OCX.NoDivRisk Dividend Memo 2012-06-19


DATE: 06/19/2012

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
2012-06-19 CHUBB CORP CB 171232101 CB1D -0.4100 2012-06-20
2012-06-19 CANADIAN PACIFIC RAILWAYS COM CP 13645T100 CP1D -0.3441 2012-06-20
2012-06-19 COVANTA HLDG CORP COM CVA 22282E102 CVA1D -0.1500 2012-06-20
2012-06-19 CONVERGYS CORP CVG 212485106 CVG1D -0.0500 2012-06-20
2012-06-19 PROSHARES ULTRA DOW 30 PROSHAR DDM 74347R305 DDM1D -0.0053 2012-06-20
2012-06-19 PROSHARES ULTRA GAS PROSHARES DIG 74347R719 DIG1D -0.0243 2012-06-20
2012-06-19 EQUITY RESIDENTIAL EQR 29476L107 EQR1D -0.3375 2012-06-20
2012-06-19 EAGLE MATERIALS INC EXP 26969P108 EXP1D -0.1000 2012-06-20
2012-06-19 FEDERAL REALTY INVST TR SH BEN FRT 313747206 FRT1D -0.6900 2012-06-20
2012-06-19 ISHARES TR FTSE XINHUA HK CHIN FXI 464287184 FXI1D -0.8510 2012-06-20
2012-06-19 HEINZ H J CO HNZ 423074103 HNZ1D -0.5150 2012-06-20
2012-06-19 ISHARES TRUST S&P LATIN AMERIC ILF 464287390 ILF1D -0.6418 2012-06-20
2012-06-19 WORLD FUEL SERVICES CORP COM S INT 981475106 INT1D -0.0375 2012-06-20
2012-06-19 ISHARES TRUST S&P GLOBAL ENERG IXC 464287341 IXC1D -0.5049 2012-06-20
2012-06-19 ISHARES TRUST S&P GLOBAL MATER MXI 464288695 MXI1D -0.6979 2012-06-20
2012-06-19 PENGROWTH ENERGY CORP COM NPV PGH 70706P104 PGH1D -0.0688 2012-06-20
2012-06-19 STAPLES INC SPLS 855030102 SPLS1D -0.1100 2012-06-20
2012-06-19 PROSHARES ULTRA S&P 500 PROSHA SSO 74347R107 SSO1D -0.0577 2012-06-20
2012-06-19 PROSHARES TR PROSHARES ULTRAPR UPRO 74347X864 UPRO1D -0.0259 2012-06-20
2012-06-19 PROSHARES TR ULTRA REAL ESTATE URE 74347X625 URE1D -0.0726 2012-06-20
2012-06-19 PROSHARES TRUST PSHSULT BASMAT UYM 74347R776 UYM1D -0.0324 2012-06-20

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.