WEEKLY REPORT
February 20, 2017

DAILY AVERAGE

value
JPY 41,878,762,278
 
trades
122,829
traded symbols
1,841
quoted symbols
2,099
weekly highlight

market share1

Total by Value 1.8%
Total by Volume 1.7%
Mid Cap 400 by Value 3.4%
Mid Cap 400 by Volume 3.6%
Nikkei 225 by Value 1.3%
Nikkei 225 by Volume 1.6%
PRICE IMPROVEMENT2

TRADES WITH PI88.3%
AVERAGE PI3.2 BPS
TOTAL PI/SAVINGSJPY 63,562,569
price improvement value traded symbols
LARGE CAP0.8 BPS 10,568,806,355 99
MID CAP3.4 BPS 65,976,662,630 395
SMALL CAP3.7 BPS 19,504,588,760 1009
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4324 DENTSU 2,154 6.1 89.7 4.3 BPS
4689 YAHOO J 1,898 6.1 92.5 6.7 BPS
7248 CALSOKA 1,809 9.2 90.7 1.6 BPS
9613 NTTDATA 1,534 8.5 91.6 4.7 BPS
4005 SMICHEM 1,493 5.9 88.7 4.1 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7287 NPSEIKI 82 15.4 97.1 0.5 BPS
4684 OBIC 649 14.2 88.3 5.4 BPS
3002 GUNZE 132 12.9 90.3 6.1 BPS
8350 MITINOB 86 12.7 89.9 20.8 BPS
8976 DAIWAOF 475 12.7 98.4 5.3 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 1,571,000 49,883,000 3175.2%
9101 NYKLINE 4,581,000 11,946,000 260.8%
9104 MTI-OSK 3,436,000 9,992,000 290.8%
4208 UBE IND 4,230,000 9,120,000 215.6%
6701 NEC 2,621,000 8,306,000 316.9%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8625 TAKAGIS 68 70.0 98.8 14.2 BPS
8107 KIMRTAN 0 68.5 100.0 714.3 BPS
1821 MS-CON 105 62.4 98.0 23.2 BPS
6581 HIT-KOK 109 57.2 87.8 3.8 BPS
3103 UNITIKA 362 56.8 83.7 34.8 BPS
CHI-MATCH
 
MATCHED VALUE 3,962,329,064 MATCHED VOLUME 3,115,288 SYMBOLS 160
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
7203 TOYOTA 235,105,730 36,200
8001 ITOCHU 164,024,778 100,000
6995 TOKAIRI 156,454,018 70,000
6503 MELCO 133,651,264 78,400
8053 SMITOMO 132,090,606 86,800
       
 
VALUE %
AM 0 0.0
PM 985,589,978 24.9
FULL DAY 2,976,739,086 75.1
 
LARGE CAP 750,421,371 42.7
MID CAP 751,357,019 42.8
SMALL CAP 255,920,956 14.6

For More Information please contact:
Tel +81.3.6366.8899 | Jp.client.service@chi-x.com

(1) Market share among lit markets (TSE, Chi-X Japan, SBI Japannext). Source: Chi-X Japan based on TSE Data and JNX Data.
(2) PI is calculated by comparing the execution price against the primary market's best bid for each sell or best offer for each buy at the point of execution and is calculated from the perspective of the Taker of the trade.
(3) Maker opportunities are defined as marketable IOC or FOK orders that did not get filled at Chi-X Japan.
(4) Taker opportunities are defined as trades of which the TSE execution price was inferior to a posted Chi-X Japan quote at the same size or better.
(5) Chi-Match Volume, Value and Trades calculations are double counted

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