Corporate actions
Jun 06, 2018

Bayer AG: Rights Issue

The company Bayer AG has announced a rights issue whereby shareholders are entitled to purchase 2 new shares for every 23 shares held, at a subscription price of 81.00 EUR per new share.

More information about this transaction is available on the company`s website under www.bayer.com

The rights issue will result in an adjustment of the above mentioned contracts.

Adjustment results:

Closing price BAY:    101.10
R-Factor:         0.98409496

adjusted contract size BAY/BAYE/BAW2/BAW4/BAW5
current Version 0 contract size 100.0000 --> adjusted Version 1 contract size 101.6162
no adjustment in BAW1 due to 0 OpenInterest

adjusted contract size BAYF 101.6162
adjusted contract size B2AY 1016.1621

Adjusted daily settlement prices Single stock Future/SSDF for maturities with open interest:
BAYF JUN18: 101.0642. --> 99.4568
BAYF JUL18:  100.9388  --> 99.3334
BAYF SEP18:  100.8670  --> 99.2627
BAYF APR19: 100.5511  --> 98.9518

B2AY DEC18: 2.800 --> 2.755
B2AY DEC19: 2.919 --> 2.873
B2AY DEC20: 3.000 --> 2.952
B2AY DEC21: 3.070 --> 3.021

adjusted series:

 4800 0 ->  4724 1      5200 0 ->  5117 1      5600 0 ->  5511 1
 6000 0 ->  5905 1      6600 0 ->  6495 1      6800 0 ->  6692 1
 7000 0 ->  6889 1      7100 0 ->  6987 1      7200 0 ->  7085 1
 7300 0 ->  7184 1      7400 0 ->  7282 1      7500 0 ->  7381 1
 7600 0 ->  7479 1      7700 0 ->  7578 1      7800 0 ->  7676 1
 7900 0 ->  7774 1      8000 0 ->  7873 1      8100 0 ->  7971 1
 8200 0 ->  8070 1      8300 0 ->  8168 1      8400 0 ->  8266 1
 8500 0 ->  8365 1      8600 0 ->  8463 1      8700 0 ->  8562 1
 8800 0 ->  8660 1      8900 0 ->  8758 1      9000 0 ->  8857 1
 9100 0 ->  8955 1      9200 0 ->  9054 1      9300 0 ->  9152 1
 9400 0 ->  9250 1      9500 0 ->  9349 1      9600 0 ->  9447 1
 9700 0 ->  9546 1      9800 0 ->  9644 1      9900 0 ->  9743 1

 10000 0 ->  9841 1     10100 0 ->  9939 1     10200 0 -> 10038 1
10400 0 -> 10235 1     10500 0 -> 10333 1     10600 0 -> 10431 1
10800 0 -> 10628 1     11000 0 -> 10825 1     11200 0 -> 11022 1
11400 0 -> 11219 1     11500 0 -> 11317 1     11600 0 -> 11416 1
11800 0 -> 11612 1     12000 0 -> 11809 1     12200 0 -> 12006 1
12400 0 -> 12203 1     12500 0 -> 12301 1     12600 0 -> 12400 1
12800 0 -> 12596 1     13000 0 -> 12793 1     13200 0 -> 12990 1
13400 0 -> 13187 1     13500 0 -> 13285 1     13600 0 -> 13384 1
13800 0 -> 13581 1     14000 0 -> 13777 1     14200 0 -> 13974 1
14400 0 -> 14171 1     14500 0 -> 14269 1     14600 0 -> 14368 1
14800 0 -> 14565 1     15000 0 -> 14761 1     15200 0 -> 14958 1
15400 0 -> 15155 1     15500 0 -> 15253 1     16000 0 -> 15746 1
16500 0 -> 16238 1     18000 0 -> 17714 1     20000 0 -> 19682 1

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