D 2014-12 76.1800 76.4700 OCX.NoDivRisk $0.29 62 2.20%
VHC1D 2014-12 5.2900 5.3100 OCX.NoDivRisk $0.02 62 2.19%
DO1D 2014-12 37.8400 37.9700 OCX.NoDivRisk $0.13 62 1.99%
TMF1D 2014-11 76.3300 76.4700 OCX.NoDivRisk $0.14 34 1.94%
XBI1D 2014-11 158.4800 158.7700 OCX.NoDivRisk $0.29 34 1.93%
TAN1D 2015-03 36.8200 37.1200 OCX.NoDivRisk $0.30 153 1.90%
BWX1D 2015-03 58.0000 58.4600 OCX.NoDivRisk $0.46 153 1.85%
LOGI1D 2015-06 11.9100 12.0500 OCX.NoDivRisk $0.14 244 1.72%
VXX1D 2015-06 35.2500 35.6600 OCX.NoDivRisk $0.41 244 1.70%
JNK1D 2015-03 40.0600 40.3300 OCX.NoDivRisk $0.27 153 1.58%
Z1D 2014-12 107.7000 107.9900 OCX.NoDivRisk $0.29 62 1.56%
HYG1D 2015-03 91.8400 92.4500 OCX.NoDivRisk $0.61 153 1.55%
EMB1D 2015-06 113.0100 114.2000 OCX.NoDivRisk $1.19 244 1.54%
JNK1D 2015-06 39.9100 40.3300 OCX.NoDivRisk $0.42 244 1.54%
IRBT1D 2014-12 30.5700 30.6500 OCX.NoDivRisk $0.08 62 1.52%
VXX1D 2015-03 35.4300 35.6600 OCX.NoDivRisk $0.23 153 1.52%
HYG1D 2014-12 92.2100 92.4500 OCX.NoDivRisk $0.24 62 1.51%
UPRO1D 2015-03 104.2500 104.9000 OCX.NoDivRisk $0.65 153 1.46%
HYG1D 2015-06 91.5400 92.4500 OCX.NoDivRisk $0.91 244 1.45%
EMB1D 2015-03 113.5200 114.2000 OCX.NoDivRisk $0.68 153 1.40%
DO1D 2015-03 37.7500 37.9700 OCX.NoDivRisk $0.22 153 1.36%

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.