69 FR 132 pg. 41868 - Self-Regulatory Organizations; Order Approving Proposed Rule Change and Amendments Nos. 1 and 2 Thereto by the Chicago Board Options Exchange, Inc. To Permanently Approve the Modified ROS Opening Procedure Pilot Program, Which Occurs on the Settlement Date of Futures and Options on Volatility Indexes
Type: NOTICEVolume: 69Number: 132Page: 41868
Docket number: [Release No. 34-49798A; File No. SR-CBOE-2004-23]
FR document: [FR Doc. 04-15684 Filed 7-9-04; 8:45 am]
Agency: Securities and Exchange Commission
Official PDF Version: PDF Version
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-49798A; File No. SR-CBOE-2004-23]
Self-Regulatory Organizations; Order Approving Proposed Rule Change and Amendments Nos. 1 and 2 Thereto by the Chicago Board Options Exchange, Inc. To Permanently Approve the Modified ROS Opening Procedure Pilot Program, Which Occurs on the Settlement Date of Futures and Options on Volatility Indexes
July 6, 2004.
Correction
In Part III of Release No. 34-49798, issued June 3, 2004,1the Commission is replacing the following sentence: "The Commission notes that futures and options on Volatility Indexes with contract months that expire beyond November 2004 are currently being traded"2with "The Commission notes that, with respect to futures on Volatility Indexes, the futures contract month on the CBOE Volatility Index, which is the only Volatility Index futures contract traded on the CBOE Futures Exchange, LLC, having the furthest expiration month as of June 18, 2004 is the November 2004 futures contract. CBOE listed the February 2005 futures contract on Monday, June 21, 2004."3
Footnotes:
1 See Securities Exhange Act Release No. 49798 (June 3, 2004), 69 FR 32644 (June 10, 2004).
2 Telephone conversation between David Doherty, Attorney, CBOE, and Christopher Solgan, Attorney, Division, Commission, on May 24, 2004.
3 See letter from David Doherty, Attorney, CBOE, and Christopher Solgan, Attorney, Division, Commission, dated June 18, 2004. The Commission notes CBOE has not commenced trading options on Volatility Indexes. Id.
For the Commission, by the Division of Market Regulation, pursuant to delegated authority.4
Footnotes:
4 17 CFR 200.30-3(a)(12).
Margaret H. McFarland,
Deputy Secretary.
[FR Doc. 04-15684 Filed 7-9-04; 8:45 am]
BILLING CODE 8010-01-P