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SUMMARY PRESS RELEASE - Euronext.liffe Derivatives Market - December 2006
Approx. Average
Approx. Average daily premium
Month on Average daily Month on Average daily daily value of value of volume
Volume Volume Month Volume Year on Year Average daily volume volume Month volume Year on Year 2006 Volume 2005 Volume Year on Year volume Euro'mln Euro'000 Open Interest
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change Dec-06 Dec-06 29-Dec-06
R TOTAL EXCHANGE * 51,782,406 59,984,764 -14% 42,277,154 22% 2,725,390 2,726,580 0% 2,013,198 35% 730,303,126 605,858,194 21% 1,294,317.54 562,645.68 71,361,413
- of which Bclear ** 4,609,114 2,658,515 73% 647,478 612% 242,585 120,842 101% 32,374 649% 51,558,998 1,440,598 N/A 7,235.64 405,315.93 1,530,037
R EQUITY PRODUCTS 23,348,166 22,310,054 5% 18,903,503 24% 1,228,851 1,014,093 21% 900,167 37% 307,470,232 249,724,658 23% 39,832.74 562,168.93 53,901,934
- of which Bclear 4,609,114 2,658,515 73% 647,478 612% 242,585 120,842 101% 30,832 687% 51,558,998 1,440,598 N/A 7,235.64 405,315.93 1,530,037
R All individual equity products 13,421,712 11,648,567 15% 10,818,199 24% 706,406 529,480 33% 515,152 37% 185,067,736 151,316,573 22% 2,411.84 98,281.85 46,830,584
- of which Bclear 3,265,762 1,511,581 116% 165,570 1872% 171,882 68,708 150% 7,884 2080% 37,283,115 378,334 N/A 774.67 28,320.17 1,523,337
Futures 2,893,143 623,723 364% 833,082 247% 152,271 28,351 437% 39,671 284% 29,515,726 12,158,093 143% 589.62 0.00 1,489,169
- of which Bclear 2,077,339 311,937 566% 0 109,334 14,179 671% 0 22,313,568 0 360.15 0.00 224,356
R Options 10,528,569 11,024,844 -5% 9,985,117 5% 554,135 501,129 11% 475,482 17% 155,552,010 139,158,480 12% 1,822.22 98,281.85 45,341,415
- of which Bclear 1,188,423 1,199,644 -1% 165,570 618% 62,549 54,529 15% 7,884 693% 14,969,547 378,334 N/A 414.52 28,320.17 1,298,981
All equity Index products 9,926,454 10,661,487 -7% 8,085,304 23% 522,445 484,613 8% 385,014 36% 122,402,496 98,408,085 24% 37,420.90 463,887.09 7,071,350
All equity Index products 9,927,191 10,661,551 8,097,856 522,484 484,616 385,612 122,414,880 126,320,825 37,421 463,887 7,286,160
- of which Bclear 1,343,352 1,146,934 17% 481,908 179% 70,703 52,133 36% 22,948 208% 14,275,883 1,062,264 N/A 6,461 376,996 6,700
R Futures 6,342,391 5,992,547 6% 5,244,250 21% 333,810 272,389 23% 249,726 34% 72,135,006 56,142,676 28% 25,158.86 0.00 1,166,209
- of which Bclear 429,194 198,207 117% 190,532 125% 22,589 9,009 151% 9,073 149% 3,140,270 264,583 N/A 2,024.75 0.00 0
R Options 3,584,063 4,668,940 -23% 2,841,054 26% 188,635 212,225 -11% 135,288 39% 50,267,490 42,265,409 19% 12,262.05 463,887.09 5,905,141
- of which Bclear 914,158 948,727 -4% 291,376 214% 48,114 43,124 12% 13,875 247% 11,135,613 797,681 N/A 4,436.22 376,995.76 6,700
INTEREST RATE PRODUCTS 27,545,284 36,758,353 -25% 22,640,605 22% 1,449,752 1,670,834 -13% 1,078,124 34% 412,239,663 347,223,274 19% 1,254,060.52 0.00 16,819,982
All short term interest rate products 25,921,409 33,909,584 -24% 21,362,073 21% 1,364,285 1,541,345 -11% 1,017,242 34% 388,994,159 328,144,901 19% 1,241,414.41 0.00 16,459,461
Futures 20,751,833 26,368,569 -21% 16,980,100 22% 1,092,202 1,198,571 -9% 808,576 35% 296,008,444 248,662,893 19% 993,856.26 0.00 6,092,072
Options 5,169,576 7,541,015 -31% 4,381,973 18% 272,083 342,773 -21% 208,665 30% 92,985,715 79,482,008 17% 247,558.15 0.00 10,367,389
All medium and long term interest rate products 1,623,875 2,848,769 -43% 1,278,532 27% 85,467 129,490 -34% 60,882 40% 23,245,504 19,078,373 22% 12,646.11 0.00 360,521
Futures 1,623,875 2,848,769 -43% 1,278,532 27% 85,467 129,490 -34% 60,882 40% 23,245,504 19,078,373 22% 12,646.11 0.00 360,521
Options 0 0 0 0 0 0 0 0 0.00 0.00 0
COMMODITY PRODUCTS 846,063 860,141 -2% 699,715 21% 44,530 39,097 14% 33,320 34% 9,851,385 8,498,870 16% 401.69 42.72 586,304
Futures 764,418 778,829 -2% 660,354 16% 40,233 35,401 14% 31,445 28% 9,124,195 8,054,116 13% 400.63 0.00 449,829
Options 81,645 81,312 0% 39,361 107% 4,297 3,696 16% 1,874 129% 727,190 444,754 64% 1.05 42.72 136,475
OTHER PRODUCTS 42,893 56,216 -24% 33,331 29% 2,258 2,555 -12% 1,587 42% 741,846 411,392 80% 22.59 434.02 53,193
Futures 1,801 1,337 35% 811 122% 95 61 56% 39 145% 8,807 7,435 18% 1.88 0.00 1,043
Options 41,092 54,879 -25% 32,520 26% 2,163 2,495 -13% 1,549 40% 733,039 403,957 81% 20.71 434.02 52,150
R TOTAL EXCHANGE FUTURES 32,377,461 36,613,774 -12% 24,997,129 30% 1,704,077 1,664,262 2% 1,190,339 43% 430,037,682 344,103,586 25% 1,032,653.37 0.00 9,558,843
R TOTAL EXCHANGE OPTIONS 19,404,945 23,370,990 -17% 17,280,025 12% 1,021,313 1,062,318 -4% 822,858 24% 300,265,444 261,754,608 15% 261,664.17 0.00 61,802,570
* Following the transition to a new contract size for the products below, 2005 figures have been rebased to the corresponding new contract sizes for comparative purposes.
- With effect - 21 Feb 05, BEL 20 Futures changed from 20 euros to 10 euros per index point
- With effect - 20 Jun 05, Paris American Style Individual Equity Options are changing from 10 shares to 100 shares
- With effect - 9 May 05, CAC40 Index Options are changing from 1 euro to 10 euros per index point
* 2006 figures are rebased since the transition to the new contract size is not yet fully completed. Actual volume this month was 51,783,143
YTD 2006 figures exclude 1.7m lots of exceptional options trades executed in relation to certain dividend payments (YTD 2005 67.9m lots)
** Bclear is Euronext.liffe's cleared service for wholesale equity derivatives. Figures record all published and unpublished trades through this service.
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
R Total Exchange 51,782,406 59,984,764 -14% 42,277,154 22% 2,725,390 2,726,580 0% 2,013,198 35% 730,303,126 605,858,194 21% 2,863,934 2,357,425 21% 71,361,413 84,330,731 -15%
T Total Exchange 51,783,143 59,984,828 -14% 44,478,270 16% 2,725,429 2,726,583 0% 2,118,013 29% 730,315,510 759,326,642 -4% 2,863,982 2,954,578 -3% 71,576,223 84,544,876 -15%
- of which Bclear 4,609,114 2,658,515 73% 647,478 612% 242,585 120,842 101% 32,374 649% 51,558,998 1,440,598 N/A 202,192 30,012 N/A 1,530,037 1,455,132
R All individual equity products 13,421,712 11,648,567 15% 10,818,199 24% 706,406 529,480 33% 515,152 37% 185,067,736 151,316,573 22% 725,756 588,780 23% 46,830,584 51,882,747 -10%
- of which Bclear 3,265,762 1,511,581 116% 165,570 1872% 171,882 68,708 150% 8,279 1976% 37,283,115 378,334 N/A 146,208 7,882 N/A 1,523,337 1,447,632
R All equity index products 9,926,454 10,661,487 -7% 8,085,304 23% 522,445 484,613 8% 385,014 36% 122,402,496 98,408,085 24% 480,010 382,911 25% 7,071,350 8,934,469 -21%
- of which Bclear 1,343,352 1,146,934 17% 481,908 179% 70,703 52,133 36% 24,095 193% 14,275,883 1,062,264 N/A 55,984 22,131 N/A 6,700 7,500
All short term interest rate products 25,921,409 33,909,584 -24% 21,362,073 21% 1,364,285 1,541,345 -11% 1,017,242 34% 388,994,159 328,144,901 19% 1,525,467 1,276,828 19% 16,459,461 22,435,292 -27%
All medium and long term interest rate products 1,623,875 2,848,769 -43% 1,278,532 27% 85,467 129,490 -34% 60,882 40% 23,245,504 19,078,373 22% 91,159 74,235 23% 360,521 391,054 -8%
All commodity products 846,063 860,141 -2% 699,715 21% 44,530 39,097 14% 33,320 34% 9,851,385 8,498,870 16% 38,633 33,070 17% 586,304 601,555 -3%
Other products 42,893 56,216 -24% 33,331 29% 2,258 2,555 -12% 1,587 42% 741,846 411,392 80% 2,909 1,601 82% 53,193 85,614 -38%
All individual equity products
Total Futures 2,893,143 623,723 364% 833,082 247% 152,271 28,351 437% 39,671 284% 29,515,726 12,158,093 143% 115,748 47,308 145% 1,489,169 1,887,652 -21%
- of which Bclear 2,077,339 311,937 566% 0 109,334 14,179 671% 0 22,313,568 0 N/A 87,504 0 N/A 224,356 399,524
Standrd MATCH 248,346 73,587 237% 120,683 106% 13,071 3,345 291% 6,034 117% 1,356,740 792,990 71% 5,363 3,147 70% 134,245 210,136 -36%
Standard USF/SSF 2,249,187 548,224 310% 712,399 216% 118,378 24,919 375% 33,924 249% 18,147,980 11,365,103 60% 71,169 44,222 61% 1,130,568 1,277,992 -12%
Other Bclear 395,610 1,912 20591% 0 20,822 87 23858% 0 10,011,006 0 N/A 39,259 0 N/A 224,356 399,524
R Total Options 10,528,569 11,024,844 -5% 9,985,117 5% 554,135 501,129 11% 475,482 17% 155,552,010 139,158,480 12% 610,008 541,473 13% 45,341,415 49,995,095 -9%
- of which Bclear 1,188,423 1,199,644 -1% 165,570 618% 62,549 54,529 15% 7,884 693% 14,969,547 378,334 N/A 58,704 7,721 N/A 1,298,981 1,048,108
R Standard American Style 9,228,437 10,002,625 -8% 8,190,634 13% 485,707 454,665 7% 390,030 25% 123,362,531 96,533,851 28% 483,775 375,618 29% 24,114,183 29,450,336 -18%
Standard European Style 535,258 573,631 -7% 1,729,163 -69% 28,171 26,074 8% 82,341 -66% 24,111,590 41,990,074 -43% 94,555 163,386 -42% 19,928,251 19,496,651 2%
Flex Facility 0 0 0 0 0 0 0 492,677 0 1,955 0 0
Other Bclear 764,874 448,588 71% 65,320 1071% 40,257 20,390 97% 3,110 1194% 8,077,889 141,878 N/A 31,678 2,895 N/A 1,298,981 1,048,108
Equity index products
R Total Futures 6,342,391 5,992,547 6% 5,244,250 21% 333,810 272,389 23% 249,726 34% 72,135,006 56,142,676 28% 282,882 218,454 29% 1,166,209 1,279,360 -9%
- of which Bclear 429,194 198,207 117% 190,532 125% 22,589 9,009 151% 9,073 149% 3,140,270 264,583 N/A 12,315 5,400 N/A 0 0
- of which Variance Index Futures 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
AEX-index 892,645 1,038,022 -14% 601,434 48% 46,981 47,183 0% 28,640 64% 11,165,258 7,397,665 51% 43,785 28,785 52% 141,821 169,498 -16%
R BEL 20 50,209 59,775 -16% 46,956 7% 2,643 2,717 -3% 2,236 18% 654,520 603,069 9% 2,567 2,347 9% 17,902 18,618 -4%
T BEL 20 50,209 59,775 -16% 46,956 7% 2,643 2,717 -3% 2,236 18% 654,520 552,908 18% 2,567 2,151 19% 17,902 18,618 -4%
CAC 40 2,499,091 3,039,294 -18% 1,950,060 28% 131,531 138,150 -5% 92,860 42% 33,405,804 25,011,372 34% 131,003 97,321 35% 442,313 489,783 -10%
FTSE 100 Index 2,657,004 1,751,682 52% 2,488,321 7% 139,842 79,622 76% 124,416 12% 25,120,880 21,787,166 15% 99,292 86,457 15% 494,925 537,112 -8%
FTSE 250 Index 14,161 3,686 284% 9,319 52% 745 168 345% 466 60% 62,304 39,238 59% 246 156 58% 7,839 5,640 39%
FTSE Eurotop 100 Index 5,995 43 13842% 8,515 -30% 316 2 16043% 405 -22% 32,694 74,667 -56% 128 291 -56% 2,661 2,968 -10%
FTSE Eurofirst 300 Index 0 0 0 0 0 0 0 0 0 0 0 0
Total FTSEurofirst 100 Index 3,883 4,127 -6% 3,888 0% 204 188 9% 185 10% 49,588 68,036 -27% 194 265 -27% 133 174 -24%
