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December 25, 2006 - December 29, 2006

ISE SENTIMENT INDEX (ISEE) FOR   12/18/2006 - 12/22/2006
 Date Index
12/22/2006 102
12/21/2006 131
12/20/2006 143
12/19/2006 152
12/18/2006 184

ECONOMIC EVENTS
Release Date Release Time Indicator Period
12-25-06 none
12-26-06 none
12-27-0610:00
New Home Sales
Nov.
12-28-068:30
10:00
10:00
Initial Jobless Claims
Consumer Confidence Index
Existing Home Sales
Latest week.
Dec.
Nov.
12-29-0610:00
Chicago Purchasing Managers Index
Dec.

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol

MAJOR MARKET EVENTS
Date Event
12/25/2006 Christmas Holiday. All markets will be closed in observance.
12/29/2006 Last day for trading end-of-quarter index options.
1/1/2007 New Year's Day. All markets closed in observance.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 12,343.22 12,316.98 12,205.13 11,499.88
S&P; 500 Index SPX 1,410.75 1,410.06 1,393.24 1,315.77
S&P; 500 Index Futures SP1601 1,420.30 1,414.46 1,398.17 1,321.16
NASDAQ 100 Index NDX 1,748.60 1,787.42 1,762.53 1,645.87
S&P; 100 Index OEX 656.22 654.35 647.36 605.57

ISE MOST ACTIVE CALL SERIES FOR   12/18/2006 - 12/22/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Clear Channel Communications 5 WVX Jan, 2008 35 47,790
2   Clear Channel Communications 5 WVX Jan, 2008 30 47,750
3   Pfizer Inc. 7 WPE Jan, 2008 30 22,646
4   Boston Scientific Corp. 9 BSX Jan, 2007 17.5 21,982
5   Oracle Corporation 5 ORQ Jan, 2007 19 20,934
6   Advanced Micro Devices Inc. 8 AMD Jan, 2007 25 16,893
7   Advanced Micro Devices Inc. 8 AMD Jan, 2007 25 15,900
8   General Electric Company 10 VGE Jan, 2009 40 15,060
9   Ford Motor Company 1 F Jan, 2007 7.5 15,022
10   Redback Networks, Inc. 5 RBU Jan, 2007 25 14,027

ISE MOST ACTIVE PUT SERIES FOR   12/18/2006 - 12/22/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Energy Select Sector SPDR Fund 10 XBT Jan, 2007 59 24,799
2   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 78 21,619
3   Materials Select Sector SPDR Fund 3 XLB Feb, 2007 34 18,000
4   iShares Russell 2000 Index Fund 7 IOW Feb, 2007 74 17,526
5   General Motors Corp. 9 WGM Jan, 2008 5 16,556
6   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 77 14,228
7   General Motors Corp. 9 GM Jan, 2007 5 12,500
8   iShares Russell 2000 Index Fund 7 IOW Jan, 2007 78 12,418
9   iShares Russell 2000 Index Fund 7 IOW Feb, 2007 78 12,242
10   Micron Technology Inc. 4 MU Jan, 2007 12.5 11,821
 


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