EFTA Document EFTA01353520

Adjustment of credit default basket options for a complete redemption. In the case of a single or multiple payout credit default basket option, if a complete redemption event occurs with respect to one of the reference entities in the basket and no credit event is confirmed. pursuant to the rules of the listing options market, to have occurred prior to the effective date of such redemption event, the options will be adjusted by removing the affected reference entity from the basket of re