EFTA Document EFTA01393164

make this information publicly available until after the expire. bon date. In this case, the Gash settlement value of a credit default option would be zero. There is also a risk that the listing options market may determine that a credit event has occurred based on information available to it when in fact no credit event has occurred. This could happen, for example, if the sources used to confirm the credit event are erroneous. The rules of OCC and/or the listing options market may provi