Generating Alpha – Short Positions

 

Symbol Contract Future Bid Stock Last Dividend Premium # of Days Implied Annualized Premium
ATI1D 2014-09 42.1300 42.0700 OCX.NoDivRisk $0.06 60 0.86%
RRC1D 2014-12 77.3500 77.1400 OCX.NoDivRisk $0.21 151 0.65%
RRC1D 2014-09 77.2200 77.1400 OCX.NoDivRisk $0.08 60 0.62%
MU1D 2014-09 33.7300 33.7000 OCX.NoDivRisk $0.03 60 0.53%
MU1D 2014-12 33.7700 33.7000 OCX.NoDivRisk $0.07 151 0.50%
PM1D 2014-09 85.1500 85.0800 OCX.NoDivRisk $0.07 60 0.49%
PG1D 2014-12 80.1900 80.0300 OCX.NoDivRisk $0.16 151 0.48%
ASH1D 2014-12 106.7900 106.6000 OCX.NoDivRisk $0.19 151 0.43%
BA1D 2014-12 126.9300 126.7100 OCX.NoDivRisk $0.22 151 0.41%
DE1D 2014-12 87.6100 87.4600 OCX.NoDivRisk $0.15 151 0.41%

The above SSF are currently bid above the last stock tick. Meaning you can sell the future, hold to expiration and get the short stock at a premium to the current cash price. All prices above were last updated at 15:45:01 EST on 2014-07-23, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-07-23.

If you are currently short the stock, you can sell the exchange for physical (EFP), thus converting your short stock position to short futures, capturing the premium and eliminating your short interest charges. See current EFP prices at EFP prices. Learn more about EFPs at EFP education.

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