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August 11, 2003 - August 15, 2003

ISE SENTIMENT INDEX (ISEE) FOR   08/04/2003 - 08/08/2003
 Date Index
8/8/2003 162
8/7/2003 157
8/6/2003 197
8/5/2003 214
8/4/2003 148

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-11-03 none
08-12-03 none
08-13-038:30
8:30
8:30
8:30
8:30
Business Inventories
Retail Sales
Retail Sales (ex-autos)
Expore Prices (ex-agriculture)
Import Prices (ex-oil)
June
July
July
July
July
08-14-038:30
8:30
8:30
8:30
Trade Balance
Producer Price Index
Producer Price Index (ex-food and energy)
Initial jobless claims
June
July
July
Latest week.
08-15-038:30
8:30
9:15
9:15
Consumer Price Index
Consumer Price Index (excluding food and energy)
Industrial Production
Capacity Utilization
July
July
July
July

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/11/2003MSO
8/11/2003PDE
8/11/2003OSIP
8/11/2003OEI
8/11/2003SYY
8/12/2003CSC
8/12/2003IPG
8/12/2003AETH
8/12/2003IMMU
8/12/2003MXIM
8/12/2003WMB
8/12/2003AMAT
8/12/2003MDT
8/12/2003TJX
8/12/2003ANF
8/12/2003DE
8/12/2003JCP
8/12/2003AMLN
8/12/2003NPSP
8/12/2003RGLD
8/13/2003DIGL
8/13/2003DISH
8/13/2003ANN
8/13/2003EP
8/13/2003PLMD
8/13/2003FD
8/13/2003TIF
8/13/2003PCG
8/13/2003BRCD
8/13/2003WMT
8/13/2003ENZN
8/13/2003QTRN
8/13/2003IDCC
8/13/2003ROOM
8/14/2003AEOS
8/14/2003BEAS
8/14/2003ADIC
8/14/2003DELL
8/14/2003KDE
8/14/2003IMCL
8/14/2003KSS
8/14/2003SBL
8/14/2003WIND
8/14/2003ADI
8/14/2003EL
8/14/2003TGT
8/14/2003GMST
8/15/2003L
8/15/2003NAV

MAJOR MARKET EVENTS
Date Event
8/12/2003 Meeting of the Federal Open Market Committee
8/14/2003 Last day for trading August index options with European style exercise/settlement.
8/15/2003 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 9,191.90 9,155.61 9,121.32 8,547.93
S&P; 500 Index SPX 977.60 986.58 987.89 912.95
S&P; 500 Index Futures SP/3U 978.00 985.36 986.93 912.38
NASDAQ 100 Index NDX 1,207.30 1,260.72 1,240.30 1,095.33
S&P; 100 Index OEX 493.80 497.18 497.54 462.41

ISE MOST ACTIVE CALL SERIES FOR   08/04/2003 - 08/08/2003
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Cisco Systems Inc. 9 CYQ Aug, 2003 20 13,983
2   Nasdaq-100 Shares 2 QAV Aug, 2003 31 11,772
3   Cisco Systems Inc. 9 CYQ Aug, 2003 17.5 10,225
4   Nasdaq-100 Shares 2 QAV Aug, 2003 30 9,345
5   Nasdaq-100 Shares 2 QAV Aug, 2003 31 9,331
6   Intel Corporation 6 INQ Oct, 2003 25 9,206
7   Nasdaq-100 Shares 2 QAV Aug, 2003 31 8,876
8   Cisco Systems Inc. 9 CYQ Aug, 2003 20 8,545
9   Microsoft Corporation 10 MSQ Oct, 2003 27.5 7,744
10   Nasdaq-100 Shares 2 QAV Aug, 2003 32 6,904

ISE MOST ACTIVE PUT SERIES FOR   08/04/2003 - 08/08/2003
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Cisco Systems Inc. 9 CYQ Aug, 2003 17.5 11,941
2   Cisco Systems Inc. 9 CYQ Aug, 2003 17.5 11,829
3   Internet Security Systems, Inc. 1 ISU Sep, 2003 10 10,792
4   Nasdaq-100 Shares 2 QAV Aug, 2003 31 9,372
5   KLA-Tencor Corporation 6 KCQ Aug, 2003 50 7,334
6   Nasdaq-100 Shares 2 QAV Aug, 2003 31 7,157
7   Nasdaq-100 Shares 2 QAV Sep, 2003 30 6,734
8   Cisco Systems Inc. 9 CYQ Sep, 2003 17.5 6,631
9   Cisco Systems Inc. 9 CYQ Sep, 2003 17.5 6,585
10   KLA-Tencor Corporation 6 KCQ Aug, 2003 47.5 6,500
 


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