- FTSEurofirst 100 Index - London 2,893 4,127 -30% 3,888 -26% 263 188 40% 185 42% 48,598 68,036 -29% 197 265 -26% 0 174
- FTSEurofirst 100 Index - Paris 990 0 0 52 0 0 990 0 52 0 133 0
Total FTSEurofirst 80 Index 65,076 61,985 5% 47,650 37% 3,425 2,818 22% 2,269 51% 806,967 539,802 49% 3,165 2,100 51% 12,106 12,196 -1%
- FTSEurofirst 80 Index - London 38,664 61,985 -38% 47,650 -19% 3,515 2,818 25% 2,269 55% 780,555 539,802 45% 3,160 2,100 50% 0 12,196
- FTSEurofirst 80 Index - Paris 26,412 0 0 1,390 0 0 26,412 0 1,390 0 12,106 0
Light AEX-index 38 46 -17% 274 -86% 2 2 -4% 13 -85% 1,599 14,704 -89% 6 57 -89% 9 49 -82%
MSCI Euro Index 1,377 13 10492% 4,453 -69% 72 1 12165% 212 -66% 18,036 21,114 -15% 71 82 -14% 536 493 9%
MSCI Pan-Euro Index 114,580 33,204 245% 66,453 72% 6,031 1,509 300% 3,164 91% 701,066 521,591 34% 2,749 2,030 35% 37,277 31,910 17%
PSI - 20 19,299 670 2780% 16,927 14% 1,016 30 3235% 806 26% 88,557 64,252 38% 347 250 39% 8,687 10,919 -20%
Other Bclear 19,033 0 0 1,002 0 0 27,733 0 N/A 109 0 N/A 0 0
Variance Index Futures - AEX 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
Variance Index Futures - CAC40 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
Variance Index Futures - FTSE100 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
R Total Options 3,584,063 4,668,940 -23% 2,841,054 26% 188,635 212,225 -11% 135,288 39% 50,267,490 42,265,409 19% 197,127 164,457 20% 5,905,141 7,655,109 -23%
- of which Bclear 914,158 948,727 -4% 291,376 214% 48,114 43,124 12% 13,875 247% 11,135,613 797,681 N/A 43,669 16,279 N/A 6,700 7,500
AEX-index 1,818,672 2,571,935 -29% 1,639,338 11% 95,720 116,906 -18% 78,064 23% 25,773,805 19,753,393 30% 101,074 76,861 32% 1,325,857 1,555,753 -15%
BEL 20 5,254 21,679 -76% 6,878 -24% 277 985 -72% 328 -16% 127,000 117,795 8% 498 458 9% 23,424 44,805 -48%
R CAC40 457,375 616,519 -26% 388,227 18% 24,072 28,024 -14% 18,487 30% 6,635,011 5,909,028 12% 26,020 22,992 13% 794,685 1,027,967 -23%
T - 10 E (PXA) 457,293 616,512 -26% 386,832 18% 24,068 28,023 -14% 18,421 31% 6,633,635 2,802,039 137% 26,014 16,580 57% 770,817 1,004,173 -23%
R - 1 E (PXL) 82 7 1054% 1,395 -94% 4 0 1236% 66 -94% 1,376 3,106,989 -100% 5 12,089 -100% 23,868 23,794 0%
T - 1 E (PXL) 819 71 1054% 13,947 -94% 43 3 1236% 664 -94% 13,760 31,069,890 -100% 54 120,895 -100% 238,678 237,939 0%
FTSE 100 Index FLEX Options 407,470 97,635 317% 49,157 729% 21,446 4,438 383% 2,458 773% 1,979,620 1,377,217 44% 7,825 5,465 43% 1,381,196 1,855,265 -26%
FTSE 100 Index Option (ESX) 892,210 1,357,817 -34% 755,916 18% 46,958 61,719 -24% 37,796 24% 15,717,186 15,083,557 4% 62,123 59,855 4% 2,369,771 3,159,601 -25%
FTSEurofirst 100 Index 0 0 0 0 0 0 0 0 0 0 0 0
FTSEurofirst 80 Index 0 0 90 0 0 4 20 485 -96% 0 2 -96% 0 0
Light AEX-index 1,382 1,855 -25% 1,448 -5% 73 84 -14% 69 5% 18,148 23,934 -24% 71 93 -24% 3,508 4,218 -17%
Other Bclear 1,700 1,500 13% 0 89 68 31% 0 16,700 0 N/A 65 0 N/A 6,700 7,500
All short term interest rate products
Total Futures 20,751,833 26,368,569 -21% 16,980,100 22% 1,092,202 1,198,571 -9% 808,576 35% 296,008,444 248,662,893 19% 1,160,817 967,560 20% 6,092,072 6,563,261 -7%
One Month Eonia 0 0 0 0 0 0 5 2,640 -100% 0 10 -100% 0 0
Three Month Euribor 13,908,841 18,332,843 -24% 10,802,941 29% 732,044 833,311 -12% 514,426 42% 202,091,612 166,682,115 21% 792,516 648,569 22% 3,420,840 3,729,595 -8%
Three Month Eurodollar 1,135 4,467 -75% 40,551 -97% 60 203 -71% 1,931 -97% 69,760 5,662,806 -99% 274 21,949 -99% 65,267 74,582 -12%
Three Month Euroswiss 926,428 1,349,852 -31% 839,291 10% 48,759 61,357 -21% 39,966 22% 10,743,902 8,286,258 30% 42,133 32,242 31% 367,458 367,968 0%
Three Month Euroyen Tibor 29,570 35,255 -16% 0 1,556 1,603 -3% 0 99,543 22 452368% 390 0 455917% 0 0
Three Month Sterling 5,885,859 6,646,152 -11% 5,297,317 11% 309,782 302,098 3% 264,866 17% 83,003,622 68,029,052 22% 328,078 269,957 22% 2,238,507 2,391,116 -6%
Total Options 5,169,576 7,541,015 -31% 4,381,973 18% 272,083 342,773 -21% 208,665 30% 92,985,715 79,482,008 17% 364,650 309,269 18% 10,367,389 15,872,031 -35%
Three Month Euribor 2,955,904 5,299,624 -44% 2,248,180 31% 155,574 240,892 -35% 107,056 45% 48,176,163 44,138,922 9% 188,926 171,747 10% 6,440,862 9,186,533 -30%
Three Month Euribor Mid Curve 395,342 584,319 -32% 267,628 48% 20,807 26,560 -22% 12,744 63% 7,355,609 7,017,840 5% 28,846 27,307 6% 360,454 768,774 -53%
Three Month Eurodollar 0 0 0 0 0 0 0 10,820 0 42 0 0
Three Month Eurodollar Mid Curve 0 0 0 0 0 0 0 100 0 0 0 0
Three Month Euroswiss 0 0 3,500 0 0 167 9,897 44,103 -78% 39 172 -77% 2,000 2,131 -6%
Three Month Sterling 1,596,546 1,490,240 7% 1,608,366 -1% 84,029 67,738 24% 80,418 4% 34,231,229 25,096,889 36% 135,301 99,591 36% 3,373,594 5,600,671 -40%
Three Month Sterling Mid Curve 221,784 166,832 33% 254,299 -13% 11,673 7,583 54% 12,715 -8% 3,212,817 3,173,334 1% 12,699 12,593 1% 190,479 313,922 -39%
All medium and long term interest rate products
Total Futures 1,623,875 2,848,769 -43% 1,278,532 27% 85,467 129,490 -34% 60,882 40% 23,245,504 19,078,373 22% 91,159 74,235 23% 360,521 391,054 -8%
Euro Notional 0 0 0 0 0 0 0 0 0 0 0 0
Japanese Government Bond (JGB) 14,898 13,382 11% 9,345 59% 784 608 29% 445 76% 155,385 110,472 41% 609 430 42% 0 0
Long Gilt 1,436,143 2,799,690 -49% 1,046,696 37% 75,586 127,259 -41% 52,335 44% 22,009,284 17,760,359 24% 86,993 70,478 23% 290,153 318,325 -9%
Swapnote® € - 10 Yr 66,395 11,253 490% 99,319 -33% 3,494 512 583% 4,729 -26% 405,011 534,078 -24% 1,588 2,078 -24% 29,088 31,592 -8%
Swapnote® € - 2 Yr 40,958 8,528 380% 59,606 -31% 2,156 388 456% 2,838 -24% 274,459 282,499 -3% 1,076 1,099 -2% 14,317 11,984 19%
Swapnote® € - 5 Yr 65,481 15,916 311% 63,566 3% 3,446 723 376% 3,027 14% 401,365 390,965 3% 1,574 1,521 3% 26,963 29,153 -8%
Swapnote® US$ - 10 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® US$ - 2 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® US$ - 5 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Total Options 0 0 0 0 0 0 0 0 0 0 0 0
Long Gilt 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® € - 10 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® € - 2 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® € - 5 Yr 0 0 0 0 0 0 0 0 0 0 0 0
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
All commodity products
Total Futures 764,418 778,829 -2% 660,354 16% 40,233 35,401 14% 31,445 28% 9,124,195 8,054,116 13% 35,781 31,339 14% 449,829 450,955 0%
Cocoa 330,048 250,665 32% 194,651 70% 17,371 11,394 52% 9,733 78% 3,095,346 2,690,105 15% 12,235 10,675 15% 178,521 208,613 -14%
Corn 4,005 7,673 -48% 5,233 -23% 211 349 -40% 249 -15% 72,044 81,965 -12% 283 319 -11% 4,164 5,292 -21%
Potatoes - Cash-settled 0 0 1,086 0 0 52 14,517 27,867 -48% 57 108 -47% 0 0
Rapeseed 14,748 16,849 -12% 13,411 10% 776 766 1% 639 22% 238,594 211,281 13% 936 822 14% 29,745 28,825 3%
Robusta Coffee 292,348 313,513 -7% 331,532 -12% 15,387 14,251 8% 16,577 -7% 3,550,938 3,263,253 9% 14,035 12,949 8% 131,716 105,161 25%
Wheat - Feed 6,920 5,978 16% 2,207 214% 364 272 34% 110 230% 76,239 65,324 17% 301 259 16% 10,675 10,754 -1%
Wheat - Milling 37,004 36,803 1% 19,286 92% 1,948 1,673 16% 918 112% 407,843 217,171 88% 1,599 845 89% 41,387 41,932 -1%
White Sugar 79,345 147,348 -46% 92,948 -15% 4,176 6,698 -38% 4,647 -10% 1,668,674 1,497,150 11% 6,596 5,941 11% 53,621 50,378 6%
Total Options 81,645 81,312 0% 39,361 107% 4,297 3,696 16% 1,874 129% 727,190 444,754 64% 2,852 1,731 65% 136,475 150,600 -9%
Cocoa 8,720 12,755 -32% 9,371 -7% 459 580 -21% 469 -2% 102,819 95,814 7% 406 380 7% 17,315 27,254 -36%
Corn 83 65 28% 42 98% 4 3 48% 2 118% 1,818 1,622 12% 7 19 -63% 821 1,160 -29%
Potatoes - Cash-settled 0 0 313 0 0 15 2,639 7,104 -63% 10 28 -63% 0 0
Rapeseed 620 1,511 -59% 394 57% 33 69 -52% 19 74% 26,843 8,192 228% 105 32 230% 8,901 8,346 7%
Robusta Coffee 62,725 49,965 26% 20,662 204% 3,301 2,271 45% 1,033 220% 467,706 237,544 97% 1,849 943 96% 63,493 63,433 0%
Wheat - Feed 17 50 -66% 112 -85% 1 2 -61% 6 -84% 2,320 3,070 -24% 9 12 -25% 1,574 1,733 -9%
Wheat - Milling 2,602 4,154 -37% 140 1759% 137 189 -27% 7 1954% 41,398 9,810 322% 162 38 325% 18,037 26,389 -32%
White Sugar 6,878 12,812 -46% 8,327 -17% 362 582 -38% 416 -13% 81,647 81,598 0% 323 324 0% 26,334 22,285 18%
Other Products
Total Futures 1,801 1,337 35% 811 122% 95 61 56% 39 145% 8,807 7,435 18% 35 29 19% 1,043 1,215 -14%
Euro/ US Dollar 1,750 1,236 42% 557 214% 92 56 64% 27 247% 7,474 5,640 33% 29 22 34% 763 908 -16%
US Dollar/ Euro 51 101 -50% 254 -80% 3 5 -42% 12 -78% 1,333 1,795 -26% 5 7 -25% 280 307 -9%
Total Options 41,092 54,879 -25% 32,520 26% 2,163 2,495 -13% 1,549 40% 733,039 403,957 81% 2,875 1,572 83% 52,150 84,399 -38%
Euro/ US Dollar 33,947 48,069 -29% 22,755 49% 1,787 2,185 -18% 1,084 65% 651,810 290,839 124% 2,556 1,132 126% 34,463 60,377 -43%
US Dollar/ Euro 7,145 6,810 5% 9,765 -27% 376 310 21% 465 -19% 81,229 113,118 -28% 319 440 -28% 17,687 24,022 -26%
R TOTAL FUTURES 32,377,461 36,613,774 -12% 24,997,129 30% 1,704,077 1,664,262 2% 1,190,339 43% 430,037,682 344,103,586 25% 1,686,422 1,338,924 26% 9,558,843 10,573,497 -10%
R TOTAL OPTIONS 19,404,945 23,370,990 -17% 17,280,025 12% 1,021,313 1,062,318 -4% 822,858 24% 300,265,444 261,754,608 15% 1,177,512 1,018,500 16% 61,802,570 73,757,234 -16%
R TOTAL EXCHANGE 51,782,406 59,984,764 -14% 42,277,154 22% 2,725,390 2,726,580 0% 2,013,198 35% 730,303,126 605,858,194 21% 2,863,934 2,357,425 21% 71,361,413 84,330,731 -15%
* Following the transition to a new contract size for the products below, 2005 figures have been rebased to the corresponding new contract sizes for comparative purposes.
- With effect - 21 Feb 05, BEL 20 Futures changed from 20 euros to 10 euros per index point
- With effect - 20 Jun 05, Paris American Style Individual Equity Options are changing from 10 shares to 100 shares
- With effect - 9 May 05, CAC40 Index Options are changing from 1 euro to 10 euros per index point
* 2006 figures are rebased since the transition to the new contract size is not yet fully completed. Actual volume this month was 51,783,143
YTD 2006 figures exclude 1.7m lots of exceptional options trades executed in relation to certain dividend payments (YTD 2005 67.9m lots)
** Bclear is Euronext.liffe's cleared service for wholesale equity derivatives. Figures record all published and unpublished trades through this service.
