Implied Stock-Price Moves for U.S. Companies Reporting Results

The following table shows the expected stock-price move for U.S. companies about to release

REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/15 16:00   JCP*     J.C. PENNEY CO         9.65     3.05     3.17
05/15 09:30   TJX*     TJX COS INC            3.46     1.89     1.83
05/15 08:00   SKS      SAKS INC               4.57     2.86     1.60
05/15 Bef-mkt DKS      DICK’S SPORTING        6.25     4.41     1.42
05/15         HD*      HOME DEPOT INC         2.40     1.90     1.27
05/16 16:30   LTD*     LIMITED BRANDS         4.03     2.29     1.76
05/16 07:00   ANF*     ABERCROMBIE & FI       9.60     6.90     1.39
05/16 Bef-mkt TGT*     TARGET CORP            2.28     2.07     1.10
REPORT        TICKER                       IMPLIED   AVG POST-
DATE  TIME    SYM       COMPANY         1-DAY MOVE% ERNS MOVE%  RATIO
========================================================================
05/16 06:00   SPLS*    STAPLES INC            4.68     4.29     1.09
05/16         CHS      CHICO’S FAS INC        7.52    10.44     0.72

* - Company in Standard & Poor’s 500 Index.

     The screen used to build this table screened for U.S.
stocks with at least $200 million in market value, options
trading volume yesterday of 500 or more, total open interest
of 10,000 contracts, and share prices at $10 or higher.
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