Statistics on Banks’ Derivatives Trading Activity (September 2026)

Turnover of derivatives contracts, in notional terms, traded by banks in September 2026 totaled NT$24,270.4 billion (Table 1, Figure 1), led by foreign exchange contracts (NT$19,766.6 billion), followed by interest rate contracts (NT$4,263.8 billion), equity-linked contracts (NT$218.8 billion), commodity contracts (NT$18.5 billion), and credit contracts (NT$2.7 billion). Total turnover increased by 13.67% from the previous month, primarily reflecting growth in interest rate swap turnover (Table 2). The analysis is provided as follows:

• By Risk Category

Foreign exchange contracts comprised the largest share at 81.44%, followed by interest rate contracts at 17.57%. The share of equity-linked contracts was a modest 0.90%, while those of commodity and credit contracts were 0.08% and 0.01%, respectively (Table 1).

• By Trading Currency

Contracts involving the NTD accounted for 44.37% of the total, while those between foreign currencies made up the remaining 55.63%. Turnover of contracts involving the NTD increased by 25.76% from the previous month, while that of contracts between foreign currencies rose by 5.58% (Table 1).

• By Bank Type

Domestic banks accounted for 70.24% of the total, while local branches of foreign and Mainland Chinese banks represented 29.76%. Ranked by turnover, the top five banks, in descending order, were CTBC Bank, Cathay United Bank, Bank SinoPac, Taishin International Bank, and BNP Paribas, which collectively represented 36.24% of the total.

• Changes in Turnover

Compared with the previous month, turnover of foreign exchange contracts increased by NT$752.7 billion, or 3.96%, and that of interest rate contracts rose by NT$2,154.1 billion, or 102.10%. Over the same period, turnover of equity-linked contracts increased by NT$19.2 billion, or 9.63%, while that of commodity contracts declined by NT$7.9 billion and that of credit contracts grew by NT$1.5 billion (Table 2).