WEEKLY REPORT
March 27, 2017

DAILY AVERAGE

value
JPY 30,159,388,717
 
trades
90,115
traded symbols
1,710
quoted symbols
2,093
weekly highlight

market share1

Total by Value 1.1%
Total by Volume 1.3%
Mid Cap 400 by Value 2.2%
Mid Cap 400 by Volume 2.6%
Nikkei 225 by Value 1.0%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI83.2%
AVERAGE PI4.2 BPS
TOTAL PI/SAVINGSJPY 56,404,799
price improvement value traded symbols
LARGE CAP0.7 BPS 12,001,983,395 99
MID CAP4.4 BPS 48,374,150,865 395
SMALL CAP6.0 BPS 10,156,378,925 991
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6098 RECRUIT 1,897 4.2 88.2 5.3 BPS
4005 SMICHEM 1,508 5.4 86.0 5.0 BPS
9613 NTTDATA 1,491 7.6 93.0 6.1 BPS
4689 YAHOO J 1,474 5.2 92.2 7.3 BPS
4324 DENTSU 1,312 5.0 80.2 5.1 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8251 PARCO 66 11.1 95.6 4.7 BPS
7988 NIFCO 638 10.4 87.2 6.0 BPS
6773 PIONEER 372 9.0 89.0 15.3 BPS
8952 JRE 896 8.8 94.5 4.3 BPS
8951 NBF 867 8.8 97.0 4.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 932,000 34,317,000 3682.1%
6753 SHARP 1,175,000 17,679,000 1504.6%
9501 TEPCOHD 1,684,000 11,091,300 658.6%
8411 MIZUHO 4,149,000 10,797,800 260.2%
8306 MUFG 1,157,600 7,129,900 615.9%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8870 SMI-RES 438 66.7 90.1 2.4 BPS
3101 TOYOBO 286 59.8 88.0 16.0 BPS
2768 SOJITZ 452 56.8 92.8 13.5 BPS
1821 MS-CON 88 56.4 96.8 34.5 BPS
8107 KIMRTAN 2 50.2 83.3 634.5 BPS
CHI-MATCH
 
MATCHED VALUE 7,990,725,498 MATCHED VOLUME 5,621,550 SYMBOLS 271
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
8031 MITSUI 689,576,776 418,000
1925 DAIW-HS 450,771,972 141,400
8410 SEVEN BK 250,881,468 681,800
1928 SEKSUIH 248,520,976 133,200
8570 AEON FS 241,265,138 110,800
       
 
VALUE %
AM 0 0.0
PM 2,433,712,184 30.5
FULL DAY 5,557,013,314 69.5
 
LARGE CAP 2,149,913,187 54.5
MID CAP 1,465,213,177 37.1
SMALL CAP 331,798,864 8.4

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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