June 2008 Supplement to the Options Disclosure Document

On June 26, 2008, the SEC approved a supplement to the Options Disclosure Document (ODD). The ODD contains general disclosures on the characteristics and risks of trading standardized options. The recently approved supplement provides additional disclosures regarding certain binary options on stock and broad-based indexes, range options and delayed start options. As with other supplements to the ODD, this should be read in conjunction with the current ODD entitled Characteristics andRisks of Standardized Options. This supplement supersedes and replaces the April 2008 supplement to the ODD, which relates to binary options and delayed start options, as described in Information Notice 05/15/08.

Questions regarding this Notice may be directed to Gary L. Goldsholle, Vice President and Associate General Counsel, Office of General Counsel (OGC), at (202) 728-8104; or Kathryn M.Moore, Assistant General Counsel, OGC, at (202) 974-2974.