SSFs can trade at a discount to the underlying

Symbol Contract Future Ask Dividend Discount # of Days Implied Annualized Discount
GDP1D 2015-03 2.5700 OCX.NoDivRisk $0.15 61 32.67%
GDP1D 2015-02 2.6400 OCX.NoDivRisk $0.08 33 32.20%
GDP1D 2015-06 2.4500 OCX.NoDivRisk $0.27 152 23.60%
GDP1D 2015-09 2.4100 OCX.NoDivRisk $0.31 243 16.95%
DO1D 2015-02 31.4400 OCX.NoDivRisk $0.44 33 15.15%
DO1D 2015-03 31.1700 OCX.NoDivRisk $0.71 61 13.22%
WTW1D 2015-06 16.8200 OCX.NoDivRisk $0.58 152 7.91%
LINE1D 2015-03 9.1400 OCX.NoDivRisk $0.06 61 3.85%
LINE1D 2015-06 9.0700 OCX.NoDivRisk $0.13 152 3.35%
TCS1D 2015-09 17.6100 OCX.NoDivRisk $0.39 243 3.23%

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 12:03:01 EST on 2015-01-20, 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 Dividend Discount # of Days Implied Annualized Discount
TCS1D 2015-06 18.0000 OCX.NoDivRisk $0.24 152 3.18%
LINE1D 2015-09 9.2000 OCX.NoDivRisk $0.17 243 2.74%
LINE1D 2015-02 9.2000 OCX.NoDivRisk $0.02 33 2.37%
WTW1D 2015-03 17.4000 OCX.NoDivRisk $0.06 61 2.04%
DDD1D 2015-09 28.9400 OCX.NoDivRisk $0.37 243 1.90%
DDD1D 2015-06 28.9400 OCX.NoDivRisk $0.17 152 1.39%
JCP1D 2015-09 7.2200 OCX.NoDivRisk $0.05 243 1.03%
XBI1D 2015-03 194.7600 OCX.NoDivRisk $0.33 61 1.00%
JCP1D 2015-06 7.2200 OCX.NoDivRisk $0.03 152 0.98%
EWG1D 2015-03 27.5800 OCX.NoDivRisk $0.03 61 0.64%
XOP1D 2015-06 43.3200 OCX.NoDivRisk $0.08 152 0.44%
UNG1D 2015-09 14.4800 OCX.NoDivRisk $0.04 243 0.41%
XOP1D 2015-03 43.3200 OCX.NoDivRisk $0.03 61 0.41%
XOP1D 2015-09 43.3200 OCX.NoDivRisk $0.11 243 0.38%
EWG1D 2015-06 27.5800 OCX.NoDivRisk $0.04 152 0.34%
UNG1D 2015-06 14.4800 OCX.NoDivRisk $0.02 152 0.33%
EWG1D 2015-09 27.5800 OCX.NoDivRisk $0.04 243 0.22%
EWA1D 2015-06 21.8900 OCX.NoDivRisk $0.01 152 0.11%
OUTR1D 2015-09 65.5800 OCX.NoDivRisk $0.04 243 0.09%
USO1D 2015-09 17.6700 OCX.NoDivRisk $0.01 243 0.08%
EWH1D 2015-09 21.0800 OCX.NoDivRisk $0.01 243 0.07%
IWO1D 2015-06 137.8200 OCX.NoDivRisk $0.04 152 0.07%
EWA1D 2015-09 21.8900 OCX.NoDivRisk $0.01 243 0.07%
IWO1D 2015-09 137.8200 OCX.NoDivRisk $0.06 243 0.06%
AMD1D 2015-09 2.3000 OCX.NoDivRisk $0.00 243 0.00%
EWG1D 2015-02 27.5800 OCX.NoDivRisk $0.00 33 0.00%
TCS1D 2015-03 18.0000 OCX.NoDivRisk $0.00 61 0.00%
USO1D 2015-06 17.6700 OCX.NoDivRisk $0.00 152 0.00%
IWM1D 2015-09 115.3500 OCX.NoDivRisk $-0.03 243 -0.04%
IWM1D 2015-06 115.3500 OCX.NoDivRisk $-0.04 152 -0.08%
ENB1D 2015-09 46.3400 OCX.NoDivRisk $-0.03 243 -0.10%
IEZ1D 2015-06 45.8100 OCX.NoDivRisk $-0.02 152 -0.10%
OUTR1D 2015-06 65.5800 OCX.NoDivRisk $-0.03 152 -0.11%
IWO1D 2015-03 137.8200 OCX.NoDivRisk $-0.03 61 -0.13%
ENB1D 2015-06 46.3400 OCX.NoDivRisk $-0.03 152 -0.15%
ICF1D 2015-06 104.7000 OCX.NoDivRisk $-0.08 152 -0.18%
GRMN1D 2015-09 52.3700 OCX.NoDivRisk $-0.08 243 -0.23%
IEZ1D 2015-09 45.8100 OCX.NoDivRisk $-0.07 243 -0.23%
ICF1D 2015-09 104.7000 OCX.NoDivRisk $-0.18 243 -0.25%
IEZ1D 2015-03 45.8100 OCX.NoDivRisk $-0.02 61 -0.26%
DVY1D 2015-06 79.1800 OCX.NoDivRisk $-0.09 152 -0.27%
EWA1D 2015-03 21.8900 OCX.NoDivRisk $-0.01 61 -0.27%
GRMN1D 2015-06 52.3700 OCX.NoDivRisk $-0.06 152 -0.27%
ICF1D 2015-03 104.7000 OCX.NoDivRisk $-0.05 61 -0.28%
OIH1D 2015-06 32.9100 OCX.NoDivRisk $-0.04 152 -0.29%
DVY1D 2015-09 79.1800 OCX.NoDivRisk $-0.16 243 -0.30%
IJH1D 2015-06 141.3900 OCX.NoDivRisk $-0.18 152 -0.30%
OIH1D 2015-09 32.9100 OCX.NoDivRisk $-0.07 243 -0.32%
BBVA1D 2015-09 9.0100 OCX.NoDivRisk $-0.02 243 -0.33%
EWH1D 2015-06 21.0800 OCX.NoDivRisk $-0.03 152 -0.34%
IJH1D 2015-09 141.3900 OCX.NoDivRisk $-0.33 243 -0.35%
IWM1D 2015-03 115.3500 OCX.NoDivRisk $-0.07 61 -0.36%
DVY1D 2015-03 79.1800 OCX.NoDivRisk $-0.05 61 -0.37%
QQQ1D 2015-06 100.5200 OCX.NoDivRisk $-0.16 152 -0.38%
VNQ1D 2015-06 87.0200 OCX.NoDivRisk $-0.14 152 -0.38%
VTI1D 2015-03 103.3800 OCX.NoDivRisk $-0.07 61 -0.40%
VNQ1D 2015-03 87.0200 OCX.NoDivRisk $-0.06 61 -0.41%
QQQ1D 2015-03 100.5200 OCX.NoDivRisk $-0.07 61 -0.41%
IJS1D 2015-09 111.6500 OCX.NoDivRisk $-0.31 243 -0.41%
VTI1D 2015-06 103.3800 OCX.NoDivRisk $-0.18 152 -0.41%

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.