OCX.NoDivRisk Dividend Memo 2012-06-25
Monday, June 25th, 2012
DATE: 06/25/2012
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 |
|---|---|---|---|---|---|---|
| 2012-06-25 | CANADIAN IMPERIAL BANK OF COMM | CM | 136069101 | CM1D | -0.8748 | 2012-06-26 |
| 2012-06-25 | CYPRESS SEMICONDUCTRCORP | CY | 232806109 | CY1D | -0.1100 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL 1000 IND | IWB | 464287622 | IWB1D | -0.3626 | 2012-06-26 |
| 2012-06-25 | ISHARES TR RUSSELL MICROCAP IN | IWC | 464288869 | IWC1D | -0.1850 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL 1000 VAL | IWD | 464287598 | IWD1D | -0.3777 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL 1000 GRO | IWF | 464287614 | IWF1D | -0.2212 | 2012-06-26 |
| 2012-06-25 | ISHARES TR RUSSELL 2000 INDEX | IWM | 464287655 | IWM1D | -0.3772 | 2012-06-26 |
| 2012-06-25 | ISHARES TR RUSSELL 2000 INDEX | IWM | 464287655 | IWMM1D | -0.3772 | 2012-06-26 |
| 2012-06-25 | ISHARES TR RUSSELL 2000 VALUE | IWN | 464287630 | IWN1D | -0.4470 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL 2000 GRO | IWO | 464287648 | IWO1D | -0.1934 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL MIDCAP G | IWP | 464287481 | IWP1D | -0.1312 | 2012-06-26 |
| 2012-06-25 | ISHARES TR RUSSELL MIDCAP INDE | IWR | 464287499 | IWR1D | -0.4399 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL MIDCAP V | IWS | 464287473 | IWS1D | -0.2367 | 2012-06-26 |
| 2012-06-25 | ISHARES TRUST RUSSELL 3000 IDX | IWV | 464287689 | IWV1D | -0.3510 | 2012-06-26 |
| 2012-06-25 | ZIMMER HLDGS INC | ZMH | 98956P102 | ZMH1D | -0.1800 | 2012-06-26 |
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.
