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 11.12.2020. 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	3’315’295	1’759’400	1’754’900	1’119’050	7’948’644
Swiss Life Hldg. N	1’561’600	155’150	11’500	175’500	1’903’750
Roche AG		138’000	730’600	125’400	994’000
SMI		308’993	12’000	343’900	664’893
VAT Group	436’100				436’100
Novartis AG	82’000	50’000	85’700	134’000	351’700
UBS Group AG		28’000	257’500		285’500
DAX Index	39’634	121’403		113’770	274’807
Lonza Group N	20’680	102’250	111’400	20’930	255’260
Zurich Insurance Group AG	135’000	13’950	99’050		248’000
Vifor Pharma AG	129’400	19’000		42’700	191’100
Silver		182’980			182’980
Ascom Hldg. AG	180’600				180’600
AMS AG	10’200	97’675		60’500	168’375
Adecco Group AG			119’000	42’000	161’000
Nestlé S.A.	11’000		131’650		142’650
Compagnie Financière Richemont SA	142’000				142’000
Volkswagen AG (Vz)	83’600	58’000			141’600
Sika AG		139’000			139’000
Devisen USD/CHF		91’000			91’000
Dow Jones Industrial Average Index		87’822			87’822
Total S.A.	80’000				80’000
Credit Suisse Group AG	12’100	44’900	22’800		79’800
Zur Rose Group AG	67’330				67’330
Dufry AG	65’150				65’150
S&P 500 Index		29’726		35’000	64’726
Nasdaq 100 Index		44’250	16’965		61’215
INFICON Hldg. AG	56’400				56’400
SGS S.A. Ltd.			52’800		52’800
Stadler Rail AG	45’000				45’000
Nvidia Corp.	32’583				32’583
Basilea Pharmaceutica AG	28’000				28’000
Tesla Inc.			26’600		26’600
Autoneum Hldg. AG			25’575		25’575
LafargeHolcim Ltd.		25’500			25’500
Julius Baer Group				25’350	25’350
Boeing Co.	22’308				22’308
Gold		21’800			21’800
Flughafen Zürich AG	20’100				20’100
ABB N			20’000		20’000
Kühne & Nagel Intl. AG			18’800		18’800
Schindler PS	13’200				13’200
Straumann Hldg. AG			12’960		12’960
Bobst Group S.A.	10’600				10’600
Anheuser-Busch InBev N.V.	10’500				10’500
SAP SE	10’200				10’200
Swatch Group I	10’010				10’010

Market Share and Turnover Total Value

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

Symbol	Underlying	Price 3	Volume	Turnover	Issuer
VACLJB	VAT Group	0.95	150’000	142’500	Bank Julius Bär
VACLJB	VAT Group	0.95	100’000	95’000	Bank Julius Bär
TOZJJB	Total S.A.	0.8	100’000	80’000	Bank Julius Bär
VACLJB	VAT Group	0.78	80’000	62’400	Bank Julius Bär
WVOAFV	Volkswagen AG (Vz)	0.58	100’000	58’000	Bank Vontobel
VIFKJB	Vifor Pharma AG	0.42	125’000	52’500	Bank Julius Bär
VACLJB	VAT Group	0.93	50’000	46’500	Bank Julius Bär
WUSA4V	Devisen USD/CHF	0.22	200’000	44’000	Bank Vontobel
VIFADZ	Vifor Pharma AG	0.61	70’000	42’700	Zürcher Kantonalbank
ADEAVZ	Adecco Group AG	0.14	300’000	42’000	Zürcher Kantonalbank
ASCJJB	Ascom Hldg. AG	0.399	100’000	39’900	Bank Julius Bär
DUFCJB	Dufry AG	0.151	250’000	37’750	Bank Julius Bär
ASCJJB	Ascom Hldg. AG	0.374	100’000	37’400	Bank Julius Bär
VIFKJB	Vifor Pharma AG	0.42	85’000	35’700	Bank Julius Bär
VOWJJB	Volkswagen AG (Vz)	0.35	100’000	35’000	Bank Julius Bär
VOWJJB	Volkswagen AG (Vz)	0.35	100’000	35’000	Bank Julius Bär
WUSBCV	Devisen USD/CHF	0.07	500’000	35’000	Bank Vontobel
VACLJB	VAT Group	0.85	40’000	34’000	Bank Julius Bär
ASCJJB	Ascom Hldg. AG	0.336	100’000	33’600	Bank Julius Bär
VACLJB	VAT Group	0.83	40’000	33’200	Bank Julius Bär

