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Appendix 5 – The Commission and the Industry We Regulate (continued)
Estimated Annual Swap Event Volume
Events1 include new trades, innovations and terminations, but exclude intro-company trades and tear-ups. Products include: interest rate derivatives, credit derivatives, equity derivatives, currency options and commodity derivatives.2
| 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|
| Estimated Annual Swap Event Volume (Millions) |
1,975 | 2,082 | 3,001 | 3,876 | 6,872 | 11,385 | 10,150 | 10,298 | 15,119 |
1 Swap event volume data for FY 2011 will be available in April 2012. (back to text)
2 Reported participant monthly average multiplied by 12 months per year, multiplied by the number of participants in the relevant survey year, and divided by two to account for potential double counting for swap transactions between survey participants. (back to text)