OCX.NoDivRisk Dividend Memo 2012-01-31
Tuesday, January 31st, 2012
DATE: 01/31/2012
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 |
|---|---|---|---|---|---|---|
| 2012-01-31 | ALCOA INC | AA | 013817101 | AA1D | -0.0300 | 2012-02-01 |
| 2012-01-31 | ISHARES BARCLAYS U S AGGREGATE | AGG | 464287226 | AGG1D | -0.2750 | 2012-02-01 |
| 2012-01-31 | SPDR SERIES TRUST BARCLAYS INT | BWX | 78464A516 | BWX1D | -0.0952 | 2012-02-01 |
| 2012-01-31 | CAPITOL FED FINL INCCOM | CFFN | 14057J101 | CFFN1D | -0.0750 | 2012-02-01 |
| 2012-01-31 | ISHARES TRUST ISHARES JP MORGA | EMB | 464288281 | EMB1D | -0.4320 | 2012-02-01 |
| 2012-01-31 | FIRST NIAGARA FINL GROUP INC N | FNFG | 33582V108 | FNFG1D | -0.0800 | 2012-02-01 |
| 2012-01-31 | Currency Shares Canadian Dollar | FXC | 23129X105 | FXC1D | -0.0085 | 2012-02-01 |
| 2012-01-31 | ISHARES TRUST IBOXX USD HIGH Y | HYG | 464288513 | HYG1D | -0.5068 | 2012-02-01 |
| 2012-01-31 | ISHARES BARCLAYS 7-10 YEAR TRE | IEF | 464287440 | IEF1D | -0.1908 | 2012-02-01 |
| 2012-01-31 | SPDR SERIES TRUST BRCLYS HIGH | JNK | 78464A417 | JNK1D | -0.2156 | 2012-02-01 |
| 2012-01-31 | ISHARES TRUST IBOXX USD INVTOP | LQD | 464287242 | LQD1D | -0.3914 | 2012-02-01 |
| 2012-01-31 | NATL PENN BANCSHARES | NPBC | 637138108 | NPBC1D | -0.0500 | 2012-02-01 |
| 2012-01-31 | NORFOLK SOUTHERN CRP | NSC | 655844108 | NSC1D | -0.4700 | 2012-02-01 |
| 2012-01-31 | PLAINS ALL AMERICAN PIPELINE L | PAA | 726503105 | PAA1D | -1.0250 | 2012-02-01 |
| 2012-01-31 | PFIZER INC | PFE | 717081103 | PFE1D | -0.2200 | 2012-02-01 |
| 2012-01-31 | ISHARES TR S&P U S PFD STK IND | PFF | 464288687 | PFF1D | -0.1756 | 2012-02-01 |
| 2012-01-31 | ISHARES TRUST BARCLAYS 1-3 YRS | SHY | 464287457 | SHY1D | -0.0313 | 2012-02-01 |
| 2012-01-31 | SPDR SER TR NUVEEN BARCLAYS CA | TFI | 78464A458 | TFI1D | -0.0611 | 2012-02-01 |
| 2012-01-31 | ISHARES BARCLAYS 20+YEAR TREAS | TLT | 464287432 | TLT1D | -0.2888 | 2012-02-01 |
| 2012-01-31 | WELLS FARGO & CO NEW | WFC | 949746101 | WFC1D | -0.1200 | 2012-02-01 |
| 2012-01-31 | WILLIAMS PARTNERS LPCOM UNIT L | WPZ | 96950F104 | WPZ1D | -0.7625 | 2012-02-01 |
| 2012-02-1 | Currency Shares Canadian Dollar | FXC | 23129X105 | FXC1D | -0.0085 | 2012-02-01 |
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.










