WEEKLY REPORT
July 10, 2017

DAILY AVERAGE

value
JPY 37,284,262,487
 
trades
117,187
traded symbols
1,924
quoted symbols
2,267
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.3%
Mid Cap 400 by Value 2.7%
Mid Cap 400 by Volume 3.0%
Nikkei 225 by Value 1.4%
Nikkei 225 by Volume 1.8%
PRICE IMPROVEMENT2

TRADES WITH PI86.7%
AVERAGE PI2.8 BPS
TOTAL PI/SAVINGSJPY 46,271,001
price improvement value traded symbols
LARGE CAP0.8 BPS 19,179,489,085 99
MID CAP2.9 BPS 50,962,142,600 393
SMALL CAP3.4 BPS 15,108,342,000 990
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7974 NINTEND 1,888 0.4 85.8 0.7 BPS
7201 NISSAN 1,660 2.7 87.5 1.2 BPS
9020 JR EAST 1,586 4.8 90.2 1.9 BPS
4324 DENTSU 1,311 4.4 92.5 4.8 BPS
6869 SYSMEX 1,205 6.6 92.1 5.0 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3002 GUNZE 124 11.6 90.0 6.2 BPS
1980 DAI-DAN 60 9.1 89.7 27.7 BPS
9706 J.AIR-T 439 8.9 88.9 2.6 BPS
3088 MA-KIYO 511 8.8 90.3 4.0 BPS
4044 CTL.GLS 130 8.8 83.6 3.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6218 ENSHU 3,000 41,079,000 1369300.0%
3250 ADWORKS 68,000 29,315,000 43110.3%
8704 TRADERS 887,600 27,531,500 3101.8%
9101 NYKLINE 4,458,000 24,980,000 560.3%
6502 TOSHIBA 1,191,000 24,077,000 2021.6%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3101 TOYOBO 190 68.9 96.7 15.2 BPS
6701 NEC 397 59.7 95.3 11.6 BPS
2768 SOJITZ 409 59.6 93.3 12.5 BPS
5703 NLM HD 206 57.1 93.9 11.3 BPS
1821 MS-CON 43 57.0 93.6 26.9 BPS
CHI-MATCH
 
MATCHED VALUE 6,529,290,826 MATCHED VOLUME 3,012,228 SYMBOLS 212
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6728 ULVAC 1,115,137,344 192,800
3283 PROLOGIS 275,883,662 1,174
8002 MARBENI 251,723,662 340,200
4578 OTSUKAHD 242,693,800 50,600
8001 ITOCHU 242,275,500 140,800
       
 
VALUE %
AM 0 0.0
PM 4,214,206,764 64.5
FULL DAY 2,315,084,062 35.5
 
LARGE CAP 1,133,218,685 39.2
MID CAP 880,130,584 30.4
SMALL CAP 879,473,022 30.4

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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