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average daily Average daily Average daily Average Average
Value of Value of value of value of value of 2006 Value of Daily Value Daily Value
Volume Volume Month on Value of Volume Year on volume volume Month on volume Year on Volume 2005 Value of Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Volume Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Exchange * 24,592,033.31 32,477,675.31 -24% 19,908,994.83 24% 1,294,317.54 1,476,257.97 -12% 948,047.37 37% 365,218,882.27 307,154,673.89 19% 1,432,230.91 1,195,154.37 20%
T Total Exchange 24,592,033.31 32,477,675.31 -24% 19,908,994.83 24% 1,294,317.54 1,476,257.97 -12% 948,047.37 37% 365,218,882.27 307,154,673.89 19% 1,432,230.91 1,195,154.37 20%
- of which Bclear ** 137,477.15 122,794.51 12% 41,148.30 234% 7,235.64 5,581.57 30% 2,057.41 252% 1,466,046.11 89,316.67 N/A 5,749.20 1,860.76 N/A
R All individual equity products 45,824.91 68,258.14 -33% 30,976.55 48% 2,411.84 3,102.64 -22% 1,475.07 64% 749,347.79 551,065.90 36% 2,938.62 2,144.23 37%
T All individual equity products 45,824.91 68,258.14 -33% 30,976.55 48% 2,411.84 3,102.64 -22% 1,475.07 64% 749,347.79 551,065.90 36% 2,938.62 2,144.23 37%
- of which Bclear 14,718.68 18,109.80 -19% 1,785.30 724% 774.67 823.17 -6% 89.26 768% 229,976.88 3,433.45 N/A 901.87 71.53 N/A
R All equity index products 710,997.19 726,651.97 -2% 511,025.99 39% 37,420.90 33,029.63 13% 24,334.57 54% 8,059,931.60 5,631,389.16 43% 31,607.57 21,912.02 44%
T All equity index products 710,997.19 726,651.97 -2% 511,025.99 39% 37,420.90 33,029.63 13% 24,334.57 54% 8,059,931.60 5,631,389.16 43% 31,607.57 21,912.02 44%
- of which Bclear 122,758.47 104,684.71 17% 39,363.00 212% 6,460.97 4,758.40 36% 1,968.15 228% 1,236,069.24 85,883.22 N/A 4,847.33 1,789.23 N/A
All short term interest rate products 23,586,873.79 31,247,017.28 -25% 19,177,467.89 23% 1,241,414.41 1,420,318.97 -13% 913,212.76 36% 352,861,844.97 298,099,570.12 18% 1,383,771.94 1,159,920.51 19%
All medium and long term interest rate products 240,276.10 427,375.92 -44% 183,401.27 31% 12,646.11 19,426.18 -35% 8,733.39 45% 3,445,748.75 2,799,266.94 23% 13,512.74 10,892.09 24%
All commodity products 7,632.08 7,812.62 -2% 5,797.99 32% 401.69 355.12 13% 276.09 45% 94,676.28 69,423.93 36% 371.28 270.13 37%
Other products 429.24 559.38 -23% 325.13 32% 22.59 25.43 -11% 15.48 46% 7,332.88 3,957.84 85% 28.76 15.40 87%
All individual equity products
Total Futures 11,202.78 28,638.24 -61% 3,690.06 204% 589.62 1,301.74 -55% 175.72 236% 272,226.26 51,703.35 427% 1,067.55 201.18 431%
- of which Bclear 6,842.76 7,336.22 -7% 0.00 360.15 333.46 8% 0.00 126,872.66 0.00 N/A 497.54 0.00 N/A
Standrd MATCH 2,315.04 823.83 181% 1,204.32 92% 121.84 37.45 225% 60.22 102% 13,495.38 7,290.60 85% 53.34 28.93 84%
Standard USF/SSF 6,514.83 27,812.52 -77% 2,485.74 162% 342.89 1,264.21 -73% 118.37 190% 204,155.54 44,412.75 360% 800.61 172.81 363%
Other Bclear 2,372.91 1.88 125914% 0.00 124.89 0.09 145811% 0.00 54,575.34 0.00 N/A 214.02 0.00 N/A
R Total Options 34,622.13 39,619.90 -13% 27,286.49 27% 1,822.22 1,800.90 1% 1,299.36 40% 477,121.52 499,362.55 -4% 1,871.06 1,943.04 -4%
- of which Bclear 7,875.92 10,773.58 -27% 1,785.30 341% 414.52 489.71 -15% 85.01 388% 103,104.22 3,433.45 N/A 404.33 70.07 N/A
R Standard American Style 31,126.05 36,604.46 -15% 25,646.54 21% 1,638.21 1,663.84 -2% 1,221.26 34% 428,516.06 478,430.77 -10% 1,680.46 1,861.60 -10%
Standard European Style 214.52 302.22 -29% 712.17 -70% 11.29 13.74 -18% 33.91 -67% 10,352.03 14,541.74 -29% 40.60 56.58 -28%
Flex Facility 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4,868.70 0.00 19.32
Other Bclear 3,281.56 2,713.23 21% 927.77 254% 172.71 123.33 40% 44.18 291% 38,253.44 1,521.35 N/A 150.01 31.05 N/A
Equity index products
R Total Futures 478,018.33 434,160.53 10% 356,029.04 34% 25,158.86 19,734.57 27% 16,953.76 48% 4,997,509.90 3,377,316.18 48% 19,598.08 13,141.31 49%
- of which Bclear 38,470.25 18,113.04 112% 15,566.67 147% 2,024.75 823.32 146% 741.27 173% 271,095.21 21,499.74 N/A 1,063.12 438.77 N/A
- of which Variance Index Futures 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
AEX-index 86,714.98 101,901.08 -15% 52,052.42 67% 4,563.95 4,631.87 -1% 2,478.69 84% 1,029,712.08 570,033.07 81% 4,038.09 2,218.03 82%
R BEL 20 2,154.90 2,535.23 -15% 1,626.13 33% 113.42 115.24 -2% 77.43 46% 25,408.65 19,163.04 33% 99.64 74.56 34%
CAC 40 135,996.66 165,013.40 -18% 91,388.88 49% 7,157.72 7,500.61 -5% 4,351.85 64% 1,700,074.23 1,067,711.44 59% 6,666.96 4,154.52 60%
FTSE 100 Index 243,188.25 159,982.85 52% 203,190.83 20% 12,799.38 7,271.95 76% 10,159.54 26% 2,172,984.14 1,652,586.29 31% 8,588.87 6,557.88 31%
FTSE 250 Index 2,299.41 582.63 295% 1,170.76 96% 121.02 26.48 357% 58.54 107% 9,008.69 4,460.98 102% 35.61 17.70 101%
FTSE Eurotop 100 Index 368.45 2.62 13943% 464.84 -21% 19.39 0.12 16160% 22.14 -12% 1,879.54 3,721.83 -49% 7.37 14.48 -49%
FTSE Eurofirst 300 Index 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total FTSEurofirst 100 Index 180.99 191.98 -6% 161.70 12% 9.53 8.73 9% 7.70 24% 2,175.76 2,573.27 -15% 8.53 10.01 -15%
- FTSEurofirst 100 Index - London 134.31 191.98 -30% 161.70 -17% 12.21 8.73 40% 7.70 59% 2,129.08 2,573.27 -17% 8.62 10.01 -14%
- FTSEurofirst 100 Index - Paris 46.68 0.00 0.00 2.46 0.00 0.00 46.68 0.00 2.46 0.00
Total FTSEurofirst 80 Index 3,116.89 3,159.39 -1% 2,097.70 49% 164.05 143.61 14% 99.89 64% 37,951.08 21,786.86 74% 148.83 84.77 76%
- FTSEurofirst 80 Index - London 1,966.43 3,159.39 -38% 2,097.70 -6% 178.77 143.61 24% 99.89 79% 36,800.63 21,786.86 69% 148.99 84.77 76%
- FTSEurofirst 80 Index - Paris 1,150.46 0.00 0.00 60.55 0.00 0.00 1,150.46 0.00 60.55 0.00
Light AEX-index 0.37 0.45 -18% 2.36 -84% 0.02 0.02 -5% 0.11 -83% 14.70 114.51 -87% 0.06 0.45 -87%
MSCI Euro Index 33.54 0.32 10490% 92.33 -64% 1.77 0.01 12162% 4.40 -60% 390.91 402.88 -3% 1.53 1.57 -2%
MSCI Pan-Euro Index 2,728.33 783.47 248% 1,381.28 98% 143.60 35.61 303% 65.78 118% 15,582.17 9,894.41 57% 61.11 38.50 59%
PSI - 20 210.59 7.11 2863% 140.42 50% 11.08 0.32 3331% 6.69 66% 887.72 507.45 75% 3.48 1.97 76%
Other Bclear 1,024.97 0.00 0.00 53.95 0.00 0.00 1,440.22 0.00 N/A 5.65 0.00 N/A
Variance Index Futures - AEX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
Variance Index Futures - CAC40 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
Variance Index Futures - FTSE100 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average daily Average daily Average daily Average Average
Value of Value of value of value of value of 2006 Value of Daily Value Daily Value
Volume Volume Month on Value of Volume Year on volume volume Month on volume Year on Volume 2005 Value of Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Volume Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Options 232,978.86 292,491.44 -20% 154,996.94 50% 12,262.05 13,295.07 -8% 7,380.81 66% 3,062,421.70 2,254,072.98 36% 12,009.50 8,770.71 37%
- of which Bclear 84,288.22 86,571.68 -3% 23,796.33 254% 4,436.22 3,935.08 13% 1,133.16 291% 964,974.02 64,383.49 N/A 3,784.21 1,313.95 N/A
AEX-index 88,299.49 125,908.70 -30% 70,964.94 24% 4,647.34 5,723.12 -19% 3,379.28 38% 1,190,078.42 761,327.40 56% 4,666.97 2,962.36 58%
BEL 20 45.26 181.46 -75% 47.61 -5% 2.38 8.25 -71% 2.27 5% 989.56 750.20 32% 3.88 2.92 33%
R CAC40 24,843.54 33,367.35 -26% 18,210.65 36% 1,307.55 1,516.70 -14% 867.17 51% 338,094.83 251,676.35 34% 1,325.86 979.29 35%
T - 10 E (PXA) 24,839.03 33,366.96 -26% 18,145.18 37% 1,307.32 1,516.68 -14% 864.06 51% 338,026.12 125,251.61 170% 1,325.59 741.13 79%
R - 1 E (PXL) 4.51 0.39 1056% 65.47 -93% 0.24 0.02 1239% 3.12 -92% 68.71 126,424.74 -100% 0.27 491.93 -100%
T - 1 E (PXL) 4.51 0.39 1056% 65.47 -93% 0.24 0.02 1239% 3.12 -92% 68.71 126,424.74 -100% 0.27 491.93 -100%
FTSE 100 Index FLEX Options 37,924.84 8,957.95 323% 4,019.85 843% 1,996.04 407.18 390% 200.99 893% 172,698.44 103,256.20 67% 682.60 409.75 67%
FTSE 100 Index Option (ESX) 81,767.15 123,984.74 -34% 61,743.65 32% 4,303.53 5,635.67 -24% 3,087.18 39% 1,359,621.68 1,136,951.62 20% 5,374.00 4,511.71 19%
FTSEurofirst 100 Index 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
FTSEurofirst 80 Index 0.00 0.00 3.98 0.00 0.00 0.19 0.89 19.65 -95% 0.00 0.08 -95%
Light AEX-index 6.69 9.07 -26% 6.26 7% 0.35 0.41 -15% 0.30 18% 83.32 91.56 -9% 0.33 0.36 -8%
Other Bclear 91.89 82.16 12% 0.00 4.84 3.73 29% 0.00 854.57 0.00 N/A 3.35 0.00 N/A
All short term interest rate products
Total Futures 18,883,269.02 24,135,371.12 -22% 15,285,742.01 24% 993,856.26 1,097,062.32 -9% 727,892.48 37% 269,913,778.62 226,236,085.62 19% 1,058,485.41 880,296.05 20%
One Month Eonia 0.00 0.00 0.00 0.00 0.00 0.00 15.00 7,920.00 -100% 0.06 30.82 -100%
Three Month Euribor 13,908,841.00 18,332,843.00 -24% 10,802,941.00 29% 732,044.26 833,311.05 -12% 514,425.76 42% 202,091,612.00 166,682,115.00 21% 792,516.13 648,568.54 22%
Three Month Eurodollar 853.44 3,471.09 -75% 34,151.88 -98% 44.92 157.78 -72% 1,626.28 -97% 55,822.72 4,414,615.60 -99% 218.91 17,110.91 -99%
Three Month Euroswiss 580,232.68 847,425.03 -32% 541,453.88 7% 30,538.56 38,519.32 -21% 25,783.52 18% 6,823,183.58 5,344,510.81 28% 26,757.58 20,795.76 29%
Three Month Euroyen Tibor 19,117.73 23,312.66 -18% 0.00 1,006.20 1,059.67 -5% 0.00 65,693.57 16.69 393482% 257.62 0.06 396569%
Three Month Sterling 4,374,224.17 4,928,319.34 -11% 3,907,195.25 12% 230,222.32 224,014.52 3% 195,359.76 18% 60,877,451.74 49,786,907.51 22% 240,622.34 197,567.09 22%
Total Options 4,703,604.77 7,111,646.17 -34% 3,891,725.88 21% 247,558.15 323,256.64 -23% 185,320.28 34% 82,948,066.35 71,863,484.50 15% 325,286.53 279,624.45 16%
Three Month Euribor 2,955,904.00 5,299,624.00 -44% 2,248,180.00 31% 155,573.89 240,892.00 -35% 107,056.19 45% 48,176,163.00 44,138,922.00 9% 188,926.13 171,746.78 10%
Three Month Euribor Mid Curve 395,342.00 584,319.00 -32% 267,628.00 48% 20,807.47 26,559.95 -22% 12,744.19 63% 7,355,609.00 7,017,840.00 5% 28,845.53 27,306.77 6%
Three Month Eurodollar 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Three Month Eurodollar Mid Curve 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Three Month Euroswiss 0.00 0.00 2,255.74 0.00 0.00 107.42 6,341.44 28,504.06 -78% 24.87 110.91 -78%
Three Month Sterling 1,187,499.17 1,104,059.19 8% 1,185,997.50 0% 62,499.96 50,184.51 25% 59,299.88 5% 25,055,596.69 18,359,025.78 36% 99,033.98 72,853.28 36%
Three Month Sterling Mid Curve 164,859.60 123,643.98 33% 187,664.63 -12% 8,676.82 5,620.18 54% 9,383.23 -8% 2,354,356.22 2,319,192.66 2% 9,305.76 9,203.15 1%
All medium and long term interest rate products
Total Futures 240,276.10 427,375.92 -44% 183,401.27 31% 12,646.11 19,426.18 -35% 8,733.39 45% 3,445,748.75 2,799,266.94 23% 13,512.74 10,892.09 24%
Euro Notional 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Japanese Government Bond (JGB) 9,645.50 8,850.76 9% 6,604.82 46% 507.66 402.31 26% 314.52 61% 106,410.76 80,231.42 33% 417.30 312.18 34%
Long Gilt 213,347.20 414,955.45 -49% 154,547.35 38% 11,228.80 18,861.61 -40% 7,727.37 45% 3,231,254.49 2,598,281.32 24% 12,771.76 10,310.64 24%
Swapnote® € - 10 Yr 6,639.50 1,125.30 490% 9,931.90 -33% 349.45 51.15 583% 472.95 -26% 40,501.10 53,407.80 -24% 158.83 207.81 -24%
Swapnote® € - 2 Yr 4,095.80 852.80 380% 5,960.60 -31% 215.57 38.76 456% 283.84 -24% 27,445.90 28,249.90 -3% 107.63 109.92 -2%
Swapnote® € - 5 Yr 6,548.10 1,591.60 311% 6,356.60 3% 344.64 72.35 376% 302.70 14% 40,136.50 39,096.50 3% 157.40 152.13 3%
Swapnote® US$ - 10 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® US$ - 2 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® US$ - 5 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total Options 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Long Gilt 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® € - 10 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® € - 2 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® € - 5 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average daily Average daily Average daily Average Average
Value of Value of value of value of value of 2006 Value of Daily Value Daily Value
Volume Volume Month on Value of Volume Year on volume volume Month on volume Year on Volume 2005 Value of Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Volume Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
All commodity products
