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 28.12.2020. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The four Swiss stocks highlighted in the headline are from the Swiss Small & Mid Cap space I focus most attention on. Also note the large activity in tech stock warrants, an indication of the widespread speculation in that sector – or the changing importance of digital, depending on your point of view.
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 |
| LONTJB | Lonza Group N | 0.95 | 200’000 | 190’000 | Bank Julius Bär |
| SREQJB | Swiss RE AG | 1.23 | 100’000 | 123’000 | Bank Julius Bär |
| SREQJB | Swiss RE AG | 1.22 | 100’000 | 122’000 | Bank Julius Bär |
| ROGCFZ | Roche AG | 0.23 | 475’000 | 109’250 | Zürcher Kantonalbank |
| ROGCFZ | Roche AG | 0.23 | 475’000 | 109’250 | Zürcher Kantonalbank |
| ROGCFZ | Roche AG | 0.23 | 475’000 | 109’250 | Zürcher Kantonalbank |
| LONDWU | Lonza Group N | 1.2 | 80’000 | 96’000 | UBS |
| WTROGU | Roche AG | 0.89 | 100’000 | 89’000 | UBS |
| SLHUJB | Swiss Life Hldg. N | 0.44 | 200’000 | 88’000 | Bank Julius Bär |
| RGOGEU | Roche AG | 0.29 | 300’000 | 87’000 | UBS |
| SLHUJB | Swiss Life Hldg. N | 0.43 | 200’000 | 86’000 | Bank Julius Bär |
| WSIAFV | Sika AG | 0.86 | 100’000 | 86’000 | Bank Vontobel |
| WZUR7U | Zurich Insurance Group AG | 0.27 | 300’000 | 81’000 | UBS |
| ROGBBZ | Roche AG | 0.18 | 450’000 | 81’000 | Zürcher Kantonalbank |
| NOTV7U | Novartis AG | 0.62 | 120’000 | 74’400 | UBS |
| WCCSGU | Credit Suisse Group AG | 0.235 | 300’000 | 70’500 | UBS |
| SLHAMZ | Swiss Life Hldg. N | 0.64 | 100’000 | 64’000 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.64 | 100’000 | 64’000 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.63 | 100’000 | 63’000 | Zürcher Kantonalbank |
| SLHAMZ | Swiss Life Hldg. N | 0.62 | 100’000 | 62’000 | Zürcher Kantonalbank |
| WROBHV | Roche AG | 0.26 | 200’000 | 52’000 | Bank Vontobel |
| ROGBBZ | Roche AG | 0.17 | 300’000 | 51’000 | Zürcher Kantonalbank |
| ROGAWU | Roche AG | 0.159 | 320’000 | 50’880 | UBS |
| ROGAWU | Roche AG | 0.159 | 320’000 | 50’880 | UBS |
| ROGAWU | Roche AG | 0.159 | 320’000 | 50’880 | UBS |
| ROGAWU | Roche AG | 0.159 | 310’000 | 49’290 | UBS |
| NOZUAU | Novartis AG | 0.16 | 300’000 | 48’000 | UBS |
| NOZUAU | Novartis AG | 0.16 | 300’000 | 48’000 | UBS |
| ROGWTU | Roche AG | 0.14 | 300’000 | 42’000 | UBS |
| CSWGCU | Credit Suisse Group AG | 0.7 | 60’000 | 42’000 | UBS |
| CSWGCU | Credit Suisse Group AG | 0.68 | 60’000 | 40’800 | UBS |
| WNOV6U | Novartis AG | 0.4 | 100’000 | 40’000 | UBS |
| SCMGJB | Swisscom N | 0.44 | 89’900 | 39’556 | Bank Julius Bär |
| ROGBBZ | Roche AG | 0.17 | 225’000 | 38’250 | Zürcher Kantonalbank |
| NOEWAU | Novartis AG | 0.19 | 200’000 | 38’000 | UBS |
| ROGWTU | Roche AG | 0.14 | 265’000 | 37’100 | UBS |
| NOVWRU | Novartis AG | 0.36 | 100’000 | 36’000 | UBS |
| ROGBBZ | Roche AG | 0.18 | 200’000 | 36’000 | Zürcher Kantonalbank |
| NOEWAU | Novartis AG | 0.18 | 200’000 | 36’000 | UBS |
| ROGUMU | Roche AG | 0.59 | 60’000 | 35’400 | UBS |
| NOVWRU | Novartis AG | 0.35 | 100’000 | 35’000 | UBS |
| NOVWRU | Novartis AG | 0.35 | 100’000 | 35’000 | UBS |
| NOVXWU | Novartis AG | 0.14 | 250’000 | 35’000 | UBS |
| WKSREU | Swiss RE AG | 0.68 | 50’000 | 34’000 | UBS |
| WKSREU | Swiss RE AG | 0.67 | 50’000 | 33’500 | UBS |
| WSRBVV | Swiss RE AG | 0.22 | 150’000 | 33’000 | Bank Vontobel |
| NOVCEZ | Novartis AG | 0.15 | 200’000 | 30’000 | Zürcher Kantonalbank |
| UOROGU | Roche AG | 0.15 | 200’000 | 30’000 | UBS |
4) Market Share and Turnover Total Value
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