Statistics on Banks’ Derivatives Trading Activity (August 2026)

Turnover of derivatives contracts, in notional terms, traded by banks in August 2026 totaled NT$21,350.7 billion (Table 1, Figure 1), led by foreign exchange contracts (NT$19,013.9 billion), followed by interest rate contracts (NT$2,109.7 billion), equity-linked contracts (NT$199.6 billion), commodity contracts (NT$26.4 billion), and credit contracts (NT$1.1 billion). Total turnover decreased by 11.65% from the previous month, primarily reflecting a decline in FX swap turnover (Table 2). The analysis is provided as follows:

●By Risk Category

Foreign exchange contracts comprised the largest share at 89.06%, followed by interest rate contracts at 9.88%. The share of equity-linked contracts was a modest 0.93%, while those of commodity and credit contracts were 0.12% and 0.01%, respectively (Table 1).

●By Trading Currency

Contracts involving the NTD accounted for 40.10% of the total, while those between foreign currencies made up the remaining 59.90%. Turnover of contracts involving the NTD decreased by 15.02% from the previous month, while that of contracts between foreign currencies declined by 9.24% (Table 1).

●By Bank Type

Domestic banks accounted for 74.12% of the total, while local branches of foreign and Mainland Chinese banks represented 25.88%. Ranked by turnover, the top five banks, in descending order, were CTBC Bank, Bank SinoPac, Cathay United Bank, Taishin International Bank, and E. SUN Bank, which collectively represented 39.04% of the total.

●Changes in Turnover

Compared with the previous month, turnover of foreign exchange contracts dropped by NT$2,029.1 billion, or 9.64%, and that of interest rate contracts fell by NT$724.4 billion, or 25.56%. Over the same period, turnover of equity-linked contracts decreased by NT$58.8 billion, or 22.75%, while that of commodity contracts increased by NT$2.4 billion and that of credit contracts declined by NT$5.1 billion (Table 2).