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 4) Index Warrants – all single trades by size from 19.01.2021. 5) Market Share and Turnover. 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 >50’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.97 | 150’000 | 295’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.97 | 150’000 | 295’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.95 | 150’000 | 292’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.95 | 150’000 | 292’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.94 | 150’000 | 291’000 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.93 | 150’000 | 289’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.93 | 150’000 | 289’500 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.93 | 150’000 | 289’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.24 | 150’000 | 186’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.24 | 150’000 | 186’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.33 | 325’000 | 107’250 |
| CH0510107599 | UTNMMU | Zurich Insurance Group AG | 1 | 100’000 | 100’000 |
| CH0419030322 | WTNESU | Nestlé S.A. | 0.9 | 110’000 | 99’000 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.33 | 40’000 | 93’200 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.31 | 40’000 | 92’400 |
| CH0480377149 | ROGWTU | Roche AG | 0.26 | 290’000 | 75’400 |
| CH0506997573 | ROGBBZ | Roche AG | 0.3 | 250’000 | 75’000 |
| CH0420773118 | UKUBSU | UBS Group AG | 0.37 | 200’000 | 74’000 |
| CH0507004031 | SIKAOZ | Sika AG | 0.35 | 200’000 | 70’000 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.93 | 75’000 | 69’750 |
| CH0506987194 | SLHAMZ | Swiss Life Hldg. N | 0.92 | 75’000 | 69’000 |
| CH0587055051 | CFRWJB | Compagnie Financière Richemont SA | 0.91 | 75’000 | 68’250 |
| CH0587055051 | CFRWJB | Compagnie Financière Richemont SA | 0.91 | 75’000 | 68’250 |
| CH0507004031 | SIKAOZ | Sika AG | 0.34 | 200’000 | 68’000 |
| CH0506992244 | SIKAEZ | Sika AG | 0.68 | 100’000 | 68’000 |
| CH0506997573 | ROGBBZ | Roche AG | 0.28 | 200’000 | 56’000 |
| CH0567327736 | WSCADV | Swisscom N | 0.23 | 240’000 | 55’200 |
| CH0589941845 | WQABBU | ABB N | 0.263 | 200’000 | 52’600 |
| CH0547548567 | NESBJB | Nestlé S.A. | 0.07 | 750’000 | 52’500 |
| CH0465053517 | NEGUAU | Nestlé S.A. | 0.19 | 270’000 | 51’300 |
| CH0521941887 | UHR2WU | Swatch Group I | 0.51 | 100’000 | 51’000 |
| CH0515530530 | ROGUIU | Roche AG | 0.15 | 340’000 | 51’000 |
| CH0510106013 | NOVWRU | Novartis AG | 0.5 | 100’000 | 50’000 |
4) Index Warrants CHF >50’000.-
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510644989 | WDAFUV | DAX Index | 1.14 | 400’000 | 456’000 |
| CH0567387722 | WDALEV | DAX Index | 1.83 | 200’000 | 366’000 |
| CH0567350993 | WDADDV | DAX Index | 1.71 | 150’000 | 256’500 |
| CH0553476893 | WDAMPV | DAX Index | 0.56 | 350’000 | 196’000 |
| CH0567350993 | WDADDV | DAX Index | 1.7 | 100’000 | 170’000 |
| CH0536632927 | WDAVUV | DAX Index | 1.13 | 100’000 | 113’000 |
| CH0581477228 | WSPCWV | S&P 500 Index | 2.88 | 34’700 | 99’936 |
| CH0567350993 | WDADDV | DAX Index | 1.69 | 50’000 | 84’500 |
| CH0581428866 | WDAOWV | DAX Index | 0.41 | 200’000 | 82’000 |
5) Market Share and Turnover Total Value
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Financial Markets Blog - by Zuberbühler Associates AG 