November 22, 2004 - November 26, 2004

ISE SENTIMENT INDEX (ISEE) FOR   11/15/2004 - 11/19/2004
 Date Index
11/19/2004 183
11/18/2004 168
11/17/2004 172
11/16/2004 212
11/15/2004 208

ECONOMIC EVENTS
Release Date Release Time Indicator Period
11-22-04 none
11-23-0410:00
Existing Home Sales
Oct.
11-24-048:30
8:30
10:00
10:00
Durable Goods Orders
Initial Jobless Claims
Help Wanted Index
New Home Sales
Oct.
Latest week
Oct.
Oct.
11-25-04 none
11-26-04 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
11/22/2004KKD
11/22/2004CPB
11/22/2004TOY
11/22/2004BRCD
11/22/2004TIVO
11/23/2004HRB
11/23/2004WIND
11/23/2004ADI
11/23/2004DE
11/23/2004MIK

MAJOR MARKET EVENTS
Date Event
11/25/2004 Markets closed in observance of Thanksgiving Day.
11/26/2004 Equity and option markets close at 1 PM.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,456.91 10,245.22 10,161.48 10,245.02
S&P; 500 Index SPX 1,170.35 1,150.54 1,132.20 1,121.49
S&P; 500 Index Futures SP1601 1,108.30 1,120.31 1,108.37 1,119.39
NASDAQ 100 Index NDX 1,552.11 1,513.40 1,465.96 1,440.15
S&P; 100 Index OEX 559.70 550.29 543.50 546.00

ISE MOST ACTIVE CALL SERIES FOR   11/15/2004 - 11/19/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 26,823
2   Nasdaq-100 Shares 2 QQQ Dec, 2004 40 20,847
3   Dell Computer Corporation 1 DLQ Nov, 2004 40 20,269
4   Nasdaq-100 Shares 2 QQQ Nov, 2004 38 19,751
5   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 19,225
6   Nasdaq-100 Shares 2 QQQ Nov, 2004 38 18,152
7   Nasdaq-100 Shares 2 QQQ Dec, 2004 37 16,427
8   Lucent Technologies Inc. 5 LU Apr, 2005 4 15,697
9   Applied Materials Inc. 9 ANQ Nov, 2004 17 15,517
10   Cisco Systems Inc. 9 CYQ Dec, 2004 20 14,496

ISE MOST ACTIVE PUT SERIES FOR   11/15/2004 - 11/19/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 30,685
2   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 27,727
3   Nasdaq-100 Shares 2 QQQ Nov, 2004 38 27,486
4   Pfizer Inc. 7 PFE Dec, 2004 27.5 16,814
5   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 15,099
6   Nasdaq-100 Shares 2 QQQ Dec, 2004 38 14,336
7   Nasdaq-100 Shares 2 QQQ Dec, 2004 38 14,263
8   Nasdaq-100 Shares 2 QQQ Dec, 2004 36 12,630
9   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 12,555
10   Nasdaq-100 Shares 2 QQQ Nov, 2004 39 12,409


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