Generating Alpha – Long Positions

 

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
RMTI1D 2014-12 9.5300 10.4200 OCX.NoDivRisk $0.89 150 20.56%
VHC1D 2014-09 14.2100 14.6800 OCX.NoDivRisk $0.47 59 19.64%
VHC1D 2014-12 13.5400 14.6800 OCX.NoDivRisk $1.14 150 18.74%
RMTI1D 2015-03 9.2100 10.4200 OCX.NoDivRisk $1.21 241 17.40%
KNDI1D 2014-08 16.7100 16.8800 OCX.NoDivRisk $0.17 24 15.15%
CUDA1D 2014-09 28.1800 28.8200 OCX.NoDivRisk $0.64 59 13.58%
RMTI1D 2014-09 10.2000 10.4200 OCX.NoDivRisk $0.22 59 12.92%
CUDA1D 2014-12 27.2900 28.8200 OCX.NoDivRisk $1.53 150 12.77%
THRX1D 2014-09 23.5400 24.0400 OCX.NoDivRisk $0.50 59 12.71%
THRX1D 2014-08 23.8500 24.0400 OCX.NoDivRisk $0.19 24 11.88%

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 12:54:01 EST on 2014-07-24, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-07-24.

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

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