EFTA Document EFTA01353477

other widely-available rate. The time as of which the exer- cise settlement value is calculated and the method of calculation are determined by the options market on which the options are traded and may be changed by it at any time. Any such change may be made applicable to options outstanding at the time of the change. If OCC determines that the exercise settlement value of the underlying foreign currency for any series of cash-settled foreign currency options is unreported. inaccurate,