Archive for December 23rd, 2011

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.


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