http://www-01.ibm.com/software/awdtools ... s/library/
is the COBOL library -- bookmark it for future reference.
The STOP statement can be either STOP RUN or STOP <literal> -- if the latter case, execution is suspended while the literal is displayed upon the console and the operator must reply to the message. Production shops do not usually approve of doing this since the operator message may be lost in the console clutter of normal messages.
You can also use EXIT PROGRAM or GOBACK.