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July 11, 2005 - July 15, 2005

ISE SENTIMENT INDEX (ISEE) FOR   07/04/2005 - 07/08/2005
 Date Index
7/8/2005 193
7/7/2005 151
7/6/2005 232
7/5/2005 124

ECONOMIC EVENTS
Release Date Release Time Indicator Period
07-11-05 none
07-12-05 none
07-13-058:30
8:30
8:30
8:30
8:30
2:00
Import Prices
Import Prices - excluding oil
Export Prices
Export Prices - excluding agriculture
Balance of Trade Report
Treasury Budget Statement
June
June
June
June
May
June
07-14-058:30
8:30
8:30
8:30
8:30
Retail Sales
Retail Sales - excluding automobiles
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Iniitial Jobless Claims
June
June
June
June
Latest week.
07-15-058:30
8:30
8:30
8:30
9:15
9:15
NY Empire State Index
Business Inventories
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
Industrial Production
Capacity Utilization
July
May
June
June
June
June

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
7/11/2005DNA
7/12/2005PEP
7/12/2005AMTD
7/12/2005CALM
7/13/2005YUM
7/13/2005ABT
7/13/2005BBT
7/13/2005CBH
7/13/2005DRL
7/13/2005FAST
7/13/2005MDC
7/13/2005AAPL
7/13/2005HDI
7/13/2005AMD
7/14/2005UNH
7/14/2005FCS
7/14/2005FITB
7/14/2005PGR
7/14/2005GENZ
7/14/2005CCK
7/14/2005IFIN
7/14/2005PII
7/14/2005RI
7/14/2005HIFN
7/14/2005QLGC
7/14/2005LUV
7/14/2005MTG
7/14/2005CTAS
7/15/2005RMBS
7/15/2005PMCS
7/15/2005NCC
7/15/2005FDC
7/15/2005GE
7/15/2005LEXR

MAJOR MARKET EVENTS
Date Event
7/14/2005 Last day for trading July index options with European style exercise/assignment.
7/15/2005 Last day for trading July equity and index options with American style exercise/assignment settlement.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,449.14 10,448.27 10,411.79 10,448.45
S&P; 500 Index SPX 1,211.85 1,202.94 1,189.97 1,177.18
S&P; 500 Index Futures SP1601 1,200.00 1,204.73 1,188.15 1,155.44
NASDAQ 100 Index NDX 1,533.25 1,517.90 1,505.42 1,511.76
S&P; 100 Index OEX 566.48 565.31 562.94 560.97

ISE MOST ACTIVE CALL SERIES FOR   07/04/2005 - 07/08/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   International Business Machines 3 IBM Jul, 2005 80 17,802
2   General Electric Company 10 GE Jul, 2005 35 14,355
3   General Electric Company 10 GE Aug, 2005 35 10,278
4   Pfizer Inc. 7 PFE Sep, 2005 30 10,086
5   Charles Schwab Corporation 9 SCN Aug, 2005 12.5 9,775
6   Charles Schwab Corporation 9 SCN Aug, 2005 12.5 9,274
7   United States Steel Corporation 6 X Jul, 2005 35 8,648
8   Medco Health Solutions, Inc. 6 MHS Jul, 2005 50 8,253
9   Verizon Communications 7 VZ Jul, 2005 32.5 8,105
10   Charles Schwab Corporation 9 SCN Sep, 2005 12.5 8,099

ISE MOST ACTIVE PUT SERIES FOR   07/04/2005 - 07/08/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Microsoft Corporation 10 MSQ Aug, 2005 25 11,663
2   American International Group 1 AIG Jan, 2006 45 10,010
3   General Motors Corp. 9 VGN Jan, 2007 7.5 9,000
4   iShares Russell 2000 Index Fund 7 IWT Aug, 2005 51 8,774
5   Intel Corporation 6 INQ Oct, 2005 25 8,458
6   eBay, Inc. 4 XBA Aug, 2005 32.5 7,690
7   General Electric Company 10 GE Jul, 2005 35 7,158
8   Tyco International Ltd. 8 TYC Oct, 2005 27.5 5,889
9   Yahoo!, Inc. 8 YHQ Jul, 2005 35 5,491
10   Elan Corporation, Plc ADR's 8 ELN Jan, 2006 5 5,359
 


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