OCX.NoDivRisk Dividend Memo 2011-12-19
Monday, December 19th, 2011
DATE: 12/19/2011
RE: OCX.NoDivRisk® Adjustments
The securities listed below will be trading ex-dividend on the Ex-Date noted. Corresponding OCX.NoDivRisk® SSF will be adjusted by the following amounts.
| Business Date | Name | Underlying Symbol | Underlying ID | Futures Symbol | Adjustment Amount | Ex-Date |
|---|---|---|---|---|---|---|
| 2011-12-19 | ISHARES TRUST ISHARES MSCI ACW | ACWI | 464288257 | ACWI1D | -0.4508 | 2011-12-20 |
| 2011-12-19 | AMERICAN CAP AGY CORP COM | AGNC | 02503X105 | AGNC1D | -1.4000 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MCSI BRIC INDEX FU | BKF | 464286657 | BKF1D | -0.2728 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MCSI CHILE INDEX F | ECH | 464286640 | ECH1D | -0.0438 | 2011-12-20 |
| 2011-12-19 | ISHARES TR MSCI EMERGING MKTS | EEM | 464287234 | EEM1D | -0.3470 | 2011-12-20 |
| 2011-12-19 | ISHARES TR MSCI EAFE INDEX FD | EFA | 464287465 | EFA1D | -0.5692 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI PACIFIC EX JA | EPP | 464286665 | EPP1D | -0.9735 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI AUSTRALIA IND | EWA | 464286103 | EWA1D | -0.6520 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI CANADA INDEX | EWC | 464286509 | EWC1D | -0.3533 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI HONG KONG IND | EWH | 464286871 | EWH1D | -0.1736 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI ITALY INDEX F | EWI | 464286855 | EWI1D | -0.1630 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI JAPAN INDEX F | EWJ | 464286848 | EWJ1D | -0.1059 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI BELGIUM INVES | EWK | 464286301 | EWK1D | -0.3236 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI SWITZERLAND I | EWL | 464286749 | EWL1D | -0.0178 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI MALAYSIA FREE | EWM | 464286830 | EWM1D | -0.4441 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI SPAIN INDEX F | EWP | 464286764 | EWP1D | -2.1209 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI FRANCE INDEX | EWQ | 464286707 | EWQ1D | -0.1766 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI UTDKINGDOM IN | EWU | 464286699 | EWU1D | -0.2308 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI MEXICO FREE I | EWW | 464286822 | EWW1D | -0.3467 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI SOUTH KOREA I | EWY | 464286772 | EWY1D | -0.3730 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI BRAZIL INDEX | EWZ | 464286400 | EWZ1D | -0.4213 | 2011-12-20 |
| 2011-12-19 | ISHARES INC MSCI SOUTH AFRICA | EZA | 464286780 | EZA1D | -1.0665 | 2011-12-20 |
| 2011-12-19 | ISHARES TRUST EMU IDX FUND | EZU | 464286608 | EZU1D | -0.3080 | 2011-12-20 |
| 2011-12-19 | HEINZ H J CO | HNZ | 423074103 | HNZ1D | -0.4800 | 2011-12-20 |
| 2011-12-19 | BLOCK H & R INC | HRB | 093671105 | HRB1D | -0.2000 | 2011-12-20 |
| 2011-12-19 | INTL GAME TECHNOLOGY | IGT | 459902102 | IGT1D | -0.0600 | 2011-12-20 |
| 2011-12-19 | INVESCO MORTGAGE CAPITAL INC C | IVR | 46131B100 | IVR1D | -0.6500 | 2011-12-20 |
| 2011-12-19 | LTC PPTYS INC (CONVERTED)FROM | LTC | 502175102 | LTC1D | -0.1400 | 2011-12-20 |
| 2011-12-19 | PHILIP MORRIS INTL INC COM | PM | 718172109 | PM1D | -0.7700 | 2011-12-20 |
| 2011-12-19 | ROYAL CARIBBEAN CRUISES COM ST | RCL | V7780T103 | RCL1D | -0.1000 | 2011-12-20 |
| 2011-12-19 | SEMPRA ENERGY | SRE | 816851109 | SRE1D | -0.4800 | 2011-12-20 |
| 2011-12-19 | SAFEWAY INC COM NEW FMLY SAFEW | SWY | 786514208 | SWY1D | -0.1450 | 2011-12-20 |
The OCC will adjust the start of day prices (ie. prior day’s settlement) by the amount of the dividend.
Questions regarding this memo can be addressed to OneChicago at info@OneChicago.com or 312.424.8507. This and all other OneChicago corporate event circulars can be accessed from the OneChicago Web site at www.OneChicago.com
THE ABOVE IS AN UNOFFICIAL SUMMARY OF INFORMATION CURRENTLY AVAILABLE: THIS INFORMATION IS SUBJECT TO CHANGE. ONECHICAGO, LLC ACCEPTS NO RESPONSIBILITY FOR ITS ACCURACY OR COMPLETENESS.
