OCX.NoDivRisk Dividend Memo 2011-12-23
Friday, December 23rd, 2011
DATE: 12/23/2011
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 |
|---|---|---|---|---|---|---|
| 2011-12-23 | ISHARES BARCLAYS U S AGGREGATE | AGG | 464287226 | AGG1D | -0.0277 | 2011-12-27 |
| 2011-12-23 | CHIMERA INVT CORP COM | CIM | 16934Q109 | CIM1D | -0.1100 | 2011-12-27 |
| 2011-12-23 | CREXUS INVT CORP COM | CXS | 226553105 | CXS1D | -0.3500 | 2011-12-27 |
| 2011-12-23 | DISCOVER FINL SVCS | DFS | 254709108 | DFS1D | -0.1000 | 2011-12-27 |
| 2011-12-23 | ISHARES TRUST ISHARES JP MORGA | EMB | 464288281 | EMB1D | -0.4136 | 2011-12-27 |
| 2011-12-23 | ISHARES TRUST IBOXX USD HIGH Y | HYG | 464288513 | HYG1D | -0.5347 | 2011-12-27 |
| 2011-12-23 | ISHARES BARCLAYS 7-10 YEAR TRE | IEF | 464287440 | IEF1D | -0.1893 | 2011-12-27 |
| 2011-12-23 | ISHARES TRUST IBOXX USD INVTOP | LQD | 464287242 | LQD1D | -0.3876 | 2011-12-27 |
| 2011-12-23 | ANNALY CAPITAL MANAGEMENT INC | NLY | 035710409 | NLY1D | -0.5700 | 2011-12-27 |
| 2011-12-23 | ISHARES TR S&P U S PFD STK IND | PFF | 464288687 | PFF1D | -0.1826 | 2011-12-27 |
| 2011-12-23 | ISHARES TRUST BARCLAYS 1-3 YRS | SHY | 464287457 | SHY1D | -0.0386 | 2011-12-27 |
| 2011-12-23 | STRYKER CORP | SYK | 863667101 | SYK1D | -0.2125 | 2011-12-27 |
| 2011-12-23 | ISHARES BARCLAYS 20+YEAR TREAS | TLT | 464287432 | TLT1D | -0.3799 | 2011-12-27 |
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.
