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July 17, 2006 - July 21, 2006

ISE SENTIMENT INDEX (ISEE) FOR   07/10/2006 - 07/14/2006
 Date Index
7/14/2006 127
7/13/2006 96
7/12/2006 99
7/11/2006 109
7/10/2006 160

ECONOMIC EVENTS
Release Date Release Time Indicator Period
07-17-068:30
9:15
9:15
NY Empire State Index
Industrial Production
Capacity Utilization
July
June
June
07-18-068:30
8:30
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
June
June
07-19-068:30
8:30
8:30
8:30
Building Permits
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Housing Starts
June
June
June
June
07-20-068:30
10:00
12:00
2:00
Initial Jobless Claims
Index of Leading Economic Indicators
Philadelphia Fed Activity Index
Federal Open Market Commit. (FOMC) Meeting Minutes
Latest week.
June
July

07-21-06 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
7/17/2006AG
7/17/2006BA
7/17/2006BK
7/17/2006BP
7/17/2006C
7/17/2006EL
7/17/2006F
7/17/2006HW
7/17/2006K
7/17/2006N
7/17/2006RI
7/17/2006S
7/17/2006T
7/17/2006TS
7/17/2006XL
7/18/2006AMTD
7/18/2006CC
7/18/2006IBM
7/18/2006JNJ
7/18/2006KEY
7/18/2006MER
7/18/2006MS
7/18/2006MTG
7/18/2006MYL
7/18/2006NABI
7/18/2006NCC
7/18/2006PCU
7/18/2006SOV
7/18/2006TIF
7/18/2006USB
7/18/2006UTX
7/18/2006WFC
7/18/2006X
7/18/2006XTO
7/18/2006YHOO
7/19/2006A
7/19/2006AAPL
7/19/2006ABT
7/19/2006ALL
7/19/2006AMR
7/19/2006ASD
7/19/2006BAC
7/19/2006CB
7/19/2006CBST
7/19/2006CDWC
7/19/2006CIT
7/19/2006CTXS
7/19/2006CX
7/19/2006D
7/19/2006DOX
7/19/2006EBAY
7/19/2006ET
7/19/2006GD
7/19/2006GS
7/19/2006HCBK
7/19/2006INTC
7/19/2006IR
7/19/2006ISIL
7/19/2006JNPR
7/19/2006JPM
7/19/2006KMI
7/19/2006KMP
7/19/2006LRCX
7/19/2006LUV
7/19/2006MEL
7/19/2006MO
7/19/2006MOGN
7/19/2006MOT
7/19/2006MU
7/19/2006NVLS
7/19/2006PG
7/19/2006PNC
7/19/2006QCOM
7/19/2006RMBS
7/19/2006RSAS
7/19/2006RYL
7/19/2006STI
7/19/2006STJ
7/19/2006SWFT
7/19/2006TER
7/19/2006UNH
7/19/2006WM
7/19/2006YUM
7/20/2006AFFX
7/20/2006AGIX
7/20/2006AH
7/20/2006AMD
7/20/2006AMGN
7/20/2006AT
7/20/2006AVID
7/20/2006BAX
7/20/2006BBT
7/20/2006BG
7/20/2006BOT
7/20/2006BRCM
7/20/2006BTU
7/20/2006CAL
7/20/2006CERN
7/20/2006CI
7/20/2006CL
7/20/2006COF
7/20/2006CVA
7/20/2006CY
7/20/2006DECK
7/20/2006DHI
7/20/2006DHR
7/20/2006EK
7/20/2006FCS
7/20/2006FDC
7/20/2006FDRY
7/20/2006FFIV
7/20/2006FITB
7/20/2006FSL
7/20/2006GILD
7/20/2006GOOG
7/20/2006HL
7/20/2006HON
7/20/2006HSY
7/20/2006IGT
7/20/2006IIIN
7/20/2006IMCL
7/20/2006ITW
7/20/2006MCHP
7/20/2006MDC
7/20/2006MEDI
7/20/2006MSFT
7/20/2006NDAQ
7/20/2006NE
7/20/2006NOK
7/20/2006NT
7/20/2006OI
7/20/2006PFE
7/20/2006PMCS
7/20/2006SAP
7/20/2006SHW
7/20/2006SLM
7/20/2006SPWR
7/20/2006STLD
7/20/2006SUPG
7/20/2006SWKS
7/20/2006SWY
7/20/2006SYK
7/20/2006TM
7/20/2006TPX
7/20/2006UNP
7/20/2006VRSN
7/20/2006WB
7/20/2006WFT
7/20/2006WYE
7/20/2006XLNX
7/21/2006ACI
7/21/2006CAT
7/21/2006ERICY
7/21/2006FDG
7/21/2006GAP
7/21/2006GE
7/21/2006HAL
7/21/2006LLY
7/21/2006NFB
7/21/2006NUE
7/21/2006RSH
7/21/2006SEPR
7/21/2006SLB

MAJOR MARKET EVENTS
Date Event
7/20/2006 Last trading day for index options with European exercise/settlement expiring July 2006.
7/21/2006 Last day for trading July 2006 American style index and equity options.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 10,739.35 11,040.57 11,133.47 10,934.53
S&P; 500 Index SPX 1,236.20 1,256.03 1,267.80 1,264.19
S&P; 500 Index Futures SP1601 1,242.20 1,264.56 1,272.28 1,268.41
NASDAQ 100 Index NDX 1,462.15 1,543.60 1,580.17 1,644.70
S&P; 100 Index OEX 567.32 575.33 579.98 577.49

ISE MOST ACTIVE CALL SERIES FOR   07/10/2006 - 07/14/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 70 26,838
2   iShares Russell 2000 Index Fund 7 IOW Aug, 2006 75 17,233
3   Semiconductor HOLDRs 4 SMH Aug, 2006 32.5 14,359
4   Microsoft Corporation 10 MSQ Jul, 2006 22.5 13,149
5   Microsoft Corporation 10 MSQ Jul, 2006 22.5 12,685
6   SAP AG 8 SAP Aug, 2006 47.5 12,364
7   Intel Corporation 6 NQ Aug, 2006 17.5 11,227
8   Alcoa Inc. 1 AA Jul, 2006 35 11,042
9   Alcoa Inc. 1 AA Oct, 2006 40 10,061
10   American Express Company 3 AXP Jan, 2007 55 10,005

ISE MOST ACTIVE PUT SERIES FOR   07/10/2006 - 07/14/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 67 56,110
2   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 71 35,250
3   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 71 33,107
4   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 70 22,512
5   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 66 20,191
6   Altria Group Inc. 1 MO Sep, 2006 65 20,105
7   Comcast Corp., Class A 2 CCQ Jan, 2007 25 18,800
8   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 70 17,533
9   iShares Russell 2000 Index Fund 7 DIW Jul, 2006 67 17,109
10   Comcast Corp., Class A 2 CCQ Jan, 2007 25 16,500
 


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