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 24.02.2021 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
1.08
150’000
162’000
CH0587055416
SLHTJB
Swiss Life Hldg. N
1.06
150’000
159’000
CH0506991600
LONBGZ
Lonza Group N
0.84
175’000
147’000
CH0507004585
GIVABZ
Givaudan
1.4
100’000
140’000
CH0531810817
SREV1U
Swiss RE AG
1.21
100’000
121’000
CH0420769652
WCCSGU
Credit Suisse Group AG
0.4
290’500
116’200
CH0420769652
WCCSGU
Credit Suisse Group AG
0.375
300’000
112’500
CH0507004031
SIKAOZ
Sika AG
0.4
275’000
110’000
CH0531809637
ZURWVU
Zurich Insurance Group AG
2.31
40’000
92’400
CH0507004031
SIKAOZ
Sika AG
0.4
225’000
90’000
CH0506991600
LONBGZ
Lonza Group N
0.82
100’000
82’000
CH0506991386
NOVBYZ
Novartis AG
0.16
500’000
80’000
CH0506992244
SIKAEZ
Sika AG
0.72
100’000
72’000
CH0506992244
SIKAEZ
Sika AG
0.7
100’000
70’000
CH0567335499
WLOAKV
Lonza Group N
0.28
250’000
70’000
CH0506992244
SIKAEZ
Sika AG
0.68
100’000
68’000
CH0567335499
WLOAKV
Lonza Group N
0.27
250’000
67’500
CH0561115392
UBSUIU
UBS Group AG
0.33
200’000
66’000
CH0532884167
NOVQJB
Novartis AG
0.3
217’000
65’100
CH0404018589
ZUAUAU
Zurich Insurance Group AG
0.42
150’000
63’000
CH0561115392
UBSUIU
UBS Group AG
0.31
200’000
62’000
CH0561115392
UBSUIU
UBS Group AG
0.31
200’000
62’000
CH0506991600
LONBGZ
Lonza Group N
0.77
75’000
57’750
CH0559911034
SRE9RU
Swiss RE AG
1.14
50’000
57’000
CH0420769652
WCCSGU
Credit Suisse Group AG
0.375
150’000
56’250
CH0581500839
WABAGV
ABB N
0.14
400’000
56’000
CH0461007335
WUBCRV
UBS Group AG
0.56
100’000
56’000
CH0567381428
WSICEV
Sika AG
0.54
100’000
54’000
CH0553707214
ROVGWU
Roche AG
0.198
260’000
51’480
CH0420773118
UKUBSU
UBS Group AG
0.51
100’000
51’000
CH0589943205
ZURUKU
Zurich Insurance Group AG
0.91
56’000
50’960
CH0531805700
ROGM1U
Roche AG
0.13
390’000
50’700
CH0531805700
ROGM1U
Roche AG
0.12
420’000
50’400
CH0422739521
UNUBSU
UBS Group AG
0.1
500’000
50’000
CH0531803929
UJSREU
Swiss RE AG
1
50’000
50’000
5) Index Warrants
ISIN
Symbol
Underlying
Price
Volume
Turnover
CH0581476733
WDAFOV
DAX Index
0.54
384’000
207’360
CH0581476733
WDAFOV
DAX Index
0.54
350’000
189’000
CH0545047042
WDAL3V
DAX Index
0.29
465’000
134’850
CH0510644393
WSMEJV
SMI
0.55
200’000
110’000
CH0581476733
WDAFOV
DAX Index
0.54
200’000
108’000
CH0481036801
WSMGHV
SMI
0.99
98’000
97’020
CH0481036801
WSMGHV
SMI
1.02
95’000
96’900
CH0481036801
WSMGHV
SMI
1
95’000
95’000
CH0510644989
WDAFUV
DAX Index
0.92
100’000
92’000
CH0581476733
WDAFOV
DAX Index
0.54
150’000
81’000
CH0567341646
WSMAWV
SMI
0.8
100’000
80’000
CH0567341646
WSMAWV
SMI
0.79
100’000
79’000
CH0567341646
WSMAWV
SMI
0.78
100’000
78’000
CH0510644989
WDAFUV
DAX Index
0.92
65’000
59’800
CH0460984286
WSMIHV
SMI
0.58
100’000
58’000
CH0461009109
WDACTV
DAX Index
1
50’000
50’000
CH0506993028
SMIDAZ
SMI
0.045
980’000
44’100
CH0547547205
SMINJB
SMI
0.59
70’000
41’300
CH0447798726
SMIJCZ
SMI
0.27
150’000
40’500
CH0499830997
WSMCJV
SMI
1.35
30’000
40’500
6) Commodities
ISIN
Symbol
Underlying
Price
Volume
Turnover
CH0499773106
WPLA4V
Platinum
1.15
100’000
115’000
CH0510643346
WGOD2V
Gold
0.15
150’000
22’500
CH0567358368
WSIB3V
Silver
1.3
11’000
14’300
CH0499772975
WSIBDV
Silver
3.43
3’000
10’290
CH0506993515
XAGAJZ
Silver
0.18
50’000
9’000
CH0581481121
WSIBWV
Silver
0.48
12’000
5’760
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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