WEEKLY REPORT
March 13, 2017

DAILY AVERAGE

value
JPY 30,617,479,867
 
trades
88,451
traded symbols
1,791
quoted symbols
2,121
weekly highlight

market share1

Total by Value 1.2%
Total by Volume 1.3%
Mid Cap 400 by Value 2.5%
Mid Cap 400 by Volume 2.8%
Nikkei 225 by Value 1.0%
Nikkei 225 by Volume 1.3%
PRICE IMPROVEMENT2

TRADES WITH PI86.5%
AVERAGE PI4.1 BPS
TOTAL PI/SAVINGSJPY 55,528,535
price improvement value traded symbols
LARGE CAP0.9 BPS 7,401,834,910 99
MID CAP4.3 BPS 50,194,075,990 395
SMALL CAP4.5 BPS 12,620,926,335 999
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6098 RECRUIT 2,447 3.5 90.2 4.6 BPS
4689 YAHOO J 1,563 5.2 89.6 6.4 BPS
4324 DENTSU 1,511 4.7 92.0 5.2 BPS
4208 UBE IND 1,495 7.1 91.6 12.4 BPS
4005 SMICHEM 1,291 4.1 89.4 4.8 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8625 TAKAGIS 109 28.8 98.6 14.6 BPS
8976 DAIWAOF 396 10.6 96.4 3.0 BPS
4044 CTL.GLS 129 9.8 91.2 6.7 BPS
7988 NIFCO 529 9.2 88.7 5.3 BPS
3002 GUNZE 124 9.0 96.1 7.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 870,000 36,160,000 4156.3%
6753 SHARP 2,308,000 25,888,000 1121.7%
9101 NYKLINE 3,568,000 9,332,000 261.6%
4689 YAHOO J 2,707,600 9,202,400 339.9%
7011 MHI 353,000 7,695,000 2179.9%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8107 KIMRTAN 1 92.0 100.0 428.6 BPS
8625 TAKAGIS 109 83.2 98.6 14.6 BPS
7920 MIURA P 0 82.3 100.0 11.5 BPS
1821 MS-CON 60 65.4 98.6 28.5 BPS
3250 ADWORKS 1 64.6 83.3 19.9 BPS
CHI-MATCH
 
MATCHED VALUE 14,576,142,324 MATCHED VOLUME 8,935,784 SYMBOLS 333
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
7261 MAZDA 1,544,639,844 953,200
7203 TOYOTA 1,232,324,276 189,200
8331 CHIBABK 760,198,430 992,000
8309 SMTRUST 659,149,854 162,000
8053 SMITOMO 522,340,730 344,800
       
 
VALUE %
AM 0 0.0
PM 4,075,338,964 28.0
FULL DAY 10,500,803,360 72.0
 
LARGE CAP 4,589,484,480 69.0
MID CAP 1,745,734,924 26.2
SMALL CAP 315,292,158 4.7

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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