EFTA Document EFTA01393166

are established by the options market on which each series is traded before the time trading commences in each such series. Those exercise price setting formulas provide that on the exercise price setting date the exer- cise price for the series will be fixed at the money, in the money by a certain amount, or out of the money by a certain amount. The first paragraph following the paragraph titled -Style of Option" on page 7 of the Booklet is replaced with the following paragraph: Each A