August 14, 2006 - August 18, 2006

ISE SENTIMENT INDEX (ISEE) FOR   08/07/2006 - 08/11/2006
 Date Index
8/11/2006 112
8/10/2006 107
8/9/2006 86
8/8/2006 116
8/7/2006 121

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-14-06 none
08-15-068:30
8:30
8:30
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
NY Empire State Index
July
July
August
08-16-068:30
8:30
9:15
9:15
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Industrial Production
Capacity Utilization
July
July
July
July
08-17-068:30
10:00
12:00
Initial Jobless Claims
Index of Leading Economic Indicators
Philadelphia Fed Business Index
Latest week.
July
August
08-18-06 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/14/2006A
8/14/2006BGO
8/14/2006CA
8/14/2006CNCT
8/14/2006NFLD
8/14/2006NTES
8/14/2006NVAX
8/14/2006SSRI
8/14/2006SYY
8/15/2006AEOS
8/15/2006AMAT
8/15/2006ANF
8/15/2006BCSI
8/15/2006BJ
8/15/2006BOL
8/15/2006BRL
8/15/2006DE
8/15/2006DKS
8/15/2006HAR
8/15/2006HD
8/15/2006PEIX
8/15/2006PETM
8/15/2006SKS
8/15/2006SNDA
8/15/2006SPLS
8/15/2006STP
8/15/2006WMT
8/16/2006BEAS
8/16/2006CRM
8/16/2006EL
8/16/2006HPQ
8/16/2006MGPI
8/16/2006NTAP
8/16/2006SNPS
8/17/2006ADSK
8/17/2006ARO
8/17/2006BEBE
8/17/2006BRCD
8/17/2006CMED
8/17/2006CYBX
8/17/2006DELL
8/17/2006GME
8/17/2006GPS
8/17/2006JWN
8/17/2006LTD
8/17/2006MRVL
8/17/2006PCYC
8/17/2006RGLD
8/17/2006SHLD
8/18/2006ANN
8/18/2006WTSLA

MAJOR MARKET EVENTS
Date Event
8/17/2006 Last day for trading August index options with European style exercise/settlement.
8/18/2006 Last day for trading August equity and index options with American style exercise/settlement

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,088.03 11,064.15 11,036.71 11,007.63
S&P; 500 Index SPX 1,266.75 1,263.53 1,258.97 1,271.03
S&P; 500 Index Futures SP1601 1,272.30 1,269.18 1,264.82 1,275.46
NASDAQ 100 Index NDX 1,486.75 1,486.57 1,523.65 1,637.07
S&P; 100 Index OEX 585.60 582.25 578.05 580.44

ISE MOST ACTIVE CALL SERIES FOR   08/07/2006 - 08/11/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Aug, 2006 73 17,278
2   Cisco Systems Inc. 9 CYQ Sep, 2006 20 13,872
3   Cisco Systems Inc. 9 CYQ Aug, 2006 17.5 13,504
4   Ford Motor Company 1 F Sep, 2006 7.5 13,387
5   General Electric Company 10 GE Jan, 2007 35 12,697
6   Cisco Systems Inc. 9 CYQ Aug, 2006 20 11,939
7   American International Group 1 AIG Aug, 2006 60 11,387
8   Cisco Systems Inc. 9 CYQ Aug, 2006 17.5 11,337
9   Alltel Corp. 7 AT Aug, 2006 55 11,312
10   Cisco Systems Inc. 9 CYQ Jan, 2007 20 11,131

ISE MOST ACTIVE PUT SERIES FOR   08/07/2006 - 08/11/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 66 38,890
2   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 68 38,495
3   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 68 36,486
4   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 68 23,200
5   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 69 23,016
6   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 69 22,317
7   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 66 20,536
8   Pfizer Inc. 7 VPE Jan, 2009 25 20,000
9   Pfizer Inc. 7 WPE Jan, 2008 25 20,000
10   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 68 16,700


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