DATE: 06/01/2012

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.

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.

OneChicago Announces Trading Volumes for May 2012

-Block volume at the exchange in May 2012 was up 32% year-over-year, compared to May 2011

- Security futures volume at the exchange in May 2012 was up 13%, compared to April 2012

Chicago – June 1, 2012 – OneChicago, LLC (OCX), an equity finance exchange, today announced that a total of 259,382 security futures contracts were traded in the month of May 2012.

May 2012 highlights include:

• 248,148 Exchange Futures for Physicals (EFPs) and blocks were traded. May 2012 EFPs and blocks activity represented more than $1.2 billion in notional value.

• 40% of May 2012 month-end open interest was in OCX.NoDivRisk™ products. The OCX.NoDivRisk product suite is an innovative equity finance tool, which removes dividend risk from the security futures.

• 67,566 of May 2012 futures valued at more than $341 million were taken to delivery, emphasizing the use of single stock futures as an equity finance product.

• Open interest stood at 407,067 contracts on the equity finance exchange at the end of May 2012.

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ABOUT ONECHICAGO

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OneChicago (OCX) is the only US equity finance exchange for trading security futures and the related EFP. Regulated by the SEC and CFTC, OCX lists approximately 2,800 products, including ADRs, ETFs and OCX.NoDivRiskÔ contracts. Contracts are cleared through the centralized counterparty, “AA+”-rated OCC. Security futures, a Delta One product, are utilized for synthetic equity strategies including equity swaps, equity repos and stock loan/borrow transactions. The OneChicago OCX.NoDivRisk, Exchange Futures for Physical transaction is economically equivalent to a Securities Lending Transaction.

OCX.NoDivRisk™ contracts are security futures with dividends removed from the pricing as the future’s price is adjusted down by the value of the dividend on Ex-date.

For more information, please visit our Website at: http://www.OneChicago.com or contact us at 312-424-8507.

Re: OneChicago Pricing Change for Creation of a Narrow Based Index
REVISED Effective Date: June 18, 2012
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