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January 03, 2005 - January 07, 2005

ISE SENTIMENT INDEX (ISEE) FOR   12/27/2004 - 12/31/2004
 Date Index
12/31/2004 213
12/30/2004 231
12/29/2004 198
12/28/2004 177
12/27/2004 278

ECONOMIC EVENTS
Release Date Release Time Indicator Period
01-03-0510:00
10:00
Construction Spending
Institute for Supply Management - Mfg. Index
Nov.
Dec.
01-04-0510:00
10:00
Automotive Sales
Factory Orders
Dec.
Nov.
01-05-0510:00
Institute for Supply Mgt. - Services Index
Dec.
01-06-058:30
Initial Jobless Claims
Latest week.
01-07-058:30
8:30
8:30
3:00
Unemployment Rate
Nonfarm Payrolls
Average Hourly Earnings
Consumer Credit
Dec.
Dec.
Dec.
Nov.

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
1/3/2005WAG
1/3/2005NAV
1/5/2005MON
1/6/2005ACN
1/6/2005SCHN

MAJOR MARKET EVENTS
Date Event

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,783.80 10,677.41 10,455.19 10,260.01
S&P; 500 Index SPX 1,211.90 1,157.66 1,156.82 1,124.64
S&P; 500 Index Futures SP1601 1,213.70 1,177.90 1,143.53 1,125.08
NASDAQ 100 Index NDX 1,621.10 1,612.38 1,563.34 1,459.39
S&P; 100 Index OEX 575.30 570.79 560.12 546.85

ISE MOST ACTIVE CALL SERIES FOR   12/27/2004 - 12/31/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Amazon.Com, Inc. 4 ZQN Jan, 2005 45 12,425
2   Sirius Satellite Radio 1 QXO Jan, 2005 7.5 12,065
3   Amazon.Com, Inc. 4 ZQN Jan, 2005 45 9,885
4   Sirius Satellite Radio 1 QXO Jan, 2005 7.5 9,247
5   Compuware Corporation 4 CWQ Jan, 2005 10 8,124
6   Cisco Systems Inc. 9 CYQ Jan, 2005 20 8,033
7   Micron Technology Inc. 4 MU Jan, 2005 11 7,594
8   TASER International 1 QUR Jan, 2005 30 7,182
9   Pfizer Inc. 7 PFE Jun, 2005 27.5 6,318
10   Verizon Communications 7 VZ Jan, 2005 42.5 6,269

ISE MOST ACTIVE PUT SERIES FOR   12/27/2004 - 12/31/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Pfizer Inc. 7 PFE Mar, 2005 25 7,829
2   Pfizer Inc. 7 PFE Feb, 2005 25 7,362
3   Merck & Co. Inc. 4 MRK Feb, 2005 30 7,335
4   TASER International 1 QUR Jan, 2005 30 5,383
5   Pfizer Inc. 7 PFE Jan, 2005 25 5,039
6   Amazon.Com, Inc. 4 ZQN Jan, 2005 40 4,769
7   iShares - Lehman Brothers 20+ year Treasury Bond Index ETF 1 TLT Jan, 2005 90 4,727
8   J.P. Morgan Chase & Co. 5 JPM Jan, 2005 30 4,551
9   Sirius Satellite Radio 1 QXO Jan, 2005 7.5 4,546
10   Exxon Mobil Corp. 1 XOM Jan, 2005 50 4,412
 


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