Generating Alpha – Long Positions

 

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
WTW1D 2014-11 24.9200 25.7800 OCX.NoDivRisk $0.86 34 35.54%
WTW1D 2014-12 24.5300 25.7800 OCX.NoDivRisk $1.25 62 28.33%
WTW1D 2015-03 23.2100 25.7800 OCX.NoDivRisk $2.57 153 23.60%
MYGN1D 2014-12 33.7700 35.0100 OCX.NoDivRisk $1.24 62 20.57%
MYGN1D 2014-11 34.4400 35.0100 OCX.NoDivRisk $0.57 34 17.24%
VHC1D 2015-03 5.0000 5.3100 OCX.NoDivRisk $0.31 153 13.74%
KNDI1D 2014-12 13.0300 13.3400 OCX.NoDivRisk $0.31 62 13.53%
KNDI1D 2015-03 12.6500 13.3400 OCX.NoDivRisk $0.69 153 12.21%
RMTI1D 2015-03 9.6300 10.1400 OCX.NoDivRisk $0.51 153 11.85%
RMTI1D 2015-06 9.4200 10.1400 OCX.NoDivRisk $0.72 244 10.49%

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 2014-10-20, 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

SEE MORE …

Get Quotes 
Exp BID ASK Time
(EST)
 
ONECHICAGO ETF FUTURES
Sym Exp BID ASK Time (EST)
 
TOP 5 MOST ACTIVE FUTURES AT ONECHICAGO
Sym Exp BID ASK Time (EST)
Click - Quote Board

Don't see a product?
Click Here


October 2014
S M T W T F S
« Sep    
 1234
567891011
12131415161718
19202122232425
262728293031  

  • Quick Links