[Federal Register Volume 69, Number 132 (Monday, July 12, 2004)]
[Notices]
[Page 41868]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 04-15684]


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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,\1\ the 
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'' \2\ with 
``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\
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    \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\
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    \4\ 17 CFR 200.30-3(a)(12).
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Margaret H. McFarland,
Deputy Secretary.
[FR Doc. 04-15684 Filed 7-9-04; 8:45 am]
BILLING CODE 8010-01-P