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 06.03.2021 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 |
| CH0506998845 | SLHAXZ | Swiss Life Hldg. N | 1.02 | 150’000 | 153’000 |
| CH0506998845 | SLHAXZ | Swiss Life Hldg. N | 1.01 | 150’000 | 151’500 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 1.27 | 100’000 | 127’000 |
| CH0532208904 | WCSBGV | Credit Suisse Group AG | 1.25 | 100’000 | 125’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.34 | 300’000 | 102’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.32 | 300’000 | 96’000 |
| CH0506991600 | LONBGZ | Lonza Group N | 0.3 | 300’000 | 90’000 |
| CH0404018589 | ZUAUAU | Zurich Insurance Group AG | 0.54 | 150’000 | 81’000 |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.76 | 100’000 | 76’000 |
| CH0547549060 | SLHUJB | Swiss Life Hldg. N | 0.74 | 100’000 | 74’000 |
| CH0404018498 | WAUBSU | UBS Group AG | 0.29 | 200’000 | 58’000 |
| CH0579462042 | UBSSAU | UBS Group AG | 0.58 | 100’000 | 58’000 |
| CH0404018225 | UFNESU | Nestlé S.A. | 0.57 | 100’000 | 57’000 |
| CH0404018589 | ZUAUAU | Zurich Insurance Group AG | 0.53 | 100’000 | 53’000 |
| CH0457098215 | WSRAQV | Swiss RE AG | 0.52 | 100’000 | 52’000 |
| CH0579467108 | UB0SBU | UBS Group AG | 0.47 | 100’000 | 47’000 |
5) Index Warrants
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0510644989 | WDAFUV | DAX Index | 0.89 | 200’000 | 178’000 |
| CH0506996674 | SMIFCZ | SMI | 0.57 | 200’000 | 114’000 |
| CH0510644385 | WSMEFV | SMI | 0.56 | 200’000 | 112’000 |
| CH0510644385 | WSMEFV | SMI | 0.56 | 200’000 | 112’000 |
| CH0510644385 | WSMEFV | SMI | 0.55 | 200’000 | 110’000 |
| CH0594853100 | WSMGNV | SMI | 0.16 | 500’000 | 80’000 |
| CH0481065602 | WINEIV | Dow Jones Industrial Average Index | 0.73 | 100’000 | 73’000 |
| CH0594853100 | WSMGNV | SMI | 0.13 | 500’000 | 65’000 |
| CH0581526636 | WSMFSV | SMI | 0.26 | 200’000 | 52’000 |
| CH0547547155 | SMIBJB | SMI | 1.26 | 40’000 | 50’400 |
| CH0594853100 | WSMGNV | SMI | 0.195 | 250’000 | 48’750 |
| CH0594853100 | WSMGNV | SMI | 0.195 | 250’000 | 48’750 |
| CH0447798692 | SMIIZZ | SMI | 0.48 | 100’000 | 48’000 |
| CH0507000674 | SMIJJZ | SMI | 0.47 | 100’000 | 47’000 |
6) Commodities
| ISIN | Symbol | Underlying | Price | Volume | Turnover |
| CH0567409591 | WCOAEV | ICE Brent Crude Oil Future JUN 11 | 1.26 | 44’400 | 55’944 |
| CH0581556856 | WCOA1V | ICE Brent Crude Oil Future SEP 11 | 0.57 | 52’000 | 29’640 |
| CH0506993580 | XAGATZ | Silver | 0.2 | 88’188 | 17’638 |
| CH0581576276 | WGOCVV | Gold | 0.77 | 20’000 | 15’400 |
| CH0553452845 | WSIBMV | Silver | 0.38 | 40’000 | 15’200 |
| CH0581576573 | WSIC2V | Silver | 0.66 | 20’000 | 13’200 |
| CH0506993515 | XAGAJZ | Silver | 0.085 | 125’000 | 10’625 |
| CH0510643320 | WGODYV | Gold | 0.41 | 20’000 | 8’200 |
7) Market Share and Turnover Total Value
Questions or feedback?
Feel free to write me at contact@zuberbuehler-associates.ch or add a comment.
Financial Markets Blog - by Zuberbühler Associates AG 