Statistics on Banks’ Outstanding Notional Amount of Derivatives (End of September 2026)

As of the end of September 2026, the outstanding notional amount of derivatives traded by banks totaled NT$109,492.5billion (Table 1, Figure 1), representing an increase of NT$3,120.1 billion, or 2.93%, compared to the end of June 2026. This growth was primarily attributable to an increase of NT$3,453 billion in OTC swap contracts (Table 2). The analysis of product composition is as follows:

• By Market Type

OTC contracts accounted for 99.86% of the total, while exchange-traded contracts accounted for 0.14%. Within the OTC market, swap contracts were the most prevalent at 56.93%, followed by forward contracts at 37.43%. Sold options and bought options accounted for 2.82% and 2.68%, respectively (Table 1).

• By Risk Category

Interest rate contracts comprised the largest share at 58.01%, followed by foreign exchange contracts at 41.82%. 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 63.24% of the total, while local branches of foreign and Mainland Chinese banks accounted for 36.76%. 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 49.47% of the market total.