WEEKLY REPORT
May 8, 2017

DAILY AVERAGE

value
JPY 44,028,997,513
 
trades
129,090
traded symbols
1,711
quoted symbols
1,969
weekly highlight

market share1

Total by Value 1.3%
Total by Volume 1.4%
Mid Cap 400 by Value 2.3%
Mid Cap 400 by Volume 2.6%
Nikkei 225 by Value 1.0%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI84.1%
AVERAGE PI2.8 BPS
TOTAL PI/SAVINGSJPY 58,335,849
price improvement value traded symbols
LARGE CAP0.7 BPS 16,938,288,480 99
MID CAP3.1 BPS 68,286,048,310 393
SMALL CAP3.3 BPS 17,179,823,425 892
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4689 YAHOO J 2,029 5.2 90.4 6.9 BPS
7013 IHI 1,864 3.6 87.9 6.7 BPS
4183 MTI-CHM 1,845 5.7 88.1 4.9 BPS
6098 RECRUIT 1,706 3.5 86.2 4.2 BPS
7259 AISIN 1,683 6.1 89.4 4.0 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8968 FK-REIT 90 11.0 95.2 3.6 BPS
3002 GUNZE 162 10.6 89.5 5.7 BPS
6310 ISEKI 62 9.3 91.2 11.0 BPS
8544 KEIYOBK 88 8.5 73.0 3.7 BPS
7747 ASA-INTE 265 8.3 87.2 4.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 1,676,000 44,992,000 2684.5%
9501 TEPCOHD 2,178,800 34,134,800 1566.7%
7013 IHI 4,344,000 26,219,000 603.6%
6753 SHARP 1,944,000 24,535,000 1262.1%
5480 NP-YAKN 325,800 22,070,000 6774.1%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8245 MARUEI 6 88.5 100.0 27.9 BPS
8107 KIMRTAN 2 66.7 100.0 571.4 BPS
9101 NYKLINE 856 55.4 95.3 17.9 BPS
1821 MS-CON 72 52.3 95.1 30.5 BPS
2353 NP-PARK 18 51.0 87.4 19.7 BPS
CHI-MATCH
 
MATCHED VALUE 15,642,679,012 MATCHED VOLUME 9,389,714 SYMBOLS 511
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9684 SQENIXHD 1,241,061,984 356,400
6981 MURATA 633,079,844 38,800
1928 SEKSUIH 454,096,510 238,200
4202 DAICEL 319,184,272 241,200
4042 TOSOH 302,412,676 286,000
       
 
VALUE %
AM 0 0.0
PM 7,495,994,536 47.9
FULL DAY 8,146,684,476 52.1
 
LARGE CAP 2,780,248,673 36.3
MID CAP 4,200,967,484 54.8
SMALL CAP 679,386,640 8.9

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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