EFTA Document EFTA01353529

JANUARY 2012 SUPPLEMENT The February 1994 version of the booklet entitled Characteristics and Risks of Standardized Options (the "Booklet") is amended as provided below to accommodate options on relative performance indexes of which the index components are equity securities (including fund shares). 1. The first paragraph following the caption "Relative Performance Indexes," which was added to Chapter N of the Booklet by the March 2011 Supplement immediately following the section capt