SSFs can trade at a discount to the underlying

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
GPRO1D 2014-11 69.8100 72.0200 OCX.NoDivRisk $2.21 30 36.83%
GDP1D 2014-11 9.3500 9.5000 OCX.NoDivRisk $0.15 30 18.97%
GDP1D 2014-12 9.2300 9.5000 OCX.NoDivRisk $0.27 58 17.66%
MYGN1D 2014-11 36.4700 36.9900 OCX.NoDivRisk $0.52 30 16.87%
MYGN1D 2014-12 36.0600 36.9900 OCX.NoDivRisk $0.93 58 15.61%
VHC1D 2015-03 5.2200 5.5500 OCX.NoDivRisk $0.33 149 14.37%
GDP1D 2015-03 8.9900 9.5000 OCX.NoDivRisk $0.51 149 12.98%
GDP1D 2015-06 8.8700 9.5000 OCX.NoDivRisk $0.63 240 9.96%
KNDI1D 2014-12 13.7900 13.9900 OCX.NoDivRisk $0.20 58 8.91%
KNDI1D 2014-11 13.9000 13.9900 OCX.NoDivRisk $0.09 30 7.75%

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 2014-10-24, 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 2015-03 35.8900 37.0400 OCX.NoDivRisk $1.15 149 7.50%
MYGN1D 2015-03 35.8900 36.9900 OCX.NoDivRisk $1.10 149 7.19%
VHC1D 2015-06 5.3000 5.5500 OCX.NoDivRisk $0.25 240 6.76%
TCS1D 2014-12 17.1400 17.3000 OCX.NoDivRisk $0.16 58 5.74%
VHC1D 2014-12 5.5000 5.5500 OCX.NoDivRisk $0.05 58 5.59%
MYGN1D 2015-06 35.7300 36.9900 OCX.NoDivRisk $1.26 240 5.11%
KNDI1D 2015-06 13.5200 13.9900 OCX.NoDivRisk $0.47 240 5.06%
DO1D 2014-11 38.8400 39.0000 OCX.NoDivRisk $0.16 30 4.92%
DDD1D 2014-12 36.7500 37.0400 OCX.NoDivRisk $0.29 58 4.86%
TCS1D 2015-03 17.0000 17.3000 OCX.NoDivRisk $0.30 149 4.19%
THRX1D 2015-03 16.7800 17.0600 OCX.NoDivRisk $0.28 149 3.97%
CLF1D 2015-03 9.3500 9.4900 OCX.NoDivRisk $0.14 149 3.56%
DO1D 2014-12 38.8000 39.0000 OCX.NoDivRisk $0.20 58 3.18%
IRBT1D 2015-03 33.9500 34.3800 OCX.NoDivRisk $0.43 149 3.03%
BWX1D 2014-12 57.6800 57.9300 OCX.NoDivRisk $0.25 58 2.68%
BWX1D 2015-06 56.9000 57.9300 OCX.NoDivRisk $1.03 240 2.67%
TNA1D 2015-06 64.6300 65.7900 OCX.NoDivRisk $1.16 240 2.65%
CLF1D 2014-12 9.4500 9.4900 OCX.NoDivRisk $0.04 58 2.62%
KNDI1D 2015-03 13.8400 13.9900 OCX.NoDivRisk $0.15 149 2.60%
UPL1D 2015-03 22.1900 22.4300 OCX.NoDivRisk $0.24 149 2.59%
CLF1D 2014-11 9.4700 9.4900 OCX.NoDivRisk $0.02 30 2.53%
UPL1D 2014-12 22.3400 22.4300 OCX.NoDivRisk $0.09 58 2.49%
TMF1D 2015-06 71.7100 72.8400 OCX.NoDivRisk $1.13 240 2.43%
TMF1D 2015-03 72.1400 72.8400 OCX.NoDivRisk $0.70 149 2.43%
