Corporate Event Notice CE12-158
RE: OCX.NoDivRiskTM Adjustments
The securities listed below will be trading ex-dividend on the Ex-Date noted. Corresponding OCX.NoDivTM SSF will be adjusted by the following amounts.
|
Business Date |
Name |
Underlying Symbol |
Underlying ID |
Futures Symbol |
Adjustment Amount |
Ex-Date |
|
2012-07-03 |
BANCO SANTANDER Brasil SA |
BSBR |
05967A107 |
BSBR1D |
-0.1358 |
2012-07-05 |
The OCC will reduce the start of day prices (i.e. prior day’s settlement) by the amount of the dividend so as no variation pay/collect occurs.
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