As part of my algo collection I 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 23.12.2020. 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.

1) Market Overview Warrants Switzerland

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

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

Symbol	Underlying	Price	Volume	Turnover	Issuer
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
ROGUVU	Roche AG	0.64	300’000	192’000	UBS
SREVJB	Swiss RE AG	0.44	300’000	132’000	Bank Julius Bär
ROGCFZ	Roche AG	0.2	500’000	100’000	Zürcher Kantonalbank
ROGUVU	Roche AG	0.64	150’000	96’000	UBS
WTROGU	Roche AG	0.9	100’000	90’000	UBS
WTROGU	Roche AG	0.88	100’000	88’000	UBS
LONTJB	Lonza Group N	0.83	100’000	83’000	Bank Julius Bär
LONTJB	Lonza Group N	0.81	100’000	81’000	Bank Julius Bär
RGOGEU	Roche AG	0.26	300’000	78’000	UBS
PRTUVU	UBS Group AG	0.35	200’000	70’000	UBS
ZURWJB	Zurich Insurance Group AG	0.32	200’000	64’000	Bank Julius Bär
SLHUJB	Swiss Life Hldg. N	0.41	150’000	61’500	Bank Julius Bär
SLHUJB	Swiss Life Hldg. N	0.41	150’000	61’500	Bank Julius Bär
ROGBBZ	Roche AG	0.17	350’000	59’500	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.36	160’000	57’600	Bank Vontobel
SLHAMZ	Swiss Life Hldg. N	0.56	100’000	56’000	Zürcher Kantonalbank
WSRAQV	Swiss RE AG	0.35	160’000	56’000	Bank Vontobel
SLHAMZ	Swiss Life Hldg. N	0.52	100’000	52’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.52	100’000	52’000	Zürcher Kantonalbank
SLHAMZ	Swiss Life Hldg. N	0.52	100’000	52’000	Zürcher Kantonalbank
WZUR7U	Zurich Insurance Group AG	0.26	200’000	52’000	UBS
RO1GXU	Roche AG	0.16	320’000	51’200	UBS
RO1GXU	Roche AG	0.16	320’000	51’200	UBS
SLHAMZ	Swiss Life Hldg. N	0.51	100’000	51’000	Zürcher Kantonalbank
SLHUJB	Swiss Life Hldg. N	0.4	125’000	50’000	Bank Julius Bär
SLHAMZ	Swiss Life Hldg. N	0.5	100’000	50’000	Zürcher Kantonalbank
UKUBSU	UBS Group AG	0.25	200’000	50’000	UBS
ROGBBZ	Roche AG	0.17	280’000	47’600	Zürcher Kantonalbank
ROQGWU	Roche AG	0.085	500’000	42’500	UBS
ROQGWU	Roche AG	0.084	500’000	42’000	UBS
ROQGWU	Roche AG	0.084	500’000	42’000	UBS
RO1GXU	Roche AG	0.16	260’000	41’600	UBS
ROQGWU	Roche AG	0.083	500’000	41’500	UBS
WTROGU	Roche AG	0.89	45’000	40’050	UBS
ZURKJB	Zurich Insurance Group AG	0.4	100’000	40’000	Bank Julius Bär
WTROGU	Roche AG	0.88	45’000	39’600	UBS
WCCSGU	Credit Suisse Group AG	0.19	200’000	38’000	UBS
WNOV7U	Novartis AG	0.24	150’000	36’000	UBS
SREBFZ	Swiss RE AG	0.17	190’000	32’300	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.16	200’000	32’000	Zürcher Kantonalbank
ROGBBZ	Roche AG	0.16	200’000	32’000	Zürcher Kantonalbank
NOVWRU	Novartis AG	0.31	100’000	31’000	UBS
WSLAJV	Swiss Life Hldg. N	0.51	60’000	30’600	Bank Vontobel
CSGWPU	Credit Suisse Group AG	0.06	500’000	30’000	UBS
NOVXWU	Novartis AG	0.12	250’000	30’000	UBS

4) Market Share and Turnover Total Value

Questions or feedback?

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