EFTA Document EFTA01393179

DECEMBER 2009 SUPPLEMENT The February 1994 version of the booklet entitled Characteristics and Risks of Standardized Options (the "Booklet) Is amended as provided below. Part I of this Supplement contains information regarding options on indexes measuring () the historical ("realized') variance or the predicted ("implied") or realized volatility of the daily returns of a stock index; (ii) the return from a trading strategy involving purchases and sales of equity securi- ties and options