Generating Alpha – Long Positions

 

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
RMTI1D 2014-12 9.5200 10.3400 OCX.NoDivRisk $0.82 145 19.75%
VHC1D 2014-12 13.0100 14.1100 OCX.NoDivRisk $1.10 145 19.38%
VHC1D 2014-09 13.7300 14.1100 OCX.NoDivRisk $0.38 54 17.98%
RMTI1D 2015-03 9.2000 10.3400 OCX.NoDivRisk $1.14 236 16.87%
THRX1D 2014-09 21.4200 21.8300 OCX.NoDivRisk $0.41 54 12.54%
CUDA1D 2014-12 27.3200 28.7400 OCX.NoDivRisk $1.42 145 12.23%
RMTI1D 2014-09 10.1600 10.3400 OCX.NoDivRisk $0.18 54 11.64%
VHC1D 2015-03 13.1200 14.1100 OCX.NoDivRisk $0.99 236 10.72%
WTW1D 2014-09 19.5200 19.8100 OCX.NoDivRisk $0.29 54 9.76%
THRX1D 2014-12 20.9900 21.8300 OCX.NoDivRisk $0.84 145 9.57%

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 2014-07-29, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-07-29.

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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