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August 15, 2005 - August 19, 2005

ISE SENTIMENT INDEX (ISEE) FOR   08/08/2005 - 08/12/2005
 Date Index
8/12/2005 140
8/11/2005 120
8/10/2005 188
8/9/2005 161
8/8/2005 148

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-15-058:30
NY Empire State Index
August
08-16-058:30
8:30
8:30
8:30
9:15
9:15
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Housing Starts
Building Permits
Industrial Production
Capacity Utilization
July
July
July
July
July
July
08-17-058:30
8:30
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
July
July
08-18-058:30
10:00
12:00
Initial Jobless Claims
Index of Leading Economic Indicators
Philadelphia Fed Index
Latest week.
July
August
08-19-05 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/15/2005A
8/15/2005DRL
8/15/2005LGNDE
8/15/2005LOW
8/15/2005GTW
8/15/2005NFLD
8/16/2005AEOS
8/16/2005HD
8/16/2005JWN
8/16/2005EL
8/16/2005SPLS
8/16/2005WMT
8/16/2005AMAT
8/16/2005HPQ
8/16/2005TJX
8/16/2005ANF
8/16/2005DE
8/16/2005JCP
8/16/2005BJ
8/16/2005SYY
8/17/2005BEAS
8/17/2005SNPS
8/17/2005BRL
8/17/2005HAR
8/17/2005NTAP
8/17/2005ENZN
8/17/2005MDT
8/17/2005OMG
8/18/2005ADIC
8/18/2005ADSK
8/18/2005GME
8/18/2005BEBE
8/18/2005BRCDE
8/18/2005LTD
8/18/2005GPS
8/18/2005MRVL
8/18/2005JDSU
8/18/2005RGLD
8/18/2005BPUR
8/18/2005FL
8/19/2005ANN
8/19/2005CHINA
8/19/2005NOVL

MAJOR MARKET EVENTS
Date Event
8/18/2005 Last day for trading index options with European style settlement for August expiration.
8/19/2005 Last day for trading American style index and equity options for August expiration.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,600.31 10,628.44 10,534.39 10,523.68
S&P; 500 Index SPX 1,230.40 1,232.82 1,216.56 1,191.66
S&P; 500 Index Futures SP1601 1,231.00 1,235.72 1,219.70 1,172.21
NASDAQ 100 Index NDX 1,591.75 1,600.79 1,557.51 1,531.39
S&P; 100 Index OEX 570.66 573.61 569.32 565.69

ISE MOST ACTIVE CALL SERIES FOR   08/08/2005 - 08/12/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Cisco Systems Inc. 9 CYQ Aug, 2005 20 42,322
2   Pfizer Inc. 7 PFE Sep, 2005 27.5 24,458
3   Time Warner Inc. 7 TWX Jan, 2006 20 23,234
4   Elan Corporation, Plc ADR's 8 ELN Aug, 2005 10 23,101
5   Time Warner Inc. 7 TWX Jan, 2006 20 22,433
6   Cisco Systems Inc. 9 CYQ Aug, 2005 17.5 21,277
7   Dell Computer Corporation 1 DLQ Aug, 2005 40 20,869
8   Dell Computer Corporation 1 DLQ Sep, 2005 37.5 18,782
9   Wal-Mart Stores Inc. 8 WMT Aug, 2005 50 16,950
10   Microsoft Corporation 10 VMF Jan, 2007 29.5 12,425

ISE MOST ACTIVE PUT SERIES FOR   08/08/2005 - 08/12/2005
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Pfizer Inc. 7 PFE Sep, 2005 25 30,424
2   Delta Airlines, Inc. 4 DAL Jan, 2006 2.5 27,175
3   Cisco Systems Inc. 9 CYQ Sep, 2005 17.5 26,954
4   Cisco Systems Inc. 9 CYQ Aug, 2005 20 17,813
5   Delta Airlines, Inc. 4 VDA Jan, 2007 2.5 17,740
6   Delta Airlines, Inc. 4 WDA Jan, 2008 2.5 12,501
7   Pfizer Inc. 7 VPE Jan, 2007 27.5 12,450
8   Microsoft Corporation 10 VMF Jan, 2007 29.5 12,325
9   iShares Russell 2000 Index Fund 7 DIW Sep, 2005 65 11,597
10   Cisco Systems Inc. 9 CYQ Aug, 2005 20 11,456
 


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