OCX.NoDivRisk Dividend Memo 2013-02-28


DATE: 02/28/2013

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
2013-02-28 ISHARES TRUST CORE TOTAL US BO AGG 464287226 AGG1D -0.2095 2013-03-01
2013-02-28 VANGUARD BD INDEX FUND INC TOT BND 921937835 BND1D -0.1558 2013-03-01
2013-02-28 SPDR SERIES TRUST BARCLAYS INT BWX 78464A516 BWX1D -0.1657 2013-03-01
2013-02-28 ISHARES TRUST LEHMANCREDIT BD CFT 464288620 CFT1D -0.3046 2013-03-01
2013-02-28 ISHARES TRUST BARCLAYS INTERME CIU 464288638 CIU1D -0.2690 2013-03-01
2013-02-28 ISHARES TRUST 10+ YEAR CREDIT CLY 464289511 CLY1D -0.2210 2013-03-01
2013-02-28 ISHARES TRUST LEHMAN1-3 YR CRE CSJ 464288646 CSJ1D -0.1265 2013-03-01
2013-02-28 ECOLAB INC ECL 278865100 ECL1D -0.2300 2013-03-01
2013-02-28 ISHARES TRUST ISHARES JP MORGA EMB 464288281 EMB1D -0.4280 2013-03-01
2013-02-28 ENERPLUS CORPORATIONCOM NPV ERF 292766102 ERF1D -0.0875 2013-03-01
2013-02-28 CURRENCYSHARES CDN DOLLAR SHS FXC 23129X105 FXC1D -0.0111 2013-03-01
2013-02-28 GAMESTOP CORP NEW CL A GME 36467W109 GME1D -0.2750 2013-03-01
2013-02-28 ISHARES TRUST US TREASURY BOND GOVT 46429B267 GOVT1D -0.0166 2013-03-01
2013-02-28 HOLLYFRONTIER CORPORATION COM HFC 436106108 HFC1D -0.5000 2013-03-01
2013-02-28 HERBALIFE LTD COM USD0.002 HLF G4412G101 HLF1D -0.3000 2013-03-01
2013-02-28 MARKET VECTORS ETF TR HIGH YIE HYD 57060U878 HYD1D -0.1270 2013-03-01
2013-02-28 ISHARES TRUST IBOXX USD HIGH Y HYG 464288513 HYG1D -0.5060 2013-03-01
2013-02-28 ISHARES TRUST LEHMAN7-10 YEAR IEF 464287440 IEF1D -0.1267 2013-03-01
2013-02-28 ISHARES TRUST LEHMAN3-7 YR TRE IEI 464288661 IEI1D -0.0575 2013-03-01
2013-02-28 SPDR SERIES TRUST BARCLAYS INT ITE 78464A672 ITE1D -0.0679 2013-03-01
2013-02-28 SPDR SERIES TRUST BARCLAYS INT ITR 78464A375 ITR1D -0.0854 2013-03-01
2013-02-28 ITAU UNIBANCO HOLDINGS S.A. AD ITUB 465562106 ITUB1D -0.0076 2013-03-01
2013-02-28 SPDR SERIES TRUST BARCLAYS HIG JNK 78464A417 JNK1D -0.2145 2013-03-01
2013-02-28 KEYCORP NEW KEY 493267108 KEY1D -0.0500 2013-03-01
2013-02-28 ISHARES TRUST IBOXX USD INVTOP LQD 464287242 LQD1D -0.3742 2013-03-01
2013-02-28 SPDR SER TR BARCLAYS LONG TERM LWC 78464A367 LWC1D -0.1502 2013-03-01
2013-02-28 ISHARES S&P NATL AMTFREE MUNI MUB 464288414 MUB1D -0.2628 2013-03-01
2013-02-28 OMNICOM GROUP OMC 681919106 OMC1D -0.4000 2013-03-01
2013-02-28 PDL BIOPHARMA INC COM PDLI 69329Y104 PDLI1D -0.1500 2013-03-01
2013-02-28 ISHARES TRUST S&P USPREFERRED PFF 464288687 PFF1D -0.1001 2013-03-01
2013-02-28 SCHWAB STRATEGIC TR SHORT TERM SCHO 808524862 SCHO1D -0.0108 2013-03-01
2013-02-28 SCHWAB STRATEGIC TR INTERMEDIA SCHR 808524854 SCHR1D -0.0363 2013-03-01
2013-02-28 SPDR SERIES TRUST BARCLAYS SHO SCPB 78464A474 SCPB1D -0.0368 2013-03-01
2013-02-28 ISHARES TRUST BARCLAYS SHORT T SHV 464288679 SHV1D -0.0005 2013-03-01
2013-02-28 ISHARES TRUST BARCLAYS 1-3 YRS SHY 464287457 SHY1D -0.0184 2013-03-01
2013-02-28 SPDR SERIES TRUST NUVN BRCLY M TFI 78464A458 TFI1D -0.0548 2013-03-01
2013-02-28 SPDR SERIES TRUST BRCLYS LG TR TLO 78464A664 TLO1D -0.1316 2013-03-01
2013-02-28 ISHARES TRUST LEHMAN20 YEAR TR TLT 464287432 TLT1D -0.2539 2013-03-01

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.