WEEKLY REPORT
March 6, 2017

DAILY AVERAGE

value
JPY 28,340,004,134
 
trades
85,002
traded symbols
1,799
quoted symbols
2,117
weekly highlight

market share1

Total by Value 1.1%
Total by Volume 1.2%
Mid Cap 400 by Value 2.0%
Mid Cap 400 by Volume 2.1%
Nikkei 225 by Value 0.9%
Nikkei 225 by Volume 1.2%
PRICE IMPROVEMENT2

TRADES WITH PI84.4%
AVERAGE PI3.7 BPS
TOTAL PI/SAVINGSJPY 45,190,291
price improvement value traded symbols
LARGE CAP0.8 BPS 8,861,974,285 99
MID CAP3.9 BPS 44,043,554,555 395
SMALL CAP4.4 BPS 12,486,179,740 994
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4689 YAHOO J 1,182 3.6 87.8 6.5 BPS
4324 DENTSU 1,171 3.1 84.1 5.0 BPS
6098 RECRUIT 1,167 2.6 89.2 4.7 BPS
9613 NTTDATA 1,051 4.5 90.4 5.6 BPS
6758 SONY 1,045 1.1 86.7 1.4 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7256 KASAIKG 92 11.8 96.7 5.9 BPS
4842 USEN 172 10.7 91.2 8.9 BPS
4342 SECOM J 13 10.6 91.4 13.7 BPS
3002 GUNZE 110 9.7 93.4 6.6 BPS
8074 YUASATD 83 9.7 96.5 8.6 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6753 SHARP 2,198,000 21,230,000 965.9%
6502 TOSHIBA 726,000 18,415,000 2536.5%
8411 MIZUHO 1,315,500 7,218,800 548.8%
9104 MTI-OSK 2,167,000 6,520,000 300.9%
9101 NYKLINE 3,488,000 5,465,000 156.7%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8107 KIMRTAN 7 91.5 100.0 556.7 BPS
1821 MS-CON 77 62.6 99.6 24.1 BPS
3103 UNITIKA 370 56.0 95.0 33.2 BPS
7920 MIURA P 1 55.2 100.0 9.6 BPS
1514 SUMISEKI 2 55.0 90.4 27.8 BPS
CHI-MATCH
 
MATCHED VALUE 28,903,326,988 MATCHED VOLUME 21,523,974 SYMBOLS 331
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6501 HITACHI 1,271,293,378 2,020,000
4503 ASTELLAS 1,230,404,902 798,400
9984 SOFTBNKG 923,659,470 110,400
9022 JR CENT 868,513,134 47,400
8411 MIZUHO 859,139,242 4,059,800
       
 
VALUE %
AM 0 0.0
PM 10,739,749,014 37.2
FULL DAY 18,163,577,974 62.8
 
LARGE CAP 9,658,262,500 68.1
MID CAP 4,035,134,286 28.4
SMALL CAP 492,623,129 3.5

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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