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 10.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The three stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.

Market Overview Warrants Switzerland

Underlying	Julius Bär	Vontobel	UBS	ZKB	Total
Total	3’683’985	2’975’673	2’818’620	1’417’900	10’896’177
Swiss Life Hldg. N	1’546’000	229’200		151’000	1’926’200
Roche AG		120’000	1’150’800	359’000	1’629’800
UBS Group AG		185’000	610’500		795’500
Logitech International SA	645’600	103’600		26’100	775’300
Novartis AG		74’000	125’720	441’950	641’670
SMI	17’200	388’900	30’000	126’300	562’400
Zurich Insurance Group AG	123’400		314’000		437’400
DAX Index		388’470		23’000	411’470
U-BLOX AG	313’000				313’000
Nasdaq 100 Index		208’580	42’850		251’430
Tesla Inc.	94’855	145’800			240’655
Swiss RE AG		113’604	117’600		231’204
AMS AG	12’000	38’750	10’750	160’600	222’100
Amazon.com Inc.	17’500	196’170			213’670
Zur Rose Group AG	210’340				210’340
S&P 500 Index		178’721			178’721
Credit Suisse Group AG	64’000	101’700			165’700
Apple Inc.	31’000	132’788			163’788
Vifor Pharma AG		105’000			105’000
Nestlé S.A.		10’500	88’000		98’500
SAP SE	91’950				91’950
DKSH Hldg. AG	88’380				88’380
Clariant AG				85’000	85’000
Lonza Group N		20’800	43’600	20’150	84’550
OC Oerlikon N	74’000				74’000
Idorsia AG		35’800	36’500		72’300
AXA S.A.	68’000				68’000
BKW AG	65’250				65’250
Devisen USD/CHF		64’500			64’500
Adecco Group AG			60’000		60’000
SGS S.A. Ltd.			52’200		52’200
EFG International AG	51’250				51’250
Nikkei 225 Index		49’750			49’750
Sika AG			47’100		47’100
Dow Jones Industrial Average Index		44’800			44’800
Dufry AG	29’700			14’000	43’700
Straumann Hldg. AG			30’800		30’800
Sonova Hldg. AG			27’800		27’800
Platinum		25’800			25’800
Swatch Group I	10’660	13’440			24’100
Temenos AG	24’000				24’000
Bossard Hldg. AG I	22’500				22’500
Teva Pharmaceutical Industries Ltd.	21’000				21’000
LafargeHolcim Ltd.			18’900		18’900
Coca-Cola Co.	15’400				15’400
Helvetia Hldg. AG	13’000				13’000
Anheuser-Busch InBev N.V.	12’000				12’000
Partners Group Hldg. AG			11’500		11’500
Tecan Group AG	11’000				11’000
Volkswagen AG (Vz)	11’000				11’000
Devisen GBP/CHF				10’800	10’800

