January 08, 2007 - January 12, 2007

ISE SENTIMENT INDEX (ISEE) FOR   01/01/2007 - 01/05/2007
 Date Index
1/5/2007 150
1/4/2007 132
1/3/2007 124

ECONOMIC EVENTS
Release Date Release Time Indicator Period
01-08-073:00
Consumer Credit Report
Nov.
01-09-07 none
01-10-078:30
10:00
Balance of Trade Report
Wholesale Inventories
Nov.
Nov.
01-11-072:00
8:30
Treasury Brudget Statement
Initial Jobless Claims
Dec.
Latest week.
01-12-078:30
8:30
8:30
8:30
8:30
8:30
10:00
Export Prices
Export Prices - excluding agriculture
Import Prices
Import Prices - excluding energy
Retail Sales
Retail Sales - excluding automobiles
Business Inventories
Dec.
Dec.
Dec.
Dec.
Dec.
Dec.
Nov.

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
1/8/2007LIFC
1/8/2007NFLD
1/8/2007SCHN
1/9/2007AA
1/9/2007RI
1/9/2007SVU
1/10/2007DNA
1/11/2007INFY
1/11/2007MTG

MAJOR MARKET EVENTS
Date Event
1/15/2007 Martin Luther King Jr. Day. Markets are closed in observance.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 12,398.01 12,401.31 12,269.56 11,543.66
S&P; 500 Index SPX 1,409.70 1,417.49 1,400.33 1,319.93
S&P; 500 Index Futures SP1601 1,428.40 1,421.64 1,402.85 1,323.83
NASDAQ 100 Index NDX 1,785.30 1,779.81 1,769.79 1,648.94
S&P; 100 Index OEX 657.50 658.57 650.99 608.02

ISE MOST ACTIVE CALL SERIES FOR   01/01/2007 - 01/05/2007
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Federated Department Stores, Inc. 2 FD Jan, 2007 40 26,596
2   Computer Associates International 10 CA Feb, 2007 25 20,130
3   Computer Associates International 10 CA Jan, 2007 25 20,000
4   Apple Computer, Inc. 6 QAA Jan, 2007 100 13,281
5   Apple Computer, Inc. 6 QAA Jan, 2007 90 9,772
6   Apple Computer, Inc. 6 QAA Jan, 2007 85 8,986
7   Pfizer Inc. 7 VPE Jan, 2009 27.5 8,507
8   Semiconductor HOLDRs 4 SMH Jan, 2007 35 8,303
9   Amazon.Com, Inc. 4 ZQN Jan, 2007 42.5 8,260
10   Corning Incorporated 2 GLW Jan, 2007 20 7,723

ISE MOST ACTIVE PUT SERIES FOR   01/01/2007 - 01/05/2007
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Feb, 2007 77 23,009
2   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 78 19,335
3   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 76 16,489
4   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 73 13,167
5   Intel Corporation 6 NQ Jul, 2007 20 9,839
6   ChevronTexaco Corp. 10 CVX Jan, 2007 70 8,951
7   General Motors Corp. 9 GM Jan, 2007 30 8,132
8   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 77 7,266
9   Advanced Micro Devices Inc. 8 AMD Jan, 2007 20 6,692
10   Apple Computer, Inc. 6 QAA Jan, 2007 80 6,591


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