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July 31, 2006 - August 04, 2006

ISE SENTIMENT INDEX (ISEE) FOR   07/24/2006 - 07/28/2006
 Date Index
7/28/2006 96
7/27/2006 119
7/26/2006 167
7/25/2006 133
7/24/2006 137

ECONOMIC EVENTS
Release Date Release Time Indicator Period
07-31-0610:00
Chicago Purchasing Managers Index
July
08-01-0610:00
8:30
8:30
10:00
10:00
Automobile Sales
Personal Income
Personal Consumption
Construction Spending
Institute for Supply Mgt. - Mfg. Index
July
June
June
June
July
08-02-06 none
08-03-068:30
10:00
10:00
Initial Jobless Claims
Factory Orders
Institute for Supply Mgt. - Services Index
Latest week.
June
July
08-04-068:30
8:30
8:30
Unemployment Rate
Non-farm Payrolls
Average Hourly Earnings
July
July
July

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
7/31/2006AFFX
7/31/2006AG
7/31/2006AVP
7/31/2006BOL
7/31/2006EXC
7/31/2006FLML
7/31/2006FLSH
7/31/2006GLG
7/31/2006GPRO
7/31/2006HBC
7/31/2006HUM
7/31/2006KCI
7/31/2006KND
7/31/2006MET
7/31/2006NAVR
7/31/2006NLS
7/31/2006PRX
7/31/2006PWAV
7/31/2006RTI
7/31/2006SPG
7/31/2006TSN
7/31/2006UAUA
7/31/2006WFMI
8/1/2006ADM
8/1/2006AGEN
8/1/2006AMED
8/1/2006ANR
8/1/2006AQNT
8/1/2006CDE
8/1/2006CKFR
8/1/2006COH
8/1/2006CSC
8/1/2006EDS
8/1/2006EK
8/1/2006ELN
8/1/2006EMR
8/1/2006EOG
8/1/2006EOP
8/1/2006EQR
8/1/2006ERTS
8/1/2006EXPD
8/1/2006EYE
8/1/2006GW
8/1/2006HLT
8/1/2006IACI
8/1/2006IP
8/1/2006JCOM
8/1/2006JOE
8/1/2006KWK
8/1/2006MLM
8/1/2006MRO
8/1/2006MVK
8/1/2006NRG
8/1/2006PDE
8/1/2006PPC
8/1/2006Q
8/1/2006SBL
8/1/2006SIRI
8/1/2006SWN
8/1/2006TAP
8/1/2006TSRA
8/1/2006TXU
8/1/2006UPL
8/1/2006UTHR
8/1/2006VC
8/1/2006VCLK
8/1/2006VLO
8/1/2006VSH
8/1/2006VZ
8/1/2006WYNN
8/2/2006ABX
8/2/2006ADP
8/2/2006AGN
8/2/2006AL
8/2/2006ALVR
8/2/2006AT
8/2/2006CI
8/2/2006CNQ
8/2/2006COGT
8/2/2006CTSH
8/2/2006DVN
8/2/2006ED
8/2/2006FOXH
8/2/2006GRMN
8/2/2006GSF
8/2/2006HL
8/2/2006HUN
8/2/2006IDCC
8/2/2006INSP
8/2/2006KFX
8/2/2006LVS
8/2/2006MT
8/2/2006NAPS
8/2/2006NSTK
8/2/2006OMX
8/2/2006PAAS
8/2/2006PCG
8/2/2006PG
8/2/2006PGH
8/2/2006PNM
8/2/2006PRU
8/2/2006RIO
8/2/2006SBUX
8/2/2006SINA
8/2/2006SIX
8/2/2006SNY
8/2/2006SPW
8/2/2006SUN
8/2/2006TK
8/2/2006TWX
8/2/2006UNM
8/2/2006USU
8/2/2006VPHM
8/2/2006WLT
8/2/2006XEC
8/3/2006ABBI
8/3/2006AOC
8/3/2006ATVI
8/3/2006CAH
8/3/2006CCI
8/3/2006CECO
8/3/2006CEPH
8/3/2006CMS
8/3/2006CTB
8/3/2006CVS
8/3/2006CVTX
8/3/2006D
8/3/2006DUK
8/3/2006ERES
8/3/2006ERF
8/3/2006GFF
8/3/2006GFI
8/3/2006GTW
8/3/2006HNT
8/3/2006ICOS
8/3/2006IDIX
8/3/2006IRF
8/3/2006ISIS
8/3/2006IVGN
8/3/2006MGM
8/3/2006MMC
8/3/2006NBL
8/3/2006NEW
8/3/2006NFI
8/3/2006NKTR
8/3/2006NMTI
8/3/2006NPSP
8/3/2006NTMD
8/3/2006OPWV
8/3/2006PDLI
8/3/2006PMI
8/3/2006PTEN
8/3/2006PXD
8/3/2006PXP
8/3/2006RHEO
8/3/2006RIG
8/3/2006S
8/3/2006SLW
8/3/2006SU
8/3/2006TELK
8/3/2006THE
8/3/2006TOPT
8/3/2006TRLG
8/3/2006TS
8/3/2006TSO
8/3/2006TYC
8/3/2006UVN
8/3/2006VISG
8/3/2006VRX
8/3/2006WMB
8/4/2006GERN
8/4/2006KGC
8/4/2006LNG
8/4/2006MHS
8/4/2006MXIM
8/4/2006OXY
8/4/2006SFCC
8/4/2006TARO
8/4/2006TM

MAJOR MARKET EVENTS
Date Event

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,219.70 11,038.37 11,035.72 10,964.39
S&P; 500 Index SPX 1,278.55 1,260.54 1,257.72 1,266.64
S&P; 500 Index Futures SP1601 1,284.30 1,267.69 1,262.67 1,270.92
NASDAQ 100 Index NDX 1,510.30 1,508.61 1,542.41 1,640.06
S&P; 100 Index OEX 590.20 578.97 576.61 578.53

ISE MOST ACTIVE CALL SERIES FOR   07/24/2006 - 07/28/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Microsoft Corporation 10 MSQ Aug, 2006 25 21,599
2   Microsoft Corporation 10 MSQ Aug, 2006 25 20,347
3   Intel Corporation 6 NQ Aug, 2006 17.5 19,810
4   Phelps Dodge 8 DPB Aug, 2006 85 18,889
5   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 70 14,375
6   eBay, Inc. 4 QXB Aug, 2006 25 14,271
7   Oracle Corporation 5 ORQ Jan, 2007 15 14,125
8   Semiconductor HOLDRs 4 SMH Aug, 2006 32.5 13,970
9   Exxon Mobil Corp. 1 XOM Jan, 2007 62.5 12,034
10   Intel Corporation 6 NQ Aug, 2006 17.5 12,007

ISE MOST ACTIVE PUT SERIES FOR   07/24/2006 - 07/28/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Energy Select Sector SPDR Fund 10 XBT Aug, 2006 57 37,886
2   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 68 31,431
3   iShares Russell 2000 Index Fund 7 IOW Aug, 2006 74 26,340
4   Dell Computer Corporation 1 DLY Jan, 2007 17.5 21,665
5   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 68 15,956
6   Semiconductor HOLDRs 4 SMH Aug, 2006 30 13,333
7   Tenet Healthcare Corporation 1 THC Jan, 2007 7.5 12,200
8   Bristol-Myers Squibb Co. 2 BMY Aug, 2006 25 10,755
9   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 69 10,752
10   Dell Computer Corporation 1 WDQ Jan, 2008 17.5 10,030
 


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