Total Futures 7,612.06 7,792.41 -2% 5,774.46 32% 400.63 354.20 13% 274.97 46% 94,462.29 69,241.52 36% 370.44 269.42 37%
Cocoa 4,282.05 3,145.20 36% 2,522.10 70% 225.37 142.96 58% 126.10 79% 40,261.50 33,934.22 19% 159.14 134.66 18%
Corn 31.42 61.19 -49% 33.08 -5% 1.65 2.78 -41% 1.58 5% 510.83 495.34 3% 2.00 1.93 4%
Potatoes - Cash-settled 0.00 0.00 4.14 0.00 0.00 0.20 67.82 93.18 -27% 0.27 0.36 -27%
Rapeseed 204.37 231.40 -12% 150.70 36% 10.76 10.52 2% 7.18 50% 3,014.35 2,304.12 31% 11.82 8.97 32%
Robusta Coffee 1,677.15 1,857.42 -10% 1,602.86 5% 88.27 84.43 5% 80.14 10% 18,734.31 13,586.54 38% 74.05 53.91 37%
Wheat - Feed 96.98 86.13 13% 23.55 312% 5.10 3.92 30% 1.18 334% 958.70 668.78 43% 3.79 2.65 43%
Wheat - Milling 271.50 281.08 -3% 106.30 155% 14.29 12.78 12% 5.06 182% 2,761.52 1,178.81 134% 10.83 4.59 136%
White Sugar 1,048.59 2,130.00 -51% 1,331.74 -21% 55.19 96.82 -43% 66.59 -17% 28,153.27 16,980.53 66% 111.28 67.38 65%
Total Options 20.02 20.20 -1% 23.54 -15% 1.05 0.92 15% 1.12 -6% 213.99 182.41 17% 0.84 0.71 18%
Cocoa 4.59 3.82 20% 3.62 27% 0.24 0.17 39% 0.18 33% 47.96 45.07 6% 0.19 0.18 6%
Corn 0.02 0.02 -2% 0.01 76% 0.00 0.00 14% 0.00 95% 0.39 0.42 -9% 0.00 0.01 -70%
Potatoes - Cash-settled 0.00 0.00 0.10 0.00 0.00 0.00 1.06 7.23 -85% 0.00 0.03 -85%
Rapeseed 0.25 0.60 -59% 0.09 179% 0.01 0.03 -52% 0.00 208% 7.98 2.79 186% 0.03 0.01 188%
Robusta Coffee 13.16 10.87 21% 4.14 218% 0.69 0.49 40% 0.21 235% 104.68 47.22 122% 0.41 0.19 121%
Wheat - Feed 0.01 0.03 -61% 0.04 -69% 0.00 0.00 -54% 0.00 -67% 1.17 1.15 3% 0.00 0.00 2%
Wheat - Milling 0.54 0.85 -36% 0.01 3999% 0.03 0.04 -26% 0.00 4431% 8.18 1.90 330% 0.03 0.01 333%
White Sugar 1.44 4.01 -64% 15.52 -91% 0.08 0.18 -59% 0.78 -90% 42.58 76.62 -44% 0.17 0.30 -45%
Other Products
Total Futures 35.77 26.29 36% 15.43 132% 1.88 1.19 58% 0.73 156% 170.85 141.99 20% 0.67 0.55 21%
Euro/ US Dollar 35.00 24.72 42% 11.14 214% 1.84 1.12 64% 0.53 247% 149.48 112.80 33% 0.59 0.44 34%
US Dollar/ Euro 0.77 1.57 -51% 4.29 -82% 0.04 0.07 -43% 0.20 -80% 21.37 29.19 -27% 0.08 0.11 -26%
Total Options 393.47 533.10 -26% 309.71 27% 20.71 24.23 -15% 14.75 40% 7,162.03 3,815.86 88% 28.09 14.85 89%
Euro/ US Dollar 339.47 480.69 -29% 227.55 49% 17.87 21.85 -18% 10.84 65% 6,518.10 2,908.39 124% 25.56 11.32 126%
US Dollar/ Euro 54.00 52.41 3% 82.16 -34% 2.84 2.38 19% 3.91 -27% 643.93 907.47 -29% 2.53 3.53 -28%
R TOTAL FUTURES 19,620,414.07 25,033,364.50 -22% 15,834,652.27 24% 1,032,653.37 1,137,880.20 -9% 754,031.06 37% 278,723,896.67 232,533,755.60 20% 1,093,034.89 904,800.61 21%
R TOTAL OPTIONS 4,971,619.24 7,444,310.81 -33% 4,074,342.56 22% 261,664.17 338,377.76 -23% 194,016.31 35% 86,494,985.60 74,620,918.29 16% 339,196.02 290,353.77 17%
R TOTAL EXCHANGE 24,592,033.31 32,477,675.31 -24% 19,908,994.83 24% 1,294,317.54 1,476,257.97 -12% 948,047.37 37% 365,218,882.27 307,154,673.89 19% 1,432,230.91 1,195,154.37 20%
PRESS RELEASE - PREMIUM - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
daily daily daily Daily Daily
Premium Premium Premium premium premium premium 2006 Premium 2005 Premium Premium Premium
Value of Value of Value of value of value of value of Value of Value of Value of Value of
Volume Volume Month on Volume Year on volume volume Month on volume Year on Volume Volume Year on Volume Volume Year on
Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Year Euro'000 Euro'000 Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Exchange * 10,690,267.84 5,957,097.18 79% 3,845,454.37 178% 562,645.68 270,777.14 108% 183,116.87 207% 88,308,740.74 94,138,841.74 -6% 346,308.79 366,299.00 -5%
T Total Exchange 10,690,267.84 5,957,097.18 79% 3,845,454.37 178% 562,645.68 270,777.14 108% 183,116.87 207% 88,308,740.74 94,138,841.74 -6% 346,308.79 366,299.00 -5%
- of which Bclear ** 7,701,002.68 2,380,546.40 223% 980,389.02 686% 405,315.93 108,206.65 275% 49,019.45 727% 41,552,750.62 2,452,007.88 N/A 162,951.96 51,083.50 N/A
R All individual equity products 1,867,355.14 1,946,193.76 -4% 1,704,125.07 10% 98,281.85 88,463.35 11% 81,148.81 21% 25,419,708.80 57,048,386.81 -55% 99,685.13 221,978.16 -55%
T All individual equity products 1,867,355.14 1,946,193.76 -4% 1,704,125.07 10% 98,281.85 88,463.35 11% 81,148.81 21% 25,419,708.80 57,048,386.81 -55% 99,685.13 221,978.16 -55%
- of which Bclear 538,083.22 610,085.65 -12% 416,076.67 29% 28,320.17 27,731.17 2% 20,803.83 36% 5,516,504.98 613,594.18 N/A 21,633.35 12,783.21 N/A
R All equity index products 8,813,854.63 3,999,879.86 120% 2,132,022.68 313% 463,887.09 181,812.72 155% 101,524.89 357% 62,771,235.88 36,975,256.96 70% 246,161.71 143,872.60 71%
T All equity index products 8,813,854.63 3,999,879.86 120% 2,132,022.68 313% 463,887.09 181,812.72 155% 101,524.89 357% 62,771,235.88 36,975,256.96 70% 246,161.71 143,872.60 71%
- of which Bclear 7,162,919.46 1,770,460.74 305% 564,312.35 1169% 376,995.76 80,475.49 368% 28,215.62 1236% 36,036,245.64 1,838,413.69 N/A 141,318.61 38,300.29 N/A
All short term interest rate products 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
All medium and long term interest rate products 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
All commodity products 811.76 1,446.59 -44% 210.55 286% 42.72 65.75 -35% 10.03 326% 17,328.22 8,696.67 99% 67.95 33.84 101%
Other products 8,246.33 9,576.98 -14% 9,096.07 -9% 434.02 435.32 0% 433.15 0% 100,467.83 106,501.30 -6% 393.99 414.40 -5%
All individual equity products
R Total Options 1,867,355.14 1,946,193.76 -4% 1,704,125.07 10% 98,281.85 88,463.35 11% 81,148.81 21% 25,419,708.80 57,048,386.81 -55% 99,685.13 221,978.16 -55%
T Total Options 1,867,355.14 1,946,193.76 -4% 1,704,125.07 10% 98,281.85 88,463.35 11% 81,148.81 21% 25,419,708.80 57,048,386.81 -55% 99,685.13 221,978.16 -55%
- of which Bclear 538,083.22 610,085.65 -12% 416,076.67 29% 28,320.17 27,731.17 2% 19,813.17 43% 0.00 0.00 N/A 0.00 0.00 N/A
R Standard American Style 1,441,336.65 1,560,308.36 -8% 1,259,977.94 14% 75,859.82 70,923.11 7% 59,998.95 26% 20,895,401.98 53,232,262.18 -61% 81,942.75 207,129.42 -60%
T Standard American Style 1,441,336.65 1,560,308.36 -8% 1,259,977.94 14% 75,859.82 70,923.11 7% 59,998.95 26% 20,895,401.98 53,232,262.18 -61% 81,942.75 207,129.42 -60%
Standard European Style 14,563.15 18,414.12 -21% 46,861.36 -69% 766.48 837.01 -8% 2,231.49 -66% 696,700.62 1,013,725.37 -31% 2,732.16 3,944.46 -31%
Flex Facility 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,233,005.10 0.00 8,861.13
Other Bclear 411,455.33 367,471.28 12% 397,285.77 4% 21,655.54 16,703.24 30% 18,918.37 14% 3,827,606.21 569,394.16 N/A 15,010.22 11,620.29 N/A
Equity index products
R Total Options 8,813,854.63 3,999,879.86 120% 2,132,022.68 313% 463,887.09 181,812.72 155% 101,524.89 357% 62,771,235.88 36,975,256.96 70% 246,161.71 143,872.60 71%
T Total Options 8,813,854.63 3,999,879.86 120% 2,132,022.68 313% 463,887.09 181,812.72 155% 101,524.89 357% 62,771,235.88 36,975,256.96 70% 246,161.71 143,872.60 71%
- of which Bclear 7,162,919.46 1,770,460.74 305% 564,312.35 1169% 376,995.76 80,475.49 368% 26,872.02 1303% 36,036,245.64 1,838,413.69 N/A 141,318.61 37,518.65 N/A
AEX-index 1,012,194.58 1,353,715.12 -25% 1,050,964.75 -4% 53,273.40 61,532.51 -13% 50,045.94 6% 16,179,332.87 13,629,311.03 19% 63,448.36 53,032.34 20%
BEL 20 791.85 4,045.63 -80% 380.67 108% 41.68 183.89 -77% 18.13 130% 15,085.60 14,934.44 1% 59.16 58.11 2%
R CAC40 221,066.75 478,716.55 -54% 154,906.87 43% 11,635.09 21,759.84 -47% 7,376.52 58% 4,629,160.99 3,161,518.79 46% 18,153.57 12,301.63 48%
T - 10 E (PXA) 221,043.38 478,713.09 -54% 153,776.48 44% 11,633.86 21,759.69 -47% 7,322.69 59% 4,628,323.30 1,880,543.54 146% 18,150.29 11,127.48 63%
R - 1 E (PXL) 23.37 3.45 577% 1,130.40 -98% 1.23 0.16 684% 53.83 -98% 837.69 1,280,975.25 -100% 3.29 4,984.34 -100%
T - 1 E (PXL) 23.37 3.45 577% 1,130.40 -98% 1.23 0.16 684% 53.83 -98% 837.69 1,280,975.25 -100% 3.29 4,984.34 -100%
FTSE 100 Index FLEX Options 6,568,049.92 612,114.15 973% 279,966.50 2246% 345,686.84 27,823.37 1142% 13,998.32 2369% 21,577,295.11 6,720,374.11 221% 85,285.75 26,668.15 220%
FTSE 100 Index Option (ESX) 1,004,099.78 1,548,888.33 -35% 645,483.70 56% 52,847.36 70,404.02 -25% 32,274.19 64% 19,973,067.92 13,443,744.89 49% 78,944.93 53,348.19 48%
FTSEurofirst 100 Index 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
FTSEurofirst 80 Index 0.00 0.00 68.19 0.00 0.00 3.25 99.10 2,480.12 -96% 0.40 9.65 -96%
Light AEX-index 246.76 810.83 -70% 252.01 -2% 12.99 36.86 -65% 12.00 8% 4,140.04 2,893.57 43% 16.24 11.26 44%
Other Bclear 7,405.00 1,589.25 366% 0.00 389.74 72.24 440% 0.00 393,054.25 0.00 N/A 1,541.39 0.00 N/A
All commodity products
Total Options 811.76 1,446.59 -44% 210.55 286% 42.72 65.75 -35% 10.03 326% 17,328.22 8,696.67 99% 67.95 33.84 101%
Cocoa 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Corn 17.20 18.73 -8% 10.55 63% 0.91 0.85 6% 0.50 80% 369.04 419.82 -12% 1.45 5.00 -71%
Potatoes - Cash-settled 0.00 0.00 106.29 0.00 0.00 5.06 1,026.71 3,680.69 -72% 4.03 14.32 -72%
Rapeseed 244.41 591.14 -59% 81.94 198% 12.86 26.87 -52% 3.90 230% 7,873.84 2,676.28 194% 30.88 10.41 197%
Robusta Coffee 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
PRESS RELEASE - PREMIUM - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
daily daily daily Daily Daily
Premium Premium Premium premium premium premium 2006 Premium 2005 Premium Premium Premium
Value of Value of Value of value of value of value of Value of Value of Value of Value of
Volume Volume Month on Volume Year on volume volume Month on volume Year on Volume Volume Year on Volume Volume Year on
Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Year Euro'000 Euro'000 Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
Wheat - Feed 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Wheat - Milling 550.15 836.73 -34% 11.77 4574% 28.96 38.03 -24% 0.56 5066% 8,058.64 1,919.90 320% 31.60 7.47 323%
White Sugar 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Other Products
Total Options 8,246.33 9,576.98 -14% 9,096.07 -9% 434.02 435.32 0% 433.15 0% 100,467.83 106,501.30 -6% 393.99 414.40 -5%
Euro/ US Dollar 6,313.43 8,466.20 -25% 6,426.42 -2% 332.29 384.83 -14% 306.02 9% 83,197.66 78,420.34 6% 326.27 305.14 7%
US Dollar/ Euro 1,932.90 1,110.78 74% 2,669.66 -28% 101.73 50.49 101% 127.13 -20% 17,270.17 28,080.96 -38% 67.73 109.26 -38%
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006 AMSTERDAM
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year 2006 Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
T Total Exchange 9,787,522 10,662,128 -8% 8,767,250 12% 515,133 484,642 6% 417,488 23% 126,833,753 98,933,323 28% 497,387 384,955 29% 21,112,703 23,976,844 -12%
T All individual equity products 7,031,892 6,994,054 1% 6,490,026 8% 370,100 317,912 16% 309,049 20% 89,115,941 71,297,264 25% 349,474 277,421 26% 19,588,315 22,161,712 -12%
T All equity index products 2,712,737 3,611,858 -25% 2,242,494 21% 142,776 164,175 -13% 106,785 34% 36,958,810 27,189,696 36% 144,937 105,796 37% 1,471,195 1,729,518 -15%
All commodity products 0 0 1,399 0 0 67 17,156 34,971 -51% 67 136 -51% 0 0
Other products 42,893 56,216 -24% 33,331 29% 2,258 2,555 -12% 1,587 42% 741,846 411,392 80% 2,909 1,601 82% 53,193 85,614 -38%
All individual equity products
T Standard American Style Options 7,031,892 6,994,054 1% 6,490,026 8% 370,100 317,912 16% 309,049 20% 89,115,941 71,297,264 25% 349,474 277,421 26% 19,588,315 22,161,712 -12%
Equity index products
T Total Futures 892,683 1,038,068 -14% 601,708 48% 46,983 47,185 0% 28,653 64% 11,166,857 7,412,369 51% 43,792 28,842 52% 141,830 169,547 -16%
AEX-index 892,645 1,038,022 -14% 601,434 48% 46,981 47,183 0% 28,640 64% 11,165,258 7,397,665 51% 43,785 28,785 52% 141,821 169,498 -16%
Light AEX-index 38 46 -17% 274 -86% 2 2 -4% 13 -85% 1,599 14,704 -89% 6 57 -89% 9 49 -82%
T Total Options 1,820,054 2,573,790 -29% 1,640,786 11% 95,792 116,990 -18% 78,133 23% 25,791,953 19,777,327 30% 101,145 76,955 31% 1,329,365 1,559,971 -15%
AEX-index 1,818,672 2,571,935 -29% 1,639,338 11% 95,720 116,906 -18% 78,064 23% 25,773,805 19,753,393 30% 101,074 76,861 32% 1,325,857 1,555,753 -15%
Light AEX-index 1,382 1,855 -25% 1,448 -5% 73 84 -14% 69 5% 18,148 23,934 -24% 71 93 -24% 3,508 4,218 -17%
All commodity products
Potatoes - Cash-settled Futures 0 0 1,086 0 0 52 14,517 27,867 -48% 57 108 -47% 0 0
Potatoes - Cash-settled Options 0 0 313 0 0 15 2,639 7,104 -63% 10 28 -63% 0 0
Other Products
Total Futures 1,801 1,337 35% 811 122% 95 61 56% 39 145% 8,807 7,435 18% 35 29 19% 1,043 1,215 -14%
