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 08.02.2021 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 |
CH0506997672 |
LONACZ |
Lonza Group N |
1.17 |
200’000 |
234’000 |
CH0590004328 |
UBPS4U |
UBS Group AG |
0.75 |
200’000 |
150’000 |
CH0579462026 |
UBRS8U |
UBS Group AG |
0.71 |
200’000 |
142’000 |
CH0590004336 |
UBPS5U |
UBS Group AG |
0.61 |
200’000 |
122’000 |
CH0556411582 |
LHNCJB |
LafargeHolcim Ltd. |
0.46 |
250’000 |
115’000 |
CH0556411582 |
LHNCJB |
LafargeHolcim Ltd. |
0.46 |
250’000 |
115’000 |
CH0507000302 |
GIVAHZ |
Givaudan |
0.49 |
225’000 |
110’250 |
CH0419021222 |
WTROGU |
Roche AG |
1.008 |
100’000 |
100’800 |
CH0420769652 |
WCCSGU |
Credit Suisse Group AG |
0.3 |
300’000 |
90’000 |
CH0567394355 |
WCFAEV |
Compagnie Financière Richemont SA |
0.43 |
200’000 |
86’000 |
CH0404018589 |
ZUAUAU |
Zurich Insurance Group AG |
0.42 |
200’000 |
84’000 |
CH0531805700 |
ROGM1U |
Roche AG |
0.27 |
300’000 |
81’000 |
CH0420773118 |
UKUBSU |
UBS Group AG |
0.4 |
200’000 |
80’000 |
CH0422739935 |
WCZURU |
Zurich Insurance Group AG |
0.79 |
100’000 |
79’000 |
CH0531805700 |
ROGM1U |
Roche AG |
0.26 |
300’000 |
78’000 |
CH0531805700 |
ROGM1U |
Roche AG |
0.26 |
300’000 |
78’000 |
CH0590004351 |
UBPS7U |
UBS Group AG |
0.39 |
200’000 |
78’000 |
CH0531805700 |
ROGM1U |
Roche AG |
0.25 |
300’000 |
75’000 |
CH0419030322 |
WTNESU |
Nestlé S.A. |
0.83 |
90’000 |
74’700 |
CH0419026569 |
WXROGU |
Roche AG |
1.464 |
50’000 |
73’200 |
CH0512539237 |
WZUR7U |
Zurich Insurance Group AG |
0.36 |
200’000 |
72’000 |
CH0420773126 |
ULUBSU |
UBS Group AG |
0.23 |
300’000 |
69’000 |
CH0579467108 |
UB0SBU |
UBS Group AG |
0.34 |
200’000 |
68’000 |
CH0579467108 |
UB0SBU |
UBS Group AG |
0.34 |
200’000 |
68’000 |
CH0461000538 |
WROBHV |
Roche AG |
0.33 |
200’000 |
66’000 |
CH0506991600 |
LONBGZ |
Lonza Group N |
0.63 |
100’000 |
63’000 |
CH0573410203 |
UBFSCU |
UBS Group AG |
0.31 |
200’000 |
62’000 |
CH0589941845 |
WQABBU |
ABB N |
0.301 |
200’000 |
60’200 |
CH0507001011 |
SCMARZ |
Swisscom N |
0.29 |
200’000 |
58’000 |
CH0573414668 |
RODGSU |
Roche AG |
0.19 |
300’000 |
57’000 |
CH0573414668 |
RODGSU |
Roche AG |
0.19 |
300’000 |
57’000 |
CH0512527844 |
WNES9U |
Nestlé S.A. |
0.57 |
100’000 |
57’000 |
CH0447804193 |
ZURAJZ |
Zurich Insurance Group AG |
0.15 |
350’000 |
52’500 |
CH0507001011 |
SCMARZ |
Swisscom N |
0.3 |
175’000 |
52’500 |
5) Index Warrants
ISIN |
Symbol |
Underlying |
Price |
Volume |
Turnover |
CH0581528285 |
WSPDFV |
S&P 500 Index |
5.07 |
28’500 |
144’495 |
CH0553445476 |
WSMELV |
SMI |
0.16 |
500’000 |
80’000 |
CH0553445476 |
WSMELV |
SMI |
0.15 |
500’000 |
75’000 |
CH0567351538 |
WNAD2V |
Nasdaq 100 Index |
1.12 |
50’000 |
56’000 |
CH0447798692 |
SMIIZZ |
SMI |
0.5 |
100’000 |
50’000 |
CH0447798692 |
SMIIZZ |
SMI |
0.5 |
100’000 |
50’000 |
CH0547547155 |
SMIBJB |
SMI |
1.45 |
30’000 |
43’500 |
6) Commodities
ISIN |
Symbol |
Underlying |
Price |
Volume |
Turnover |
CH0510643502 |
WPLB6V |
Platinum |
0.29 |
200’000 |
58’000 |
CH0510643312 |
WGODXV |
Gold |
2.13 |
23’500 |
50’055 |
CH0506993671 |
XAUAVZ |
Gold |
0.16 |
120’000 |
19’200 |
CH0567358350 |
WSIB0V |
Silver |
1.89 |
5’000 |
9’450 |
7) Market Share and Turnover Total Value

Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
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