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 25.9700 27.2200 OCX.NoDivRisk $1.25 53 31.22%
WTW1D 2014-10 26.8300 27.2200 OCX.NoDivRisk $0.39 18 28.68%
WTW1D 2014-12 25.5400 27.2200 OCX.NoDivRisk $1.68 81 27.45%
WTW1D 2015-03 24.4300 27.2200 OCX.NoDivRisk $2.79 172 21.47%
DDD1D 2014-12 43.1600 44.1100 OCX.NoDivRisk $0.95 81 9.58%
THRX1D 2015-03 15.7300 16.3300 OCX.NoDivRisk $0.60 172 7.70%
DDD1D 2014-11 43.6400 44.1100 OCX.NoDivRisk $0.47 53 7.25%
RMTI1D 2015-03 8.5600 8.8600 OCX.NoDivRisk $0.30 172 7.17%
THRX1D 2014-12 16.0900 16.3300 OCX.NoDivRisk $0.24 81 6.54%
TCS1D 2014-12 21.0300 21.2800 OCX.NoDivRisk $0.25 81 5.22%

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 14:15:01 EST on 2014-10-01, 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
TCS1D 2015-03 20.7600 21.2800 OCX.NoDivRisk $0.52 172 5.11%
TRN1D 2014-10 43.3500 43.4600 OCX.NoDivRisk $0.11 18 5.06%
THRX1D 2014-11 16.2100 16.3300 OCX.NoDivRisk $0.12 53 5.00%
TCS1D 2014-11 21.1300 21.2800 OCX.NoDivRisk $0.15 53 4.79%
DO1D 2015-03 33.1300 33.5800 OCX.NoDivRisk $0.45 172 2.81%
JNK1D 2014-12 39.7700 40.0200 OCX.NoDivRisk $0.25 81 2.78%
JNK1D 2014-11 39.8600 40.0200 OCX.NoDivRisk $0.16 53 2.72%
DO1D 2014-12 33.3900 33.5800 OCX.NoDivRisk $0.19 81 2.52%
JNK1D 2015-03 39.5600 40.0200 OCX.NoDivRisk $0.46 172 2.41%
CLF1D 2015-03 9.8100 9.9200 OCX.NoDivRisk $0.11 172 2.32%
DO1D 2014-11 33.4700 33.5800 OCX.NoDivRisk $0.11 53 2.23%
MYGN1D 2015-03 37.3700 37.7700 OCX.NoDivRisk $0.40 172 2.22%
XBI1D 2015-03 151.8100 153.4200 OCX.NoDivRisk $1.61 172 2.20%
BWX1D 2015-03 56.8800 57.4800 OCX.NoDivRisk $0.60 172 2.18%
HYG1D 2014-11 91.3800 91.6600 OCX.NoDivRisk $0.28 53 2.08%
TNA1D 2015-03 60.3100 60.9100 OCX.NoDivRisk $0.60 172 2.06%
HYG1D 2014-12 91.2400 91.6600 OCX.NoDivRisk $0.42 81 2.04%
RMTI1D 2014-12 8.8200 8.8600 OCX.NoDivRisk $0.04 81 2.03%
TMF1D 2015-03 68.9500 69.6000 OCX.NoDivRisk $0.65 172 1.96%
MYGN1D 2014-12 37.6100 37.7700 OCX.NoDivRisk $0.16 81 1.88%
HYG1D 2015-03 90.8600 91.6600 OCX.NoDivRisk $0.80 172 1.83%
CLF1D 2014-12 9.8800 9.9200 OCX.NoDivRisk $0.04 81 1.79%
XBI1D 2014-12 152.8200 153.4200 OCX.NoDivRisk $0.60 81 1.74%
ARCO1D 2015-03 6.1300 6.1800 OCX.NoDivRisk $0.05 172 1.73%
