September 25, 2006 - September 29, 2006

ISE SENTIMENT INDEX (ISEE) FOR   09/18/2006 - 09/22/2006
 Date Index
9/22/2006 130
9/21/2006 107
9/20/2006 90
9/19/2006 113
9/18/2006 80

ECONOMIC EVENTS
Release Date Release Time Indicator Period
09-25-0610:00
10:00
 Consumer Confidence Index
Existing Home Sales
 Sept.
August
09-26-06 none
09-27-068:30
10:00
 Orders for Durable Goods
New Home Sales
 August
August
09-28-068:30
8:30
8:30
 Gross Domestic Product (GDP) - Final
GDP Chain Weighted Deflator - Final
Initial Jobless Claims
 2Q
2Q
Latest week.
09-29-068:30
8:30
 Personal Income
Personal Consumption
 August
August

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
9/25/2006JLG
9/25/2006WAG
9/26/2006JBL
9/26/2006PAYX
9/26/2006LEN
9/26/2006RHAT
9/28/2006ACN
9/28/2006MU
9/28/2006RIMM

MAJOR MARKET EVENTS
Date Event
9/29/2006 Last day for trading September 2006 quarterly option contracts.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,508.10 11,448.31 11,262.32 11,113.98
S&P; 500 Index SPX 1,314.80 1,308.91 1,287.19 1,281.08
S&P; 500 Index Futures SP1601 1,325.90 1,313.23 1,292.01 1,285.76
NASDAQ 100 Index NDX 1,622.37 1,598.15 1,544.06 1,628.03
S&P; 100 Index OEX 609.38 605.03 594.17 585.40

ISE MOST ACTIVE CALL SERIES FOR   09/18/2006 - 09/22/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Altria Group Inc. 1 MO Mar, 2007 95 26,438
2   Semiconductor HOLDRs 4 SMH Nov, 2006 35 25,231
3   Energy Select Sector SPDR Fund 10 XBT Nov, 2006 56 20,110
4   Intel Corporation 6 NQ Nov, 2006 22.5 20,053
5   Juniper Networks, Inc. 5 JUX Oct, 2006 16 13,621
6   Microsoft Corporation 10 MSQ Nov, 2006 27.5 13,104
7   Intel Corporation 6 NQ Oct, 2006 20 12,899
8   Bristol-Myers Squibb Co. 2 BMY Nov, 2006 27.5 12,307
9   Elan Corporation, Plc ADR's 8 WTB Jan, 2008 30 10,925
10   Marvell Technologies Ltd. 10 UVM Oct, 2006 20 10,822

ISE MOST ACTIVE PUT SERIES FOR   09/18/2006 - 09/22/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 72 47,968
2   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 73 37,177
3   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 73 28,948
4   General Electric Company 10 GE Jan, 2007 30 27,456
5   iShares Russell 2000 Index Fund 7 DIW Oct, 2006 70 20,986
6   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 72 17,294
7   iShares Russell 2000 Index Fund 7 DIW Oct, 2006 71 16,749
8   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 72 15,406
9   Yahoo!, Inc. 8 YHQ Oct, 2006 25 15,289
10   eBay, Inc. 4 QXB Oct, 2006 25 15,083


Copyright 2007. International Securities Exchange, Inc. and Fullman Technologies Inc. All rights reserved. The ISE globe logo is a registered trademark of International Securities Exchange, Inc.

The information provided herein is protected by copyright and intellectual property laws. It may be displayed and printed for your personal, non-commercial use only. You may not reproduce, retransmit, distribute, disseminate, sell, publish, broadcast or circulate the information to anyone, without our express written consent. The information provided herein is made accessible by us, but written or created by a number of professional investment researchers and other services and is subject to change without notice. The information provided herein comes from sources that we believe are reliable, but we do not make any guaranty or warranty regarding the accuracy of the information. The information provided herein has not been written, reviewed, edited or in any way endorsed by us. No statement in the information provided herein is to be construed as a recommendation to purchase or sell a security, or to provide investment advice. Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options. This document may be obtained from the International Securities Exchange or The Options Clearing Corporation. Seek independent advice from your professional investment adviser before relying on any information provided herein.


© 2007 International Securities Exchange Holdings, Inc. All Rights Reserved. Terms and Conditions | Privacy Policy
Best viewed with Internet Explorer 6.0 and Netscape 7.2. Flash Player 7 or higher is also required for portions of this site.