July 03, 2006 - July 07, 2006

ISE SENTIMENT INDEX (ISEE) FOR   06/26/2006 - 06/30/2006
 Date Index
6/30/2006 107
6/29/2006 105
6/28/2006 145
6/27/2006 144
6/26/2006 206

ECONOMIC EVENTS
Release Date Release Time Indicator Period
07-03-0610:00
10:00
 Construction Spending
Institute for Supply Mgt. - Mfg. Index
 May
June
07-04-06 none
07-05-0610:00
10:00
 Automotive Sales
Factory Orders
 June
May
07-06-068:30
10:00
 Initial Jobless Claims
Institute for Supply Mgt. - Services Index
 Latest week.
June
07-07-068:30
8:30
8:30
 Unemployment Rate
Non-farm Payrolls
Average Hourly Earnings
 June
June
June

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
7/3/2006N
7/5/2006RI
7/6/2006C
7/6/2006CA
7/6/2006TK
7/6/2006MT
7/6/2006OSI
7/7/2006BK
7/7/2006DE
7/7/2006LM
7/7/2006ED
7/7/2006EL

MAJOR MARKET EVENTS
Date Event
7/3/2006 US equities and options markets are closing at 1:00 PM NYT in observance of Independence Day.
7/4/2006 US markets are closed in observance of Independence Day.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,150.22 10,985.47 10.281.00 10,905.64
S&P; 500 Index SPX 1,270.20 1,251.57 1,275.91 1,262.29
S&P; 500 Index Futures SP1601 1,279.20 1,262.02 1,288.49 1,265.78
NASDAQ 100 Index NDX 1,587.23 1,557.40 1,611.75 1,647.14
S&P; 100 Index OEX 579.56 572.94 582.67 576.81

ISE MOST ACTIVE CALL SERIES FOR   06/26/2006 - 06/30/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Sun Microsystems Inc. 2 SUQ Jan, 2007 5 25,305
2   Intel Corporation 6 NQ Jul, 2006 20 15,317
3   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 71 14,951
4   Intel Corporation 6 NQ Jul, 2006 20 14,902
5   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 70 14,175
6   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 70 12,990
7   Intel Corporation 6 INQ Jan, 2007 25 12,775
8   Intel Corporation 6 NQ Jan, 2007 20 12,673
9   Intel Corporation 6 NQ Jan, 2007 20 11,355
10   Intel Corporation 6 NQ Jan, 2007 22.5 11,176

ISE MOST ACTIVE PUT SERIES FOR   06/26/2006 - 06/30/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 66 36,193
2   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 68 34,966
3   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 66 31,533
4   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 69 29,268
5   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 71 17,873
6   Bristol-Myers Squibb Co. 2 BMY Jul, 2006 25 16,071
7   Microsoft Corporation 10 MSQ Jan, 2007 22.5 14,583
8   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 68 13,833
9   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 69 13,817
10   General Motors Corp. 9 WGM Jan, 2008 7.5 12,216


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