International Securities Exchange, Inc. - News & Press - Publications - ISE Insights

RELATED LINKS

  Exchange Volume
  by Symbol

  Most Active Issues/Series
  Products Traded

  View Archive
  Print Report

August 14, 2006 - August 18, 2006

ISE SENTIMENT INDEX (ISEE) FOR   08/07/2006 - 08/11/2006
 Date Index
8/11/2006 112
8/10/2006 107
8/9/2006 86
8/8/2006 116
8/7/2006 121

ECONOMIC EVENTS
Release Date Release Time Indicator Period
08-14-06 none
08-15-068:30
8:30
8:30
Producer Price Index (PPI)
PPI Core Rate (excludes food and energy)
NY Empire State Index
July
July
August
08-16-068:30
8:30
9:15
9:15
Consumer Price Index (CPI)
CPI Core Rate (excludes food and energy)
Industrial Production
Capacity Utilization
July
July
July
July
08-17-068:30
10:00
12:00
Initial Jobless Claims
Index of Leading Economic Indicators
Philadelphia Fed Business Index
Latest week.
July
August
08-18-06 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
8/14/2006A
8/14/2006BGO
8/14/2006CA
8/14/2006CNCT
8/14/2006NFLD
8/14/2006NTES
8/14/2006NVAX
8/14/2006SSRI
8/14/2006SYY
8/15/2006AEOS
8/15/2006AMAT
8/15/2006ANF
8/15/2006BCSI
8/15/2006BJ
8/15/2006BOL
8/15/2006BRL
8/15/2006DE
8/15/2006DKS
8/15/2006HAR
8/15/2006HD
8/15/2006PEIX
8/15/2006PETM
8/15/2006SKS
8/15/2006SNDA
8/15/2006SPLS
8/15/2006STP
8/15/2006WMT
8/16/2006BEAS
8/16/2006CRM
8/16/2006EL
8/16/2006HPQ
8/16/2006MGPI
8/16/2006NTAP
8/16/2006SNPS
8/17/2006ADSK
8/17/2006ARO
8/17/2006BEBE
8/17/2006BRCD
8/17/2006CMED
8/17/2006CYBX
8/17/2006DELL
8/17/2006GME
8/17/2006GPS
8/17/2006JWN
8/17/2006LTD
8/17/2006MRVL
8/17/2006PCYC
8/17/2006RGLD
8/17/2006SHLD
8/18/2006ANN
8/18/2006WTSLA

MAJOR MARKET EVENTS
Date Event
8/17/2006 Last day for trading August index options with European style exercise/settlement.
8/18/2006 Last day for trading August equity and index options with American style exercise/settlement

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 11,088.03 11,064.15 11,036.71 11,007.63
S&P; 500 Index SPX 1,266.75 1,263.53 1,258.97 1,271.03
S&P; 500 Index Futures SP1601 1,272.30 1,269.18 1,264.82 1,275.46
NASDAQ 100 Index NDX 1,486.75 1,486.57 1,523.65 1,637.07
S&P; 100 Index OEX 585.60 582.25 578.05 580.44

ISE MOST ACTIVE CALL SERIES FOR   08/07/2006 - 08/11/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Aug, 2006 73 17,278
2   Cisco Systems Inc. 9 CYQ Sep, 2006 20 13,872
3   Cisco Systems Inc. 9 CYQ Aug, 2006 17.5 13,504
4   Ford Motor Company 1 F Sep, 2006 7.5 13,387
5   General Electric Company 10 GE Jan, 2007 35 12,697
6   Cisco Systems Inc. 9 CYQ Aug, 2006 20 11,939
7   American International Group 1 AIG Aug, 2006 60 11,387
8   Cisco Systems Inc. 9 CYQ Aug, 2006 17.5 11,337
9   Alltel Corp. 7 AT Aug, 2006 55 11,312
10   Cisco Systems Inc. 9 CYQ Jan, 2007 20 11,131

ISE MOST ACTIVE PUT SERIES FOR   08/07/2006 - 08/11/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 66 38,890
2   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 68 38,495
3   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 68 36,486
4   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 68 23,200
5   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 69 23,016
6   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 69 22,317
7   iShares Russell 2000 Index Fund 7 DIW Sep, 2006 66 20,536
8   Pfizer Inc. 7 VPE Jan, 2009 25 20,000
9   Pfizer Inc. 7 WPE Jan, 2008 25 20,000
10   iShares Russell 2000 Index Fund 7 DIW Aug, 2006 68 16,700
 


Copyright 2007. International Securities Exchange, Inc. and Fullman Technologies Inc. All rights reserved. The ISE globe logo is a registered trademark of International Securities Exchange, Inc.

The information provided herein is protected by copyright and intellectual property laws. It may be displayed and printed for your personal, non-commercial use only. You may not reproduce, retransmit, distribute, disseminate, sell, publish, broadcast or circulate the information to anyone, without our express written consent. The information provided herein is made accessible by us, but written or created by a number of professional investment researchers and other services and is subject to change without notice. The information provided herein comes from sources that we believe are reliable, but we do not make any guaranty or warranty regarding the accuracy of the information. The information provided herein has not been written, reviewed, edited or in any way endorsed by us. No statement in the information provided herein is to be construed as a recommendation to purchase or sell a security, or to provide investment advice. Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options. This document may be obtained from the International Securities Exchange or The Options Clearing Corporation. Seek independent advice from your professional investment adviser before relying on any information provided herein.