August 28, 2006 - September 01, 2006

ISE SENTIMENT INDEX (ISEE) FOR   08/21/2006 - 08/25/2006
 Date Index
8/25/2006 151
8/24/2006 117
8/23/2006 123
8/22/2006 63
8/21/2006 81

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-28-06 none
08-29-0610:00
2:00
 Consumer Confidence Index
Federal Open Market Committee (FOMC) Minutes
 Aug.

08-30-068:30
8:30
 Gross Domestic Product (GDP) - Preliminary
GDP Chain Weighted Deflator - Preliminary
 2Q
2Q
08-31-068:30
8:30
8:30
10:00
10:00
 Personal Income
Personal Consumption
Initial Jobless Claims
Chicago Purchasing Managers Index
Factory Orders
 July
July
Latest week.
August
July
09-01-068:30
8:30
8:30
8:30
10:00
10:00
 Automotive Sales
Unemployment Rate
Nonfarm Payrolls
Average Hourly Earnings
Construction Spending
Institute for Supply Mgt. - Mfg Index
 August
August
August
August
July
August

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/29/2006ADCT
8/29/2006NOVL
8/29/2006COCO
8/29/2006CRXL
8/30/2006JDSU
8/30/2006TIVO
8/31/2006HNZ
8/31/2006HRB
8/31/2006JOYG
8/31/2006OVTI
8/31/2006TIF
8/31/2006CIEN
8/31/2006DG
9/1/2006VIP

MAJOR MARKET EVENTS
Date Event
9/4/2006 Markets closed in observance of the Labor Day Holiday.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,284.05 11,230.41 11,107.75 11,049.96
S&P; 500 Index SPX 1,295.10 1,283.12 1,266.96 1,275.31
S&P; 500 Index Futures SP1601 1,297.60 1,287.72 1,273.46 1,279.76
NASDAQ 100 Index NDX 1,557.70 1,524.00 1,522.70 1,635.08
S&P; 100 Index OEX 599.42 592.35 582.85 582.47

ISE MOST ACTIVE CALL SERIES FOR   08/21/2006 - 08/25/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Microsoft Corporation 10 MSQ Sep, 2006 27.5 15,305
2   Yahoo!, Inc. 8 YHQ Jan, 2007 30 12,069
3   Microsoft Corporation 10 MSQ Oct, 2006 22.5 10,792
4   Microsoft Corporation 10 MSQ Jan, 2007 25 10,445
5   iShares Russell 2000 Index Fund 7 IOW Sep, 2006 72 10,123
6   U.S. Bancorp 6 USB Jan, 2007 35 9,960
7   Microsoft Corporation 10 MSQ Sep, 2006 25 8,945
8   Microsoft Corporation 10 MSQ Oct, 2006 25 8,771
9   Intel Corporation 6 NQ Sep, 2006 20 8,419
10   Ford Motor Company 1 F Oct, 2006 8 8,319

ISE MOST ACTIVE PUT SERIES FOR   08/21/2006 - 08/25/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 70 39,165
2   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 69 36,082
3   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 69 20,114
4   General Motors Corp. 9 WGM Jan, 2008 5 14,000
5   Motorola Inc. 1 MOT Sep, 2006 22.5 13,023
6   Microsoft Corporation 10 MSQ Sep, 2006 25 11,959
7   Kraft Foods, Inc. 4 KFT Dec, 2006 30 10,070
8   Cisco Systems Inc. 9 CYQ Sep, 2006 20 7,325
9   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 68 7,293
10   Microsoft Corporation 10 MSQ Sep, 2006 25 7,116


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