EFTA Document EFTA01393183

sold pursuant to the strategy we deemed to be the com- ponent securities of the strategy-based index. As of the date of this Supplement, the only strategy-based index on which options are approved to be traded is a buy- write index measuring the return on a hypothetical "buy- write" strategy Involving the simultaneous writing of call options on a stock index and purchase of the component securities of that index. Under the hypothetical strategy. a succession of at the money index call optio