Euro/ US Dollar 1,750 1,236 42% 557 214% 92 56 64% 27 247% 7,474 5,640 33% 29 22 34% 763 908 -16%
US Dollar/ Euro 51 101 -50% 254 -80% 3 5 -42% 12 -78% 1,333 1,795 -26% 5 7 -25% 280 307 -9%
Total Options 41,092 54,879 -25% 32,520 26% 2,163 2,495 -13% 1,549 40% 733,039 403,957 81% 2,875 1,572 83% 52,150 84,399 -38%
Euro/ US Dollar 33,947 48,069 -29% 22,755 49% 1,787 2,185 -18% 1,084 65% 651,810 290,839 124% 2,556 1,132 126% 34,463 60,377 -43%
US Dollar/ Euro 7,145 6,810 5% 9,765 -27% 376 310 21% 465 -19% 81,229 113,118 -28% 319 440 -28% 17,687 24,022 -26%
T TOTAL FUTURES 894,484 1,039,405 -14% 603,605 48% 47,078 47,246 0% 28,743 64% 11,190,181 7,447,671 50% 43,883 28,979 51% 142,873 170,762 -16%
T TOTAL OPTIONS 8,893,038 9,622,723 -8% 8,163,645 9% 468,055 437,397 7% 388,745 20% 115,643,572 91,485,652 26% 453,504 355,975 27% 20,969,830 23,806,082 -12%
T TOTAL EXCHANGE 9,787,522 10,662,128 -8% 8,767,250 12% 515,133 484,642 6% 417,488 23% 126,833,753 98,933,323 28% 497,387 384,955 29% 21,112,703 23,976,844 -12%
2006
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - DecemberAMSTERDAM
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
Value of Value of Value of daily value daily value daily value 2006 Value of 2005 Value of Daily Value Daily Value
Volume Volume Month on Volume Year on of volume of volume Month on of volume Year on Volume Volume Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
T Total Exchange 191,756.96 244,498.44 -22% 137,964.92 39% 10,092.47 11,113.57 -9% 6,569.76 54% 2,437,853.47 1,669,767.45 46% 9,560.21 6,497.15 47%
T All individual equity products 16,306.19 16,119.75 1% 14,609.56 12% 858.22 732.72 17% 695.69 23% 210,563.19 334,142.65 -37% 825.74 1,300.17 -36%
T All equity index products 175,021.53 227,819.31 -23% 123,025.98 42% 9,211.66 10,355.42 -11% 5,858.38 57% 2,219,888.52 1,331,566.55 67% 8,705.45 5,181.19 68%
All commodity products 0.00 0.00 4.24 0.00 0.00 0.20 68.88 100.41 -31% 0.27 0.39 -31%
Other products 429.24 559.38 -23% 325.13 32% 22.59 25.43 -11% 15.48 46% 7,332.88 3,957.84 85% 28.76 15.40 87%
All individual equity products
T Standard American Style Options 16,306.19 16,119.75 1% 14,609.56 12% 858.22 732.72 17% 695.69 23% 210,563.19 334,142.65 -37% 825.74 1,300.17 -36%
Equity index products
T Total Futures 86,715.35 101,901.53 -15% 52,054.78 67% 4,563.97 4,631.89 -1% 2,478.80 84% 1,029,726.79 570,147.59 81% 4,038.14 2,218.47 82%
AEX-index 86,714.98 101,901.08 -15% 52,052.42 67% 4,563.95 4,631.87 -1% 2,478.69 84% 1,029,712.08 570,033.07 81% 4,038.09 2,218.03 82%
Light AEX-index 0.37 0.45 -18% 2.36 -84% 0.02 0.02 -5% 0.11 -83% 14.70 114.51 -87% 0.06 0.45 -87%
T Total Options 88,306.18 125,917.77 -30% 70,971.21 24% 4,647.69 5,723.54 -19% 3,379.58 38% 1,190,161.74 761,418.96 56% 4,667.30 2,962.72 58%
AEX-index 88,299.49 125,908.70 -30% 70,964.94 24% 4,647.34 5,723.12 -19% 3,379.28 38% 1,190,078.42 761,327.40 56% 4,666.97 2,962.36 58%
Light AEX-index 6.69 9.07 -26% 6.26 7% 0.35 0.41 -15% 0.30 18% 83.32 91.56 -9% 0.33 0.36 -8%
All commodity products
Potatoes - Cash-settled Futures 0.00 0.00 4.14 0.00 0.00 0.20 67.82 93.18 -27% 0.27 0.36 -27%
Potatoes - Cash-settled Options 0.00 0.00 0.10 0.00 0.00 0.00 1.06 7.23 -85% 0.00 0.03 -85%
Other Products
Total Futures 35.77 26.29 36% 15.43 132% 1.88 1.19 58% 0.73 156% 170.85 141.99 20% 0.67 0.55 21%
Euro/ US Dollar 35.00 24.72 42% 11.14 214% 1.84 1.12 64% 0.53 247% 149.48 112.80 33% 0.59 0.44 34%
US Dollar/ Euro 0.77 1.57 -51% 4.29 -82% 0.04 0.07 -43% 0.20 -80% 21.37 29.19 -27% 0.08 0.11 -26%
Total Options 393.47 533.10 -26% 309.71 27% 20.71 24.23 -15% 14.75 40% 7,162.03 3,815.86 88% 28.09 14.85 89%
Euro/ US Dollar 339.47 480.69 -29% 227.55 49% 17.87 21.85 -18% 10.84 65% 6,518.10 2,908.39 124% 25.56 11.32 126%
US Dollar/ Euro 54.00 52.41 3% 82.16 -34% 2.84 2.38 19% 3.91 -27% 643.93 907.47 -29% 2.53 3.53 -28%
T TOTAL FUTURES 86,751.12 101,927.82 -15% 52,074.34 67% 4,565.85 4,633.08 -1% 2,479.73 84% 1,029,965.45 570,382.75 81% 4,039.08 2,219.39 82%
T TOTAL OPTIONS 105,005.85 142,570.62 -26% 85,890.58 22% 5,526.62 6,480.48 -15% 4,090.03 35% 1,407,888.02 1,099,384.70 28% 5,521.13 4,277.76 29%
T TOTAL EXCHANGE 191,756.96 244,498.44 -22% 137,964.92 39% 10,092.47 11,113.57 -9% 6,569.76 54% 2,437,853.47 1,669,767.45 46% 9,560.21 6,497.15 47%
PRESS RELEASE - PREMIUM - Euronext.liffe Derivatives Market - December 2006 AMSTERDAM
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
daily daily daily 2006 2005 Daily Daily
Premium Premium Premium premium premium premium Premium Premium Premium Premium
Value of Value of Value of value of value of value of Value of Value of Value of Value of
Volume Volume Month on Volume Year on volume volume Month on volume Year on Volume Volume Year on Volume Volume Year on
Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Year Euro'000 Euro'000 Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
T Total Exchange 2,042,706.80 2,313,193.74 2,031,086.23 107,510.88 105,145.17 2% 96,718.39 11% 30,914,016.06 63,202,933.29 121,231.44 245,925.81 -51%
T All individual equity products 1,022,019.14 949,090.82 8% 970,667.12 5% 53,790.48 43,140.49 25% 46,222.24 16% 14,629,048.61 49,460,546.70 -70% 57,368.82 192,453.49 -70%
T All equity index products 1,012,441.34 1,354,525.95 -25% 1,051,216.76 -4% 53,286.39 61,569.36 -13% 50,057.94 6% 16,183,472.91 13,632,204.60 19% 63,464.60 53,043.60 20%
All commodity products 0.00 0.00 106.29 0.00 0.00 5.06 1,026.71 3,680.69 -72% 4.03 14.32 -72%
Other products 8,246.33 9,576.98 -14% 9,096.07 -9% 434.02 435.32 0% 433.15 0% 100,467.83 106,501.30 -6% 393.99 414.40 -5%
All individual equity products
T Standard American Style Options 1,022,019.14 949,090.82 8% 970,667.12 5% 53,790.48 43,140.49 25% 46,222.24 16% 14,629,048.61 49,460,546.70 -70% 57,368.82 192,453.49 -70%
Equity index products
T Total Options 1,012,441.34 1,354,525.95 -25% 1,051,216.76 -4% 53,286.39 61,569.36 -13% 50,057.94 6% 16,183,472.91 13,632,204.60 19% 63,464.60 53,043.60 20%
AEX-index 1,012,194.58 1,353,715.12 -25% 1,050,964.75 -4% 53,273.40 61,532.51 -13% 50,045.94 6% 16,179,332.87 13,629,311.03 19% 63,448.36 53,032.34 20%
Light AEX-index 246.76 810.83 -70% 252.01 -2% 12.99 36.86 -65% 12.00 8% 4,140.04 2,893.57 43% 16.24 11.26 44%
All commodity products
Potatoes - Cash-settled Options 0.00 0.00 106.29 0.00 0.00 5.06 1,026.71 3,680.69 -72% 4.03 14.32 -72%
Other Products
Total Options 8,246.33 9,576.98 -14% 9,096.07 -9% 434.02 435.32 0% 433.15 0% 100,467.83 106,501.30 -6% 393.99 414.40 -5%
Euro/ US Dollar 6,313.43 8,466.20 -25% 6,426.42 -2% 332.29 384.83 -14% 306.02 9% 83,197.66 78,420.34 6% 326.27 305.14 7%
US Dollar/ Euro 1,932.90 1,110.78 74% 2,669.66 -28% 101.73 50.49 101% 127.13 -20% 17,270.17 28,080.96 -38% 67.73 109.26 -38%
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006 BRUSSELS
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
R Total Exchange 90,229 127,170 -29% 87,969 3% 4,749 5,780 -18% 4,189 13% 1,300,009 1,113,241 17% 5,098 4,332 18% 116,719 182,933 -36%
T All individual equity products 34,766 45,716 -24% 34,135 2% 1,830 2,078 -12% 1,625 13% 518,489 392,377 32% 2,033 1,527 33% 75,393 119,510 -37%
R All equity index products 55,463 81,454 -32% 53,834 3% 2,919 3,702 -21% 2,564 14% 781,520 720,864 8% 3,065 2,805 9% 41,326 63,423 -35%
All individual equity products
T Standard American Style Options 34,766 45,716 -24% 34,135 2% 1,830 2,078 -12% 1,625 13% 518,489 392,377 32% 2,033 1,527 33% 75,393 119,510 -37%
Equity index products
R BEL 20 Futures 50,209 59,775 -16% 46,956 7% 2,643 2,717 -3% 2,236 18% 654,520 603,069 9% 2,567 2,347 9% 17,902 18,618 -4%
Bel 20 Options 5,254 21,679 -76% 6,878 -24% 277 985 -72% 328 -16% 127,000 117,795 8% 498 458 9% 23,424 44,805 -48%
* Following the transition to a new contract size for the products below, 2005 figures have been rebased to the corresponding new contract sizes for comparative purposes.
- With effect - 21 Feb 05, BEL 20 Futures changed from 20 euros to 10 euros per index point
BRUSSELS
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
Value of Value of Value of daily value daily value daily value 2006 Value 2005 Value of Daily Value Daily Value
Volume Volume Month on Volume Year on of volume of volume Month on of volume Year on of Volume Volume Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Exchange 2,405.18 2,926.83 -18% 1,835.71 31% 126.59 133.04 -5% 87.41 45% 28,828.33 21,763.97 32% 113.05 84.68 33%
T All individual equity products 205.02 210.15 -2% 161.97 27% 10.79 9.55 13% 7.71 40% 2,430.12 1,850.73 31% 9.53 7.20 32%
R All equity index products 2,200.16 2,716.68 -19% 1,673.74 31% 115.80 123.49 -6% 79.70 45% 26,398.21 19,913.24 33% 103.52 77.48 34%
All individual equity products
T Standard American Style Options 205.02 210.15 -2% 161.97 27% 10.79 9.55 13% 7.71 40% 2,430.12 1,850.73 31% 9.53 7.20 32%
Equity index products
R BEL 20 Futures 2,154.90 2,535.23 -15% 1,626.13 33% 113.42 115.24 -2% 77.43 46% 25,408.65 19,163.04 33% 99.64 74.56 34%
Bel 20 Options 45.26 181.46 -75% 47.61 -5% 2.38 8.25 -71% 2.27 5% 989.56 750.20 32% 3.88 2.92 33%
PRESS RELEASE - PREMIUM - Euronext.liffe Derivatives Market - December 2006 BRUSSELS
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
daily daily daily 2006 2005 Daily Daily
Premium Premium Premium premium premium premium Premium Premium Premium Premium
Value of Value of Value of value of value of value of Value of Value of Value of Value of
Volume Volume Month on Volume Year on volume volume Month on volume Year on Volume Volume Year on Volume Volume Year on
Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Year Euro'000 Euro'000 Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Exchange 8,236.80 12,654.87 -35% 8,588.78 -4% 433.52 575.22 -25% 408.99 6% 116,716.95 90,767.42 29% 457.71 353.18 30%
T All individual equity products 7,444.96 8,609.24 -14% 8,208.11 -9% 391.84 391.33 0% 390.86 0% 101,631.35 75,832.98 34% 398.55 295.07 35%
R All equity index products 791.85 4,045.63 -80% 380.67 108% 41.68 183.89 -77% 18.13 130% 15,085.60 14,934.44 1% 59.16 58.11 2%
All individual equity products
T Standard American Style Options 7,444.96 8,609.24 -14% 8,208.11 -9% 10.79 9.55 13% 7.71 40% 101,631.35 75,832.98 34% 9.53 7.20 32%
Equity index products
Bel 20 Options 791.85 4,045.63 -80% 380.67 108% 41.68 183.89 -77% 18.13 130% 15,085.60 14,934.44 1% 59.16 58.11 2%
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006 LISBON
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
T Total Exchange 78,415 27,432 186% 131,177 -40% 4,127 1,247 231% 6,247 -34% 673,514 477,567 41% 2,641 1,858 42% 37,565 47,550 -21%
T All individual equity products 59,116 26,762 121% 114,250 -48% 3,111 1,216 156% 5,440 -43% 584,957 413,315 42% 2,294 1,608 43% 28,878 36,631 -21%
T All equity index products 19,299 670 2780% 16,927 14% 1,016 30 3235% 806 26% 88,557 64,252 38% 347 250 39% 8,687 10,919 -20%
All individual equity products
Standard USF/SSF Futures 59,116 26,762 121% 114,250 -48% 3,111 1,216 156% 5,440 -43% 584,957 413,315 42% 2,294 1,608 43% 28,878 36,631 -21%
Equity index products
PSI - 20 Futures 19,299 670 2780% 16,927 14% 1,016 30 3235% 806 26% 88,557 64,252 38% 347 250 39% 8,687 10,919 -20%
LISBON
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
Value of Value of Value of daily value daily value daily value 2006 Value 2005 Value of Daily Value Daily Value
Volume Volume Month on Volume Year on of volume of volume Month on of volume Year on of Volume Volume Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
T Total Exchange 232.11 17.87 1199% 165.90 40% 12.22 0.81 1404% 7.90 55% 1,070.76 629.54 70% 4.20 2.45 71%
T All individual equity products 21.52 10.76 100% 25.48 -16% 1.13 0.49 132% 1.21 -7% 183.04 122.09 50% 0.72 0.48 51%
T All equity index products 210.59 7.11 2863% 140.42 50% 11.08 0.32 3331% 6.69 66% 887.72 507.45 75% 3.48 1.97 76%
All individual equity products
Standard USF/SSF Futures 21.52 10.76 100% 25.48 -16% 1.13 0.49 132% 1.21 -7% 183.04 122.09 50% 0.72 0.48 51%
Equity index products
PSI - 20 Futures 210.59 7.11 2863% 140.42 50% 11.08 0.32 3331% 6.69 66% 887.72 507.45 75% 3.48 1.97 76%
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006 LONDON
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
T Total Exchange 36,834,623 42,971,361 -14% 28,216,538 31% 1,938,664 1,953,244 -1% 1,343,645 44% 515,478,934 415,878,622 24% 2,021,486 1,618,205 25% 26,144,893 34,838,728 -25%
