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June 26, 2006 - June 30, 2006

ISE SENTIMENT INDEX (ISEE) FOR   06/19/2006 - 06/23/2006
 Date Index
6/23/2006 134
6/22/2006 175
6/21/2006 112
6/20/2006 135
6/19/2006 127

ECONOMIC EVENTS
Release Date Release Time Indicator Period
06-26-0610:00
New Home Sales
May
06-27-0610:00
10:00
Consumer Confidence Index
Existing Home Sales
June
May
06-28-06 none
06-29-068:30
8:30
8:30
2:15
Gross Domestic Product (GDP) - Final
GDP Chain Weighted Deflator - Final
Initial Jobless Claims
Fed. Open Market Committee (FOMC) Policy Statement
1Q
1Q
Latest week.

06-30-068:30
8:30
10:00
Personal Income
Personal Consumption
Chicago Purchasing Managers Index
May
May
June

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
6/26/2006LEN
6/26/2006WAG
6/27/2006FRE
6/27/2006NKE
6/27/2006TARO
6/27/2006KKD
6/28/2006BMET
6/28/2006CAG
6/28/2006COMS
6/28/2006RHAT
6/28/2006MU
6/28/2006PAYX
6/29/2006ACN
6/29/2006CA
6/29/2006STZ
6/29/2006GIS
6/29/2006MON
6/29/2006PALM
6/30/2006BOL

MAJOR MARKET EVENTS
Date Event
6/28/2006 Federal Open Market Committee (FOMC) Meeting - Day 1 of 2
6/29/2006 Federal Open Market Committee (FOMC) Meeting - Day 2 of 2
7/3/2006 US equities and options markets are closing at 1:00 PM NYT in observance of Independence Day.
7/4/2006 US markets are closed in observance of Independence Day.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,989.09 11,020.14 11,203.78 10,897.74
S&P; 500 Index SPX 1,244.50 1,255.85 1,280.40 1,261.76
S&P; 500 Index Futures SP1601 1,252.40 1,258.91 1,286.32 1,265.18
NASDAQ 100 Index NDX 1,551.05 1,566.51 1,628.02 1,648.23
S&P; 100 Index OEX 569.48 574.96 584.11 576.78

ISE MOST ACTIVE CALL SERIES FOR   06/19/2006 - 06/23/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Jul, 2006 72 21,810
2   Microsoft Corporation 10 MSQ Jul, 2006 22.5 19,546
3   Microsoft Corporation 10 MSQ Jul, 2006 22.5 18,559
4   Univision Communications Inc. 7 UVN Jul, 2006 35 13,816
5   Nucor Corp. 8 NUE Jan, 2007 52.5 12,565
6   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 71 10,399
7   Fannie Mae 1 VFN Jan, 2007 60 10,260
8   iShares Russell 2000 Index Fund 7 IOW Jul, 2006 73 10,236
9   United States Steel Corporation 6 X Jan, 2007 65 10,174
10   Merck & Co. Inc. 4 MRK Jul, 2006 35 9,714

ISE MOST ACTIVE PUT SERIES FOR   06/19/2006 - 06/23/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 69 42,636
2   Pfizer Inc. 7 WPE Jan, 2008 20 28,315
3   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 67 24,881
4   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 67 22,472
5   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 65 21,030
6   Energy Select Sector SPDR Fund 10 XBT Jul, 2006 51 19,462
7   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 69 18,757
8   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 67 17,950
9   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 69 16,881
10   Altria Group Inc. 1 VPM Jan, 2007 70 16,016
 


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