I think you are doing the right thing by telling them that you have no offers or interviews lined up and that you just started with your job search.
First of all it is none of their business to ask such details. Secondly many of these agencies are less interested in your profile and more interested in finding out who all is hiring. Even if you tell them few names these idiots will eventually hang up.
Let me tell you a conversation I had with an agent(Every word here is true):
Agent: We have 3-4 openings which match your profile
I: Great
Agent: Hows your job search going on?
I: Not too good. The job market is slow.
Agent: Did you have any interviews?
I: Nothing concrete
Agent: How come...You have very good experience?
I: I had one or two interviews with start-ups. I did not want to join them.
Agent: So why did you go for an interview for a company which you did not want to join.
I: I had no idea that these were startups
Agent: What are the names of these companies?
I: Sorry, I can't disclose the names. It would be unfair to the agents who had referred me there.
Agent: I want to avoid duplication. I need to know the names so that I don't send your CV to these companies again.
I: Don't worry about these companies these were just startups.
Agent: I have few start-ups as my clients.
I: Don't forward my CV to start-ups. Rememer I told you in the beginning of the conversation that I am not interested in start-ups.
Agent: My team is in the process of writing job specs for these positions. I will get back to you as soon as they are done.
I: I understand you very well and <I hang up>
I have few observations:
-these fake agents are always men.
-their english is highly accented- seems like european accent.
-they do not understand a bit about recruitment. If you probe them slightly you will easily find out they have no stuff.
