OCX.NoDivRisk Dividend Memo 2012-06-14
DATE: 06/14/2012
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 |
|---|---|---|---|---|---|---|
| 2012-06-14 | DDR CORP COM | DDR | 23317H102 | DDR1D | -0.1200 | 2012-06-15 |
| 2012-06-14 | SPDR DOW JONES INDL AVERAGE ET | DIA | 78467X109 | DIA1D | -0.2199 | 2012-06-15 |
| 2012-06-14 | SPDR DOW JONES INDL AVERAGE ET | DIA | 78467X109 | DIAM1D | -0.2199 | 2012-06-15 |
| 2012-06-14 | DSW INC COM NPV CLASS A | DSW | 23334L102 | DSW1D | -0.1800 | 2012-06-15 |
| 2012-06-14 | ECOLAB INC | ECL | 278865100 | ECL1D | -0.2000 | 2012-06-15 |
| 2012-06-14 | SPDR INDEX SHS FDS S&P INTL SM | GWX | 78463X871 | GWX1D | -0.2707 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P BK ETF | KBE | 78464A797 | KBE1D | -0.1096 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P INS ETF | KIE | 78464A789 | KIE1D | -0.1642 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P REGL BKG ETF | KRE | 78464A698 | KRE1D | -0.1173 | 2012-06-15 |
| 2012-06-14 | SPDR S&P MIDCAP 400 ETF TR UNI | MDY | 78467Y107 | MDY1D | -0.5102 | 2012-06-15 |
| 2012-06-14 | SPDR S&P MIDCAP 400 ETF TR UNI | MDY | 78467Y107 | MDYM1D | -0.5102 | 2012-06-15 |
| 2012-06-14 | POWERSHARES EXCHANGETRADED FDS | PBW | 73935X500 | PBW1D | -0.1111 | 2012-06-15 |
| 2012-06-14 | POWERSHARES EXCHANGETRADED FD | PGF | 73935X229 | PGF1D | -0.0960 | 2012-06-15 |
| 2012-06-14 | POWERSHARES EXCHANGETRADED FD | PGX | 73936T565 | PGX1D | -0.0811 | 2012-06-15 |
| 2012-06-14 | POWERSHARES ETF TRADED FD TR W | PHO | 73935X575 | PHO1D | -0.1003 | 2012-06-15 |
| 2012-06-14 | POWERSHARES INDIA EXCHANGE TRU | PIN | 73935L100 | PIN1D | -0.0338 | 2012-06-15 |
| 2012-06-14 | POWERSHARES QQQ TR UNIT SER 1 | QQQ | 73935A104 | QQQM1D | -0.1431 | 2012-06-15 |
| 2012-06-14 | RYDEX ETF TRUST GUGGENHEIM S&P | RSP | 78355W106 | RSP1D | -0.1809 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P DIVID ETF | SDY | 78464A763 | SDY1D | -0.4491 | 2012-06-15 |
| 2012-06-14 | SPDR S&P 500 ETF TRUST UNIT SE | SPY | 78462F103 | SPY1D | -0.6883 | 2012-06-15 |
| 2012-06-14 | SPDR S&P 500 ETF TRUST UNIT SE | SPY | 78462F103 | SPYM1D | -0.6883 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P OIL & GAS EQUI | XES | 78464A748 | XES1D | -0.0496 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P HOMEBUILDERS E | XHB | 78464A888 | XHB1D | -0.1092 | 2012-06-15 |
| 2012-06-14 | SELECT SECTOR SPDR TR SHS BEN | XLB | 81369Y100 | XLBM1D | -0.1852 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT ENE | XLE | 81369Y506 | XLEM1D | -0.3111 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT FIN | XLF | 81369Y605 | XLFM1D | -0.0678 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT IND | XLI | 81369Y704 | XLI1D | -0.1637 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT TEC | XLK | 81369Y803 | XLK1D | -0.1086 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT CON | XLP | 81369Y308 | XLP1D | -0.2355 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT UTI | XLU | 81369Y886 | XLU1D | -0.3425 | 2012-06-15 |
| 2012-06-14 | SECTOR SPDR TR SHS BEN INT UTI | XLU | 81369Y886 | XLUM1D | -0.3425 | 2012-06-15 |
| 2012-06-14 | SELECT SECTOR SPDR TR HEALTH C | XLV | 81369Y209 | XLVM1D | -0.1987 | 2012-06-15 |
| 2012-06-14 | SELECT SECTOR SPDR TR CONSUMER | XLY | 81369Y407 | XLY1D | -0.1518 | 2012-06-15 |
| 2012-06-14 | SELECT SECTOR SPDR TR CONSUMER | XLY | 81369Y407 | XLYM1D | -0.1518 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P METALS & MNG E | XME | 78464A755 | XME1D | -0.1514 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P OIL & GAS EXPL | XOP | 78464A730 | XOP1D | -0.1068 | 2012-06-15 |
| 2012-06-14 | SPDR SER TR S&P RETAIL ETF | XRT | 78464A714 | XRT1D | -0.1513 | 2012-06-15 |
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.