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

As of the end of June 2026, the outstanding notional amounts of derivatives traded by banks totaled NT$106,372.4 billion (Table 1, Figure 1), representing an increase of NT$6,899.1 billion, or 6.94%, compared to the end of March 2026. This growth was primarily attributable to an increase of NT$5,065.4 billion in OTC swap contracts and of NT$1,263.7 billion in OTC forward 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 55.35%, followed by forward contracts at 38.90%. Sold options and bought options accounted for 2.89% and 2.66%, respectively (Table 1).

• By Risk Category

Interest rate contracts comprised the largest share at 56.43%, followed by foreign exchange contracts at 43.40%. 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 99.26%, while those held for non-trading purposes represented 0.74% (Table 1).

• By Bank Type

Domestic banks accounted for 63.94% of the total, while local branches of foreign and Mainland Chinese banks accounted for 36.06%. The top five banks by outstanding balance were Standard Chartered Bank, BNP Paribas, CTBC Bank, Taipei Fubon Bank and Cathay United Bank, which collectively represented 50.18% of the market total.