- of which Bclear 4,609,114 2,658,515 73% 647,478 612% 242,585 120,842 101% 30,832 687% 51,558,998 1,440,598 N/A 202,192 5,605 N/A 1,530,037 1,455,132
T All individual equity products 4,347,251 2,108,230 106% 1,482,361 193% 228,803 95,829 139% 70,589 224% 49,688,190 21,208,617 134% 194,856 82,524 136% 4,540,757 5,909,912 -23%
- of which Bclear 3,265,762 1,511,581 116% 165,570 1872% 171,882 68,708 150% 7,884 2080% 37,283,115 378,334 N/A 146,208 1,472 N/A 1,523,337 1,447,632
T All equity index products 4,155,087 3,311,692 25% 3,433,762 21% 218,689 150,531 45% 163,512 34% 44,505,392 39,512,873 13% 174,531 153,747 14% 4,300,905 5,612,859 -23%
- of which Bclear 1,343,352 1,146,934 17% 481,908 179% 70,703 52,133 36% 22,948 208% 14,275,883 1,062,264 N/A 55,984 4,133 N/A 6,700 7,500
All short term interest rate products 25,921,409 33,909,584 -24% 21,362,073 21% 1,364,285 1,541,345 -11% 1,017,242 34% 388,994,159 328,144,901 19% 1,525,467 1,276,828 19% 16,459,461 22,435,292 -27%
All medium and long term interest rate products 1,623,875 2,848,769 -43% 1,278,532 27% 85,467 129,490 -34% 60,882 40% 23,245,504 19,078,373 22% 91,159 74,235 23% 360,521 391,054 -8%
All commodity products 787,001 793,086 -1% 659,810 19% 41,421 36,049 15% 31,420 32% 9,045,689 7,933,858 14% 35,473 30,871 15% 483,249 489,611 -1%
All individual equity products
Total Futures 2,834,027 596,961 375% 718,832 294% 149,159 27,135 450% 34,230 336% 28,930,769 11,744,778 146% 113,454 45,700 148% 1,460,291 1,851,021 -21%
- of which Bclear 2,077,339 311,937 566% 0 109,334 14,179 671% 0 22,313,568 0 N/A 87,504 0 N/A 224,356 399,524
Standrd MATCH 248,346 73,587 237% 120,683 106% 13,071 3,345 291% 6,034 117% 1,356,740 792,990 71% 5,363 3,147 70% 134,245 210,136 -36%
Standard USF/SSF 2,190,071 521,462 320% 598,149 266% 115,267 23,703 386% 28,483 305% 17,563,023 10,951,788 60% 68,875 42,614 62% 1,101,690 1,241,361 -11%
Other Bclear 395,610 1,912 20591% 0 20,822 87 23858% 0 10,011,006 0 N/A 39,259 0 N/A 224,356 399,524
T Total Options 1,513,224 1,511,269 0% 763,529 98% 79,643 68,694 16% 36,359 119% 20,757,421 9,463,839 119% 81,402 36,824 121% 3,080,466 4,058,891 -24%
- of which Bclear 1,188,423 1,199,644 -1% 165,570 618% 62,549 54,529 15% 7,884 693% 14,969,547 378,334 N/A 58,704 7,721 N/A 1,298,981 1,048,108
T Standard American Style 748,350 1,062,681 -30% 698,209 7% 39,387 48,304 -18% 33,248 18% 12,679,532 8,829,284 44% 49,919 34,355 45% 1,781,485 3,010,783 -41%
Flex Facility 0 0 0 0 0 0 0 492,677 0 1,955 0 0
Other Bclear 764,874 448,588 71% 65,320 1071% 40,257 20,390 97% 3,110 1194% 8,077,889 141,878 N/A 31,678 2,895 N/A 1,298,981 1,048,108
Equity index products
T Total Futures 2,853,707 1,854,740 54% 2,628,599 9% 150,195 84,306 78% 125,171 20% 26,791,866 23,051,614 16% 105,066 89,695 17% 543,238 590,493 -8%
- of which Bclear 429,194 198,207 117% 190,532 125% 22,589 9,009 151% 9,073 149% 3,140,270 264,583 N/A 12,315 5,400 N/A 0 0
- of which Variance Index Futures 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
FTSE 100 Index 2,657,004 1,751,682 52% 2,488,321 7% 139,842 79,622 76% 124,416 12% 25,120,880 21,787,166 15% 99,292 86,457 15% 494,925 537,112 -8%
FTSE 250 Index 14,161 3,686 284% 9,319 52% 745 168 345% 466 60% 62,304 39,238 59% 246 156 58% 7,839 5,640 39%
FTSE Eurotop 100 Index 5,995 43 13842% 8,515 -30% 316 2 16043% 405 -22% 32,694 74,667 -56% 128 291 -56% 2,661 2,968 -10%
FTSE Eurofirst 300 Index 0 0 0 0 0 0 0 0 0 0 0 0
FTSEurofirst 100 Index 2,893 4,127 -30% 3,888 -26% 263 188 40% 185 42% 48,598 68,036 -29% 197 265 -26% 0 174
FTSEurofirst 80 Index 38,664 61,985 -38% 47,650 -19% 3,515 2,818 25% 2,269 55% 780,555 539,802 45% 3,160 2,100 50% 0 12,196
MSCI Euro Index 1,377 13 10492% 4,453 -69% 72 1 12165% 212 -66% 18,036 21,114 -15% 71 82 -14% 536 493 9%
MSCI Pan-Euro Index 114,580 33,204 245% 66,453 72% 6,031 1,509 300% 3,164 91% 701,066 521,591 34% 2,749 2,030 35% 37,277 31,910 17%
Other Bclear 19,033 0 0 1,002 0 0 27,733 0 N/A 109 0 N/A 0 0
Variance Index Futures - AEX 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
Variance Index Futures - CAC40 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
Variance Index Futures - FTSE100 0 0 0 0 0 0 0 0 N/A 0 0 N/A 0 0
T Total Options 1,301,380 1,456,952 -11% 805,163 62% 68,494 66,225 3% 38,341 79% 17,713,526 16,461,259 8% 69,465 64,052 8% 3,757,667 5,022,366 -25%
- of which Bclear 914,158 948,727 -4% 291,376 214% 48,114 43,124 12% 13,875 247% 11,135,613 797,681 N/A 43,669 16,279 N/A 6,700 7,500
FTSE 100 Index FLEX Options 407,470 97,635 317% 49,157 729% 21,446 4,438 383% 2,458 773% 1,979,620 1,377,217 44% 7,825 5,465 43% 1,381,196 1,855,265 -26%
FTSE 100 Index Option (ESX) 892,210 1,357,817 -34% 755,916 18% 46,958 61,719 -24% 37,796 24% 15,717,186 15,083,557 4% 62,123 59,855 4% 2,369,771 3,159,601 -25%
FTSEurofirst 100 Index 0 0 0 0 0 0 0 0 0 0 0 0
FTSEurofirst 80 Index 0 0 90 0 0 4 20 485 -96% 0 2 -96% 0 0
Other Bclear 1,700 1,500 13% 0 89 68 31% 0 16,700 0 N/A 65 0 N/A 6,700 7,500
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006 LONDON
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 2005 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
All short term interest rate products
Total Futures 20,751,833 26,368,569 -21% 16,980,100 22% 1,092,202 1,198,571 -9% 808,576 35% 296,008,444 248,662,893 19% 1,160,817 967,560 20% 6,092,072 6,563,261 -7%
One Month Eonia 0 0 0 0 0 0 5 2,640 -100% 0 10 -100% 0 0
Three Month Euribor 13,908,841 18,332,843 -24% 10,802,941 29% 732,044 833,311 -12% 514,426 42% 202,091,612 166,682,115 21% 792,516 648,569 22% 3,420,840 3,729,595 -8%
Three Month Eurodollar 1,135 4,467 -75% 40,551 -97% 60 203 -71% 1,931 -97% 69,760 5,662,806 -99% 274 21,949 -99% 65,267 74,582 -12%
Three Month Euroswiss 926,428 1,349,852 -31% 839,291 10% 48,759 61,357 -21% 39,966 22% 10,743,902 8,286,258 30% 42,133 32,242 31% 367,458 367,968 0%
Three Month Euroyen Tibor 29,570 35,255 -16% 0 1,556 1,603 -3% 0 99,543 22 452368% 390 0 455917% 0 0
Three Month Sterling 5,885,859 6,646,152 -11% 5,297,317 11% 309,782 302,098 3% 264,866 17% 83,003,622 68,029,052 22% 328,078 269,957 22% 2,238,507 2,391,116 -6%
Total Options 5,169,576 7,541,015 -31% 4,381,973 18% 272,083 342,773 -21% 208,665 30% 92,985,715 79,482,008 17% 364,650 309,269 18% 10,367,389 15,872,031 -35%
Three Month Euribor 2,955,904 5,299,624 -44% 2,248,180 31% 155,574 240,892 -35% 107,056 45% 48,176,163 44,138,922 9% 188,926 171,747 10% 6,440,862 9,186,533 -30%
Three Month Euribor Mid Curve 395,342 584,319 -32% 267,628 48% 20,807 26,560 -22% 12,744 63% 7,355,609 7,017,840 5% 28,846 27,307 6% 360,454 768,774 -53%
Three Month Eurodollar 0 0 0 0 0 0 0 10,820 0 42 0 0
Three Month Eurodollar Mid Curve 0 0 0 0 0 0 0 100 0 0 0 0
Three Month Euroswiss 0 0 3,500 0 0 167 9,897 44,103 -78% 39 172 -77% 2,000 2,131 -6%
Three Month Sterling 1,596,546 1,490,240 7% 1,608,366 -1% 84,029 67,738 24% 80,418 4% 34,231,229 25,096,889 36% 135,301 99,591 36% 3,373,594 5,600,671 -40%
Three Month Sterling Mid Curve 221,784 166,832 33% 254,299 -13% 11,673 7,583 54% 12,715 -8% 3,212,817 3,173,334 1% 12,699 12,593 1% 190,479 313,922 -39%
All medium and long term interest rate products
Total Futures 1,623,875 2,848,769 -43% 1,278,532 27% 85,467 129,490 -34% 60,882 40% 23,245,504 19,078,373 22% 91,159 74,235 23% 360,521 391,054 -8%
Japanese Government Bond (JGB) 14,898 13,382 11% 9,345 59% 784 608 29% 445 76% 155,385 110,472 41% 609 430 42% 0 0
Long Gilt 1,436,143 2,799,690 -49% 1,046,696 37% 75,586 127,259 -41% 52,335 44% 22,009,284 17,760,359 24% 86,993 70,478 23% 290,153 318,325 -9%
Swapnote® € - 10 Yr 66,395 11,253 490% 99,319 -33% 3,494 512 583% 4,729 -26% 405,011 534,078 -24% 1,588 2,078 -24% 29,088 31,592 -8%
Swapnote® € - 2 Yr 40,958 8,528 380% 59,606 -31% 2,156 388 456% 2,838 -24% 274,459 282,499 -3% 1,076 1,099 -2% 14,317 11,984 19%
Swapnote® € - 5 Yr 65,481 15,916 311% 63,566 3% 3,446 723 376% 3,027 14% 401,365 390,965 3% 1,574 1,521 3% 26,963 29,153 -8%
Swapnote® US$ - 10 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® US$ - 2 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® US$ - 5 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Total Options 0 0 0 0 0 0 0 0 0 0 0 0
Long Gilt 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® € - 10 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® € - 2 Yr 0 0 0 0 0 0 0 0 0 0 0 0
Swapnote® € - 5 Yr 0 0 0 0 0 0 0 0 0 0 0 0
All commodity products
Total Futures 708,661 717,504 -1% 621,338 14% 37,298 32,614 14% 29,588 26% 8,391,197 7,515,832 12% 32,907 29,244 13% 374,533 374,906 0%
Cocoa 330,048 250,665 32% 194,651 70% 17,371 11,394 52% 9,733 78% 3,095,346 2,690,105 15% 12,235 10,675 15% 178,521 208,613 -14%
Robusta Coffee 292,348 313,513 -7% 331,532 -12% 15,387 14,251 8% 16,577 -7% 3,550,938 3,263,253 9% 14,035 12,949 8% 131,716 105,161 25%
Wheat - Feed 6,920 5,978 16% 2,207 214% 364 272 34% 110 230% 76,239 65,324 17% 301 259 16% 10,675 10,754 -1%
White Sugar 79,345 147,348 -46% 92,948 -15% 4,176 6,698 -38% 4,647 -10% 1,668,674 1,497,150 11% 6,596 5,941 11% 53,621 50,378 6%
Total Options 78,340 75,582 4% 38,472 104% 4,123 3,436 20% 1,832 125% 654,492 418,026 57% 2,567 1,627 58% 108,716 114,705 -5%
Cocoa 8,720 12,755 -32% 9,371 -7% 459 580 -21% 469 -2% 102,819 95,814 7% 406 380 7% 17,315 27,254 -36%
Robusta Coffee 62,725 49,965 26% 20,662 204% 3,301 2,271 45% 1,033 220% 467,706 237,544 97% 1,849 943 96% 63,493 63,433 0%
Wheat - Feed 17 50 -66% 112 -85% 1 2 -61% 6 -84% 2,320 3,070 -24% 9 12 -25% 1,574 1,733 -9%
White Sugar 6,878 12,812 -46% 8,327 -17% 362 582 -38% 416 -13% 81,647 81,598 0% 323 324 0% 26,334 22,285 18%
T TOTAL FUTURES 28,772,103 32,386,543 -11% 22,227,401 29% 1,514,321 1,472,116 3% 1,058,448 43% 383,367,780 310,053,490 24% 1,503,403 1,206,434 25% 8,830,655 9,770,735 -10%
T TOTAL OPTIONS 8,062,520 10,584,818 -24% 5,989,137 35% 424,343 481,128 -12% 285,197 49% 132,111,154 105,825,132 25% 518,083 411,771 26% 17,314,238 25,067,993 -31%
T TOTAL EXCHANGE 36,834,623 42,971,361 -14% 28,216,538 31% 1,938,664 1,953,244 -1% 1,343,645 44% 515,478,934 415,878,622 24% 2,021,486 1,618,205 25% 26,144,893 34,838,728 -25%
** Bclear is Euronext.liffe's cleared service for wholesale equity derivatives. Figures record all published and unpublished trades through this service.
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006LONDON
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average daily Average daily Average Average Average
Value of Value of Value of value of value of daily value 2006 Value of 2005 Value of Daily Value Daily Value
Volume Volume Month on Volume Year on volume volume Month on of volume Year on Volume Volume Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
T Total Exchange 24,229,546.73 32,023,492.85 -24% ########### 23% 1,275,239.30 1,455,613.31 -12% 935,800.92 36% 360,610,796.03 304,042,906.58 19% 1,414,159.98 1,183,046.33 20%
- of which Bclear 137,477.15 122,794.51 12% 41,148.30 234% 7,235.64 5,581.57 30% 1,959.44 269% 1,466,046.11 89,316.67 N/A 5,749.20 347.54 N/A
T All individual equity products 23,745.29 44,134.04 -46% 11,119.66 114% 1,249.75 2,006.09 -38% 529.51 136% 441,507.20 143,075.40 209% 1,731.40 556.71 211%
- of which Bclear 14,718.68 18,109.80 -19% 1,785.30 724% 774.67 823.17 -6% 85.01 811% 229,976.88 3,433.45 N/A 901.87 13.36 N/A
T All equity index products 371,527.57 297,728.13 25% 274,326.91 35% 19,554.08 13,533.10 44% 13,063.19 50% 3,773,390.94 2,935,654.00 29% 14,797.61 11,422.78 30%
- of which Bclear 122,758.47 104,684.71 17% 39,363.00 212% 6,460.97 4,758.40 36% 1,874.43 245% 1,236,069.24 85,883.22 N/A 4,847.33 334.18 N/A
All short term interest rate products 23,586,873.79 31,247,017.28 -25% ########### 23% 1,241,414.41 1,420,318.97 -13% 913,212.76 36% 352,861,844.97 298,099,570.12 18% 1,383,771.94 1,159,920.51 19%
All medium and long term interest rate products 240,276.10 427,375.92 -44% 183,401.27 31% 12,646.11 19,426.18 -35% 8,733.39 45% 3,445,748.75 2,799,266.94 23% 13,512.74 10,892.09 24%
All commodity products 7,123.98 7,237.49 -2% 5,503.57 29% 374.95 328.98 14% 262.07 43% 88,304.17 65,340.13 35% 346.29 254.24 36%
All individual equity products
Total Futures 11,181.26 28,627.48 -61% 3,664.58 205% 588.49 1,301.25 -55% 174.50 237% 272,043.23 51,581.26 427% 1,066.84 200.71 432%
- of which Bclear 6,842.76 7,336.22 -7% 0.00 360.15 333.46 8% 0.00 126,872.66 0.00 N/A 497.54 0.00 N/A
