Corporate actions
Mar 08, 2017

EDF: Rights Issue

The company Electricite de France has announced a rights issue whereby shareholders are entitled to purchase 3 new share for every 10 shares held, at a subscription price of EUR 6.35 per new share.
More information about this transaction is available on the company`s website under www.edf.fr.
The rights issue will result in an adjustment of the above mentioned contracts.

Adjustment results:

Closing price Electricite de France:    EUR 9.274

R-Factor:             0.92724076

adjusted contracts size E2FF:    107.8469
adjusted contracts size E2F:    107.8469

adjusted contracts size E2DF:    1078.4686


Adjusted daily settlement prices E2FF for maturities with open interest:
E2FF MAR17:  9.2732 --> 8.5985



Adjusted daily settlement prices U3BS for maturities with open interest:
E2DF DEC17: 0.600 --> 0.556
E2DF DEC18: 0.400 --> 0.371

adjusted series:

 640 0 ->  593 1      720 0 ->  668 1      740 0 ->  686 1
 760 0 ->  705 1      780 0 ->  723 1      800 0 ->  742 1
 820 0 ->  760 1      840 0 ->  779 1      860 0 ->  797 1
 880 0 ->  816 1      900 0 ->  835 1      920 0 ->  853 1
 940 0 ->  872 1      960 0 ->  890 1      980 0 ->  909 1
1000 0 ->  927 1     1050 0 ->  974 1     1100 0 -> 1020 1
1150 0 -> 1066 1     1200 0 -> 1113 1     1250 0 -> 1159 1
1300 0 -> 1205 1     1350 0 -> 1252 1     1400 0 -> 1298 1
1450 0 -> 1344 1     1500 0 -> 1391 1     1600 0 -> 1484 1
1700 0 -> 1576 1     1800 0 -> 1669 1     2000 0 -> 1854 1
2200 0 -> 2040 1     2800 0 -> 2596 1     3200 0 -> 2967 1
3600 0 -> 3338 1          

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