EFTA Document EFTA01353494

value, remains constant at that value through the middle of the range length and then decreases linearly to zero as the value of the underlying continues to increase to the top of the range length. A more detailed description of this feature of range options is set forth below under the caption "Cash Settlement Amount and Exercise Settle- ment Value." Range options are of a single type rather than consisting of puts and calls. The second paragraph under the caption "Unit of Trading; Cont