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November 20, 2006 - November 24, 2006

ISE SENTIMENT INDEX (ISEE) FOR   11/13/2006 - 11/17/2006
 Date Index
11/17/2006 118
11/16/2006 131
11/15/2006 145
11/14/2006 135
11/13/2006 145

ECONOMIC EVENTS
Release Date Release Time Indicator Period
11-20-0610:00
Index of Leading Economic Indicators
Oct.
11-21-06 none
11-22-068:30
Initial Jobless Claims
Latest week.
11-23-06 none
11-24-06 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
11/20/2006CYBX
11/20/2006PRX
11/20/2006JWN
11/20/2006MDT
11/20/2006BCSI
11/20/2006BOL
11/20/2006UTSI
11/20/2006STP
11/21/2006CBRL
11/21/2006CWTR
11/21/2006DE
11/21/2006DG
11/21/2006GME
11/21/2006HNZ
11/21/2006BRCD
11/22/2006DBRN
11/22/2006PDCO

MAJOR MARKET EVENTS
Date Event
11/23/2006 Thanksgiving Day. All US markets will be closed.
11/24/2006 US equities and options markets will close at 1 PM today.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 12,342.56 12,130.45 11,894.69 11,341.51
S&P; 500 Index SPX 1,401.20 1,381.41 1,356.31 1,300.14
S&P; 500 Index Futures SP1601 1,391.60 1,378.51 1,350.57 1,301.20
NASDAQ 100 Index NDX 1,800.67 1,742.22 1,695.99 1,631.27
S&P; 100 Index OEX 652.60 642.80 629.80 596.77

ISE MOST ACTIVE CALL SERIES FOR   11/13/2006 - 11/17/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Altria Group Inc. 1 MO Nov, 2006 85 51,434
2   Halliburton Company 4 HAL Jan, 2007 30 28,973
3   Home Depot Inc. 3 HD Nov, 2006 37.5 25,804
4   Microsoft Corporation 10 WMF Jan, 2008 27.5 25,000
5   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 78 24,560
6   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 79 21,242
7   Rambus Inc. 5 BNQ Nov, 2006 20 21,036
8   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 76 16,624
9   Wal-Mart Stores Inc. 8 WMT Nov, 2006 47.5 16,301
10   Dell Computer Corporation 1 DLQ Nov, 2006 25 16,165

ISE MOST ACTIVE PUT SERIES FOR   11/13/2006 - 11/17/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Dec, 2006 77 36,151
2   Intel Corporation 6 NQ Apr, 2007 22.5 25,295
3   iShares Russell 2000 Index Fund 7 IOW Dec, 2006 76 22,656
4   Altria Group Inc. 1 MO Jan, 2007 75 20,640
5   Amazon.Com, Inc. 4 ZQN Dec, 2006 40 14,129
6   Home Depot Inc. 3 HD Nov, 2006 35 13,727
7   Altria Group Inc. 1 MO Nov, 2006 80 13,029
8   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 78 12,966
9   Dell Computer Corporation 1 DLQ Nov, 2006 25 12,399
10   Wal-Mart Stores Inc. 8 WMT Nov, 2006 45 12,117
 


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