OCX.NoDivRisk Dividend Memo 2012-08-10
Friday, August 10th, 2012
DATE: 08/10/2012
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 |
|---|---|---|---|---|---|---|
| 2012-08-10 | ASTORIA FINANCIAL CORP | AF | 046265104 | AF1D | -0.0400 | 2012-08-13 |
| 2012-08-10 | AFLAC INC | AFL | 001055102 | AFL1D | -0.3300 | 2012-08-13 |
| 2012-08-10 | ASSURED GUARANTY LTDCOM USD0.0 | AGO | G0585R106 | AGO1D | -0.0900 | 2012-08-13 |
| 2012-08-10 | APPLIED INDUSTRIAL TECH | AIT | 03820C105 | AIT1D | -0.2100 | 2012-08-13 |
| 2012-08-10 | ARMOUR RESIDENTIAL REIT INC CO | ARR | 042315101 | ARR1D | -0.1000 | 2012-08-13 |
| 2012-08-10 | AVON PRODUCTS INC | AVP | 054303102 | AVP1D | -0.2300 | 2012-08-13 |
| 2012-08-10 | BUCKEYE PARTNERS L PUNIT LTD P | BPL | 118230101 | BPL1D | -1.0375 | 2012-08-13 |
| 2012-08-10 | BLACKSTONE GROUP L PCOM UNIT R | BX | 09253U108 | BX1D | -0.1000 | 2012-08-13 |
| 2012-08-10 | CLIFFS NAT RES INC COM | CLF | 18683K101 | CLF1D | -0.6250 | 2012-08-13 |
| 2012-08-10 | DU PONT E I DE NEMOURS & CO | DD | 263534109 | DD1D | -0.4300 | 2012-08-13 |
| 2012-08-10 | EBIX INC NEW | EBIX | 278715206 | EBIX1D | -0.0500 | 2012-08-13 |
| 2012-08-10 | CONSOLIDATED EDISON HLDG CO IN | ED | 209115104 | ED1D | -0.6050 | 2012-08-13 |
| 2012-08-10 | ENBRIDGE INC COM NPVISIN #CA29 | ENB | 29250N105 | ENB1D | -0.2848 | 2012-08-13 |
| 2012-08-10 | EXELON CORP | EXC | 30161N101 | EXC1D | -0.5250 | 2012-08-13 |
| 2012-08-10 | FORTRESS INVT GROUP LLC DEL CL | FIG | 34958B106 | FIG1D | -0.0500 | 2012-08-13 |
| 2012-08-10 | IAC / INTERACTIVECRPCOM PAR $. | IACI | 44919P508 | IACI1D | -0.2400 | 2012-08-13 |
| 2012-08-10 | INTL PAPER CO | IP | 460146103 | IP1D | -0.2625 | 2012-08-13 |
| 2012-08-10 | JABIL CIRCUIT INC | JBL | 466313103 | JBL1D | -0.0800 | 2012-08-13 |
| 2012-08-10 | KROGER CO | KR | 501044101 | KR1D | -0.1150 | 2012-08-13 |
| 2012-08-10 | LILLY ELI & CO | LLY | 532457108 | LLY1D | -0.4900 | 2012-08-13 |
| 2012-08-10 | OFFICEMAX INC DEL COM | OMX | 67622P101 | OMX1D | -0.0200 | 2012-08-13 |
| 2012-08-10 | OTTER TAIL CORP | OTTR | 689648103 | OTTR1D | -0.2975 | 2012-08-13 |
| 2012-08-10 | SOUTHERN COPPER CORP DEL COM | SCCO | 84265V105 | SCCO1D | -0.2400 | 2012-08-13 |
| 2012-08-10 | TCF FINANCIAL CORP | TCB | 872275102 | TCB1D | -0.0500 | 2012-08-13 |
| 2012-08-10 | TEVA PHARMACEUTICAL INDUSTRIES | TEVA | 881624209 | TEVA1D | -0.2489 | 2012-08-13 |
| 2012-08-10 | TARGET CORP | TGT | 87612E106 | TGT1D | -0.3600 | 2012-08-13 |
| 2012-08-10 | TRUE RELIGION APPAREL INC | TRLG | 89784N104 | TRLG1D | -0.2000 | 2012-08-13 |
| 2012-08-10 | VALERO ENERGY CORP | VLO | 91913Y100 | VLO1D | -0.1750 | 2012-08-13 |
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.