Large Cap Warrant Trades CHF >30’000.-

Symbol	Underlying	Price 3	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
SLZFJB	Swiss Life Hldg. N	1.26	200’000	252’000	Bank Julius Bär
SLZFJB	Swiss Life Hldg. N	1.23	200’000	246’000	Bank Julius Bär
SLZFJB	Swiss Life Hldg. N	1.22	200’000	244’000	Bank Julius Bär
ZURWJB	Zurich Insurance Group AG	0.27	500’000	135’000	Bank Julius Bär
WTROGU	Roche AG	0.91	100’000	91’000	UBS
NOVCCZ	Novartis AG	0.3	300’000	90’000	Zürcher Kantonalbank
WTROGU	Roche AG	0.9	100’000	90’000	UBS
SLHAXZ	Swiss Life Hldg. N	0.59	150’000	88’500	Zürcher Kantonalbank
WTROGU	Roche AG	0.87	100’000	87’000	UBS
SLHAXZ	Swiss Life Hldg. N	0.58	150’000	87’000	Zürcher Kantonalbank
NOVOJB	Novartis AG	0.82	100’000	82’000	Bank Julius Bär
WROBHV	Roche AG	0.25	300’000	75’000	Bank Vontobel
WSIAFV	Sika AG	0.72	100’000	72’000	Bank Vontobel
CFRXJB	Compagnie Financière Richemont SA	0.72	100’000	72’000	Bank Julius Bär
CFRXJB	Compagnie Financière Richemont SA	0.7	100’000	70’000	Bank Julius Bär
WSIAFV	Sika AG	0.67	100’000	67’000	Bank Vontobel
WLOBQV	Lonza Group N	0.91	65’000	59’150	Bank Vontobel
WNES9U	Nestlé S.A.	0.58	100’000	58’000	UBS
WSLBFV	Swiss Life Hldg. N	0.29	200’000	58’000	Bank Vontobel
WSLBFV	Swiss Life Hldg. N	0.29	200’000	58’000	Bank Vontobel
UKUBSU	UBS Group AG	0.27	200’000	54’000	UBS
SLHUJB	Swiss Life Hldg. N	0.38	140’000	53’200	Bank Julius Bär
SGS8QU	SGS S.A. Ltd.	0.44	120’000	52’800	UBS
UKUBSU	UBS Group AG	0.26	200’000	52’000	UBS
WNOC3V	Novartis AG	0.125	400’000	50’000	Bank Vontobel
ROGBBZ	Roche AG	0.2	245’000	49’000	Zürcher Kantonalbank
WTROGU	Roche AG	0.88	50’000	44’000	UBS
ROGBBZ	Roche AG	0.19	200’000	38’000	Zürcher Kantonalbank
UOROGU	Roche AG	0.15	240’000	36’000	UBS
PRTUVU	UBS Group AG	0.35	100’000	35’000	UBS
NESIWU	Nestlé S.A.	0.36	90’000	32’400	UBS
WLOBQV	Lonza Group N	0.91	35’000	31’850	Bank Vontobel
WROAFV	Roche AG	0.105	300’000	31’500	Bank Vontobel
WROAFV	Roche AG	0.105	300’000	31’500	Bank Vontobel
WYZURU	Zurich Insurance Group AG	0.1	300’000	30’000	UBS

Questions or feedback?

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