As part of my algo collection I also scan derivatives trades, in order to find unusual patterns and early indicators. Below are three lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland + Foreign Shares 3) Large Cap Switzerland single trades by size from 15.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The five stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on.

1) Market Overview Warrants Switzerland

Underlying	Julius Bär	Vontobel	UBS	ZKB	Total
Total	1’819’904	1’192’865	3’053’560	1’785’031	7’851’360
Roche AG			1’761’800	354’000	2’115’800
Novartis AG	168’000	157’500	215’750	94’250	635’500
SMI	23’010	166’460		429’630	619’100
Credit Suisse Group AG	368’000	24’000		20’000	412’000
DAX Index		179’280	37’250	194’550	411’080
UBS Group AG			265’080		265’080
Swiss Life Hldg. N			13’000	235’500	248’500
AMS AG	27’000			220’850	247’850
Zur Rose Group AG	237’020				237’020
Nestlé S.A.			225’000		225’000
Lonza Group N		23’000	110’100	63’701	196’801
Siemens AG	167’200				167’200
Sika AG		140’000	22’200		162’200
Zurich Insurance Group AG		32’000	72’000	37’500	141’500
Sonova Hldg. AG		136’000			136’000
Dufry AG	50’710		73’080		123’790
SoftwareONE Hldg.	122’200				122’200
ABB N			120’000		120’000
Logitech International SA	107’000				107’000
Belimo Hldg. AG	99’920				99’920
Amazon.com Inc.	74’400	18’900			93’300
Silver				93’050	93’050
Tesla Inc.	60’900	25’800			86’700
S&P 500 Index		76’800			76’800
Straumann Hldg. AG			55’800		55’800
EURO STOXX 50 Index		51’300			51’300
Swiss RE AG		51’200			51’200
Leonteq AG	49’500				49’500
Apple Inc.	10’784		33’000		43’784
Volkswagen AG (Vz)	14’000	28’000			42’000
Valora Hldg. AG	40’800				40’800
Facebook Inc.			37’000		37’000
Ems-Chemie Hldg. AG	36’800				36’800
Compagnie Financière Richemont SA		35’000			35’000
Swatch Group I	30’810				30’810
Sanofi S.A.	30’000				30’000
Huber+Suhner AG	26’000				26’000
Stadler Rail AG	24’750				24’750
Bayerische Motoren Werke AG		21’000			21’000
Swisscom N				21’000	21’000
Partners Group Hldg. AG				21’000	21’000
Baidu Inc.	20’000				20’000
U-BLOX AG	17’100				17’100
Advanced Micro Devices Inc.		15’525			15’525
Comet Hldg. AG	14’000				14’000
Dormakaba AG			12’500		12’500
Netflix Inc.		11’100			11’100

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

Symbol	Underlying	Price	Volume	Turnover	Issuer
SIEDJB	Siemens AG	1.672	100’000	167’200	Bank Julius Bär
WSOAQV	Sonova Hldg. AG	0.85	160’000	136’000	Bank Vontobel
SWOEJB	SoftwareONE Hldg.	0.611	200’000	122’200	Bank Julius Bär
ROXAJB	Zur Rose Group AG	0.57	150’000	85’500	Bank Julius Bär
AMZKJB	Amazon.com Inc.	1.24	60’000	74’400	Bank Julius Bär
DUFS9U	Dufry AG	2.32	25’000	58’000	UBS
STMUSU	Straumann Hldg. AG	0.62	90’000	55’800	UBS
LOGGJB	Logitech International SA	1.11	50’000	55’500	Bank Julius Bär
AMSBXZ	AMS AG	0.73	75’000	54’750	Zürcher Kantonalbank
LOGGJB	Logitech International SA	1.03	50’000	51’500	Bank Julius Bär
WSRAQV	Swiss RE AG	0.32	160’000	51’200	Bank Vontobel
AMSCCZ	AMS AG	1.02	50’000	51’000	Zürcher Kantonalbank
XAGAPZ	Silver	1.09	45’000	49’050	Zürcher Kantonalbank
ROXKJB	Zur Rose Group AG	0.4	120’000	48’000	Bank Julius Bär
AMSCCZ	AMS AG	0.96	50’000	48’000	Zürcher Kantonalbank
ROXKJB	Zur Rose Group AG	0.38	100’000	38’000	Bank Julius Bär
FB8ODU	Facebook Inc.	0.37	100’000	37’000	UBS
EMSJJB	Ems-Chemie Hldg. AG	0.92	40’000	36’800	Bank Julius Bär
AA3PDU	Apple Inc.	0.55	60’000	33’000	UBS

