Can't find the openssl.cnf file on my mac

On my Yosemite El Capitan system:

$ locate openssl.cnf
/System/Library/OpenSSL/openssl.cnf

On Sierra High Sierra Mojave, I have two copies of openssl.cnf with different contents:

$ locate openssl.cnf
/System/Library/OpenSSL/openssl.cnf
/private/etc/ssl/openssl.cnf

I think /System/Library/OpenSSL/openssl.cnf is still the "official" reference. The second one was installed for some particular piece of software.

On Catalina, I have three copies:

% locate openssl.cnf
/System/Library/OpenSSL/openssl.cnf
/System/Library/Templates/Data/private/etc/ssl/openssl.cnf
/private/etc/ssl/openssl.cnf

Again, I believe /System/Library/OpenSSL/openssl.cnf is the "official" copy of the file. /private/etc/ssl/openssl.cnf is a private copy of the file for some software on the system which needs its own copy. /System/Library/Templates/Data/private/etc/ssl/openssl.cnf is a "template" which the system can use to detect changes to /private/etc/ssl/openssl.cnf.

If you installed OpenSSL via Homebrew, it is at /usr/local/etc/openssl/openssl.cnf