As part of my algo collection I scan derivatives trades, in order to find unusual patterns and early indicators. Below are the following lists: 1) Turnover Total by Issuer and Underlying (i.e. company), 2) List of largest trades in Mid&Small Cap Swizerland 3) Foreign Shares 4) Large Cap Switzerland 5) Index Warrants – all single trades by size from 02.02.2021 6) Commodities 7) Market Share and Turnover. 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 Switzerland
3) Foreign Shares
4) Large Cap Switzerland
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0288196535 | ABBMXC | ABB N | 1.526 | 200’000 | 305’200 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.82 | 150’000 | 273’000 |
| CH0534139156 | SLZIJB | Swiss Life Hldg. N | 1.82 | 150’000 | 273’000 |
| CH0425576110 | ROGUMU | Roche AG | 0.71 | 300’000 | 213’000 |
| CH0591042616 | ABBIJB | ABB N | 0.7 | 300’000 | 210’000 |
| CH0591042616 | ABBIJB | ABB N | 0.7 | 300’000 | 210’000 |
| CH0425576110 | ROGUMU | Roche AG | 0.7 | 300’000 | 210’000 |
| CH0591042616 | ABBIJB | ABB N | 0.7 | 300’000 | 210’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.07 | 150’000 | 160’500 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.06 | 150’000 | 159’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.06 | 150’000 | 159’000 |
| CH0556415823 | SLHFJB | Swiss Life Hldg. N | 1.05 | 150’000 | 157’500 |
| CH0507004031 | SIKAOZ | Sika AG | 0.42 | 275’000 | 115’500 |
| CH0507004031 | SIKAOZ | Sika AG | 0.41 | 275’000 | 112’750 |
| CH0506998811 | SLHAUZ | Swiss Life Hldg. N | 0.72 | 150’000 | 108’000 |
| CH0506998811 | SLHAUZ | Swiss Life Hldg. N | 0.71 | 150’000 | 106’500 |
| CH0507000302 | GIVAHZ | Givaudan | 0.53 | 200’000 | 106’000 |
| CH0507000302 | GIVAHZ | Givaudan | 0.53 | 200’000 | 106’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.81 | 130’000 | 105’300 |
| CH0457109095 | WZUBYV | Zurich Insurance Group AG | 1.05 | 100’000 | 105’000 |
| CH0556411582 | LHNCJB | LafargeHolcim Ltd. | 0.42 | 250’000 | 105’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0553392512 | WESA4V | EURO STOXX 50 Index | 0.59 | 200’000 | 118’000 |
| CH0553392512 | WESA4V | EURO STOXX 50 Index | 0.58 | 200’000 | 116’000 |
| CH0553392512 | WESA4V | EURO STOXX 50 Index | 0.58 | 200’000 | 116’000 |
| CH0461009109 | WDACTV | DAX Index | 1.15 | 100’000 | 115’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.23 | 425’000 | 97’750 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 400’000 | 96’000 |
| CH0567387417 | WDAJTV | DAX Index | 0.36 | 200’000 | 72’000 |
| CH0536583385 | WDABRV | DAX Index | 1.79 | 40’000 | 71’600 |
| CH0581476733 | WDAFOV | DAX Index | 0.52 | 110’000 | 57’200 |
| CH0506985016 | SMICTZ | SMI | 1.07 | 50’000 | 53’500 |
| CH0567351538 | WNAD2V | Nasdaq 100 Index | 1.33 | 40’000 | 53’200 |
| CH0506993028 | SMIDAZ | SMI | 0.21 | 250’000 | 52’500 |
| CH0506993028 | SMIDAZ | SMI | 0.2 | 250’000 | 50’000 |
| CH0481065537 | WINA1V | Dow Jones Industrial Average Index | 0.49 | 100’000 | 49’000 |
| CH0506993028 | SMIDAZ | SMI | 0.22 | 200’000 | 44’000 |
| CH0506990545 | DAXADZ | DAX Index | 0.23 | 175’000 | 40’250 |
| CH0556413737 | DAZOJB | DAX Index | 0.95 | 40’000 | 38’000 |
| CH0547547239 | SMIRJB | SMI | 0.69 | 50’000 | 34’500 |
| CH0447798692 | SMIIZZ | SMI | 0.58 | 50’000 | 29’000 |
| CH0591042780 | SPXWJB | S&P 500 Index | 2.8 | 10’000 | 28’000 |
| CH0510644997 | WDAFWV | DAX Index | 1.1 | 25’000 | 27’500 |
| CH0567309999 | WSMBUV | SMI | 0.44 | 60’000 | 26’400 |
| CH0567309999 | WSMBUV | SMI | 0.41 | 60’000 | 24’600 |
| CH0506990545 | DAXADZ | DAX Index | 0.24 | 100’000 | 24’000 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0553475234 | WCLARV | WTI Light Sweet Crude Oil Future Mar 2021 | 0.48 | 200’000 | 96’000 |
| CH0545013598 | WSIAXV | Silver | 4.09 | 15’000 | 61’350 |
| CH0553452878 | WSIBRV | Silver | 0.164 | 200’000 | 32’800 |
| CH0553452845 | WSIBMV | Silver | 1.17 | 18’495 | 21’639 |
| CH0553452878 | WSIBRV | Silver | 0.43 | 50’000 | 21’500 |
| CH0506994158 | XAUBPZ | Gold | 0.56 | 30’000 | 16’800 |
| CH0506993671 | XAUAVZ | Gold | 0.2 | 80’000 | 16’000 |
| CH0510643312 | WGODXV | Gold | 2.37 | 6’000 | 14’220 |
| CH0506993580 | XAGATZ | Silver | 0.28 | 50’000 | 14’000 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