3) Large Cap Warrant Trades CHF >30’000.-

Symbol	Underlying	Price	Volume	Turnover	Issuer
WWROGU	Roche AG	1.7	300’000	510’000	UBS
WWROGU	Roche AG	1.7	300’000	510’000	UBS
WWROGU	Roche AG	1.7	300’000	510’000	UBS
WTNESU	Nestlé S.A.	0.81	200’000	162’000	UBS
CSPQJB	Credit Suisse Group AG	0.62	200’000	124’000	Bank Julius Bär
CSPQJB	Credit Suisse Group AG	0.62	200’000	124’000	Bank Julius Bär
CSPQJB	Credit Suisse Group AG	0.6	200’000	120’000	Bank Julius Bär
ABBWRU	ABB N	1.2	100’000	120’000	UBS
UBWSZU	UBS Group AG	0.54	200’000	108’000	UBS
SLHAXZ	Swiss Life Hldg. N	0.61	150’000	91’500	Zürcher Kantonalbank
SLHAXZ	Swiss Life Hldg. N	0.6	150’000	90’000	Zürcher Kantonalbank
WTROGU	Roche AG	0.89	100’000	89’000	UBS
RGOGEU	Roche AG	0.26	300’000	78’000	UBS
WSIAFV	Sika AG	0.72	100’000	72’000	Bank Vontobel
WSIAFV	Sika AG	0.68	100’000	68’000	Bank Vontobel
WUBS2U	UBS Group AG	0.33	200’000	66’000	UBS
USNESU	Nestlé S.A.	0.42	150’000	63’000	UBS
NOVCCZ	Novartis AG	0.27	200’000	54’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.54	100’000	54’000	Zürcher Kantonalbank
WUBS1U	UBS Group AG	0.51	100’000	51’000	UBS
NOVGJB	Novartis AG	0.16	300’000	48’000	Bank Julius Bär
WNOC3V	Novartis AG	0.105	400’000	42’000	Bank Vontobel
LONAPZ	Lonza Group N	2.08	20’000	41’600	Zürcher Kantonalbank
ZURAVZ	Zurich Insurance Group AG	0.15	250’000	37’500	Zürcher Kantonalbank
WNOV6U	Novartis AG	0.37	100’000	37’000	UBS
ROGBBZ	Roche AG	0.18	200’000	36’000	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.18	200’000	36’000	Zürcher Kantonalbank
WCFAOV	Compagnie Financière Richemont SA	0.35	100’000	35’000	Bank Vontobel
ROGBBZ	Roche AG	0.17	200’000	34’000	Zürcher Kantonalbank
WZUBKV	Zurich Insurance Group AG	1.6	20’000	32’000	Bank Vontobel
WNOC3V	Novartis AG	0.105	300’000	31’500	Bank Vontobel
ROGBBZ	Roche AG	0.18	175’000	31’500	Zürcher Kantonalbank
WNOC3V	Novartis AG	0.105	300’000	31’500	Bank Vontobel
UHREJB	Swatch Group I	0.79	39’000	30’810	Bank Julius Bär
WSUBSU	UBS Group AG	0.3	100’000	30’000	UBS

4) Market Share and Turnover Total Value

Questions or feedback?

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