WEEKLY REPORT
March 20, 2017

DAILY AVERAGE

value
JPY 31,208,521,458
 
trades
91,353
traded symbols
1,640
quoted symbols
2,128
weekly highlight

market share1

Total by Value 1.1%
Total by Volume 1.4%
Mid Cap 400 by Value 2.5%
Mid Cap 400 by Volume 2.9%
Nikkei 225 by Value 1.0%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI82.6%
AVERAGE PI4.6 BPS
TOTAL PI/SAVINGSJPY 47,891,598
price improvement value traded symbols
LARGE CAP0.6 BPS 8,929,989,940 99
MID CAP4.4 BPS 41,935,871,540 394
SMALL CAP7.6 BPS 7,501,315,845 942
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4689 YAHOO J 1,685 6.3 89.0 6.8 BPS
7269 SZUKI M 1,664 4.6 88.3 1.5 BPS
6098 RECRUIT 1,377 4.3 85.9 4.9 BPS
4324 DENTSU 1,289 5.5 86.1 5.0 BPS
9613 NTTDATA 1,168 8.3 92.4 5.7 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6465 HOSIZAKI 660 11.9 83.6 4.5 BPS
8976 DAIWAOF 234 10.1 71.9 2.2 BPS
2206 E-GLICO 564 9.1 87.4 5.0 BPS
7649 SUGI HD 206 8.8 82.5 4.6 BPS
8840 DAIKYO 126 8.8 90.0 15.2 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 495,000 16,705,000 3374.8%
8306 MUFG 942,600 9,486,200 1006.4%
6753 SHARP 1,272,000 8,438,000 663.4%
8411 MIZUHO 2,553,700 8,223,900 322.0%
7853 F PLANET 12,100 6,318,000 52214.9%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8107 KIMRTAN 3 92.5 100.0 924.4 BPS
7920 MIURA P 3 88.6 100.0 20.7 BPS
3103 UNITIKA 267 67.8 96.0 36.7 BPS
8894 HRKOSAN 1 61.6 100.0 202.4 BPS
2353 NP-PARK 11 57.6 97.0 20.1 BPS
CHI-MATCH
 
MATCHED VALUE 8,631,995,004 MATCHED VOLUME 5,941,124 SYMBOLS 367
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
8316 SMFG 1,548,097,842 372,200
6586 MAKITA 435,555,060 56,800
8411 MIZUHO 300,048,040 1,449,400
7201 NISSAN 217,605,156 194,400
7267 HONDA 191,996,136 56,000
       
 
VALUE %
AM 0 0.0
PM 3,725,067,658 43.1
FULL DAY 4,906,927,346 56.9
 
LARGE CAP 2,552,371,852 60.8
MID CAP 1,294,193,772 30.8
SMALL CAP 350,142,259 8.3

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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