There are a number of competing approaches to both the question of what determines what is said when an indexical sentence is uttered, and just how to handle Donnellan's examples, urged in the literature. It is these that I wish to discuss in this chapter. I shall argue against the prevalent idea that context determines what is said. I shall then suggest that some prominent attempts to explain away the phenomena Donnellan has isolated do not succeed. Finally, I shall provide the oft-promised discussion of the suggestion that "the ϕ" can have a demonstrative reading.