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September 11, 2006 - September 15, 2006

ISE SENTIMENT INDEX (ISEE) FOR   09/04/2006 - 09/08/2006
 Date Index
9/8/2006 125
9/7/2006 68
9/6/2006 103
9/5/2006 78

ECONOMIC EVENTS
Release Date Release Time Indicator Period
09-11-06 none
09-12-068:30
Balance of Trade Report
July
09-13-062:00
Treasury Budget Statement
August
09-14-068:30
8:30
8:30
8:30
8:30
8:30
8:30
10:00
Export Prices
Export Prices - excluding agriculture
Import Prices
Import Prices - excluding energy
Retail Sales
Retail Sales - excluding automobiles
Initial Jobless Claims
Business Inventories
August
August
August
August
August
August
Latest week.
July
09-15-068:30
8:30
8:30
9:15
9:15
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
NY Empire State Index
Industrial Production
Capacity Utilization
August
August
Sep.
August
August

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
9/11/2006TTWO
9/12/2006ENER
9/12/2006GS
9/12/2006KR
9/12/2006BBY
9/13/2006NAV
9/13/2006LEH
9/14/2006ADBE
9/14/2006BSC

MAJOR MARKET EVENTS
Date Event
9/14/2006 Last trading day for index options with European exercise/settlement expiring September 2006
9/15/2006 Last day for trading American style Index and equity options with September 2006 expiration.
9/20/2006 Meeting of the Federal Open Market Committee (FOMC).
9/29/2006 Last day for trading September 2006 quarterly option contracts.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,392.11 11,319.27 11,179.48 11,081.52
S&P; 500 Index SPX 1,298.90 1,295.22 1,277.40 1,278.33
S&P; 500 Index Futures SP1601 1,299.30 1,297.92 1,282.48 1,282.72
NASDAQ 100 Index NDX 1,574.70 1,558.59 1,527.70 1,631.51
S&P; 100 Index OEX 600.42 598.54 588.59 583.95

ISE MOST ACTIVE CALL SERIES FOR   09/04/2006 - 09/08/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Oracle Corporation 5 ORQ Jan, 2007 15 23,604
2   Dell Computer Corporation 1 DLQ Sep, 2006 22.5 14,221
3   Apple Computer, Inc. 6 QAA Sep, 2006 72.5 12,760
4   ConocoPhillips 4 COP Jan, 2007 75 10,695
5   Sun Microsystems Inc. 2 SUQ Oct, 2006 5 9,817
6   Apple Computer, Inc. 6 QAA Sep, 2006 70 9,782
7   Alcoa Inc. 1 AA Oct, 2006 30 9,353
8   Apple Computer, Inc. 6 QAA Sep, 2006 70 9,240
9   Motorola Inc. 1 MOT Oct, 2006 25 9,064
10   Target Corporation 8 TGT Jan, 2007 55 8,869

ISE MOST ACTIVE PUT SERIES FOR   09/04/2006 - 09/08/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 70 41,905
2   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 71 41,577
3   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 71 33,733
4   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 69 20,454
5   Intel Corporation 6 WNL Jan, 2008 20 20,157
6   Intel Corporation 6 NQ Jan, 2007 17.5 20,110
7   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 72 20,046
8   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 71 19,446
9   Qualcomm Inc. 4 AAO Sep, 2006 40 18,809
10   Elan Corporation, Plc ADR's 8 ELN Jan, 2007 10 15,345
 


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