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May 24, 2004 - May 28, 2004

ISE SENTIMENT INDEX (ISEE) FOR   05/17/2004 - 05/21/2004
 Date Index
5/21/2004 110
5/20/2004 124
5/19/2004 92
5/18/2004 108
5/17/2004 153

ECONOMIC EVENTS
Release Date Release Time Indicator Period
05-24-04 none
05-25-0410:00
10:00
Consumer Confidence Index
Existing Home Sales
May
April
05-26-048:30
10:00
Durable Goods Orders
New Home Sales
April
April
05-27-048:30
8:30
8:30
Gross Domestic Product (GDP) - Preliminary
GDP Chain Weighted Deflator - Preliminary
Initial Jobless Claims
1Q
1Q
Latest week.
05-28-048:30
8:30
10:00
Personal Income
Personal Consumption
Chicago Purchasing Managers Index
April
April
May

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
5/24/04CPB
5/27/04AZO
5/27/04COST
5/27/04SMTC
5/28/04PLMD
5/28/04TTWO
5/28/04KKD
5/28/04HOV
5/28/04MIK

MAJOR MARKET EVENTS
Date Event
5/31/2004 Memorial Day Holiday -- Markets are closed.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 9,966.74 10,158.71 10,257.44 10,041.87
S&P; 500 Index SPX 1,093.55 1,107.06 1,117.01 1,082.10
S&P; 500 Index Futures SP1601 1,092.50 1,106.16 1,116.03 1,081.19
NASDAQ 100 Index NDX 1,408.15 1,421.95 1,435.18 1,420.50
S&P; 100 Index OEX 534.34 541.11 546.45 535.60

ISE MOST ACTIVE CALL SERIES FOR   05/17/2004 - 05/21/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QQQ May, 2004 35 29,584
2   Nasdaq-100 Shares 2 QQQ May, 2004 35 21,714
3   Intel Corporation 6 INQ Jul, 2004 27.5 19,686
4   Intel Corporation 6 INQ Jul, 2004 27.5 18,527
5   Intel Corporation 6 INQ Jul, 2004 27.5 17,748
6   Nasdaq-100 Shares 2 QAV May, 2004 34 13,441
7   Broadcom Corporation 10 RCQ May, 2004 40 13,431
8   Nasdaq-100 Shares 2 QQQ May, 2004 35 13,147
9   Washington Mutual Inc. 4 WM Jun, 2004 42.5 12,708
10   Nasdaq-100 Shares 2 QQQ Jun, 2004 35 11,960

ISE MOST ACTIVE PUT SERIES FOR   05/17/2004 - 05/21/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QQQ May, 2004 36 71,402
2   Nasdaq-100 Shares 2 QQQ May, 2004 37 43,616
3   Nasdaq-100 Shares 2 QQQ May, 2004 37 36,154
4   Nasdaq-100 Shares 2 QQQ May, 2004 37 35,142
5   Nasdaq-100 Shares 2 QQQ May, 2004 35 34,565
6   Nasdaq-100 Shares 2 QQQ May, 2004 35 34,505
7   Nasdaq-100 Shares 2 QQQ May, 2004 35 32,164
8   Nasdaq-100 Shares 2 QAV May, 2004 34 29,826
9   Nasdaq-100 Shares 2 QAV May, 2004 34 19,897
10   Nasdaq-100 Shares 2 QQQ May, 2004 35 19,654
 


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