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June 20, 2005 - June 24, 2005

ISE SENTIMENT INDEX (ISEE) FOR   06/13/2005 - 06/17/2005
 Date Index
6/17/2005 107
6/16/2005 173
6/15/2005 213
6/14/2005 185
6/13/2005 118

ECONOMIC EVENTS
Release Date Release Time Indicator Period
06-20-0510:00
Index of Leading Economic Indicators
May
06-21-05 none
06-22-05 none
06-23-058:30
10:00
Initial Jobless Claims
Existing Home Sales
Latest week.
May
06-24-058:30
10:00
Orders for Durable Goods
New Home Sales
May
May

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
6/20/2005KMX
6/21/2005KR
6/21/2005CMC
6/21/2005LEN
6/21/2005JBL
6/22/2005MWD
6/22/2005SCMR
6/22/2005BBBY
6/23/2005MU
6/23/2005SLR
6/23/2005RAD
6/23/2005NKE
6/23/2005FDX
6/23/2005OVTI
6/23/2005TIBX
6/24/2005AGE

MAJOR MARKET EVENTS
Date Event
6/29/2005 First day of the Federal Open Market Committee (FOMC) meeting.
6/30/2005 Second day of the Federal Open Market Committee (FOMC) meeting.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,623.70 10,516.41 10,367.97 10,439.46
S&P; 500 Index SPX 1,216.95 1,198.90 1,178.45 1,171.58
S&P; 500 Index Futures SP1601 1,198.10 1,175.09 1,173.71 1,144.25
NASDAQ 100 Index NDX 1,538.13 1,537.90 1,485.34 1,504.57
S&P; 100 Index OEX 572.34 567.49 560.33 559.57

ISE MOST ACTIVE CALL SERIES FOR   06/13/2005 - 06/17/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Elan Corporation, Plc ADR's 8 ELN Jun, 2005 7.5 15,373
2   Nokia Corporation 10 NOK Jul, 2005 15 14,730
3   Altria Group Inc. 1 MO Jul, 2005 70 13,217
4   Yahoo!, Inc. 8 YHQ Jul, 2005 37.5 12,407
5   Wal-Mart Stores Inc. 8 WMT Jun, 2005 50 9,345
6   Sun Microsystems Inc. 2 SUQ Jul, 2005 4 9,192
7   Morgan Stanley & Co. 6 MWD Jun, 2005 50 8,891
8   Valero Energy Corporation 7 VLO Jun, 2005 80 8,868
9   Intel Corporation 6 INQ Jun, 2005 27.5 8,370
10   United States Steel Corporation 6 X Jun, 2005 40 7,933

ISE MOST ACTIVE PUT SERIES FOR   06/13/2005 - 06/17/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Cisco Systems Inc. 9 CYQ Jul, 2005 20 17,761
2   Delta Airlines, Inc. 4 DAL Jan, 2006 2.5 13,000
3   RJ Reynolds Tobacco Holdings Inc. 3 RFE Jan, 2006 10 12,000
4   Morgan Stanley & Co. 6 MWD Jul, 2005 50 9,514
5   Delta Airlines, Inc. 4 VDA Jan, 2007 7.5 9,500
6   General Motors Corp. 9 GM Jun, 2005 35 8,866
7   Pfizer Inc. 7 WPE Jan, 2006 25 8,779
8   Altria Group Inc. 1 MO Jun, 2005 65 8,136
9   iShares Russell 2000 Index Fund 7 DIW Jul, 2005 63 7,694
10   General Motors Corp. 9 VGN Jan, 2007 5 7,500
 


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