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PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
FPL Program Office / FIX Protocol Ltd. <>
26 Sep 2007 9:43AM ET

The Global Technical Committee met on September 20, 2007 and reviewed the Volatility and Option Pricing Parameters Proposal. The specification now enters into a 15 day public comment period in which public review and feedback is encouraged. Once the Public Comment period closes, the Global Technical Committee will meet to review public comments before final approval.

Please post feedback, comments, and questions as replies to this discussion thread.

A link to the Volatility and Option Pricing Parameters Proposal can be found at

http://fixprotocol.org/documents/3539/FIX%20Gap%20Analysis%20Option%20Pricing%20Parameters%20v03.doc

The Public Comment Period closes on October 10, 2007

PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
FPL Program Office / FIX Protocol Ltd.   26 Sep 2007 9:43AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Matthew Wolfe / The Options Clearing Corp.   27 Sep 2007 12:18PM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Steve Cook / www.affine.hk   15 Oct 2007 4:21AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Jay De Young / Chicago Mercantile Exchange   15 Oct 2007 12:42PM ET