NUGT1D 2014-10 23.7500 23.7700 OCX.NoDivRisk $0.02 18 1.69%
TRN1D 2014-11 43.3600 43.4600 OCX.NoDivRisk $0.10 53 1.56%
VXX1D 2015-03 32.1000 32.3400 OCX.NoDivRisk $0.24 172 1.55%
BWX1D 2014-11 57.3500 57.4800 OCX.NoDivRisk $0.13 53 1.54%
TAN1D 2015-03 39.0300 39.2900 OCX.NoDivRisk $0.26 172 1.40%
EMB1D 2015-03 112.1000 112.8300 OCX.NoDivRisk $0.73 172 1.36%
TMF1D 2014-12 69.3900 69.6000 OCX.NoDivRisk $0.21 81 1.34%
NUGT1D 2014-12 23.7000 23.7700 OCX.NoDivRisk $0.07 81 1.31%
VJET1D 2015-03 13.4200 13.5000 OCX.NoDivRisk $0.08 172 1.25%
TRN1D 2014-12 43.3600 43.4600 OCX.NoDivRisk $0.10 81 1.02%
RMD1D 2015-03 49.0700 49.3100 OCX.NoDivRisk $0.24 172 1.02%
TMF1D 2014-11 69.5000 69.6000 OCX.NoDivRisk $0.10 53 0.98%
UPRO1D 2015-03 112.4800 113.0000 OCX.NoDivRisk $0.52 172 0.96%
EMB1D 2014-12 112.6000 112.8300 OCX.NoDivRisk $0.23 81 0.91%
TNA1D 2014-12 60.7900 60.9100 OCX.NoDivRisk $0.12 81 0.88%
HYG1D 2014-10 91.6200 91.6600 OCX.NoDivRisk $0.04 18 0.87%
UPRO1D 2014-12 112.7900 113.0000 OCX.NoDivRisk $0.21 81 0.83%
XBI1D 2014-11 153.2400 153.4200 OCX.NoDivRisk $0.18 53 0.80%
ERX1D 2015-03 91.5400 91.8800 OCX.NoDivRisk $0.34 172 0.77%
TMV1D 2015-03 40.7700 40.9200 OCX.NoDivRisk $0.15 172 0.77%
OUTR1D 2015-03 55.2600 55.4600 OCX.NoDivRisk $0.20 172 0.76%
PFF1D 2015-03 39.0800 39.2200 OCX.NoDivRisk $0.14 172 0.75%
IEF1D 2015-03 103.7700 104.1200 OCX.NoDivRisk $0.35 172 0.70%
VXX1D 2014-12 32.2900 32.3400 OCX.NoDivRisk $0.05 81 0.69%
CLF1D 2014-11 9.9100 9.9200 OCX.NoDivRisk $0.01 53 0.69%
HYD1D 2015-03 30.6100 30.7100 OCX.NoDivRisk $0.10 172 0.68%
LQD1D 2015-03 118.1500 118.5200 OCX.NoDivRisk $0.37 172 0.65%
VXX1D 2014-11 32.3100 32.3400 OCX.NoDivRisk $0.03 53 0.63%
DO1D 2014-10 33.5700 33.5800 OCX.NoDivRisk $0.01 18 0.60%
ERX1D 2014-12 91.7600 91.8800 OCX.NoDivRisk $0.12 81 0.58%
EMB1D 2014-11 112.7400 112.8300 OCX.NoDivRisk $0.09 53 0.54%
MYGN1D 2014-11 37.7400 37.7700 OCX.NoDivRisk $0.03 53 0.54%
LQD1D 2014-12 118.3800 118.5200 OCX.NoDivRisk $0.14 81 0.53%
OKS1D 2015-03 55.9500 56.0800 OCX.NoDivRisk $0.13 172 0.49%
RMD1D 2014-12 49.2600 49.3100 OCX.NoDivRisk $0.05 81 0.45%
JCP1D 2015-03 9.3500 9.3700 OCX.NoDivRisk $0.02 172 0.45%

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.