WEEKLY REPORT
June 5, 2017

DAILY AVERAGE

value
JPY 30,099,031,535
 
trades
96,829
traded symbols
1,895
quoted symbols
2,240
weekly highlight

market share1

Total by Value 1.0%
Total by Volume 1.1%
Mid Cap 400 by Value 2.0%
Mid Cap 400 by Volume 2.3%
Nikkei 225 by Value 0.8%
Nikkei 225 by Volume 1.2%
PRICE IMPROVEMENT2

TRADES WITH PI81.7%
AVERAGE PI3.0 BPS
TOTAL PI/SAVINGSJPY 41,130,701
price improvement value traded symbols
LARGE CAP0.7 BPS 10,061,109,840 99
MID CAP3.1 BPS 45,389,975,475 393
SMALL CAP4.1 BPS 12,755,961,330 969
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6098 RECRUIT 2,081 3.8 86.1 4.9 BPS
4689 YAHOO J 1,356 5.9 90.9 7.8 BPS
9766 KONAMIHD 1,294 2.4 81.5 2.8 BPS
4042 TOSOH 1,242 3.2 80.8 1.3 BPS
4324 DENTSU 1,231 3.3 90.1 4.4 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7260 FJIKIKO 111 18.0 93.2 6.0 BPS
3002 GUNZE 280 10.9 91.4 6.9 BPS
8972 KENEDIXO 286 9.8 92.4 3.2 BPS
8976 DAIWAOF 216 8.3 97.3 0.9 BPS
6310 ISEKI 74 8.2 92.3 12.5 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
3350 RED 60,900 31,873,600 52337.6%
8303 SHINSEI 3,848,000 22,777,000 591.9%
6753 SHARP 1,157,000 20,326,000 1756.8%
6502 TOSHIBA 743,000 19,796,000 2664.3%
3318 MEGASUP 80,300 17,231,000 21458.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8107 KIMRTAN 0 74.6 100.0 658.7 BPS
3103 UNITIKA 103 54.7 87.3 40.4 BPS
8350 MITINOB 9 53.1 93.0 17.9 BPS
2768 SOJITZ 442 51.8 88.5 14.7 BPS
6701 NEC 333 49.3 93.9 12.7 BPS
CHI-MATCH
 
MATCHED VALUE 14,270,615,244 MATCHED VOLUME 11,071,752 SYMBOLS 524
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
8058 MITBISI 1,485,502,700 658,800
5406 KOBESTL 629,516,270 598,800
6702 FUJITSU 561,025,504 692,000
4188 MTBCM HD 478,466,576 551,400
8304 AOZORA 426,450,384 1,014,000
       
 
VALUE %
AM 0 0.0
PM 4,357,413,582 30.5
FULL DAY 9,913,201,662 69.5
 
LARGE CAP 3,350,723,258 49.6
MID CAP 2,896,975,229 42.9
SMALL CAP 504,684,098 7.5

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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