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 08.01.2021. Such lists can prove useful when searching for active instruments when looking to increase exposure or leverage. The 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 >100’000.-

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH0288196535	ABBMXC	ABB N	1.464	200’000	292’800
CH0288196535	ABBMXC	ABB N	1.463	200’000	292’600
CH0288196535	ABBMXC	ABB N	1.449	200’000	289’800
CH0556412242	LOZDJB	Lonza Group N	0.52	400’000	208’000
CH0556415823	SLHFJB	Swiss Life Hldg. N	1.33	150’000	199’500
CH0556415823	SLHFJB	Swiss Life Hldg. N	1.33	150’000	199’500
CH0556415823	SLHFJB	Swiss Life Hldg. N	1.33	150’000	199’500
CH0556415823	SLHFJB	Swiss Life Hldg. N	1.32	150’000	198’000
CH0432009543	ABBMFU	ABB N	0.87	200’000	174’000
CH0506991600	LONBGZ	Lonza Group N	0.99	175’000	173’250
CH0432009543	ABBMFU	ABB N	0.859	200’000	171’800
CH0506991600	LONBGZ	Lonza Group N	0.94	175’000	164’500
CH0556411582	LHNCJB	LafargeHolcim Ltd.	0.62	200’000	124’000
CH0506991600	LONBGZ	Lonza Group N	1	100’000	100’000

4) Market Share and Turnover Total Value

Questions or feedback?

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