October 03, 2005 - October 07, 2005

ISE SENTIMENT INDEX (ISEE) FOR   09/26/2005 - 09/30/2005
 Date Index
9/30/2005 170
9/29/2005 169
9/28/2005 143
9/27/2005 200
9/26/2005 164

ECONOMIC EVENTS
Release Date Release Time Indicator Period
10-03-05
10:00
10:00
Automotive Sales
Construction Spending
Institute for Supply Mgt. - Mfg. Index

August
Sept.
10-04-0510:00
Factory Orders
Aug.
10-05-0510:00
Institute for Supply Mgt. - Services Index
Sept.
10-06-058:30
Initial Jobless Claims
Latest week.
10-07-058:30
8:30
8:30
10:00
3:00
Unemployment Rate
Non-farm Payrolls
Average Hourly Earnings
Wholesale Inventories
Consumer Credit
Sept.
Sept.
Sept.
Aug.
Aug.

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
10/3/2005AES
10/5/2005YUM
10/5/2005SLR
10/5/2005RI
10/6/2005ACN
10/6/2005COST
10/6/2005SCHN
10/7/2005CALM

MAJOR MARKET EVENTS
Date Event

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,568.70 10,532.58 10,554.90 10,537.16
S&P; 500 Index SPX 1,228.80 1,225.91 1,226.24 1,199.91
S&P; 500 Index Futures SP1601 1,222.80 1,227.32 1,228.95 1,192.51
NASDAQ 100 Index NDX 1,601.66 1,586.57 1,588.99 1,534.45
S&P; 100 Index OEX 566.80 567.12 568.53 566.72

ISE MOST ACTIVE CALL SERIES FOR   09/26/2005 - 09/30/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   McDonald's Corp. 2 MCD Oct, 2005 32.5 44,765
2   McDonald's Corp. 2 MCD Nov, 2005 32.5 41,584
3   Ford Motor Company 1 F Jan, 2006 12.5 24,851
4   Microsoft Corporation 10 WMF Jan, 2008 30 21,276
5   EMC Corporation 8 EMC Oct, 2005 13 20,424
6   eBay, Inc. 4 XBA Oct, 2005 42.5 15,052
7   Financial Select Sector SPDR Fund 10 XLF Nov, 2005 30 15,000
8   International Business Machines 3 IBM Nov, 2005 85 14,681
9   Cypress Semiconductor Corp. 2 CY Mar, 2006 17.5 14,091
10   Calpine Corporation 9 OLB Jan, 2007 7.5 13,364

ISE MOST ACTIVE PUT SERIES FOR   09/26/2005 - 09/30/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Microsoft Corporation 10 VMF Jan, 2007 24.5 20,500
2   General Motors Corp. 9 WGM Jan, 2008 10 18,247
3   Semiconductor HOLDRs 4 SMH Oct, 2005 37.5 15,380
4   Semiconductor HOLDRs 4 SMH Oct, 2005 35 15,097
5   Financial Select Sector SPDR Fund 10 XLF Nov, 2005 29 15,000
6   Apple Computer, Inc. 6 QAA Oct, 2005 50 11,385
7   General Motors Corp. 9 VGN Jan, 2007 10 11,300
8   J.P. Morgan Chase & Co. 5 JPM Nov, 2005 25 10,370
9   Elan Corporation, Plc ADR's 8 ELN Oct, 2005 7.5 10,283
10   General Motors Corp. 9 VGN Jan, 2007 5 10,000


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