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 26.02.2021 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 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.14 | 150’000 | 171’000 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.13 | 150’000 | 169’500 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.13 | 150’000 | 169’500 |
| CH0587055416 | SLHTJB | Swiss Life Hldg. N | 1.13 | 150’000 | 169’500 |
| CH0587054146 | SLHVJB | Swiss Life Hldg. N | 0.94 | 150’000 | 141’000 |
| CH0587054146 | SLHVJB | Swiss Life Hldg. N | 0.93 | 150’000 | 139’500 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.78 | 175’000 | 136’500 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.75 | 175’000 | 131’250 |
| CH0590004351 | UBPS7U | UBS Group AG | 0.51 | 200’000 | 102’000 |
| CH0591042616 | ABBIJB | ABB N | 0.5 | 190’000 | 95’000 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.29 | 40’000 | 91’600 |
| CH0531809637 | ZURWVU | Zurich Insurance Group AG | 2.27 | 40’000 | 90’800 |
| CH0573410203 | UBFSCU | UBS Group AG | 0.42 | 200’000 | 84’000 |
| CH0591042616 | ABBIJB | ABB N | 0.55 | 150’000 | 82’500 |
| CH0591042616 | ABBIJB | ABB N | 0.53 | 150’000 | 79’500 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.66 | 100’000 | 66’000 |
| CH0506992244 | SIKAEZ | Sika AG | 0.65 | 100’000 | 65’000 |
| CH0506992244 | SIKAEZ | Sika AG | 0.64 | 100’000 | 64’000 |
| CH0506992244 | SIKAEZ | Sika AG | 0.64 | 100’000 | 64’000 |
| CH0547548419 | LHNMJB | LafargeHolcim Ltd. | 0.73 | 75’000 | 54’750 |
| CH0510105908 | NETUAU | Nestlé S.A. | 0.39 | 140’000 | 54’600 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.43 | 120’000 | 51’600 |
| CH0531805700 | ROGM1U | Roche AG | 0.12 | 420’000 | 50’400 |
| CH0419030322 | WTNESU | Nestlé S.A. | 0.7 | 70’000 | 49’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0581478507 | WINCPV | Dow Jones Industrial Average Index | 1.05 | 141800 | 148890 |
| CH0510644385 | WSMEFV | SMI | 0.74 | 147000 | 108780 |
| CH0567341646 | WSMAWV | SMI | 0.91 | 100000 | 91000 |
| CH0567358681 | WNAENV | Nasdaq 100 Index | 1.27 | 70000 | 88900 |
| CH0510644989 | WDAFUV | DAX Index | 1.13 | 65000 | 73450 |
| CH0536583385 | WDABRV | DAX Index | 1.68 | 40000 | 67200 |
| CH0460984286 | WSMIHV | SMI | 0.65 | 100000 | 65000 |
| CH0506990602 | DAXAJZ | DAX Index | 0.22 | 250000 | 55000 |
| CH0553457737 | WNIA3V | Nikkei 225 Index | 3.61 | 15000 | 54150 |
| CH0567402323 | WINBCV | Dow Jones Industrial Average Index | 0.52 | 100000 | 52000 |
| CH0510644989 | WDAFUV | DAX Index | 1.03 | 50000 | 51500 |
| CH0447798692 | SMIIZZ | SMI | 0.62 | 80000 | 49600 |
| CH0510644948 | WDAFQV | DAX Index | 0.74 | 65000 | 48100 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510643502 | WPLB6V | Platinum | 0.43 | 100’000 | 43’000 |
| CH0567358350 | WSIB0V | Silver | 1.65 | 20’000 | 33’000 |
| CH0567358350 | WSIB0V | Silver | 1.65 | 20’000 | 33’000 |
| CH0567358350 | WSIB0V | Silver | 1.65 | 20’000 | 33’000 |
| CH0581480859 | WPLATV | Platinum | 0.36 | 60’000 | 21’600 |
| CH0510643502 | WPLB6V | Platinum | 0.4 | 50’000 | 20’000 |
| CH0581480784 | WPLAJV | Platinum | 0.56 | 35’000 | 19’600 |
| CH0506993663 | XAUAUZ | Gold | 0.27 | 70’000 | 18’900 |
| CH0499772975 | WSIBDV | Silver | 3.17 | 5’000 | 15’850 |
| CH0506993515 | XAGAJZ | Silver | 0.13 | 115’000 | 14’950 |
| CH0581576235 | WGOCLV | Gold | 0.92 | 15’000 | 13’800 |
| CH0506993663 | XAUAUZ | Gold | 0.27 | 50’000 | 13’500 |
| CH0581481071 | WSIBKV | Silver | 1.19 | 10’000 | 11’900 |
| CH0581576235 | WGOCLV | Gold | 0.64 | 15’000 | 9’600 |
| CH0506993663 | XAUAUZ | Gold | 0.24 | 40’000 | 9’600 |
7) Market Share and Turnover Total Value
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Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
Financial Markets Blog - by Zuberbühler Associates AG 