OKLAHOMA CITY- Oklahoma Gov. Brad Henry late Wednesday vetoed an abortion bill that would put strict limits on when private health insurers can cover the procedure.

The bill includes exceptions for cases of rape, incest or to prevent the death of the mother. Coverage for abortions could be obtained through a separate supplemental policy.

The bill is meant to prevent state insurance exchanges, created under the new federal health care law, from covering most abortions, said state Rep. Skye McNiel, R-Bristow. But it also extends the ban to health insurance plans outside state exchanges that operate within Oklahoma...