Generating Alpha – Long Positions

 

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
GNK1D 2014-09 1.4700 1.6900 OCX.NoDivRisk $0.22 152 35.69%
RMTI1D 2014-09 9.3700 10.5300 OCX.NoDivRisk $1.16 152 26.14%
RMTI1D 2014-06 10.1000 10.5300 OCX.NoDivRisk $0.43 61 24.15%
CUDA1D 2014-05 27.5300 27.9900 OCX.NoDivRisk $0.46 26 22.85%
CUDA1D 2014-06 26.9400 27.9900 OCX.NoDivRisk $1.05 61 22.23%
RMTI1D 2014-12 9.0300 10.5300 OCX.NoDivRisk $1.50 243 21.14%
CUDA1D 2014-09 25.8000 27.9900 OCX.NoDivRisk $2.19 152 18.61%
CUDA1D 2014-12 25.4400 27.9900 OCX.NoDivRisk $2.55 243 13.56%
ARNA1D 2014-06 6.2200 6.3500 OCX.NoDivRisk $0.13 61 12.10%
VJET1D 2014-06 16.8800 17.2200 OCX.NoDivRisk $0.34 61 11.69%

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 2014-04-22, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-04-22.

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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