WEEKLY REPORT
June 26, 2017

DAILY AVERAGE

value
JPY 33,516,626,452
 
trades
107,694
traded symbols
1,924
quoted symbols
2,255
weekly highlight

market share1

Total by Value 1.2%
Total by Volume 1.1%
Mid Cap 400 by Value 2.2%
Mid Cap 400 by Volume 2.4%
Nikkei 225 by Value 1.1%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI81.8%
AVERAGE PI2.6 BPS
TOTAL PI/SAVINGSJPY 40,641,896
price improvement value traded symbols
LARGE CAP0.6 BPS 19,235,919,565 99
MID CAP3.0 BPS 43,728,603,445 393
SMALL CAP3.1 BPS 13,015,079,550 1000
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7974 NINTEND 2,388 0.3 84.5 0.4 BPS
4689 YAHOO J 1,519 4.8 91.1 7.3 BPS
7259 AISIN 1,454 7.9 92.5 4.6 BPS
6861 KEYENCE 1,344 2.5 80.5 0.5 BPS
5233 PC CEMT 1,154 4.4 93.3 8.3 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8952 JRE 1,002 11.6 96.5 5.1 BPS
3287 HOSINORR 139 10.9 99.2 0.7 BPS
8972 KENEDIXO 296 10.0 98.0 1.6 BPS
8976 DAIWAOF 146 9.5 90.5 1.4 BPS
6985 U-SHIN 23 9.0 74.2 4.9 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8704 TRADERS 357,900 44,256,100 12365.5%
6502 TOSHIBA 2,570,000 42,062,000 1636.7%
5721 S-SCIEN 12,400 19,836,000 159967.7%
8515 AIFUL 1,195,700 16,602,600 1388.5%
3323 RECOMM 72,800 16,517,300 22688.6%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2768 SOJITZ 621 64.4 95.4 14.6 BPS
1821 MS-CON 40 58.0 97.8 31.5 BPS
8713 FIDEA HD 18 57.5 91.7 7.5 BPS
9101 NYKLINE 614 57.3 93.8 17.1 BPS
6701 NEC 362 54.3 93.0 12.6 BPS
CHI-MATCH
 
MATCHED VALUE 10,266,915,730 MATCHED VOLUME 6,034,020 SYMBOLS 467
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9433 KDDI 1,565,338,820 523,800
9984 SOFTBNKG 365,212,260 39,400
6963 ROHM 353,127,836 39,400
8750 1-LIFEHD 271,773,866 134,400
8219 AOYAMA 244,118,610 61,200
       
 
VALUE %
AM 0 0.0
PM 5,755,894,980 56.1
FULL DAY 4,511,020,750 43.9
 
LARGE CAP 3,060,027,088 60.6
MID CAP 1,773,374,389 35.1
SMALL CAP 212,975,016 4.2

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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