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: 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). 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). Domestic banks accounted for 74.12% of the total, while local branches of foreign and Mainland Chinese banks ...