SSFs can trade at a discount to the underlying

Symbol Contract Future Ask Dividend Discount # of Days Implied Annualized Discount
GDP1D 2015-01 4.8800 OCX.NoDivRisk $0.19 27 49.97%
GDP1D 2015-02 4.6900 OCX.NoDivRisk $0.38 62 43.52%
GDP1D 2015-03 4.5900 OCX.NoDivRisk $0.48 90 37.87%
KNDI1D 2015-01 10.8900 OCX.NoDivRisk $0.28 27 33.45%
KNDI1D 2015-02 10.5900 OCX.NoDivRisk $0.58 62 30.18%
GDP1D 2015-06 4.3600 OCX.NoDivRisk $0.71 181 27.85%
GPRO1D 2015-01 56.3100 OCX.NoDivRisk $1.20 27 27.84%
GPRO1D 2015-03 54.7400 OCX.NoDivRisk $2.77 90 19.28%
GPRO1D 2015-02 55.6100 OCX.NoDivRisk $1.90 62 19.20%
KNDI1D 2015-03 10.7200 OCX.NoDivRisk $0.45 90 16.13%

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 15:54:00 EST on 2014-12-22, 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 Dividend Discount # of Days Implied Annualized Discount
RMTI1D 2015-06 8.5900 OCX.NoDivRisk $0.53 181 12.29%
KNDI1D 2015-06 11.1700 OCX.NoDivRisk $0.52 181 9.27%
WTW1D 2015-03 26.9400 OCX.NoDivRisk $0.53 90 7.88%
WTW1D 2015-02 26.9400 OCX.NoDivRisk $0.25 62 5.39%
RMTI1D 2015-03 8.5900 OCX.NoDivRisk $0.10 90 4.66%
WTW1D 2015-06 26.9400 OCX.NoDivRisk $0.58 181 4.29%
WTW1D 2015-01 26.9400 OCX.NoDivRisk $0.07 27 3.47%
RMTI1D 2015-02 8.5900 OCX.NoDivRisk $0.05 62 3.38%
TNA1D 2015-06 79.9100 OCX.NoDivRisk $1.04 181 2.59%
LINE1D 2015-03 11.3600 OCX.NoDivRisk $0.07 90 2.47%
THRX1D 2015-03 15.0000 OCX.NoDivRisk $0.09 90 2.40%
TCS1D 2015-03 19.8000 OCX.NoDivRisk $0.11 90 2.22%
MUB1D 2015-03 110.0000 OCX.NoDivRisk $0.60 90 2.18%
UPL1D 2015-03 14.0600 OCX.NoDivRisk $0.07 90 1.99%
CLF1D 2015-03 6.1600 OCX.NoDivRisk $0.03 90 1.95%
MUB1D 2015-06 110.0000 OCX.NoDivRisk $1.05 181 1.90%
CLF1D 2015-02 6.1600 OCX.NoDivRisk $0.02 62 1.89%
TNA1D 2015-03 79.9100 OCX.NoDivRisk $0.37 90 1.85%
DO1D 2015-01 38.7500 OCX.NoDivRisk $0.05 27 1.73%
XCO1D 2015-03 2.3300 OCX.NoDivRisk $0.01 90 1.72%
THRX1D 2015-02 15.0000 OCX.NoDivRisk $0.04 62 1.55%
LINE1D 2015-02 11.3600 OCX.NoDivRisk $0.03 62 1.53%
TAN1D 2015-06 34.1300 OCX.NoDivRisk $0.25 181 1.46%
TNA1D 2015-02 79.9100 OCX.NoDivRisk $0.19 62 1.38%
MUB1D 2015-02 110.0000 OCX.NoDivRisk $0.26 62 1.37%
EMB1D 2015-02 111.5100 OCX.NoDivRisk $0.25 62 1.30%
EMB1D 2015-03 111.5100 OCX.NoDivRisk $0.35 90 1.26%
VXX1D 2015-06 28.5800 OCX.NoDivRisk $0.18 181 1.25%
UPL1D 2015-02 14.0600 OCX.NoDivRisk $0.03 62 1.24%
TMF1D 2015-06 85.9600 OCX.NoDivRisk $0.52 181 1.20%
UPRO1D 2015-06 135.9700 OCX.NoDivRisk $0.81 181 1.19%
UPRO1D 2015-03 135.9700 OCX.NoDivRisk $0.40 90 1.18%
TCS1D 2015-02 19.8000 OCX.NoDivRisk $0.04 62 1.17%
TMF1D 2015-03 85.9600 OCX.NoDivRisk $0.25 90 1.16%
JNK1D 2015-03 38.8300 OCX.NoDivRisk $0.11 90 1.13%
EMB1D 2015-06 111.5100 OCX.NoDivRisk $0.62 181 1.11%
JNK1D 2015-06 38.8300 OCX.NoDivRisk $0.21 181 1.08%
DO1D 2015-02 38.7500 OCX.NoDivRisk $0.07 62 1.05%
JNK1D 2015-02 38.8300 OCX.NoDivRisk $0.07 62 1.05%
TAN1D 2015-02 34.1300 OCX.NoDivRisk $0.06 62 1.02%
TMF1D 2015-02 85.9600 OCX.NoDivRisk $0.15 62 1.01%
LOGI1D 2015-06 14.0500 OCX.NoDivRisk $0.07 181 0.99%
UPRO1D 2015-02 135.9700 OCX.NoDivRisk $0.21 62 0.90%
PFF1D 2015-06 39.5200 OCX.NoDivRisk $0.17 181 0.86%
EMB1D 2015-01 111.5100 OCX.NoDivRisk $0.07 27 0.84%
IEF1D 2015-06 106.2600 OCX.NoDivRisk $0.42 181 0.79%
LQD1D 2015-06 119.7500 OCX.NoDivRisk $0.44 181 0.73%
HYD1D 2015-06 30.9600 OCX.NoDivRisk $0.11 181 0.71%
XBI1D 2015-03 188.6600 OCX.NoDivRisk $0.32 90 0.68%
IEF1D 2015-03 106.2600 OCX.NoDivRisk $0.17 90 0.64%
DDD1D 2015-03 31.3200 OCX.NoDivRisk $0.05 90 0.64%
VXX1D 2015-02 28.5800 OCX.NoDivRisk $0.03 62 0.61%
MYGN1D 2015-06 36.0500 OCX.NoDivRisk $0.11 181 0.61%
LQD1D 2015-03 119.7500 OCX.NoDivRisk $0.18 90 0.60%
DRN1D 2015-06 82.1700 OCX.NoDivRisk $0.24 181 0.58%
IEF1D 2015-02 106.2600 OCX.NoDivRisk $0.09 62 0.49%
ERX1D 2015-03 61.8500 OCX.NoDivRisk $0.07 90 0.45%
VXX1D 2015-03 28.5800 OCX.NoDivRisk $0.03 90 0.42%
LQD1D 2015-02 119.7500 OCX.NoDivRisk $0.08 62 0.39%
TNA1D 2015-01 79.9100 OCX.NoDivRisk $0.02 27 0.33%

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.