Statistics on Banks’Outstanding Notional Amounts of Derivatives (End of March 2026)

As of the end of March 2026, the outstanding notional amounts of derivatives traded by banks totaled NT$99,473.3 billion (Table 1, Figure 1), representing an increase of NT$4,690.4 billion, or 4.95%, compared to the end of December 2025. This growth was primarily attributable to an increase of NT$3,002.7 billion in OTC swap contracts (Table 2). The analysis of product composition is as follows:

● By Market Type

OTC contracts accounted for 99.80% of the total, while exchange-traded contracts accounted for 0.20%. Within the OTC market, swap contracts were the most prevalent at 54.10%, followed by forward contracts at 40.32%. Sold options and bought options accounted for 2.81% and 2.57%, respectively (Table 1).

● By Risk Category

Interest rate contracts comprised the largest share at 55.18%, followed by foreign exchange contracts at 44.65%. Equity-linked contracts represented only 0.12%, while credit and commodity contracts contributed minimal shares of 0.04% and 0.01%, respectively.

● By Transaction Purpose

Contracts held for trading purposes accounted for 99.23%, while those held for non-trading purposes represented 0.77% (Table 1).

● By Bank Type

Domestic banks accounted for 64.47% of the total, while local branches of foreign and Mainland Chinese banks accounted for 35.53%. The top five banks by outstanding balance were Standard Chartered Bank, BNP Paribas, CTBC Bank, Cathay United Bank, and Taipei Fubon Bank, which collectively represented 50.33% of the market total.