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March 29, 2004 - April 02, 2004

ISE SENTIMENT INDEX (ISEE) FOR   03/22/2004 - 03/26/2004
 Date Index
3/26/2004 163
3/25/2004 133
3/24/2004 163
3/23/2004 143
3/22/2004 176

ECONOMIC EVENTS
Release Date Release Time Indicator Period
03-29-04 none
03-30-0410:00
Consumer Confidence Index
March
03-31-0410:00
10:00
Factory Orders
Chicago Purchasing Managers Index
Feb.
March
04-01-0410:00
8:30
10:00
10:00
Automotive Sales
Initial Jobless Claims
Construction Spending
Institute for Supply Mgt. -- Mfg Index
March
Latest week.
February
March
04-02-048:30
8:30
8:30
Unemployment Rate
Non-farm Payrolls
Average Hourly Earnings
March
March
March

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
3/31/2004BBBY
3/31/2004PR
3/31/2004KMX
4/1/2004BBY
4/2/2004CC
4/2/2004GT

MAJOR MARKET EVENTS
Date Event

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,212.97 10,331.49 10,481.71 9,820.68
S&P; 500 Index SPX 1,108.50 1,124.84 1,134.78 1,056.89
S&P; 500 Index Futures SP1601 1,107.30 1,134.37 1,136.48 1,053.17
NASDAQ 100 Index NDX 1,415.40 1,429.09 1,471.29 1,382.51
S&P; 100 Index OEX 543.52 552.47 559.88 526.16

ISE MOST ACTIVE CALL SERIES FOR   03/22/2004 - 03/26/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Juniper Networks, Inc. 5 JUX Apr, 2004 25 20,285
2   Cisco Systems Inc. 9 CYQ May, 2004 22.5 17,513
3   Nasdaq-100 Shares 2 QQQ Apr, 2004 35 16,396
4   Nasdaq-100 Shares 2 QQQ Apr, 2004 36 15,630
5   Juniper Networks, Inc. 5 JUX Apr, 2004 30 13,638
6   Best Buy Co., Inc. 9 BBY Apr, 2004 50 13,254
7   EMC Corporation 8 EMC May, 2004 12 13,231
8   Nasdaq-100 Shares 2 QAV Apr, 2004 34 12,433
9   Nasdaq-100 Shares 2 QQQ Apr, 2004 36 11,940
10   Nasdaq-100 Shares 2 QQQ Apr, 2004 35 11,764

ISE MOST ACTIVE PUT SERIES FOR   03/22/2004 - 03/26/2004
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Nasdaq-100 Shares 2 QAV Apr, 2004 34 32,706
2   Microsoft Corporation 10 MSQ Jul, 2004 25 21,090
3   Nasdaq-100 Shares 2 QAV Apr, 2004 34 20,226
4   Nasdaq-100 Shares 2 QAV Apr, 2004 34 17,777
5   Nasdaq-100 Shares 2 QAV Jun, 2004 33 16,626
6   Nasdaq-100 Shares 2 QAV Apr, 2004 34 15,239
7   Nasdaq-100 Shares 2 QQQ Apr, 2004 35 11,958
8   Nasdaq-100 Shares 2 QQQ Apr, 2004 35 10,884
9   Intel Corporation 6 INQ Apr, 2004 25 10,466
10   Nasdaq-100 Shares 2 QQQ Apr, 2004 35 9,838
 


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