As part of my algo collection I also scan derivatives trades, in order to find unusual patterns and early indicators. This is the list of single trades by size from 04.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage.

Banks dominating Warrant Trading in Switzerland

Largest Warrant Trades – 04.12.2020

ISIN	Symbol	Underlying	Price	Volume	Turnover	Issuer	Type
CH0447368751	ROGAWZ	Roche AG	0.84	180’000	151’200	Zürcher Kantonalbank	Large Cap
CH0567388084	WSPBDV	S&P 500 Index	2.08	60’000	124’800	Bank Vontobel	Index
CH0447368751	ROGAWZ	Roche AG	0.84	135’000	113’400	Zürcher Kantonalbank	Large Cap
CH0567365934	WDAHRV	DAX Index	2.17	50’000	108’500	Bank Vontobel	Index
CH0553391779	WSOACV	Sonova Hldg. AG	0.33	300’000	99’000	Bank Vontobel	others
CH0567358178	WPLAQV	Platinum	0.44	200’000	88’000	Bank Vontobel	others
CH0556411269	LOGGJB	Logitech International SA	0.87	100’000	87’000	Bank Julius Bär	others
CH0534144818	BSLMJB	Basilea Pharmaceutica AG	0.51	150’000	76’500	Bank Julius Bär	others
CH0534144818	BSLMJB	Basilea Pharmaceutica AG	0.5	150’000	75’000	Bank Julius Bär	others
CH0506987194	SLHAMZ	Swiss Life Hldg. N	0.74	100’000	74’000	Zürcher Kantonalbank	Large Cap
CH0553706364	LHWNYU	LafargeHolcim Ltd.	0.74	100’000	74’000	UBS	Large Cap
CH0553706364	LHWNYU	LafargeHolcim Ltd.	0.74	100’000	74’000	UBS	Large Cap
CH0506987194	SLHAMZ	Swiss Life Hldg. N	0.72	100’000	72’000	Zürcher Kantonalbank	Large Cap
CH0506987194	SLHAMZ	Swiss Life Hldg. N	0.72	100’000	72’000	Zürcher Kantonalbank	Large Cap
CH0506992970	SMIBXZ	SMI	0.84	70’000	58’800	Zürcher Kantonalbank	Index
CH0506987160	SLHAFZ	Swiss Life Hldg. N	0.38	150’000	57’000	Zürcher Kantonalbank	Large Cap
CH0556420906	SLHSJB	Swiss Life Hldg. N	2.22	25’000	55’500	Bank Julius Bär	Large Cap
CH0506987160	SLHAFZ	Swiss Life Hldg. N	0.37	150’000	55’500	Zürcher Kantonalbank	Large Cap
CH0420769603	CSGWPU	Credit Suisse Group AG	0.11	500’000	55’000	UBS	Large Cap
CH0506987160	SLHAFZ	Swiss Life Hldg. N	0.36	150’000	54’000	Zürcher Kantonalbank	Large Cap
CH0506989216	CSGAOZ	Credit Suisse Group AG	0.14	375’000	52’500	Zürcher Kantonalbank	Large Cap
CH0506989216	CSGAOZ	Credit Suisse Group AG	0.14	375’000	52’500	Zürcher Kantonalbank	Large Cap
CH0506987160	SLHAFZ	Swiss Life Hldg. N	0.35	150’000	52’500	Zürcher Kantonalbank	Large Cap
CH0420769652	WCCSGU	Credit Suisse Group AG	0.26	200’000	52’000	UBS	Large Cap
CH0510106294	UOROGU	Roche AG	0.12	400’000	48’000	UBS	Large Cap
CH0419026577	WYROGU	Roche AG	0.84	54’500	45’780	UBS	Large Cap
CH0499815774	WSMB5V	SMI	0.3	150’000	45’000	Bank Vontobel	Index
CH0506997730	LONAPZ	Lonza Group N	2.13	20’000	42’600	Zürcher Kantonalbank	Large Cap
CH0532884126	VIFGJB	Vifor Pharma AG	0.17	250’000	42’500	Bank Julius Bär	others
CH0499815774	WSMB5V	SMI	0.28	150’000	42’000	Bank Vontobel	Index
CH0545013689	WPLABV	Platinum	0.6	70’000	42’000	Bank Vontobel	others
CH0547549060	SLHUJB	Swiss Life Hldg. N	0.45	90’000	40’500	Bank Julius Bär	Large Cap

Market Share and Turnover Total Value

Transactions over CHF 10k

54.42%	2’726’500	Large Cap
13.27%	664’772	Index
32.31%	1’619’011	Others
100.00%	5’010’283
25.87%	1’296’320	Zürcher Kantonalbank
21.53%	1’078’667	Bank Julius Bär
26.47%	1’326’196	Bank Vontobel
26.13%	1’309’100	UBS
	5’010’283

Questions or feedback?

Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.