TNA1D 2015-03 65.1400 65.7900 OCX.NoDivRisk $0.65 149 2.39%
XBI1D 2015-03 165.4300 167.0500 OCX.NoDivRisk $1.62 149 2.34%
TAN1D 2015-06 36.7200 37.2600 OCX.NoDivRisk $0.54 240 2.18%
UPL1D 2014-11 22.3900 22.4300 OCX.NoDivRisk $0.04 30 2.14%
VJET1D 2015-06 12.7300 12.9100 OCX.NoDivRisk $0.18 240 2.10%
BWX1D 2015-03 57.4600 57.9300 OCX.NoDivRisk $0.47 149 1.96%
XBI1D 2014-12 166.5600 167.0500 OCX.NoDivRisk $0.49 58 1.82%
EMB1D 2015-06 112.7200 114.0500 OCX.NoDivRisk $1.33 240 1.75%
TAN1D 2015-03 37.0000 37.2600 OCX.NoDivRisk $0.26 149 1.69%
VXX1D 2015-06 32.9700 33.3400 OCX.NoDivRisk $0.37 240 1.67%
EMB1D 2015-03 113.3000 114.0500 OCX.NoDivRisk $0.75 149 1.59%
TMF1D 2014-12 72.6700 72.8400 OCX.NoDivRisk $0.17 58 1.52%
UPRO1D 2015-03 114.3000 115.0200 OCX.NoDivRisk $0.72 149 1.51%
JNK1D 2015-03 40.2000 40.4500 OCX.NoDivRisk $0.25 149 1.49%
JNK1D 2015-06 40.0600 40.4500 OCX.NoDivRisk $0.39 240 1.45%
VXX1D 2015-03 33.1500 33.3400 OCX.NoDivRisk $0.19 149 1.38%
UPRO1D 2015-06 113.9800 115.0200 OCX.NoDivRisk $1.04 240 1.36%
TNA1D 2014-12 65.6500 65.7900 OCX.NoDivRisk $0.14 58 1.32%
XBI1D 2014-11 166.8700 167.0500 OCX.NoDivRisk $0.18 30 1.29%
TAN1D 2014-12 37.1900 37.2600 OCX.NoDivRisk $0.07 58 1.17%
ERX1D 2015-03 78.8500 79.2300 OCX.NoDivRisk $0.38 149 1.16%
HYG1D 2015-03 92.4200 92.8400 OCX.NoDivRisk $0.42 149 1.09%
HYG1D 2015-06 92.1700 92.8400 OCX.NoDivRisk $0.67 240 1.08%
JNK1D 2014-12 40.3800 40.4500 OCX.NoDivRisk $0.07 58 1.07%
IRBT1D 2014-11 34.3500 34.3800 OCX.NoDivRisk $0.03 30 1.05%
ERX1D 2015-06 78.7100 79.2300 OCX.NoDivRisk $0.52 240 0.99%
HYD1D 2015-06 30.7000 30.9000 OCX.NoDivRisk $0.20 240 0.97%
HYG1D 2014-12 92.7000 92.8400 OCX.NoDivRisk $0.14 58 0.94%
EMB1D 2014-12 113.8800 114.0500 OCX.NoDivRisk $0.17 58 0.93%
UPRO1D 2014-12 114.8500 115.0200 OCX.NoDivRisk $0.17 58 0.92%
IEF1D 2015-06 104.9600 105.5700 OCX.NoDivRisk $0.61 240 0.87%
TMF1D 2014-11 72.7900 72.8400 OCX.NoDivRisk $0.05 30 0.86%
TMV1D 2015-06 38.4300 38.6500 OCX.NoDivRisk $0.22 240 0.85%
IEF1D 2015-03 105.2100 105.5700 OCX.NoDivRisk $0.36 149 0.82%
IOC1D 2015-03 54.0100 54.1900 OCX.NoDivRisk $0.18 149 0.80%
VXX1D 2014-12 33.3000 33.3400 OCX.NoDivRisk $0.04 58 0.75%

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.