OCX.NoDivRisk Dividend Memo 2012-05-31
Thursday, May 31st, 2012
DATE: 05/31/2012
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 |
|---|---|---|---|---|---|---|
| 2012-05-31 | ISHARES BARCLAYS U S AGGREGATE | AGG | 464287226 | AGG1D | -0.2384 | 2012-06-01 |
| 2012-05-31 | SPDR SERIES TRUST BARCLAYS INT | BWX | 78464A516 | BWX1D | -0.1051 | 2012-06-01 |
| 2012-05-31 | ISHARES TRUST BARCLAYS INTERME | CIU | 464288638 | CIU1D | -0.3019 | 2012-06-01 |
| 2012-05-31 | CERADYNE INC | CRDN | 156710105 | CRDN1D | -0.1500 | 2012-06-01 |
| 2012-05-31 | ISHARES TRUST BARCLAYS 1-3 YR | CSJ | 464288646 | CSJ1D | -0.1384 | 2012-06-01 |
| 2012-05-31 | CENTURYLINK INC | CTL | 156700106 | CTL1D | -0.7250 | 2012-06-01 |
| 2012-05-31 | DEUTSCHE BANK AG ORDNPV(REGD) | DB | D18190898 | DB1D | -0.7500 | 2012-06-01 |
| 2012-05-31 | ISHARES TRUST ISHARES JP MORGA | EMB | 464288281 | EMB1D | -0.4412 | 2012-06-01 |
| 2012-05-31 | CURRENCYSHARES CDN DOLLAR SHS | FXC | 23129X105 | FXC1D | -0.0162 | 2012-06-01 |
| 2012-05-31 | ISHARES TR IBOXX $ HIGH YIELD | HYG | 464288513 | HYG1D | -0.5421 | 2012-06-01 |
| 2012-05-31 | ISHARES BARCLAYS 7-10 YEAR TRE | IEF | 464287440 | IEF1D | -0.1707 | 2012-06-01 |
| 2012-05-31 | ITAU UNIBANCO HOLDINGS S.A. AD | ITUB | 465562106 | ITUB1D | -0.0077 | 2012-06-01 |
| 2012-05-31 | SPDR SER TR BARCLAYSCAP HIGH Y | JNK | 78464A417 | JNK1D | -0.2368 | 2012-06-01 |
| 2012-05-31 | ISHARES TRUST IBOXX USD INVTOP | LQD | 464287242 | LQD1D | -0.3956 | 2012-06-01 |
| 2012-05-31 | ISHARES S&P NATL AMTFREE MUNI | MUB | 464288414 | MUB1D | -0.2676 | 2012-06-01 |
| 2012-05-31 | ISHARES TRUST S&P USPREFERRED | PFF | 464288687 | PFF1D | -0.2024 | 2012-06-01 |
| 2012-05-31 | ISHARES TRUST BARCLAYS 1-3 YRS | SHY | 464287457 | SHY1D | -0.0279 | 2012-06-01 |
| 2012-05-31 | STERIS CORP | STE | 859152100 | STE1D | -0.1700 | 2012-06-01 |
| 2012-05-31 | SPDR SER TR NUVEEN BARCLAYS CA | TFI | 78464A458 | TFI1D | -0.0569 | 2012-06-01 |
| 2012-05-31 | ISHARES BARCLAYS TREAS INFLATI | TIP | 464287176 | TIP1D | -0.8043 | 2012-06-01 |
| 2012-05-31 | ISHARES BARCLAYS 20+YEAR TREAS | TLT | 464287432 | TLT1D | -0.2627 | 2012-06-01 |
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.










