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August 25, 2003 - August 29, 2003

ISE SENTIMENT INDEX (ISEE) FOR   08/18/2003 - 08/22/2003
 Date Index
8/22/2003 131
8/21/2003 139
8/20/2003 258
8/19/2003 151
8/18/2003 151

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-25-0310:00
Existing Home Sales
July
08-26-038:30
10:00
10:00
Orders for Durable Goods
Consumer Confidence Index
New Home Sales
July
Aug.
July
08-27-03 none
08-28-038:30
8:30
8:30
Gross Domestic Product - Prel.
Chain Deflator (GDP) - Prel
Initial Jobless Claims
2Q
2Q
Latest week.
08-29-038:30
8:30
10:00
Personal Income
Personal Consumption
Chicago Purchasing Managers Index
July
July
August

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/25/2003ACF
8/26/2003HRB
8/26/2003SMTC
8/27/2003MIK

MAJOR MARKET EVENTS
Date Event
9/1/2003 Labor Day Holiday -- Markets Closed

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 9,348.87 9,256.67 9,185.61 8,592.22
S&P; 500 Index SPX 993.50 987.87 990.14 917.88
S&P; 500 Index Futures SP/3U 992.50 986.77 988.92 917.30
NASDAQ 100 Index NDX 1,304.54 1,261.38 1,252.21 1,108.99
S&P; 100 Index OEX 497.42 497.31 498.72 464.63

ISE MOST ACTIVE CALL SERIES FOR   08/18/2003 - 08/22/2003
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Microsoft Corporation 10 MSQ Oct, 2003 27.5 21,645
2   Microsoft Corporation 10 MSQ Oct, 2003 27.5 12,231
3   Micron Technology Inc. 4 MU Sep, 2003 15 11,841
4   Siebel Systems Inc. 4 SGQ Sep, 2003 10 10,563
5   Nasdaq-100 Shares 2 QAV Oct, 2003 34 10,450
6   Microsoft Corporation 10 MSQ Jan, 2004 30 9,347
7   Intel Corporation 6 INQ Sep, 2003 27.5 9,068
8   Microsoft Corporation 10 MSQ Sep, 2003 27.5 8,741
9   Nasdaq-100 Shares 2 QAV Sep, 2003 32 8,519
10   Nasdaq-100 Shares 2 QAV Sep, 2003 34 8,112

ISE MOST ACTIVE PUT SERIES FOR   08/18/2003 - 08/22/2003
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QAV Sep, 2003 33 16,361
2   Nasdaq-100 Shares 2 QAV Sep, 2003 32 12,895
3   Nasdaq-100 Shares 2 QAV Sep, 2003 31 10,793
4   Nasdaq-100 Shares 2 QAV Oct, 2003 28 10,356
5   Nasdaq-100 Shares 2 QAV Oct, 2003 31 10,134
6   Nasdaq-100 Shares 2 QAV Sep, 2003 32 7,923
7   Nasdaq-100 Shares 2 QAV Sep, 2003 31 7,762
8   Microsoft Corporation 10 MSQ Oct, 2003 27.5 7,353
9   Nasdaq-100 Shares 2 ZWQ Jan, 2005 30 6,320
10   Hewlett-Packard Company 9 HHY Sep, 2003 20 6,299
 


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