July 04, 2005 - July 08, 2005

ISE SENTIMENT INDEX (ISEE) FOR   06/27/2005 - 07/01/2005
 Date Index
7/1/2005 211
6/30/2005 164
6/29/2005 211
6/28/2005 176
6/27/2005 157

ECONOMIC EVENTS
Release Date Release Time Indicator Period
07-04-05 none
07-05-0510:00
Factory Orders
May
07-06-0510:00
Institute for Supply Managers - Services Index
June
07-07-058:30
Initial Jobless Claims
Latest week.
07-08-058:30
8:30
8:30
10:00
3:00
Unemployment Rate
Nonfarm Payrolls
Average Hourly Earnings
Wholesale Inventories
Consumer Credit
June
June
June
May
May

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
7/6/2005SCHN
7/7/2005AA
7/7/2005ACN

MAJOR MARKET EVENTS
Date Event
7/4/2005 Markets closed for the Independance Day Holiday.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,303.44 10,471.83 10,398.91 10,445.70
S&P; 500 Index SPX 1,194.45 1,201.78 1,186.22 1,175.60
S&P; 500 Index Futures SP1601 1,195.70 1,204.53 1,183.07 1,153.74
NASDAQ 100 Index NDX 1,490.55 1,522.98 1,498.64 1,510.00
S&P; 100 Index OEX 558.88 565.99 562.19 560.58

ISE MOST ACTIVE CALL SERIES FOR   06/27/2005 - 07/01/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Elan Corporation, Plc ADR's 8 ELN Jul, 2005 7.5 18,662
2   American International Group 1 AIG Aug, 2005 55 16,346
3   American International Group 1 AIG Aug, 2005 60 11,326
4   Oracle Corporation 5 ORQ Jul, 2005 13 10,921
5   Intel Corporation 6 INQ Jul, 2005 27.5 10,871
6   EMC Corporation 8 EMC Aug, 2005 15 10,048
7   Lucent Technologies Inc. 5 LU Oct, 2005 3 10,000
8   American International Group 1 AIG Aug, 2005 60 9,805
9   eBay, Inc. 4 XBA Aug, 2005 35 8,713
10   American International Group 1 AIG Nov, 2005 65 8,590

ISE MOST ACTIVE PUT SERIES FOR   06/27/2005 - 07/01/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Elan Corporation, Plc ADR's 8 WTB Jan, 2008 2.5 20,020
2   Elan Corporation, Plc ADR's 8 VBZ Jan, 2007 2.5 20,000
3   Cisco Systems Inc. 9 CYQ Aug, 2005 17.5 15,015
4   Seagate Technology 3 STX Sep, 2005 17.5 12,138
5   Guidant Corp. 6 GDT Oct, 2005 60 10,367
6   Motorola Inc. 1 MOT Jul, 2005 18 10,179
7   Ford Motor Company 1 WFO Jan, 2006 10 10,016
8   Delta Airlines, Inc. 4 DAL Jan, 2006 2.5 9,169
9   EMC Corporation 8 EMC Oct, 2005 13 7,600
10   Delta Airlines, Inc. 4 DAL Jan, 2006 2.5 7,500


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