OCX.NoDivRisk Dividend Memo 2012-06-22
Friday, June 22nd, 2012
DATE: 06/22/2012
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 |
|---|---|---|---|---|---|---|
| 2012-06-22 | AMERICAN EAGLE OUTFITTERS | AEO | 02553E106 | AEO1D | -0.1100 | 2012-06-25 |
| 2012-06-22 | WISDOMTREE TRUST EMERGING MKTS | ELD | 97717X867 | ELD1D | -0.1300 | 2012-06-25 |
| 2012-06-22 | WISDOMTREE TR INDIA EARNINGS F | EPI | 97717W422 | EPI1D | -0.0453 | 2012-06-25 |
| 2012-06-22 | ADVISORSHARES TR PERITUS HIGH | HYLD | 00768Y503 | HYLD1D | -0.3718 | 2012-06-25 |
| 2012-06-22 | PHILIP MORRIS INTL INC COM | PM | 718172109 | PM1D | -0.7700 | 2012-06-25 |
| 2012-06-22 | SEMPRA ENERGY | SRE | 816851109 | SRE1D | -0.6000 | 2012-06-25 |
| 2012-06-22 | VANGUARD INDEX FDS VANGUARD RE | VNQ | 922908553 | VNQ1D | -0.5190 | 2012-06-25 |
| 2012-06-22 | VANGUARD INDEX FUNDSTOTAL STOC | VTI | 922908769 | VTI1D | -0.3460 | 2012-06-25 |
| 2012-06-22 | VANGUARD INDEX FDS VANGUARD VA | VTV | 922908744 | VTV1D | -0.3880 | 2012-06-25 |
| 2012-06-22 | VANGUARD INDEX FDS VANGUARD GR | VUG | 922908736 | VUG1D | -0.2090 | 2012-06-25 |
| 2012-06-22 | VANGUARD INDEX FDS VANGUARD LA | VV | 922908637 | VV1D | -0.3100 | 2012-06-25 |
| 2012-06-22 | VANGUARD WHITEHALL FDS HIGH DI | VYM | 921946406 | VYM1D | -0.3700 | 2012-06-25 |
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.
