OCX.NoDivRisk Dividend Memo 2011-12-21
Wednesday, December 21st, 2011
DATE: 12/21/2011
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 |
|---|---|---|---|---|---|---|
| 2011-12-21 | CAMPBELL SOUP CO CAPSTK USD0.0 | CPB | 134429109 | CPB1D | -0.2900 | 2011-12-22 |
| 2011-12-21 | DUPONT FABROS TECHNOLOGY INC C | DFT | 26613Q106 | DFT1D | -0.1200 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES SELECT | DVY | 464287168 | DVY1D | -0.4430 | 2011-12-22 |
| 2011-12-21 | GENERAL ELECTRIC CO | GE | 369604103 | GE1D | -0.1700 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES US REG | IAT | 464288778 | IAT1D | -0.1385 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST NASDAQBIOTECHNOL | IBB | 464287556 | IBB1D | -0.0145 | 2011-12-22 |
| 2011-12-21 | ISHARES TR COHEN & STEERS REAL | ICF | 464287564 | ICF1D | -0.5801 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES US OIL | IEZ | 464288844 | IEZ1D | -0.0391 | 2011-12-22 |
| 2011-12-21 | ISHARES S&P NORTH AMERICAN NAT | IGE | 464287374 | IGE1D | -0.1622 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST S&P NATECH SOFTW | IGV | 464287515 | IGV1D | -0.0216 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST S&P MIDCAP 400 I | IJH | 464287507 | IJH1D | -0.3607 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST S&P SMALLCAP 600 | IJR | 464287804 | IJR1D | -0.2435 | 2011-12-22 |
| 2011-12-21 | ISHARES TR S&P SMALLCAP 600/ V | IJS | 464287879 | IJS1D | -0.3283 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES US HOM | ITB | 464288752 | ITB1D | -0.0212 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST S&P 500 VALUE IN | IVE | 464287408 | IVE1D | -0.3922 | 2011-12-22 |
| 2011-12-21 | ISHARES TR S&P 500 INDEX FD | IVV | 464287200 | IVV1D | -0.7701 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST S&P 500 GROWTH I | IVW | 464287309 | IVW1D | -0.3442 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL 1000 IND | IWB | 464287622 | IWB1D | -0.4103 | 2011-12-22 |
| 2011-12-21 | ISHARES TR RUSSELL MICROCAP IN | IWC | 464288869 | IWC1D | -0.2195 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL 1000 VAL | IWD | 464287598 | IWD1D | -0.4442 | 2011-12-22 |
| 2011-12-21 | ISHARES TR RUSSELL 1000 GROWTH | IWF | 464287614 | IWF1D | -0.2403 | 2011-12-22 |
| 2011-12-21 | ISHARES TR RUSSELL 2000 INDEX | IWM | 464287655 | IWM1D | -0.3595 | 2011-12-22 |
| 2011-12-21 | ISHARES TR RUSSELL 2000 INDEX | IWM | 464287655 | IWMM1D | -0.3595 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL 2000 VAL | IWN | 464287630 | IWN1D | -0.4294 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL 2000 GRO | IWO | 464287648 | IWO1D | -0.2251 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL MIDCAP G | IWP | 464287481 | IWP1D | -0.1675 | 2011-12-22 |
| 2011-12-21 | ISHARES TR RUSSELL MIDCAP INDE | IWR | 464287499 | IWR1D | -0.5068 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL MIDCAP V | IWS | 464287473 | IWS1D | -0.2870 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST RUSSELL 3000 IDX | IWV | 464287689 | IWV1D | -0.4253 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST US ENERGY SEC ID | IYE | 464287796 | IYE1D | -0.1354 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES US FIN | IYF | 464287788 | IYF1D | -0.3001 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST US BASMATL INDEX | IYM | 464287838 | IYM1D | -0.5720 | 2011-12-22 |
| 2011-12-21 | ISHARES TR DOW JONES U S REAL | IYR | 464287739 | IYR1D | -0.5869 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES US TRA | IYT | 464287192 | IYT1D | -0.2909 | 2011-12-22 |
| 2011-12-21 | ISHARES TRUST DOW JONES US TEL | IYZ | 464287713 | IYZ1D | -0.2099 | 2011-12-22 |
| 2011-12-21 | ALTRIA GROUP INC | MO | 02209S103 | MO1D | -0.4100 | 2011-12-22 |
| 2011-12-21 | OMNICARE INC | OCR | 681904108 | OCR1D | -0.0400 | 2011-12-22 |
| 2011-12-21 | ISHARES TR S&P 100 INDEX FUND | OEF | 464287101 | OEF1D | -0.3456 | 2011-12-22 |
| 2011-12-21 | ISHARES TR PHLX SOX SEMICONDUC | SOXX | 464287523 | SOXX1D | -0.0942 | 2011-12-22 |
| 2011-12-21 | XCEL ENERGY INC COM | XEL | 98389B100 | XEL1D | -0.2600 | 2011-12-22 |
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.
