OCX.NoDivRisk Dividend Memo 2011-02-24


DATE: 02/24/2011

RE: OCX.NoDivRisk® Ordinary Dividend Distribution

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
2011-02-24 AGNICO EAGLE MINES COM NPV AEM 008474108 AEM1D -0.1600 2011-02-25
2011-02-24 HARTFORD FINL SVCS GROUP INC HIG 416515104 HIG1D -0.1000 2011-02-25
2011-02-24 JOHNSON & JOHNSON JNJ 478160104 JNJ1D -0.5400 2011-02-25
2011-02-24 KELLOGG COMPANY K 487836108 K1D -0.4050 2011-02-25
2011-02-24 KEYCORP NEW KEY 493267108 KEY1D -0.0100 2011-02-25
2011-02-24 L-3 COMMUNICATIONS HLDGS INC LLL 502424104 LLL1D -0.4500 2011-02-25
2011-02-24 LOCKHEED MARTIN CORP LMT 539830109 LMT1D -0.7500 2011-02-25
2011-02-24 MCDONALDS CORP MCD 580135101 MCD1D -0.6100 2011-02-25
2011-02-24 MCKESSON CORP MCK 58155Q103 MCK1D -0.1800 2011-02-25
2011-02-24 MARSHALL & ILSLEY CORP NEW COM MI 571837103 MI1D -0.0100 2011-02-25
2011-02-24 PLATINUM UNDERWRITERS HLDGS IN PTP G7127P100 PTP1D -0.0800 2011-02-25
2011-02-24 SIGMA ALDRICH CORP SIAL 826552101 SIAL1D -0.1800 2011-02-25
2011-02-24 SARA LEE CORP SLE 803111103 SLE1D -0.1150 2011-02-25
2011-02-24 STERIS CORP STE 859152100 STE1D -0.1500 2011-02-25
2011-02-24 SUPERVALU INC SVU 868536103 SVU1D -0.0875 2011-02-25
2011-02-24 TEMPLE INLAND TIN 879868107 TIN1D -0.1300 2011-02-25
2011-02-24 WEYERHAEUSER CO WY 962166104 WY1D -0.1500 2011-02-25

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.