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October 02, 2006 - October 06, 2006

ISE SENTIMENT INDEX (ISEE) FOR   09/25/2006 - 09/29/2006
 Date Index
9/29/2006 80
9/28/2006 101
9/27/2006 115
9/26/2006 117
9/25/2006 148

ECONOMIC EVENTS
Release Date Release Time Indicator Period
10-02-0610:00
10:00
Construction Spending
Institute for Supply Mgt. - Mfg. Index
August
Sept.
10-03-0610:00
Automotive Sales
Sept.
10-04-0610:00
10:00
Factory Orders
Institute for Supply Mgt. - Services Index
August
Sept.
10-05-068:30
Initial Jobless Claims
Latest week.
10-06-068:30
8:30
8:30
3:00
Unemployment Rate
Non-farm Payrolls
Average Hourly Earnings
Consumer Credit
Sept.
Sept.
Sept.
August

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
10/2/2006TTWO
10/4/2006VTS
10/5/2006ATYT
10/5/2006SCHN
10/5/2006STZ

MAJOR MARKET EVENTS
Date Event

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,679.07 11,526.37 11,344.47 11,135.96
S&P; 500 Index SPX 1,335.85 1,317.14 1,296.35 1,282.95
S&P; 500 Index Futures SP1601 1,345.40 1,323.48 1,301.57 1,287.86
NASDAQ 100 Index NDX 1,654.15 1,619.21 1,562.47 1,627.03
S&P; 100 Index OEX 620.04 609.27 598.97 586.50

ISE MOST ACTIVE CALL SERIES FOR   09/25/2006 - 09/29/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Intel Corporation 6 NQ Oct, 2006 20 28,346
2   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 74 26,341
3   Altria Group Inc. 1 MO Jan, 2007 80 22,087
4   Altria Group Inc. 1 MO Jan, 2007 80 20,941
5   Altria Group Inc. 1 MO Oct, 2006 80 20,877
6   Altria Group Inc. 1 WRR Jan, 2008 90 20,830
7   Altria Group Inc. 1 WRR Jan, 2008 70 20,691
8   Altria Group Inc. 1 MO Nov, 2006 80 16,172
9   Microsoft Corporation 10 MSQ Apr, 2007 25 15,365
10   Altria Group Inc. 1 MO Oct, 2006 85 15,088

ISE MOST ACTIVE PUT SERIES FOR   09/25/2006 - 09/29/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 72 29,958
2   iShares Russell 2000 Index Fund 7 DIW Nov, 2006 63 25,001
3   iShares Russell 2000 Index Fund 7 IOW Oct, 2006 72 21,533
4   Energy Select Sector SPDR Fund 10 XBT Oct, 2006 53 21,063
5   Financial Select Sector SPDR Fund 10 XLF Nov, 2006 34 20,000
6   Energy Select Sector SPDR Fund 10 XBT Oct, 2006 51 14,439
7   iShares Russell 2000 Index Fund 7 DIW Nov, 2006 71 14,073
8   Energy Select Sector SPDR Fund 10 XLE Oct, 2006 50 13,310
9   iShares Russell 2000 Index Fund 7 DIW Oct, 2006 71 13,085
10   iShares Russell 2000 Index Fund 7 DIW Oct, 2006 71 12,878
 


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