Standrd MATCH 2,315.04 823.83 181% 1,204.32 92% 121.84 37.45 225% 60.22 102% 13,495.38 7,290.60 85% 53.34 28.93 84%
Standard USF/SSF 6,493.31 27,801.76 -77% 2,460.27 164% 341.75 1,263.72 -73% 117.16 192% 203,972.51 44,290.66 361% 799.89 172.34 364%
Other Bclear 2,372.91 1.88 125914% 0.00 124.89 0.09 145811% 0.00 54,575.34 0.00 N/A 214.02 0.00 N/A
T Total Options 12,564.02 15,506.56 -19% 7,455.07 69% 661.26 704.84 -6% 355.00 86% 169,463.97 91,494.14 85% 664.56 356.01 87%
- of which Bclear 7,875.92 10,773.58 -27% 1,785.30 341% 414.52 489.71 -15% 85.01 388% 103,104.22 3,433.45 N/A 404.33 70.07 N/A
T Standard American Style 9,282.46 12,793.33 -27% 6,527.30 42% 488.55 581.51 -16% 310.82 57% 131,210.54 85,104.10 54% 516.58 331.14 56%
Flex Facility 0.00 0.00 0.00 0.00 0.00 0.00 0.00 4,868.70 0.00 19.32
Other Bclear 3,281.56 2,713.23 21% 927.77 254% 172.71 123.33 40% 44.18 291% 38,253.44 1,521.35 N/A 150.01 31.05 N/A
Equity index products
T Total Futures 251,743.70 164,703.27 53% 208,559.43 21% 13,249.67 7,486.51 77% 9,931.40 33% 2,240,215.37 1,695,426.53 32% 8,785.16 6,596.99 33%
- of which Bclear 38,470.25 18,113.04 112% 15,566.67 147% 2,024.75 823.32 146% 741.27 173% 271,095.21 21,499.74 N/A 1,063.12 438.77 N/A
- of which Variance Index Futures 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
FTSE 100 Index 243,188.25 159,982.85 52% 203,190.83 20% 12,799.38 7,271.95 76% 10,159.54 26% 2,172,984.14 1,652,586.29 31% 8,588.87 6,557.88 31%
FTSE 250 Index 2,299.41 582.63 295% 1,170.76 96% 121.02 26.48 357% 58.54 107% 9,008.69 4,460.98 102% 35.61 17.70 101%
FTSE Eurotop 100 Index 368.45 2.62 13943% 464.84 -21% 19.39 0.12 16160% 22.14 -12% 1,879.54 3,721.83 -49% 7.37 14.48 -49%
FTSE Eurofirst 300 Index 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
FTSEurofirst 100 Index 134.31 191.98 -30% 161.70 -17% 12.21 8.73 40% 7.70 59% 2,129.08 2,573.27 -17% 8.62 10.01 -14%
FTSEurofirst 80 Index 1,966.43 3,159.39 -38% 2,097.70 -6% 178.77 143.61 24% 99.89 79% 36,800.63 21,786.86 69% 148.99 84.77 76%
MSCI Euro Index 33.54 0.32 10490% 92.33 -64% 1.77 0.01 12162% 4.40 -60% 390.91 402.88 -3% 1.53 1.57 -2%
MSCI Pan-Euro Index 2,728.33 783.47 248% 1,381.28 98% 143.60 35.61 303% 65.78 118% 15,582.17 9,894.41 57% 61.11 38.50 59%
Other Bclear 1,024.97 0.00 0.00 53.95 0.00 0.00 1,440.22 0.00 N/A 5.65 0.00 N/A
Variance Index Futures - AEX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
Variance Index Futures - CAC40 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
Variance Index Futures - FTSE100 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A 0.00 0.00 N/A
T Total Options 119,783.87 133,024.86 -10% 65,767.48 82% 6,304.41 6,046.58 4% 3,131.78 101% 1,533,175.58 1,240,227.47 24% 6,012.45 4,825.79 25%
- of which Bclear 84,288.22 86,571.68 -3% 23,796.33 254% 4,436.22 3,935.08 13% 1,133.16 291% 964,974.02 64,383.49 N/A 3,784.21 1,313.95 N/A
FTSE 100 Index FLEX Options 37,924.84 8,957.95 323% 4,019.85 843% 1,996.04 407.18 390% 200.99 893% 172,698.44 103,256.20 67% 682.60 409.75 67%
FTSE 100 Index Option (ESX) 81,767.15 123,984.74 -34% 61,743.65 32% 4,303.53 5,635.67 -24% 3,087.18 39% 1,359,621.68 1,136,951.62 20% 5,374.00 4,511.71 19%
FTSEurofirst 100 Index 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
FTSEurofirst 80 Index 0.00 0.00 3.98 0.00 0.00 0.19 0.89 19.65 -95% 0.00 0.08 -95%
Other Bclear 91.89 82.16 12% 0.00 4.84 3.73 29% 0.00 854.57 0.00 N/A 3.35 0.00 N/A
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - December 2006LONDON
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average daily Average daily Average Average Average
Value of Value of Value of value of value of daily value 2006 Value of 2005 Value of Daily Value Daily Value
Volume Volume Month on Volume Year on volume volume Month on of volume Year on Volume Volume Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
All short term interest rate products
Total Futures 18,883,269.02 24,135,371.12 -22% ########### 24% 993,856.26 1,097,062.32 -9% 727,892.48 37% 269,913,778.62 226,236,085.62 19% 1,058,485.41 880,296.05 20%
One Month Eonia 0.00 0.00 0.00 0.00 0.00 0.00 15.00 7,920.00 -100% 0.06 30.82 -100%
Three Month Euribor 13,908,841.00 18,332,843.00 -24% ########### 29% 732,044.26 833,311.05 -12% 514,425.76 42% 202,091,612.00 166,682,115.00 21% 792,516.13 648,568.54 22%
Three Month Eurodollar 853.44 3,471.09 -75% 34,151.88 -98% 44.92 157.78 -72% 1,626.28 -97% 55,822.72 4,414,615.60 -99% 218.91 17,110.91 -99%
Three Month Euroswiss 580,232.68 847,425.03 -32% 541,453.88 7% 30,538.56 38,519.32 -21% 25,783.52 18% 6,823,183.58 5,344,510.81 28% 26,757.58 20,795.76 29%
Three Month Euroyen Tibor 19,117.73 23,312.66 -18% 0.00 1,006.20 1,059.67 -5% 0.00 65,693.57 16.69 393482% 257.62 0.06 396569%
Three Month Sterling 4,374,224.17 4,928,319.34 -11% 3,907,195.25 12% 230,222.32 224,014.52 3% 195,359.76 18% 60,877,451.74 49,786,907.51 22% 240,622.34 197,567.09 22%
Total Options 4,703,604.77 7,111,646.17 -34% 3,891,725.88 21% 247,558.15 323,256.64 -23% 185,320.28 34% 82,948,066.35 71,863,484.50 15% 325,286.53 279,624.45 16%
Three Month Euribor 2,955,904.00 5,299,624.00 -44% 2,248,180.00 31% 155,573.89 240,892.00 -35% 107,056.19 45% 48,176,163.00 44,138,922.00 9% 188,926.13 171,746.78 10%
Three Month Euribor Mid Curve 395,342.00 584,319.00 -32% 267,628.00 48% 20,807.47 26,559.95 -22% 12,744.19 63% 7,355,609.00 7,017,840.00 5% 28,845.53 27,306.77 6%
Three Month Eurodollar 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Three Month Eurodollar Mid Curve 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Three Month Euroswiss 0.00 0.00 2,255.74 0.00 0.00 107.42 6,341.44 28,504.06 -78% 24.87 110.91 -78%
Three Month Sterling 1,187,499.17 1,104,059.19 8% 1,185,997.50 0% 62,499.96 50,184.51 25% 59,299.88 5% 25,055,596.69 18,359,025.78 36% 99,033.98 72,853.28 36%
Three Month Sterling Mid Curve 164,859.60 123,643.98 33% 187,664.63 -12% 8,676.82 5,620.18 54% 9,383.23 -8% 2,354,356.22 2,319,192.66 2% 9,305.76 9,203.15 1%
All medium and long term interest rate products
Total Futures 240,276.10 427,375.92 -44% 183,401.27 31% 12,646.11 19,426.18 -35% 8,733.39 45% 3,445,748.75 2,799,266.94 23% 13,512.74 10,892.09 24%
Japanese Government Bond (JGB) 9,645.50 8,850.76 9% 6,604.82 46% 507.66 402.31 26% 314.52 61% 106,410.76 80,231.42 33% 417.30 312.18 34%
Long Gilt 213,347.20 414,955.45 -49% 154,547.35 38% 11,228.80 18,861.61 -40% 7,727.37 45% 3,231,254.49 2,598,281.32 24% 12,771.76 10,310.64 24%
Swapnote® € - 10 Yr 6,639.50 1,125.30 490% 9,931.90 -33% 349.45 51.15 583% 472.95 -26% 40,501.10 53,407.80 -24% 158.83 207.81 -24%
Swapnote® € - 2 Yr 4,095.80 852.80 380% 5,960.60 -31% 215.57 38.76 456% 283.84 -24% 27,445.90 28,249.90 -3% 107.63 109.92 -2%
Swapnote® € - 5 Yr 6,548.10 1,591.60 311% 6,356.60 3% 344.64 72.35 376% 302.70 14% 40,136.50 39,096.50 3% 157.40 152.13 3%
Swapnote® US$ - 10 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® US$ - 2 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® US$ - 5 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Total Options 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Long Gilt 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® € - 10 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® € - 2 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Swapnote® € - 5 Yr 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
All commodity products
Total Futures 7,104.77 7,218.75 -2% 5,480.25 30% 373.94 328.13 14% 260.96 43% 88,107.78 65,170.07 35% 345.52 253.58 36%
Cocoa 4,282.05 3,145.20 36% 2,522.10 70% 225.37 142.96 58% 126.10 79% 40,261.50 33,934.22 19% 159.14 134.66 18%
Robusta Coffee 1,677.15 1,857.42 -10% 1,602.86 5% 88.27 84.43 5% 80.14 10% 18,734.31 13,586.54 38% 74.05 53.91 37%
Wheat - Feed 96.98 86.13 13% 23.55 312% 5.10 3.92 30% 1.18 334% 958.70 668.78 43% 3.79 2.65 43%
White Sugar 1,048.59 2,130.00 -51% 1,331.74 -21% 55.19 96.82 -43% 66.59 -17% 28,153.27 16,980.53 66% 111.28 67.38 65%
Total Options 19.21 18.73 3% 23.32 -18% 1.01 0.85 19% 1.11 -9% 196.39 170.06 15% 0.77 0.66 16%
Cocoa 4.59 3.82 20% 3.62 27% 0.24 0.17 39% 0.18 33% 47.96 45.07 6% 0.19 0.18 6%
Robusta Coffee 13.16 10.87 21% 4.14 218% 0.69 0.49 40% 0.21 235% 104.68 47.22 122% 0.41 0.19 121%
Wheat - Feed 0.01 0.03 -61% 0.04 -69% 0.00 0.00 -54% 0.00 -67% 1.17 1.15 3% 0.00 0.00 2%
White Sugar 1.44 4.01 -64% 15.52 -91% 0.08 0.18 -59% 0.78 -90% 42.58 76.62 -44% 0.17 0.30 -45%
T TOTAL FUTURES 19,393,574.86 24,763,296.53 -22% ########### 24% 1,020,714.47 1,125,604.39 -9% 746,992.74 37% 275,959,893.74 230,847,530.41 20% 1,082,195.66 898,239.42 20%
T TOTAL OPTIONS 4,835,971.87 7,260,196.32 -33% 3,964,971.76 22% 254,524.84 330,008.92 -23% 188,808.18 35% 84,650,902.29 73,195,376.17 16% 331,964.32 284,806.91 17%
T TOTAL EXCHANGE 24,229,546.73 32,023,492.85 -24% ########### 23% 1,275,239.30 1,455,613.31 -12% 935,800.92 36% 360,610,796.03 304,042,906.58 19% 1,414,159.98 1,183,046.33 20%
** Bclear is Euronext.liffe's cleared service for wholesale equity derivatives. Figures record all published and unpublished trades through this service.
PRESS RELEASE - PREMIUM - Euronext.liffe Derivatives Market - December 2006 LONDON
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
daily daily daily 2006 Daily Daily
Premium Premium premium premium premium Premium 2005 Premium Premium Premium
Value of Premium Value Value of value of value of value of Value of Value of Value of Value of
Volume of Volume Month on Volume Year on volume volume Month on volume Year on Volume Volume Year on Volume Volume Year on
Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Year Euro'000 Euro'000 Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
T Total Exchange 8,247,527.93 2,910,379.96 183% 1,490,839.25 453% 434,080.42 132,290.00 228% 70,992.35 511% 49,313,411.50 25,149,832.55 96% 193,385.93 97,859.27 98%
- of which Bclear 7,701,002.68 2,380,546.40 223% 980,389.02 686% 405,315.93 108,206.65 275% 46,685.19 768% 36,036,245.64 1,838,413.69 N/A 141,318.61 7,153.36 N/A
T All individual equity products 667,973.23 747,788.23 -11% 565,320.87 18% 35,156.49 33,990.37 3% 26,920.04 31% 7,369,895.12 4,983,233.43 48% 28,901.55 19,390.01 49%
- of which Bclear 538,083.22 610,085.65 -12% 416,076.67 29% 28,320.17 27,731.17 2% 19,813.17 43% 0.00 0.00 N/A 0.00 0.00 N/A
T All equity index products 7,579,554.70 2,162,591.74 250% 925,518.39 719% 398,923.93 98,299.62 306% 44,072.30 805% 41,943,516.38 20,166,599.12 108% 164,484.38 78,469.26 110%
- of which Bclear 7,162,919.46 1,770,460.74 305% 564,312.35 1169% 376,995.76 80,475.49 368% 26,872.02 1303% 36,036,245.64 1,838,413.69 N/A 141,318.61 7,153.36 N/A
All individual equity products
T Total Options 667,973.23 747,788.23 -11% 565,320.87 18% 35,156.49 33,990.37 3% 26,920.04 31% 7,369,895.12 4,983,233.43 48% 28,901.55 19,390.01 49%
- of which Bclear 538,083.22 610,085.65 -12% 416,076.67 29% 28,320.17 27,731.17 2% 19,813.17 43% 0.00 0.00 N/A 0.00 0.00 N/A
0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
T Standard American Style 256,517.90 380,316.95 -33% 168,035.10 53% 13,500.94 17,287.13 -22% 8,001.67 69% 3,542,288.91 2,180,834.17 62% 13,946.02 8,485.74 64%
Flex Facility 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2,233,005.10 0.00 8,861.13
Other Bclear 411,455.33 367,471.28 12% 397,285.77 4% 21,655.54 16,703.24 30% 18,918.37 14% 3,827,606.21 569,394.16 N/A 15,010.22 11,620.29 N/A
Equity index products
T Total Options 7,579,554.70 2,162,591.74 250% 925,518.39 719% 398,923.93 98,299.62 306% 44,072.30 805% 41,943,516.38 20,166,599.12 108% 164,484.38 78,469.26 110%
- of which Bclear 7,162,919.46 1,770,460.74 305% 564,312.35 1169% 376,995.76 80,475.49 368% 26,872.02 1303% 36,036,245.64 1,838,413.69 N/A 141,318.61 37,518.65 N/A
FTSE 100 Index FLEX Options 6,568,049.92 612,114.15 973% 279,966.50 2246% 345,686.84 27,823.37 1142% 13,998.32 2369% 21,577,295.11 6,720,374.11 221% 85,285.75 26,668.15 220%
FTSE 100 Index Option (ESX) 1,004,099.78 1,548,888.33 -35% 645,483.70 56% 52,847.36 70,404.02 -25% 32,274.19 64% 19,973,067.92 13,443,744.89 49% 78,944.93 53,348.19 48%
FTSEurofirst 100 Index 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
FTSEurofirst 80 Index 0.00 0.00 68.19 0.00 0.00 3.25 99.10 2,480.12 -96% 0.40 9.65 -96%
Other Bclear 7,405.00 1,589.25 366% 0.00 389.74 72.24 440% 0.00 393,054.25 0.00 N/A 1,541.39 0.00 N/A
** Bclear is Euronext.liffe's cleared service for wholesale equity derivatives. Figures record all published and unpublished trades through this service.
