The document discusses the special risks associated with writing cash-settled index call options. It highlights the challenges faced by writers in replicating the underlying index and the timing risks involved. The document also notes the availability of OCC's financial statements and registration statement for inspection.
documents/vol00010-efta01353460-pdf.pdf
{"document_type":"legal","document_subtype":"prospectus","key_organizations":["OCC","SEC"],"reference_numbers":["EFTA01353460"]}