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December 19, 2005 - December 23, 2005

ISE SENTIMENT INDEX (ISEE) FOR   12/12/2005 - 12/16/2005
 Date Index
12/16/2005 186
12/15/2005 218
12/14/2005 227
12/13/2005 169
12/12/2005 207

ECONOMIC EVENTS
Release Date Release Time Indicator Period
12-19-05 none
12-20-058:30
8:30
8:30
8:30
Housing Starts
Building Permits
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
Nov.
Nov.
Nov.
Nov.
12-21-058:30
8:30
Gross Domestic Product (GDP) - Final Revision
GDP Chain Weighted Deflator - Final Revision
+4.3%
3Q
12-22-058:30
8:30
8:30
10:00
Personal Income
Personal Consumption
Initial Jobless Claims
Index of Leading Economic Indicators
Nov.
Nov.
Latest week.
Nov.
12-23-058:30
10:00
Orders for Durable Goods
New Home Sales
Nov.
Nov.

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
12/19/2005CC
12/20/2005BDY
12/20/2005DRL
12/20/2005PALM
12/20/2005MWD
12/20/2005NKE
12/20/2005JBL
12/21/2005MU
12/21/2005PAYX
12/21/2005BMET
12/21/2005CMC
12/21/2005BBBY
12/21/2005FDX
12/21/2005COMS
12/21/2005KMX
12/21/2005RHAT
12/21/2005TIBX
12/22/2005UCL
12/22/2005GIS
12/22/2005SLR
12/22/2005AGE
12/22/2005CAG
12/22/2005CTAS

MAJOR MARKET EVENTS
Date Event
12/26/2005 U.S. markets closed in observence of Christmas.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,875.59 10,841.45 10,597.81 10,512.40
S&P; 500 Index SPX 1,267.30 1,260.59 1,227.08 1,208.07
S&P; 500 Index Futures SP1601 1,273.80 1,258.52 1,226.57 1,209.96
NASDAQ 100 Index NDX 1,688.68 1,692.73 1,631.21 1,556.27
S&P; 100 Index OEX 579.80 577.97 565.08 565.05

ISE MOST ACTIVE CALL SERIES FOR   12/12/2005 - 12/16/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Altria Group Inc. 1 MO Dec, 2005 80 56,129
2   Altria Group Inc. 1 MO Dec, 2005 75 33,245
3   Altria Group Inc. 1 MO Dec, 2005 80 29,988
4   Intel Corporation 6 INQ Jan, 2006 27.5 27,364
5   Pfizer Inc. 7 PFE Mar, 2006 25 22,435
6   Altria Group Inc. 1 MO Dec, 2005 80 22,172
7   Altria Group Inc. 1 MO Jan, 2006 80 21,440
8   Sirius Satellite Radio 1 QXO Jan, 2006 7.5 19,238
9   Pfizer Inc. 7 PFE Jan, 2006 22.5 15,823
10   Chesapeake Energy Corporation 2 CHK Jan, 2006 35 13,440

ISE MOST ACTIVE PUT SERIES FOR   12/12/2005 - 12/16/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Altria Group Inc. 1 MO Dec, 2005 65 30,918
2   iShares Russell 2000 Index Fund 7 DIW Dec, 2005 68 28,078
3   Altria Group Inc. 1 MO Dec, 2005 70 21,802
4   Altria Group Inc. 1 MO Dec, 2005 65 21,317
5   Apple Computer, Inc. 6 QAA Dec, 2005 70 18,145
6   Altria Group Inc. 1 MO Dec, 2005 70 16,432
7   Sun Microsystems Inc. 2 SUQ Jan, 2006 5 13,893
8   Altria Group Inc. 1 MO Dec, 2005 75 13,782
9   Pfizer Inc. 7 PFE Dec, 2005 20 13,240
10   Altria Group Inc. 1 MO Dec, 2005 70 11,083
 


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