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sd-10-EFTA01353441Dept. of Justice

EFTA Document EFTA01353441

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their high and low prices, an average of opening and closing prices, an average over a stated period of time, or another average that conforms with the parameters established by the options market. However, under the OCC rules in effect at the date of this booklet, the method of determining the exercise settlement value for an exercise that occurs on a day other than the expiration date is not a variable term. The exercise settlement value for such exercises of flexibly struc- tured Inde

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Dept. of Justice
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sd-10-EFTA01353441
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