EFTA Document EFTA01353495

The following paragraphs are inserted following the cany-over paragraph at the top of page 10 of the Booklet: In the case of a binary option, the cash settlement amount is determined by the relevant listing options mar- ket and, whether or not established through use of a multiplier, is fixed and does not vary (except in the case of certain adjustments described below) regardless of the amount by which the exercise settlement value exceeds (in the case of a binary_call option) or is less