WEEKLY REPORT
February 27, 2017

DAILY AVERAGE

value
JPY 35,644,523,375
 
trades
103,744
traded symbols
1,850
quoted symbols
2,120
weekly highlight

market share1

Total by Value 1.2%
Total by Volume 1.2%
Mid Cap 400 by Value 2.3%
Mid Cap 400 by Volume 2.3%
Nikkei 225 by Value 0.9%
Nikkei 225 by Volume 1.2%
PRICE IMPROVEMENT2

TRADES WITH PI86.3%
AVERAGE PI3.3 BPS
TOTAL PI/SAVINGSJPY 55,559,481
price improvement value traded symbols
LARGE CAP1.0 BPS 9,183,858,330 99
MID CAP3.8 BPS 55,054,516,675 395
SMALL CAP3.5 BPS 17,026,605,480 1012
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4324 DENTSU 1,473 3.7 87.5 5.1 BPS
7248 CALSOKA 1,337 8.0 91.0 2.1 BPS
6098 RECRUIT 1,273 2.8 88.7 5.0 BPS
4005 SMICHEM 1,255 3.2 82.4 4.4 BPS
6762 TDK 1,174 2.5 92.1 4.4 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7287 NPSEIKI 71 13.5 93.3 0.5 BPS
8951 NBF 838 8.2 92.6 3.8 BPS
3002 GUNZE 124 8.2 90.7 6.9 BPS
9744 MEITEC 207 8.1 96.3 3.6 BPS
7248 CALSOKA 1,337 8.0 91.0 2.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6753 SHARP 1,449,000 20,227,000 1395.9%
6502 TOSHIBA 412,000 19,795,000 4804.6%
8411 MIZUHO 1,155,500 17,249,700 1492.8%
2160 GNI 347,000 11,451,000 3300.0%
3521 ECONACH 169,000 8,364,000 4949.1%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8107 KIMRTAN 5 86.4 100.0 714.3 BPS
8625 TAKAGIS 29 73.9 96.4 13.7 BPS
1821 MS-CON 126 67.6 95.3 28.9 BPS
7920 MIURA P 4 58.4 84.6 8.3 BPS
3103 UNITIKA 198 47.1 93.0 27.7 BPS
CHI-MATCH
 
MATCHED VALUE 10,243,552,260 MATCHED VOLUME 7,953,898 SYMBOLS 226
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6501 HITACHI 1,353,587,050 2,178,000
8053 SMITOMO 871,437,474 568,800
4324 DENTSU 514,496,612 83,200
8308 RESONA 407,937,320 653,000
8113 UNICHAM 407,619,836 163,000
       
 
VALUE %
AM 0 0.0
PM 4,143,886,048 40.5
FULL DAY 6,099,666,212 59.5
 
LARGE CAP 3,066,263,893 62.2
MID CAP 1,602,496,120 32.5
SMALL CAP 262,234,292 5.3

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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