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May 22, 2006 - May 26, 2006

ISE SENTIMENT INDEX (ISEE) FOR   05/15/2006 - 05/19/2006
 Date Index
5/19/2006 140
5/18/2006 106
5/17/2006 117
5/16/2006 156
5/15/2006 102

ECONOMIC EVENTS
Release Date Release Time Indicator Period
05-22-06 none
05-23-06 none
05-24-068:30
10:00
Durable Goods Orders
New Home Sales
April
April
05-25-068:30
8:30
10:00
GDP Chaine Weighted Deflator - Prelimimary Reading
Initial Jobless Claims
Existing Home Sales
1Q
Latest week.
April
05-26-068:30
8:30
Personal Income
Personal Consumption
April
April

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
5/22/2006GDT
5/22/2006TKLC
5/22/2006MNT
5/23/2006CSC
5/23/2006MDT
5/23/2006CBRL
5/23/2006TOL
5/24/2006AZO
5/24/2006BCSI
5/24/2006CWTR
5/24/2006IIJI
5/24/2006NTAP
5/24/2006TIVO
5/24/2006TSA
5/24/2006WSM
5/25/2006CYBX
5/25/2006CHS
5/25/2006JOYG
5/25/2006KKD
5/25/2006MIK
5/25/2006PDCO
5/25/2006PETC
5/26/2006BOL
5/26/2006VLCCF
5/26/2006WTSLA

MAJOR MARKET EVENTS
Date Event
5/29/2006 Markets closed in observance of Memorial Day Holiday.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,144.06 11,396.33 11,280.30 10,838.29
S&P; 500 Index SPX 1,267.05 1,303.17 1,300.90 1,257.73
S&P; 500 Index Futures SP1601 1,263.10 1,309.38 1,306.63 1,261.37
NASDAQ 100 Index NDX 1,600.86 1,674.98 1,688.35 1,650.01
S&P; 100 Index OEX 578.88 593.13 591.24 575.83

ISE MOST ACTIVE CALL SERIES FOR   05/15/2006 - 05/19/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Intel Corporation 6 NQ Jul, 2006 20 34,244
2   Microsoft Corporation 10 WMF Jan, 2008 27.5 25,010
3   Intel Corporation 6 NQ Jul, 2006 20 21,843
4   Advanced Micro Devices Inc. 8 AKD May, 2006 35 21,808
5   Applied Materials Inc. 9 ANQ Jun, 2006 18 20,307
6   iShares Russell 2000 Index Fund 7 IOW May, 2006 73 19,063
7   Applied Materials Inc. 9 ANQ May, 2006 18 18,297
8   Hewlett-Packard Company 9 HPQ May, 2006 32.5 17,952
9   Applied Materials Inc. 9 ANQ Jun, 2006 19 17,708
10   Intel Corporation 6 NQ Oct, 2006 22.5 15,100

ISE MOST ACTIVE PUT SERIES FOR   05/15/2006 - 05/19/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW May, 2006 73 63,884
2   iShares Russell 2000 Index Fund 7 IOW Jun, 2006 76 40,986
3   iShares Russell 2000 Index Fund 7 IOW May, 2006 72 40,539
4   iShares Russell 2000 Index Fund 7 DIW Jun, 2006 71 34,165
5   iShares Russell 2000 Index Fund 7 IOW May, 2006 76 32,791
6   iShares Russell 2000 Index Fund 7 DIW May, 2006 71 32,497
7   iShares Russell 2000 Index Fund 7 DIW May, 2006 71 30,141
8   Energy Select Sector SPDR Fund 10 XBT Jun, 2006 54 29,410
9   iShares Russell 2000 Index Fund 7 IOW May, 2006 72 29,052
10   Energy Select Sector SPDR Fund 10 XBT Jun, 2006 58 27,193
 


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