Market Share and Turnover Total Value

Small & Mid Cap + Foreign Shares Warrant Trades CHF >30’000.-

Symbol	Underlying	Price	Volume	Turnover	Issuer
LOPQJB	Logitech International SA	0.72	300’000	216’000	Bank Julius Bär
WAACIV	Apple Inc.	2.68	40’000	107’200	Bank Vontobel
LOPQJB	Logitech International SA	0.71	150’000	106’500	Bank Julius Bär
LOPQJB	Logitech International SA	0.7	150’000	105’000	Bank Julius Bär
SAZCJB	SAP SE	0.41	195’000	79’950	Bank Julius Bär
OEREJB	OC Oerlikon N	0.37	200’000	74’000	Bank Julius Bär
DKSIJB	DKSH Hldg. AG	0.491	150’000	73’650	Bank Julius Bär
AXANJB	AXA S.A.	0.68	100’000	68’000	Bank Julius Bär
BKWOJB	BKW AG	0.87	75’000	65’250	Bank Julius Bär
WUSA4V	Devisen USD/CHF	0.215	300’000	64’500	Bank Vontobel
UBXHJB	U-BLOX AG	0.77	75’000	57’750	Bank Julius Bär
LOGGJB	Logitech International SA	1.07	50’000	53’500	Bank Julius Bär
UBXHJB	U-BLOX AG	0.71	75’000	53’250	Bank Julius Bär
LOGGJB	Logitech International SA	1.06	50’000	53’000	Bank Julius Bär
CLNBCZ	Clariant AG	0.34	150’000	51’000	Zürcher Kantonalbank
ROXAJB	Zur Rose Group AG	0.51	100’000	51’000	Bank Julius Bär
LOGGJB	Logitech International SA	1.01	50’000	50’500	Bank Julius Bär
LOGGJB	Logitech International SA	0.97	50’000	48’500	Bank Julius Bär
WTSFAV	Tesla Inc.	0.47	100’000	47’000	Bank Vontobel
UBXVJB	U-BLOX AG	0.46	100’000	46’000	Bank Julius Bär
UBXVJB	U-BLOX AG	0.46	100’000	46’000	Bank Julius Bär
UBXVJB	U-BLOX AG	0.43	100’000	43’000	Bank Julius Bär
UBXVJB	U-BLOX AG	0.42	100’000	42’000	Bank Julius Bär
AMSDGZ	AMS AG	0.41	100’000	41’000	Zürcher Kantonalbank
WAMCRV	Amazon.com Inc.	0.8	50’000	40’000	Bank Vontobel
WAMCRV	Amazon.com Inc.	0.8	50’000	40’000	Bank Vontobel
WAMCRV	Amazon.com Inc.	0.8	50’000	40’000	Bank Vontobel
WAMCRV	Amazon.com Inc.	0.8	50’000	40’000	Bank Vontobel
AMSDGZ	AMS AG	0.39	100’000	39’000	Zürcher Kantonalbank
WLOBEV	Logitech International SA	1.94	20’000	38’800	Bank Vontobel
ROXOJB	Zur Rose Group AG	0.44	80’000	35’200	Bank Julius Bär
CLNBCZ	Clariant AG	0.34	100’000	34’000	Zürcher Kantonalbank
WLOCDV	Logitech International SA	0.55	60’000	33’000	Bank Vontobel
WLOCDV	Logitech International SA	0.53	60’000	31’800	Bank Vontobel
AAPNJB	Apple Inc.	0.31	100’000	31’000	Bank Julius Bär
STM0BU	Straumann Hldg. AG	0.77	40’000	30’800	UBS

