EFP AUG08 Futures HBC1CQ8 Bid 20.200% HBC AUG08 Futures HBC1CQ8 Bid 81.14 HBC Stock Ask 81.85 Ex-div date is 20 Aug, future expires 15 Aug. So by selling the EFP for income one would buy 100 stock for 81.85, then sell them in the future for 81.14 and NOT receive the expected 0.90 dividend. Just wondering how this should make 20% yearly interest. Perhaps for the buyer side! Please tell me I've got it wrong.