August 18, 2003 - August 22, 2003

ISE SENTIMENT INDEX (ISEE) FOR   08/11/2003 - 08/15/2003
 Date Index
8/15/2003 121
8/14/2003 94
8/13/2003 128
8/12/2003 107
8/11/2003 99

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-18-03 none
08-19-038:30
8:30
2:00
Housing Starts
Building Permits
Treasury Budget Statement
July
July
Aug.
08-20-03 none
08-21-038:30
10:00
12:00
Initial Jobless Claims
Index of Leading Economic Indicators
Philadelphia Fed Index
Latest week.
July
Aug.
08-22-03 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/18/2003A
8/18/2003TOY
8/18/2003LOW
8/19/2003CMOS
8/19/2003HD
8/19/2003INTU
8/19/2003PCG
8/19/2003SCMR
8/19/2003NTAP
8/19/2003SPLS
8/19/2003HPQ
8/19/2003BJ
8/20/2003SNPS
8/20/2003ADCT
8/20/2003OVTI
8/21/2003CIEN
8/21/2003SBL
8/21/2003JDEC
8/21/2003KKD
8/21/2003LTD
8/21/2003GPS
8/21/2003Q
8/21/2003MRVL
8/21/2003WSM

MAJOR MARKET EVENTS
Date Event
9/1/2003 Labor Day Holiday -- Markets Closed

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 9,321.69 9,196.59 9,154.93 8,570.12
S&P; 500 Index SPX 990.65 984.60 989.05 915.39
S&P; 500 Index Futures SP/3U 990.50 983.34 988.00 914.80
NASDAQ 100 Index NDX 1,253.63 1,250.77 1,243.73 1,101.93
S&P; 100 Index OEX 498.30 496.12 498.31 463.55

ISE MOST ACTIVE CALL SERIES FOR   08/11/2003 - 08/15/2003
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QAV Aug, 2003 31 17,827
2   Nasdaq-100 Shares 2 QAV Aug, 2003 31 13,381
3   Intel Corporation 6 INQ Aug, 2003 25 12,280
4   Intel Corporation 6 INQ Aug, 2003 25 11,209
5   Nasdaq-100 Shares 2 QAV Sep, 2003 31 11,171
6   Nasdaq-100 Shares 2 QAV Aug, 2003 31 9,115
7   Dell Computer Corporation 1 DLQ Aug, 2003 32.5 8,352
8   Nasdaq-100 Shares 2 QAV Sep, 2003 32 6,772
9   Intel Corporation 6 INQ Sep, 2003 25 6,754
10   Nasdaq-100 Shares 2 QAV Aug, 2003 30 6,668

ISE MOST ACTIVE PUT SERIES FOR   08/11/2003 - 08/15/2003
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QAV Aug, 2003 31 27,163
2   Micron Technology Inc. 4 MU Aug, 2003 12.5 12,696
3   Cisco Systems Inc. 9 CYQ Aug, 2003 17.5 10,970
4   Teradyne Inc. 8 TER Sep, 2003 15 9,975
5   Nasdaq-100 Shares 2 QAV Aug, 2003 30 9,646
6   Nasdaq-100 Shares 2 QAV Aug, 2003 31 8,271
7   Nasdaq-100 Shares 2 QAV Aug, 2003 31 7,831
8   Applied Materials Inc. 9 ANQ Aug, 2003 17.5 7,541
9   Nextel Communications Inc. 10 FQC Aug, 2003 17.5 7,463
10   Nasdaq-100 Shares 2 QAV Sep, 2003 31 7,393


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