EFTA Document EFTA01393162

the affected reference entity will be removed from the credit default basket. Premiums for both credit default options and credit default basket options are expressed in points and decimals. In order to obtain the aggregate premium for a single option, the quoted premium is multiplied by a pre- Mum multiplier specified by the listing options market. ADJUSTMENT OF CREDIT DEFAULT OPTIONS Adjustments may be made to the standardized terms of outstanding credit default options when certain ev