January 15, 2007 - January 19, 2007

ISE SENTIMENT INDEX (ISEE) FOR   01/08/2007 - 01/12/2007
 Date Index
1/12/2007 154
1/11/2007 139
1/10/2007 103
1/9/2007 160
1/8/2007 144

ECONOMIC EVENTS
Release Date Release Time Indicator Period
01-15-07 none
01-16-078:30
NY Empire State Index
Jan.
01-17-078:30
8:30
9:15
9:15
2:00
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
Industrial Production
Capacity Utilization
Fed's Beige Book Report
Dec.
Dec.
Dec.
Dec.

01-18-078:30
8:30
8:30
8:30
8:30
10:00
12:00
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Housing Starts
Building Permits
Initial Jobless Claims
Index of Leading Economic Indicators
Philadelphia Fed's Activity Index
Dec.
Dec.
Dec.
Dec.
Latest week.
Dec.
Jan.
01-19-07 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
1/16/2007CBH
1/16/2007FCX
1/16/2007FRX
1/16/2007IBM
1/16/2007INTC
1/16/2007LLTC
1/16/2007NCC
1/16/2007AMTD
1/16/2007USB
1/16/2007WFC
1/17/2007AAPL
1/17/2007DOX
1/17/2007EBAY
1/17/2007KMP
1/17/2007LEN
1/17/2007LRCX
1/17/2007LUV
1/17/2007PGR
1/17/2007AMR
1/17/2007CIT
1/17/2007JPM
1/17/2007MEL
1/17/2007SCHW
1/17/2007TTWO
1/17/2007STX
1/17/2007WM
1/18/2007CAL
1/18/2007FITB
1/18/2007ICOS
1/18/2007IGT
1/18/2007IIIN
1/18/2007NITE
1/18/2007PFE
1/18/2007COF
1/18/2007CREE
1/18/2007GNSS
1/18/2007HOG
1/18/2007MCHP
1/18/2007MER
1/18/2007RMBS
1/18/2007BBT
1/18/2007BK
1/18/2007SLM
1/18/2007SOV
1/18/2007UNH
1/18/2007XLNX
1/19/2007C
1/19/2007GE
1/19/2007AT
1/19/2007FAST
1/19/2007KEY
1/19/2007MOT
1/19/2007SLB
1/19/2007STI

MAJOR MARKET EVENTS
Date Event
1/15/2007 Martin Luther King Jr. Day. Markets are closed in observance.
1/18/2007 Last day for trading European style index options expiring in January 2007.
1/19/2007 Last day for trading equity and American style index options expiring in January 2007.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 12,556.08 12,439.32 12,304.56 11,574.07
S&P; 500 Index SPX 1,430.75 1,419.23 1,404.13 1,322.88
S&P; 500 Index Futures SP1601 1,440.80 1,427.79 1,409.71 1,328.40
NASDAQ 100 Index NDX 1,844.81 1,785.49 1,778.76 1,652.43
S&P; 100 Index OEX 665.68 660.43 652.87 609.73

ISE MOST ACTIVE CALL SERIES FOR   01/08/2007 - 01/12/2007
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Apple Computer, Inc. 6 QAA Jan, 2007 90 56,873
2   Apple Computer, Inc. 6 QAA Jan, 2007 100 43,965
3   Nokia Corporation 10 NAY Feb, 2007 20 43,537
4   Elan Corporation, Plc ADR's 8 WTB Jan, 2008 30 37,890
5   Apple Computer, Inc. 6 QAA Jan, 2007 95 36,626
6   Apple Computer, Inc. 6 QAA Jan, 2007 95 30,850
7   Microsoft Corporation 10 WMF Jan, 2008 30 30,235
8   Intel Corporation 6 NQ Jan, 2007 22.5 27,534
9   Apple Computer, Inc. 6 QAA Jan, 2007 85 24,418
10   Apple Computer, Inc. 6 QAA Jan, 2007 100 20,202

ISE MOST ACTIVE PUT SERIES FOR   01/08/2007 - 01/12/2007
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 77 42,230
2   Apple Computer, Inc. 6 QAA Jan, 2007 85 35,456
3   Apple Computer, Inc. 6 QAA Jan, 2007 85 26,006
4   Apple Computer, Inc. 6 QAA Jan, 2007 80 24,177
5   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 78 20,042
6   Intel Corporation 6 NQ Jan, 2007 20 18,465
7   Apple Computer, Inc. 6 QAA Jan, 2007 90 17,085
8   Symantec Corporation 8 SYQ Jan, 2007 20 16,358
9   Apple Computer, Inc. 6 QAA Jan, 2007 90 15,890
10   Cisco Systems Inc. 9 WCY Jan, 2008 22.5 15,001


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