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 13.04.2021 6) 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

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH1106762268	OEZGJB	OC Oerlikon N	0.45	250’000	112’500
CH0595204980	VAZBJB	VAT Group	0.61	100’000	61’000
CH0556414024	TECZJB	Tecan Group AG	0.23	250’000	57’500
CH0507003744	TEMAIZ	Temenos AG	0.37	150’000	55’500
CH0507003744	TEMAIZ	Temenos AG	0.37	150’000	55’500
CH0542474165	AM7SLU	AMS AG	0.21	240’000	50’400
CH0556414024	TECZJB	Tecan Group AG	0.21	240’000	50’400
CH0581500888	WLOABV	Logitech International SA	0.88	50’000	44’000
CH0597673562	BSLTJB	Basilea Pharmaceutica AG	0.42	100’000	42’000
CH0532208771	WSOAKV	Sonova Hldg. AG	1.65	25’000	41’250
CH0579469849	SIGG0U	SIG Combibloc	0.82	50’000	41’000
CH0553414159	WLOCJV	Logitech International SA	0.94	40’000	37’600
CH0591507139	DXUFDU	Dufry AG	0.75	50’000	37’500
CH0507003744	TEMAIZ	Temenos AG	0.37	100’000	37’000
CH0591043580	ROSJJB	Zur Rose Group AG	0.67	53’400	35’778
CH0506995759	LOGARZ	Logitech International SA	0.71	50’000	35’500
CH0506995759	LOGARZ	Logitech International SA	0.7	50’000	35’000
CH0587054427	VONFJB	Vontobel N	0.34	100’000	34’000
CH0506995759	LOGARZ	Logitech International SA	0.67	50’000	33’500
CH0506995759	LOGARZ	Logitech International SA	0.65	50’000	32’500
CH0524980270	DUFCJB	Dufry AG	0.15	200’000	30’000

3) Foreign Shares

4) Large Cap Switzerland

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.93	150’000	139’500
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.92	150’000	138’000
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.91	150’000	136’500
CH0587057099	SLHDJB	Swiss Life Hldg. N	0.9	150’000	135’000
CH0556412267	LOZFJB	Lonza Group N	0.35	300’000	105’000
CH0587055440	CSGUJB	Credit Suisse Group AG	0.2	500’000	100’000
CH0447805331	ROGCDZ	Roche AG	0.26	350’000	91’000
CH0510105965	NOVWMU	Novartis AG	0.28	300’000	84’000
CH0595203313	SCPPJB	Swisscom N	0.268	300’000	80’400
CH0447805331	ROGCDZ	Roche AG	0.24	325’000	78’000
CH0547545357	LONMJB	Lonza Group N	0.7	100’000	70’000
CH0512546182	ZURNAU	Zurich Insurance Group AG	0.29	200’000	58’000
CH0506996120	PGHAWZ	Partners Group Hldg. AG	0.75	75’000	56’250
CH0506996120	PGHAWZ	Partners Group Hldg. AG	0.75	75’000	56’250
CH0506996120	PGHAWZ	Partners Group Hldg. AG	0.75	75’000	56’250
CH0506996120	PGHAWZ	Partners Group Hldg. AG	0.75	75’000	56’250
CH0506996120	PGHAWZ	Partners Group Hldg. AG	0.75	75’000	56’250
CH0447805331	ROGCDZ	Roche AG	0.28	200’000	56’000
CH0506995940	NESANZ	Nestlé S.A.	0.28	200’000	56’000
CH0506995536	CSGADZ	Credit Suisse Group AG	0.11	500’000	55’000
CH0461000538	WROBHV	Roche AG	0.27	200’000	54’000
CH0461000538	WROBHV	Roche AG	0.26	200’000	52’000

5) Index Warrants

ISIN	Symbol	Underlying	Price	Volume	Turnover
CH0581527089	WDAMVV	DAX Index	1.24	100’000	124’000
CH0579467850	SMQINU	SMI	0.6	100’000	60’000
CH0594853126	WSMGPV	SMI	0.28	150’000	42’000
CH0581476329	WSMDEV	SMI	1.03	40’000	41’200
CH0594853126	WSMGPV	SMI	0.26	150’000	39’000
CH0594853126	WSMGPV	SMI	0.24	150’000	36’000

6) Market Share and Turnover Total Value

 

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