Statistics on the Performance of the S&P and NASDAQ On Options Expiration Week
	% occurrence by year					% occurrence for options expiry week
	Year	Directions	S&P	Nazz		Year	up or down	S&P	Nazz
	2000	down-up	42%	17%		2000	up	50%	42%
	2000	up-down	25%	33%		2000	down	50%	58%
	2000	up-up	8%	25%		2001	up	45%	36%
	2000	down-down	25%	25%		2001	down	55%	64%
	2001	down-up	18%	9%		2002	up	67%	50%
	2001	up-down	27%	27%		2002	down	33%	50%
	2001	up-up	27%	27%		2003	up	83%	75%
	2001	down-down	27%	36%		2003	down	17%	25%
	2002	down-up	42%	33%		2004	up	33%	42%
	2002	up-down	0%	8%		2004	down	67%	58%
	2002	up-up	25%	17%		2005	up	42%	42%
	2002	down-down	33%	42%		2005	down	58%	58%
	2003	down-up	33%	42%		2006	up	60%	60%
	2003	up-down	8%	17%		2006	down	40%	40%
	2003	up-up	50%	33%		*2006 data as of 5/20/06
	2003	down-down	8%	8%
	2004	down-up	8%	25%		ALL YEARS	up	54%	49%
	2004	up-down	25%	17%		ALL YEARS	down	46%	51%
	2004	up-up	25%	17%
	2004	down-down	42%	42%		*ALL YEARS means 2000 - 2006
	2005	down-up	17%	17%
	2005	up-down	33%	17%
	2005	up-up	25%	25%		% occurrence of the balance effect
	2005	down-down	25%	42%		Year	up or down	S&P	Nazz
	2006	down-up	40%	60%		2000	balance	67%	50%
	2006	up-down	20%	20%		2000	same	33%	50%
	2006	up-up	20%	0%		2001	balance	45%	36%
	2006	down-down	20%	20%		2001	same	55%	64%
	*2006 data as of 5/20/06					2002	balance	42%	42%
	*September thrown out due to 9/11 terrorist attacks					2002	same	58%	58%
						2003	balance	42%	58%
						2003	same	58%	42%
		Directions	S&P	Nazz		2004	balance	33%	42%
	ALL YEARS	down-up	28%	26%		2004	same	67%	58%
	ALL YEARS	up-down	20%	20%		2005	balance	50%	33%
	ALL YEARS	up-up	26%	22%		2005	same	50%	67%
	ALL YEARS	down-down	26%	32%		2006	balance	60%	80%
			100%	100%		2006	same	40%	20%
	*ALL YEARS means 2000 - 2006					*2006 data as of 5/20/06
						ALL YEARS	balance	47%	46%
						ALL YEARS	same	53%	54%
						*ALL YEARS means 2000 - 2006
						"balance" means down-up or up-down
						"same" means up-up or down-down