Statistics on Banks’ Derivatives Trading Activity (April 2026)

Turnover of derivatives contracts, in notional terms, traded by banks in April 2026 totaled NT$22,373.8 billion (Table 1, Figure 1), led by foreign exchange contracts (NT$18,708.6 billion), followed by interest rate contracts (NT$3,449.1 billion), equity-linked contracts (NT$192.5 billion), commodity contracts (NT$20.3 billion), and credit contracts (NT$3.3 billion). Total turnover decreased by 18.88% from the previous month, primarily reflecting a decline in interest rate swap turnover (Table 2). The analysis is provided as follows:  

• By Risk Category

Foreign exchange contracts comprised the largest share at 83.62%, followed by interest rate contracts at 15.42%. The share of equity-linked contracts was a modest 0.86%, while those of commodity and credit contracts were 0.09% and 0.01%, respectively (Table 1).

• By Trading Currency

Contracts involving the NTD accounted for 45.88% of the total, with a decrease of 20.89% month on month. Contracts between foreign currencies made up the remaining 54.12%, representing a month-on-month decline of 17.10% (Table 1).

• By Bank Type

Domestic banks accounted for 73.00% of the total, while local branches of foreign and Mainland Chinese banks represented 27.00%. Ranked by turnover, the top five banks, in descending order, were CTBC Bank, Cathay United Bank, Bank SinoPac, Standard Chartered Bank, and Taishin International Bank, which collectively represented 38.87% of the total.

• Changes in Turnover

Compared with the previous month, turnover of foreign exchange contracts dropped by NT$1,473.0 billion, or 7.30%, and that of interest rate contracts fell by NT$3,644.3 billion, or 51.38%. Over the same period, turnover of equity-linked contracts decreased by NT$91.4 billion, or 32.20%, while those of commodity and credit contracts grew by NT$0.2 billion and NT$1.0 billion, respectively (Table 2).