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January 01, 2007 - January 05, 2007

ISE SENTIMENT INDEX (ISEE) FOR   12/25/2006 - 12/29/2006
 Date Index
12/29/2006 165
12/28/2006 135
12/27/2006 138
12/26/2006 151

ECONOMIC EVENTS
Release Date Release Time Indicator Period
01-01-07 none
01-02-07 none
01-03-0710:00
10:00
2:00

Construction Spending
Institute for Supply Mgt. - Mfg. Index
Minutes of the latest FOMC meeting.
Automotive Sales
Nov.
Dec.

Dec.
01-04-078:30
10:00
10:00
Initial Jobless Claims
Factory Orders
Institute of Supply Mgt. - Services Index
Latest week.
Nov.
Dec.
01-05-078:30
8:30
8:30
Unemployment Rate
Non-farm Payrolls
Average Hourly Earnings
Dec.
Dec.
Dec.

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
1/4/2007MON
1/4/2007STZ
1/5/2007GAP
1/5/2007SGR

MAJOR MARKET EVENTS
Date Event
1/1/2007 New Year's Day. All markets closed in observance.
1/2/2007 Markets will be closed in observance of passing of President Gerald Ford.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 12,463.15 12,370.20 12,245.11 11,525.84
S&P; 500 Index SPX 1,418.30 1,415.67 1,397.68 1,318.26
S&P; 500 Index Futures SP1601 1,428.40 1,421.64 1,402.85 1,323.83
NASDAQ 100 Index NDX 1,756.90 1,781.18 1,765.88 1,647.49
S&P; 100 Index OEX 660.42 657.21 649.61 607.01

ISE MOST ACTIVE CALL SERIES FOR   12/25/2006 - 12/29/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Intel Corporation 6 NQ Apr, 2007 22.5 22,210
2   Apple Computer, Inc. 6 QAA Jan, 2007 90 16,589
3   Altria Group Inc. 1 MO Mar, 2007 95 14,918
4   Apple Computer, Inc. 6 QAA Jan, 2007 80 14,351
5   Apple Computer, Inc. 6 QAA Jan, 2007 90 13,670
6   Intel Corporation 6 NQ Jan, 2007 20 13,633
7   Apple Computer, Inc. 6 QAA Jan, 2007 85 12,427
8   Time Warner Inc. 7 TWX Jul, 2007 25 11,453
9   Apple Computer, Inc. 6 QAA Jan, 2007 90 10,381
10   Microsoft Corporation 10 MSQ Jan, 2007 30 10,253

ISE MOST ACTIVE PUT SERIES FOR   12/25/2006 - 12/29/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 77 34,974
2   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 78 17,868
3   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 78 17,476
4   Altria Group Inc. 1 MO Jan, 2007 80 10,994
5   Apple Computer, Inc. 6 QAA Jan, 2007 80 10,101
6   Apple Computer, Inc. 6 QAA Jan, 2007 75 9,828
7   Altria Group Inc. 1 MO Jan, 2007 70 9,510
8   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 77 9,110
9   Apple Computer, Inc. 6 QAA Jan, 2007 70 7,859
10   Apple Computer, Inc. 6 QAA Jan, 2007 75 7,775
 


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