PRESS RELEASE - VOLUME & OI - Euronext.liffe Derivatives Market - December 2006 PARIS
2 3 5 7 8 10 12 13 15 16 18 19
Average Average Average
Month on Year on daily daily Month on daily Year on 2006 Year on Year on Open Open Month on
Volume Volume Month Volume Year volume volume Month volume Year Volume 2005 Volume Year 2006 ADV 2005 ADV Year Interest Interest Month
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change 29-Dec-06 30-Nov-06 % Change
Number of trading days 19 22 21 255 257
R Total Exchange 4,991,617 6,196,673 -19% 5,074,220 -2% 262,717 281,667 -7% 241,630 9% 86,016,916 89,455,440 -4% 337,321 348,076 -3% 23,949,533 25,284,676 -5%
T Total Exchange 4,992,354 6,196,737 -19% 7,275,336 -31% 262,755 281,670 -7% 346,445 -24% 86,029,300 242,974,050 -65% 337,370 945,424 -64% 24,164,343 25,498,821 -5%
R All individual equity products 1,948,687 2,473,805 -21% 2,697,427 -28% 102,562 112,446 -9% 128,449 -20% 45,160,159 58,004,999 -22% 177,099 225,700 -22% 22,597,241 23,654,982 -4%
R All equity index products 2,983,868 3,655,813 -18% 2,338,287 28% 157,046 166,173 -5% 111,347 41% 40,068,217 30,920,400 30% 157,130 120,313 31% 1,249,237 1,517,750 -18%
All medium and long term interest rate products 0 0 0 0 0 0 0 0 0 0 0 0
All commodity products 59,062 67,055 -12% 38,506 53% 3,109 3,048 2% 1,834 70% 788,540 530,041 49% 3,092 2,062 50% 103,055 111,944 -8%
All individual equity products
R Total Options 1,948,687 2,473,805 -21% 2,697,427 -28% 102,562 112,446 -9% 128,449 -20% 45,160,159 58,004,999 -22% 177,099 225,700 -22% 22,597,241 23,654,982 -4%
R Standard American Style 1,413,429 1,900,174 -26% 968,264 46% 74,391 86,372 -14% 46,108 61% 21,048,569 16,014,925 31% 82,543 62,315 32% 2,668,990 4,158,331 -36%
Standard European Style 535,258 573,631 -7% 1,729,163 -69% 28,171 26,074 8% 82,341 -66% 24,111,590 41,990,074 -43% 94,555 163,386 -42% 19,928,251 19,496,651 2%
Equity index products
T Total Futures 2,526,493 3,039,294 -17% 1,950,060 30% 132,973 138,150 -4% 92,860 43% 33,433,206 25,011,372 34% 131,111 97,321 35% 454,552 489,783 -7%
CAC 40 2,499,091 3,039,294 -18% 1,950,060 28% 131,531 138,150 -5% 92,860 42% 33,405,804 25,011,372 34% 131,003 97,321 35% 442,313 489,783 -10%
FTSEurofirst 100 Index 990 0 0 52 0 0 990 0 52 0 133 0
FTSEurofirst 80 Index 26,412 0 0 1,390 0 0 26,412 0 1,390 0 12,106 0
R Total Options 457,375 616,519 -26% 388,227 18% 24,072 28,024 -14% 18,487 30% 6,635,011 5,909,028 12% 26,020 22,992 13% 794,685 1,027,967 -23%
R CAC40 457,375 616,519 -26% 388,227 18% 24,072 28,024 -14% 18,487 30% 6,635,011 5,909,028 12% 26,020 22,992 13% 794,685 1,027,967 -23%
T - 10 E (PXA) 457,293 616,512 -26% 386,832 18% 24,068 28,023 -14% 18,421 31% 6,633,635 2,802,039 137% 26,014 16,580 57% 770,817 1,004,173 -23%
R - 1 E (PXL) 82 7 1054% 1,395 -94% 4 0 1236% 66 -94% 1,376 3,106,989 -100% 5 12,089 -100% 23,868 23,794 0%
T - 1 E (PXL) 819 71 1054% 13,947 -94% 43 3 1236% 664 -94% 13,760 31,069,890 -100% 54 120,895 -100% 238,678 237,939 0%
All medium and long term interest rate products
Total Futures 0 0 0 0 0 0 0 0 0 0 0 0
Euro Notional 0 0 0 0 0 0 0 0 0 0 0 0
All commodity products
Total Futures 55,757 61,325 -9% 37,930 47% 2,935 2,788 5% 1,806 62% 718,481 510,417 41% 2,818 1,986 42% 75,296 76,049 -1%
Corn 4,005 7,673 -48% 5,233 -23% 211 349 -40% 249 -15% 72,044 81,965 -12% 283 319 -11% 4,164 5,292 -21%
Rapeseed 14,748 16,849 -12% 13,411 10% 776 766 1% 639 22% 238,594 211,281 13% 936 822 14% 29,745 28,825 3%
Wheat - Milling 37,004 36,803 1% 19,286 92% 1,948 1,673 16% 918 112% 407,843 217,171 88% 1,599 845 89% 41,387 41,932 -1%
Total Options 3,305 5,730 -42% 576 474% 174 260 -33% 27 534% 70,059 19,624 257% 275 76 260% 27,759 35,895 -23%
Corn 83 65 28% 42 98% 4 3 48% 2 118% 1,818 1,622 12% 7 19 -63% 821 1,160 -29%
Rapeseed 620 1,511 -59% 394 57% 33 69 -52% 19 74% 26,843 8,192 228% 105 32 230% 8,901 8,346 7%
Wheat - Milling 2,602 4,154 -37% 140 1759% 137 189 -27% 7 1954% 41,398 9,810 322% 162 38 325% 18,037 26,389 -32%
T TOTAL FUTURES 2,582,250 3,100,619 -17% 1,987,990 30% 135,908 140,937 -4% 94,666 44% 34,151,687 25,521,789 34% 133,928 99,307 35% 529,848 565,832 -6%
R TOTAL OPTIONS 2,409,367 3,096,054 -22% 3,086,230 -22% 126,809 140,730 -10% 146,963 -14% 51,865,229 63,933,651 -19% 203,393 248,769 -18% 23,419,685 24,718,844 -5%
R TOTAL EXCHANGE 4,991,617 6,196,673 -19% 5,074,220 -2% 262,717 281,667 -7% 241,630 9% 86,016,916 89,455,440 -4% 337,321 348,076 -3% 23,949,533 25,284,676 -5%
* Following the transition to a new contract size for the products below, 2005 figures have been rebased to the corresponding new contract sizes for comparative purposes.
- With effect - 21 Feb 05, BEL 20 Futures changed from 20 euros to 10 euros per index point
- With effect - 20 Jun 05, Paris American Style Individual Equity Options are changing from 10 shares to 100 shares
- With effect - 9 May 05, CAC40 Index Options are changing from 1 euro to 10 euros per index point
* 2006 figures are rebased since the transition to the new contract size is not yet fully completed. Actual volume for this month was 4,992,354
2006
PRESS RELEASE - VALUE OF VOLUME - Euronext.liffe Derivatives Market - DecemberPARIS
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
Value of Value of Value of daily value daily value daily value 2006 Value of 2005 Value of Daily Value Daily Value
Volume Volume Month on Volume Year on of volume of volume Month on of volume Year on Volume Volume Year on of Volume of Volume Year on
Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Month Euro'mln Year Euro'mln Euro'mln Year Euro'mln Euro'mln Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Exchange 168,092.33 206,739.32 -19% 114,949.60 46% 8,846.96 9,397.24 -6% 5,473.79 62% 2,140,333.67 1,395,246.21 53% 8,393.47 5,428.97 55%
R All individual equity products 5,546.89 7,783.45 -29% 5,059.88 10% 291.94 353.79 -17% 240.95 21% 94,664.24 71,875.02 32% 371.23 279.67 33%
R All equity index products 162,037.34 198,380.75 -18% 109,599.53 48% 8,528.28 9,017.31 -5% 5,219.03 63% 2,039,366.20 1,319,387.79 55% 7,997.51 5,133.80 56%
All medium and long term interest rate products 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
All commodity products 508.10 575.13 -12% 290.18 75% 26.74 26.14 2% 13.82 94% 6,303.24 3,983.40 58% 24.72 15.50 59%
All individual equity products
R Total Options 5,546.89 7,783.45 -29% 5,059.88 10% 291.94 353.79 -17% 240.95 21% 94,664.24 71,875.02 32% 371.23 279.67 33%
R Standard American Style 5,332.38 7,481.23 -29% 4,347.71 23% 280.65 340.06 -17% 207.03 36% 84,312.21 57,333.29 47% 330.64 223.09 48%
Standard European Style 214.52 302.22 -29% 712.17 -70% 11.29 13.74 -18% 33.91 -67% 10,352.03 14,541.74 -29% 40.60 56.58 -28%
Equity index products
T Total Futures 137,193.80 165,013.40 -17% 91,388.88 50% 7,220.73 7,500.61 -4% 4,351.85 66% 1,701,271.37 1,067,711.44 59% 6,671.65 4,154.52 61%
CAC 40 135,996.66 165,013.40 -18% 91,388.88 49% 7,157.72 7,500.61 -5% 4,351.85 64% 1,700,074.23 1,067,711.44 59% 6,666.96 4,154.52 60%
FTSEurofirst 100 Index 46.68 0.00 0.00 2.46 0.00 0.00 46.68 0.00 2.46 0.00
FTSEurofirst 80 Index 1,150.46 0.00 0.00 60.55 0.00 0.00 1,150.46 0.00 60.55 0.00
R Total Options 24,843.54 33,367.35 -26% 18,210.65 36% 1,307.55 1,516.70 -14% 867.17 51% 338,094.83 251,676.35 34% 1,325.86 979.29 35%
R CAC40 24,843.54 33,367.35 -26% 18,210.65 36% 1,307.55 1,516.70 -14% 867.17 51% 338,094.83 251,676.35 34% 1,325.86 979.29 35%
T - 10 E (PXA) 24,839.03 33,366.96 -26% 18,145.18 37% 1,307.32 1,516.68 -14% 864.06 51% 338,026.12 125,251.61 170% 1,325.59 741.13 79%
R - 1 E (PXL) 4.51 0.39 1056% 65.47 -93% 0.24 0.02 1239% 3.12 -92% 68.71 126,424.74 -100% 0.27 491.93 -100%
All medium and long term interest rate products
Total Futures 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Euro Notional 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
All commodity products
Total Futures 507.29 573.66 -12% 290.07 75% 26.70 26.08 2% 13.81 93% 6,286.70 3,978.28 58% 24.65 15.48 59%
Corn 31.42 61.19 -49% 33.08 -5% 1.65 2.78 -41% 1.58 5% 510.83 495.34 3% 2.00 1.93 4%
Rapeseed 204.37 231.40 -12% 150.70 36% 10.76 10.52 2% 7.18 50% 3,014.35 2,304.12 31% 11.82 8.97 32%
Wheat - Milling 271.50 281.08 -3% 106.30 155% 14.29 12.78 12% 5.06 182% 2,761.52 1,178.81 134% 10.83 4.59 136%
Total Options 0.81 1.47 -45% 0.11 618% 0.04 0.07 -36% 0.01 693% 16.54 5.12 223% 0.06 0.02 226%
Corn 0.02 0.02 -2% 0.01 76% 0.00 0.00 14% 0.00 95% 0.39 0.42 -9% 0.00 0.01 -70%
Rapeseed 0.25 0.60 -59% 0.09 179% 0.01 0.03 -52% 0.00 208% 7.98 2.79 186% 0.03 0.01 188%
Wheat - Milling 0.54 0.85 -36% 0.01 3999% 0.03 0.04 -26% 0.00 4431% 8.18 1.90 330% 0.03 0.01 333%
T TOTAL FUTURES 137,701.09 165,587.06 -17% 91,678.95 50% 7,247.43 7,526.68 -4% 4,365.66 66% 1,707,558.07 1,071,689.72 59% 6,696.31 4,170.00 61%
R TOTAL OPTIONS 30,391.24 41,152.27 -26% 23,270.65 31% 1,599.54 1,870.56 -14% 1,108.13 44% 432,775.60 323,556.49 34% 1,697.16 1,258.97 35%
R TOTAL EXCHANGE 168,092.33 206,739.32 -19% 114,949.60 46% 8,846.96 9,397.24 -6% 5,473.79 62% 2,140,333.67 1,395,246.21 53% 8,393.47 5,428.97 55%
PRESS RELEASE - PREMIUM - Euronext.liffe Derivatives Market - December 2006 PARIS
2 3 5 7 8 10 12 13 15 16
Approx. Approx. Approx. 2006 2005
Average Average Average Average Average
daily daily daily 2006 2005 Daily Daily
Premium Premium Premium premium premium premium Premium Premium Premium Premium
Value of Value of Value of value of value of value of Value of Value of Value of Value of
Volume Volume Month on Volume Year on volume volume Month on volume Year on Volume Volume Year on Volume Volume Year on
Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Month Euro'000 Year Euro'000 Euro'000 Year Euro'000 Euro'000 Year
Dec-06 Nov-06 % Change Dec-05 % Change Dec-06 Nov-06 % Change Dec-05 % Change % Change % Change
Number of trading days 19 22 21 255 257
R Total Exchange 391,796.31 720,868.61 -46% 314,940.11 24% 20,620.86 32,766.75 -37% 14,997.15 37% 7,964,596.23 5,695,308.47 40% 31,233.71 22,160.73 41%
T Total Exchange 391,796.31 720,868.61 -46% 314,940.11 24% 20,620.86 32,766.75 -37% 14,997.15 37% 7,964,596.23 5,695,308.47 40% 31,233.71 22,160.73 41%
R All individual equity products 169,917.81 240,705.47 -29% 159,928.97 6% 8,943.04 10,941.16 -18% 7,615.67 17% 3,319,133.73 2,528,773.70 31% 13,016.21 9,839.59 32%
T All individual equity products 169,917.81 240,705.47 -29% 159,928.97 6% 8,943.04 10,941.16 -18% 7,615.67 17% 3,319,133.73 2,528,773.70 31% 13,016.21 9,839.59 32%
R All equity index products 221,066.75 478,716.55 -54% 154,906.87 43% 11,635.09 21,759.84 -47% 7,376.52 58% 4,629,160.99 3,161,518.79 46% 18,153.57 12,301.63 48%
T All equity index products 221,066.75 478,716.55 -54% 154,906.87 43% 11,635.09 21,759.84 -47% 7,376.52 58% 4,629,160.99 3,161,518.79 46% 18,153.57 12,301.63 48%
All medium and long term interest rate products 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
All commodity products 811.76 1,446.59 -44% 104.26 679% 42.72 65.75 -35% 4.96 761% 16,301.51 5,015.99 225% 63.93 19.52 228%
All individual equity products
R Total Options 169,917.81 240,705.47 -29% 159,928.97 6% 8,943.04 10,941.16 -18% 7,615.67 17% 3,319,133.73 2,528,773.70 31% 13,016.21 9,839.59 32%
T Total Options 169,917.81 240,705.47 -29% 159,928.97 6% 8,943.04 10,941.16 -18% 7,615.67 17% 3,319,133.73 2,528,773.70 31% 13,016.21 9,839.59 32%
R Standard American Style 155,354.65 222,291.35 -30% 113,067.62 37% 8,176.56 10,104.15 -19% 5,384.17 52% 2,622,433.10 1,515,048.33 73% 10,284.05 5,895.13 74%
T Standard American Style 155,354.65 222,291.35 -30% 113,067.62 37% 8,176.56 10,104.15 -19% 5,384.17 52% 2,622,433.10 1,515,048.33 73% 10,284.05 5,895.13 74%
Standard European Style 14,563.15 18,414.12 -21% 46,861.36 -69% 766.48 837.01 -8% 2,231.49 -66% 696,700.62 1,013,725.37 -31% 2,732.16 3,944.46 -31%
Equity index products
R Total Options 221,066.75 478,716.55 -54% 154,906.87 43% 11,635.09 21,759.84 -47% 7,376.52 58% 4,629,160.99 3,161,518.79 46% 18,153.57 12,301.63 48%
T Total Options 221,066.75 478,716.55 -54% 154,906.87 43% 11,635.09 21,759.84 -47% 7,376.52 58% 4,629,160.99 3,161,518.79 46% 18,153.57 12,301.63 48%
R CAC40 221,066.75 478,716.55 -54% 154,906.87 43% 11,635.09 21,759.84 -47% 7,376.52 58% 4,629,160.99 3,161,518.79 46% 18,153.57 12,301.63 48%
T - 10 E (PXA) 221,043.38 478,713.09 -54% 153,776.48 44% 11,633.86 21,759.69 -47% 7,322.69 59% 4,628,323.30 1,880,543.54 146% 18,150.29 11,127.48 63%
R - 1 E (PXL) 23.37 3.45 577% 1,130.40 -98% 1.23 0.16 684% 53.83 -98% 837.69 1,280,975.25 -100% 3.29 4,984.34 -100%
T - 1 E (PXL) 23.37 3.45 577% 1,130.40 -98% 1.23 0.16 684% 53.83 -98% 837.69 1,280,975.25 -100% 3.29 4,984.34 -100%
All commodity products
Total Options 811.76 1,446.59 -44% 104.26 679% 42.72 65.75 -35% 4.96 761% 16,301.51 5,015.99 225% 63.93 19.52 228%
Corn 17.20 18.73 -8% 10.55 63% 0.91 0.85 6% 0.50 80% 369.04 419.82 -12% 1.45 5.00 -71%
Rapeseed Oil 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Rapeseed 244.41 591.14 -59% 81.94 198% 12.86 26.87 -52% 3.90 230% 7,873.84 2,676.28 194% 30.88 10.41 197%
Wheat - Milling 550.15 836.73 -34% 11.77 4574% 28.96 38.03 -24% 0.56 5066% 8,058.64 1,919.90 320% 31.60 7.47 323%
EURONEXT.LIFFE - VALUE OF CONTRACTS TRADED in Euro millions
Euro 'mlns Euro 'mlns
2005 2006
Jan 1,160,216.59 1,244,453.98
Feb 1,181,230.66 1,352,900.92
Mar 1,232,308.85 1,449,856.83
Apr 1,137,441.96 1,695,811.27
May 1,137,218.85 1,528,604.04
Jun 1,549,954.67 1,516,265.67
Jul 1,020,838.68 1,300,092.45
Aug 878,694.13 1,410,074.73
Sep 1,185,148.26 1,668,296.07
Oct 1,457,566.50 1,276,674.85
Nov 1,456,554.45 1,476,257.97
Dec 948,047.37 1,294,317.54
Euronext.liffe Average Monthly Value of Volume 2005 2006
1,800,000
1,600,000
1,400,000
Value in Euro millions
1,200,000
1,000,000
800,000
600,000
400,000
200,000
0
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Corporate Statistics - London
