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sd-10-EFTA01353488Dept. of Justice

EFTA Document EFTA01353488

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that the fisting options market deems to be suitable for spec- ifying as successor reference obligations. The option will cease trading on the confirmation date, and its expiration date will be accelerated. If no credit event is confirmed to have occurred within the covered period. the option will expire worthless. Adjustment of credit default basket options for a com- plete redemption. In the case of a single or multiple payout credit default basket option. if a complete redemption event

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Dept. of Justice
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sd-10-EFTA01353488
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