Seeking Alpha – Long Positions
| Symbol | Contract | Future | Stock | Dividend | Discount | # of Days | Implied Annualized Discount |
| JRCC1D | 2013-09 | 2.2100 | 2.4700 | OCX.NoDivRisk | $0.26 | 128 | 29.73% |
| JRCC1D | 2013-12 | 2.0400 | 2.4700 | OCX.NoDivRisk | $0.43 | 219 | 28.73% |
| CALL1D | 2013-09 | 14.8200 | 16.4000 | OCX.NoDivRisk | $1.58 | 128 | 27.11% |
| WPRT1D | 2013-09 | 25.6100 | 28.1200 | OCX.NoDivRisk | $2.51 | 128 | 25.13% |
| DANG1D | 2013-06 | 5.5500 | 5.6900 | OCX.NoDivRisk | $0.14 | 37 | 23.98% |
| ARNA1D | 2013-06 | 7.7800 | 7.9700 | OCX.NoDivRisk | $0.19 | 37 | 23.22% |
| HGT1D | 2013-06 | 9.1100 | 9.3200 | OCX.NoDivRisk | $0.21 | 37 | 22.63% |
| CALL1D | 2013-06 | 16.0300 | 16.4000 | OCX.NoDivRisk | $0.37 | 37 | 21.96% |
| IOC1D | 2013-06 | 88.3300 | 90.0900 | OCX.NoDivRisk | $1.76 | 37 | 19.03% |
| CALL1D | 2013-12 | 14.7000 | 16.4000 | OCX.NoDivRisk | $1.70 | 219 | 17.05% |
The above SSFs are currently offered below the stock offer. 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 2013-05-17, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2013-05-17.
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. See current EFP prices at EFP prices. More information on EPF can be found here.
