Yeah, lots of studies done over the years on CME volumes, bottom line if you are a hedger and need to do so there is where you gotta go. the big advantage on the exchange is that vol is per contract so shifts in vol are of analytic value as in this case.
Have a look at the swap dealer names, they have to register now under Dodd Frank (thks to the latest set of politicians).
Every swap deal by them is listed on the hedger (old term, now Commercials) side - so figure who won and who lost on Thur, also figure who set themselves up to win in the 4 weeks before Thurs.
You are right about believing bankers, the SNB said no policy change in the foreseeable future while they were setting this thing up - it's a case of do not do what bankers say, rather do it is what they do