The Central Bank of Taiwan published data showing that banks’ outstanding derivatives notional reached TWD 109,492.5 billion at the end of September 2026, up TWD 3,120.1 billion, or 2.93%, from the end of June 2026. Growth was driven primarily by a TWD 3,453 billion increase in swap contracts traded over the counter (OTC). OTC contracts represented 99.86% of the total, with swaps and forwards dominating that market. Interest rate contracts accounted for 58.01% of outstanding notional and foreign exchange contracts for 41.82%. Contracts held for trading purposes represented 99.26% of the total. Domestic banks accounted for 63.24% of outstanding notional, while local branches of foreign and Mainland Chinese banks held 36.76%. The five largest banks by outstanding balance collectively represented 49.47% of the market.
Central Bank of Taiwan reports 2.93% rise in banks’ outstanding derivatives notional to TWD 109,492.5 billion
The Central Bank of Taiwan reported that banks’ outstanding derivatives notional rose 2.93% from the end of June 2026 to TWD 109,492.5 billion at the end of September 2026. A TWD 3,453 billion increase in swap contracts traded over the counter was the main driver. Interest rate and foreign exchange contracts accounted for 58.01% and 41.82% of outstanding notional, respectively.