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June 05, 2006 - June 09, 2006

ISE SENTIMENT INDEX (ISEE) FOR   05/29/2006 - 06/02/2006
 Date Index
6/2/2006 109
6/1/2006 97
5/31/2006 89
5/30/2006 104

ECONOMIC EVENTS
Release Date Release Time Indicator Period
06-05-0610:00
Institute for Supply Mgt. - Services Index
May
06-06-06 none
06-07-063:00
Consumer Credit Report
April
06-08-068:30
10:00
Initial Jobless Claims
Wholesale Inventories
Latest week.
April
06-09-068:30
8:30
8:30
8:30
8:30
Export Prices
Export Prices - excluding food
Import Prices
Import Prices - excluding oil
Balance of Trade Report
May
May
May
May
April

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
6/6/2006COO
6/6/2006MATK
6/7/2006BMC
6/7/2006CMTL
6/7/2006FCEL
6/8/2006HRB
6/8/2006NSM
6/8/2006JOSB
6/8/2006TTWO
6/9/2006BOL
6/9/2006TSA

MAJOR MARKET EVENTS
Date Event

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,247.87 11,318.73 11,274.86 10,864.55
S&P; 500 Index SPX 1,288.20 1,287.03 1,295.86 1,259.56
S&P; 500 Index Futures SP1601 1,288.20 1,289.13 1,300.78 1,263.23
NASDAQ 100 Index NDX 1,612.90 1,628.33 1,673.15 1,649.84
S&P; 100 Index OEX 588.44 587.86 589.62 576.29

ISE MOST ACTIVE CALL SERIES FOR   05/29/2006 - 06/02/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Intel Corporation 6 NQ Jun, 2006 17.5 17,315
2   Barrick Gold Corp. 10 ABX Jun, 2006 30 15,648
3   Bank of America Corporation 5 BAC Jun, 2006 50 14,604
4   Semiconductor HOLDRs 4 SMH Jun, 2006 32.5 14,523
5   Cisco Systems Inc. 9 WCY Jan, 2008 20 14,158
6   Intel Corporation 6 NQ Jun, 2006 17.5 12,109
7   Oracle Corporation 5 ORQ Dec, 2006 14 10,510
8   Barrick Gold Corp. 10 ABX Jun, 2006 30 10,216
9   Microsoft Corporation 10 WMF Jan, 2008 25 10,123
10   Citigroup Inc. 8 C Jun, 2006 50 9,817

ISE MOST ACTIVE PUT SERIES FOR   05/29/2006 - 06/02/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Jun, 2006 71 36,283
2   iShares Russell 2000 Index Fund 7 IOW Jun, 2006 72 29,477
3   iShares Russell 2000 Index Fund 7 DIW Jun, 2006 70 28,595
4   Energy Select Sector SPDR Fund 10 XBT Jul, 2006 53 27,897
5   Exxon Mobil Corp. 1 XOM Jun, 2006 57.5 23,217
6   iShares Russell 2000 Index Fund 7 IOW Jul, 2006 73 20,917
7   iShares Russell 2000 Index Fund 7 DIW Jun, 2006 71 20,389
8   iShares Russell 2000 Index Fund 7 DIW Jun, 2006 71 19,403
9   Microsoft Corporation 10 WMF Jan, 2008 22.5 15,100
10   Exxon Mobil Corp. 1 XOM Jun, 2006 60 12,500
 


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