Large Cap Warrant Trades CHF >30’000.-

Symbol	Underlying	Price	Volume	Turnover	Issuer
SLZFJB	Swiss Life Hldg. N	1.26	200’000	252’000	Bank Julius Bär
SLZFJB	Swiss Life Hldg. N	1.26	200’000	252’000	Bank Julius Bär
SLZFJB	Swiss Life Hldg. N	1.26	200’000	252’000	Bank Julius Bär
SLZIJB	Swiss Life Hldg. N	1.59	150’000	238’500	Bank Julius Bär
SLZIJB	Swiss Life Hldg. N	1.59	150’000	238’500	Bank Julius Bär
UBWSAU	UBS Group AG	1.09	200’000	218’000	UBS
SLZFJB	Swiss Life Hldg. N	1.26	150’000	189’000	Bank Julius Bär
UBWSXU	UBS Group AG	0.88	200’000	176’000	UBS
NOVCCZ	Novartis AG	0.34	400’000	136’000	Zürcher Kantonalbank
NOVCCZ	Novartis AG	0.32	400’000	128’000	Zürcher Kantonalbank
ZURWJB	Zurich Insurance Group AG	0.28	400’000	112’000	Bank Julius Bär
WUBS1U	UBS Group AG	0.53	200’000	106’000	UBS
URROGU	Roche AG	0.5	200’000	100’000	UBS
RGOGEU	Roche AG	0.32	300’000	96’000	UBS
ROGBBZ	Roche AG	0.22	425’000	93’500	Zürcher Kantonalbank
WTROGU	Roche AG	0.92	100’000	92’000	UBS
UTNMMU	Zurich Insurance Group AG	0.89	100’000	89’000	UBS
UTNMMU	Zurich Insurance Group AG	0.89	100’000	89’000	UBS
WUBBHV	UBS Group AG	0.22	400’000	88’000	Bank Vontobel
UTNMMU	Zurich Insurance Group AG	0.87	100’000	87’000	UBS
SRWETU	Swiss RE AG	0.87	100’000	87’000	UBS
WROBHV	Roche AG	0.285	300’000	85’500	Bank Vontobel
WUBBHV	UBS Group AG	0.205	400’000	82’000	Bank Vontobel
ROWGWU	Roche AG	0.27	300’000	81’000	UBS
SLZFJB	Swiss Life Hldg. N	1.36	50’000	68’000	Bank Julius Bär
WSLAJV	Swiss Life Hldg. N	0.5	130’000	65’000	Bank Vontobel
WSLBFV	Swiss Life Hldg. N	0.34	190’000	64’600	Bank Vontobel
WSLBFV	Swiss Life Hldg. N	0.34	190’000	64’600	Bank Vontobel
NOVCCZ	Novartis AG	0.33	175’000	57’750	Zürcher Kantonalbank
RO0GWU	Roche AG	0.19	300’000	57’000	UBS
SLHAMZ	Swiss Life Hldg. N	0.57	100’000	57’000	Zürcher Kantonalbank
SLHUJB	Swiss Life Hldg. N	0.4	140’000	56’000	Bank Julius Bär
ROGCGZ	Roche AG	0.18	300’000	54’000	Zürcher Kantonalbank
ROWGWU	Roche AG	0.27	200’000	54’000	UBS
NEGUAU	Nestlé S.A.	0.18	300’000	54’000	UBS
WSRAQV	Swiss RE AG	0.35	150’000	52’500	Bank Vontobel
WCSF5V	Credit Suisse Group AG	0.195	260’000	50’700	Bank Vontobel
WNOC3V	Novartis AG	0.125	400’000	50’000	Bank Vontobel
SLHAFZ	Swiss Life Hldg. N	0.24	200’000	48’000	Zürcher Kantonalbank
WTROGU	Roche AG	0.94	50’000	47’000	UBS
SLHAFZ	Swiss Life Hldg. N	0.23	200’000	46’000	Zürcher Kantonalbank
WTROGU	Roche AG	0.92	50’000	46’000	UBS
ROGASZ	Roche AG	0.1	450’000	45’000	Zürcher Kantonalbank
ROGAWU	Roche AG	0.15	300’000	45’000	UBS
ROGAWU	Roche AG	0.15	300’000	45’000	UBS
ROGBBZ	Roche AG	0.22	200’000	44’000	Zürcher Kantonalbank
LONWXU	Lonza Group N	2.18	20’000	43’600	UBS
NOVDUZ	Novartis AG	0.16	270’000	43’200	Zürcher Kantonalbank
CSGAJB	Credit Suisse Group AG	0.16	250’000	40’000	Bank Julius Bär
ROGBBZ	Roche AG	0.2	200’000	40’000	Zürcher Kantonalbank
ROVGWU	Roche AG	0.13	300’000	39’000	UBS
ROVGWU	Roche AG	0.13	300’000	39’000	UBS
NOTV7U	Novartis AG	0.65	60’000	39’000	UBS
ROVGWU	Roche AG	0.13	300’000	39’000	UBS
ROVGWU	Roche AG	0.13	300’000	39’000	UBS
WYZURU	Zurich Insurance Group AG	0.18	200’000	36’000	UBS
WSRAQV	Swiss RE AG	0.35	100’000	35’000	Bank Vontobel
WSLAJV	Swiss Life Hldg. N	0.5	70’000	35’000	Bank Vontobel
WROAFV	Roche AG	0.115	300’000	34’500	Bank Vontobel
NOVCCZ	Novartis AG	0.34	100’000	34’000	Zürcher Kantonalbank
NEGUAU	Nestlé S.A.	0.17	200’000	34’000	UBS