Wednesday, 18 April 2012

Wed 18 April FTSE100 dividend impact.

Always interesting to me to see the impact on an index of shares going ex-dividend and as per last time ( Wed 7 March FTSE100 dividend impact), Reuters appear to have done the grunt work with the following article:- Ex-divs to take 9.1 points off FTSE 100 on April 18.


Tue Apr 17, 2012 5:49am EDT

LONDON April 16 (Reuters) - The following FTSE 100 companies will go
ex-dividend on Wednesday, after which investors will no 
longer qualify for the latest dividend payout.   
According to Reuters calculations at current market prices, the 
effect of the resulting adjustment to prices by market-makers would 
take 9.10 points off the index.   
         
 COMPANY          (RIC)            DIVIDEND         INDEX IMPACT
                                   (pence)           (points)   
 Aggreko                            13.59             0.14
 BAE Systems                        11.30             1.41
 Capita                             14.20             0.34
 Kazakhmys                          12.6768           0.10
 Legal & General                     4.74             1.07
 Old Mutual                          3.50             0.75
 Old Mutual                         18.00             3.84
 special div.                                       
 Petrofac                           37.20 cents       0.23
 Resolution                         13.42             0.71
 Smith & Nephew                     10.80 cents       0.23
 Tullow Oil                          8.00             0.28



So 3 life assurance companies: Old Mutual, Legal and General, and Resolution, account for 7.81 points and BAE accounts for a further 1.41 points as they all trade without the dividend entitlement.
The other interesting thing to note is the statement "resulting adjustment to prices by market makers", which is interesting given the assumption of electronic trading and the view that prices are just determined by buyers and sellers. 
Market makers have traditionally provided recognised points of contact to buy and sell particular shares in order to maintain liquidity but, I assume, they themselves are managing cash floats (to buy), working capital (shares), and margins of profit on their trading.

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