OCX.NoDivRisk Dividend Memo 2012-04-20


DATE: 04/20/2012

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
2012-04-20 CLOROX CO DEL CLX 189054109 CLX1D -0.6000 2012-04-23
2012-04-20 LENNAR CORP CL A LEN 526057104 LEN1D -0.0400 2012-04-23
2012-04-20 LOWES COMPANIES LOW 548661107 LOW1D -0.1400 2012-04-23
2012-04-20 ROYAL BANK OF CANADACOM NPV RY 780087102 RY1D -0.5748 2012-04-23

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.