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January 16, 2006 - January 20, 2006

ISE SENTIMENT INDEX (ISEE) FOR   01/09/2006 - 01/13/2006
 Date Index
1/13/2006 172
1/12/2006 148
1/11/2006 192
1/10/2006 160
1/9/2006 190

ECONOMIC EVENTS
Release Date Release Time Indicator Period
01-16-06 none
01-17-068:30
9:15
9:15
Empire State Indx
Industrial Production
Capacity Utilization
Jan.
Dec.
Dec.
01-18-068:30
8:30
2:00
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Fed's Beige Book Report
Dec.
Dec.
Dec.
01-19-068:30
8:30
8:30
12:00
Housing Starts
Building Permits
Initial Jobless Claims
Philadelphia Fed Index
Dec.
Dec.
Latest week.
Jan.
01-20-06 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
1/17/2006CAL
1/17/2006CBH
1/17/2006DCN
1/17/2006DRL
1/17/2006FCX
1/17/2006FITB
1/17/2006FRX
1/17/2006IBM
1/17/2006INTC
1/17/2006LLTC
1/17/2006MDC
1/17/2006NCC
1/17/2006SCHW
1/17/2006SOV
1/17/2006TER
1/17/2006USB
1/17/2006WFC
1/17/2006YHOO
1/18/2006AMD
1/18/2006AMR
1/18/2006AMTD
1/18/2006BK
1/18/2006CIT
1/18/2006CTXS
1/18/2006EBAY
1/18/2006HCBK
1/18/2006JPM
1/18/2006KMI
1/18/2006KMP
1/18/2006LRCX
1/18/2006LUV
1/18/2006MEL
1/18/2006QLGC
1/18/2006STI
1/18/2006STX
1/18/2006WM
1/19/2006AES
1/19/2006AVCT
1/19/2006BBT
1/19/2006BZH
1/19/2006COF
1/19/2006CREE
1/19/2006DHI
1/19/2006DOX
1/19/2006FAST
1/19/2006FCS
1/19/2006FFIV
1/19/2006FSL
1/19/2006HDI
1/19/2006IGT
1/19/2006MCHP
1/19/2006MER
1/19/2006MOT
1/19/2006NLS
1/19/2006PFE
1/19/2006PNC
1/19/2006RDC
1/19/2006RMBS
1/19/2006SFA
1/19/2006SLM
1/19/2006SYNA
1/19/2006UNH
1/19/2006WB
1/19/2006XLNX
1/20/2006AT
1/20/2006BEBE
1/20/2006C
1/20/2006GE
1/20/2006HW
1/20/2006KEY
1/20/2006KRB
1/20/2006MRX
1/20/2006PGR
1/20/2006SLB
1/20/2006TRID

MAJOR MARKET EVENTS
Date Event
1/16/2006 Markets closed in oberservance of Martin Luther King Jr. Day
1/19/2006 Last day for trading January index opptions with European style exercise/settlement.
1/20/2006 Last day for trading January index and equity options with American style settlement.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,959.87 10,882.09 10,802.73 10,533.86
S&P; 500 Index SPX 1,287.60 1,271.28 1,256.69 1,215.33
S&P; 500 Index Futures SP1601 1,291.80 1,269.14 1,250.79 1,215.30
NASDAQ 100 Index NDX 1,746.78 1,697.45 1,681.79 1,574.52
S&P; 100 Index OEX 584.62 579.92 575.66 566.09

ISE MOST ACTIVE CALL SERIES FOR   01/09/2006 - 01/13/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Apple Computer, Inc. 6 QAA Jan, 2006 80 28,286
2   Bristol-Myers Squibb Co. 2 BMY Mar, 2006 22.5 26,436
3   Apple Computer, Inc. 6 QAA Jan, 2006 85 21,726
4   Lucent Technologies Inc. 5 VEU Jan, 2007 5 20,090
5   Apple Computer, Inc. 6 QAA Jan, 2006 85 15,507
6   Qualcomm Inc. 4 AAO Jan, 2006 47.5 15,299
7   Apple Computer, Inc. 6 QAA Jan, 2006 75 14,964
8   Apple Computer, Inc. 6 QAA Jan, 2006 85 14,373
9   Semiconductor HOLDRs 4 SMH Jan, 2006 40 13,549
10   Apple Computer, Inc. 6 QAA Jan, 2006 90 13,169

ISE MOST ACTIVE PUT SERIES FOR   01/09/2006 - 01/13/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Ford Motor Company 1 WFO Jan, 2008 5 45,030
2   Semiconductor HOLDRs 4 SMH Feb, 2006 37.5 27,715
3   Tyco International Ltd. 8 TYC Jan, 2006 27.5 22,064
4   Apple Computer, Inc. 6 QAA Jan, 2006 80 16,119
5   Apple Computer, Inc. 6 QAA Feb, 2006 67.5 15,512
6   Semiconductor HOLDRs 4 SMH Feb, 2006 40 12,033
7   Apple Computer, Inc. 6 QAA Jan, 2006 75 11,944
8   International Business Machines 3 IBM Jan, 2006 80 11,829
9   Oracle Corporation 5 ORQ Jan, 2006 12.5 10,941
10   Citigroup Inc. 8 C Feb, 2006 47.5 10,929
 


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