WEEKLY REPORT
May 29, 2017

DAILY AVERAGE

value
JPY 31,219,672,838
 
trades
100,260
traded symbols
1,898
quoted symbols
2,225
weekly highlight

market share1

Total by Value 1.0%
Total by Volume 1.2%
Mid Cap 400 by Value 2.0%
Mid Cap 400 by Volume 2.4%
Nikkei 225 by Value 0.9%
Nikkei 225 by Volume 1.3%
PRICE IMPROVEMENT2

TRADES WITH PI83.3%
AVERAGE PI2.9 BPS
TOTAL PI/SAVINGSJPY 43,413,010
price improvement value traded symbols
LARGE CAP0.8 BPS 10,220,704,660 99
MID CAP3.1 BPS 47,366,472,210 393
SMALL CAP3.4 BPS 12,841,448,090 982
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7259 AISIN 1,625 4.8 88.6 5.0 BPS
6098 RECRUIT 1,353 2.7 85.5 4.5 BPS
6869 SYSMEX 1,339 3.6 83.4 3.5 BPS
4005 SMICHEM 1,243 4.6 88.1 5.3 BPS
4042 TOSOH 1,232 1.9 81.6 2.0 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7260 FJIKIKO 84 12.3 96.9 2.7 BPS
3002 GUNZE 215 9.7 86.4 6.3 BPS
6310 ISEKI 78 9.6 85.6 12.1 BPS
8972 KENEDIXO 332 9.6 94.7 4.9 BPS
3279 API 380 9.5 94.7 2.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
7638 NEW ART 12,200 27,683,900 226917.2%
6753 SHARP 1,627,000 21,678,000 1332.4%
8306 MUFG 587,300 15,319,100 2608.4%
3528 PROSPECT 442,000 14,297,000 3234.6%
7013 IHI 2,473,000 13,276,000 536.8%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1896 OBAYS R 54 64.9 97.6 2.0 BPS
8918 LAND 2 64.3 100.0 279.5 BPS
8303 SHINSEI 815 52.7 91.4 18.4 BPS
9101 NYKLINE 714 51.1 93.8 19.7 BPS
3103 UNITIKA 160 47.8 94.4 46.8 BPS
CHI-MATCH
 
MATCHED VALUE 16,177,139,220 MATCHED VOLUME 9,469,940 SYMBOLS 426
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
7974 NINTEND 1,863,091,390 56,000
7832 BANNAMHD 977,397,648 247,000
8306 MUFG 818,342,020 1,183,600
8316 SMFG 800,720,134 199,800
8058 MITBISI 692,306,762 309,000
       
 
VALUE %
AM 0 0.0
PM 6,238,440,132 38.6
FULL DAY 9,938,699,088 61.4
 
LARGE CAP 4,082,971,836 51.6
MID CAP 3,358,652,739 42.4
SMALL CAP 475,318,727 6.0

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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