September 04, 2006 - September 08, 2006

ISE SENTIMENT INDEX (ISEE) FOR   08/28/2006 - 09/01/2006
 Date Index
9/1/2006 69
8/31/2006 203
8/30/2006 96
8/29/2006 145
8/28/2006 111

ECONOMIC EVENTS
Release Date Release Time Indicator Period
09-04-06 none
09-05-06 none
09-06-068:30
10:00
2:00
Productivity - Revised
Institute for Supply Mgt. - Services Index
Fed's Beige Book Report
2Q
August

09-07-068:30
10:00
Initial Jobless Claims
Wholesale Inventories
Latest week.
July
09-08-063:00
Consumer Credit Report
July

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
9/6/2006HOV
9/6/2006NAV
9/6/2006TTWO
9/6/2006MATK
9/6/2006CMVT
9/7/2006FCEL
9/7/2006JOSB
9/7/2006SHFL
9/7/2006NSM
9/7/2006COO

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 11,464.15 11,276.91 11,146.15 11,068.43
S&P; 500 Index SPX 1,311.00 1,289.80 1,272.87 1,277.19
S&P; 500 Index Futures SP1601 1,305.10 1,289.75 1,275.62 1,280.52
NASDAQ 100 Index NDX 1,589.47 1,542.06 1,524.84 1,633.41
S&P; 100 Index OEX 605.60 595.75 586.07 583.37

ISE MOST ACTIVE CALL SERIES FOR   08/28/2006 - 09/01/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Intel Corporation 6 NQ Sep, 2006 20 30,554
2   Intel Corporation 6 NQ Sep, 2006 20 25,607
3   Pfizer Inc. 7 PFE Sep, 2006 27.5 18,113
4   Pfizer Inc. 7 PFE Sep, 2006 30 14,766
5   Altria Group Inc. 1 MO Sep, 2006 85 13,500
6   Intel Corporation 6 NQ Sep, 2006 20 12,354
7   JDS Uniphase Corporation 3 LIC Jan, 2008 5 10,711
8   Altria Group Inc. 1 MO Jan, 2007 90 10,659
9   Motorola Inc. 1 MOT Oct, 2006 25 10,052
10   Intel Corporation 6 NQ Sep, 2006 20 9,344

ISE MOST ACTIVE PUT SERIES FOR   08/28/2006 - 09/01/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 69 29,684
2   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 74 22,581
3   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 70 17,328
4   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 69 13,023
5   Pfizer Inc. 7 PFE Dec, 2006 27.5 12,539
6   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 71 11,919
7   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 71 11,479
8   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 69 10,091
9   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 74 10,013
10   Level 3 Communications Inc. 6 VVK Jan, 2009 2.5 10,000


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