WEEKLY REPORT
August 21, 2017

DAILY AVERAGE

value
JPY 40,426,866,323
 
trades
120,669
traded symbols
2,120
quoted symbols
2,601
weekly highlight

market share1

Total by Value 1.8%
Total by Volume 1.9%
Mid Cap 400 by Value 3.4%
Mid Cap 400 by Volume 4.0%
Nikkei 225 by Value 1.7%
Nikkei 225 by Volume 2.3%
PRICE IMPROVEMENT2

TRADES WITH PI87.6%
AVERAGE PI3.3 BPS
TOTAL PI/SAVINGSJPY 58,918,004
price improvement value traded symbols
LARGE CAP0.8 BPS 17,226,564,875 99
MID CAP3.5 BPS 59,209,216,085 392
SMALL CAP4.0 BPS 17,247,724,895 1235
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6861 KEYENCE 3,172 3.0 93.3 1.6 BPS
7201 NISSAN 2,183 3.8 81.6 1.2 BPS
6645 OMRON 2,110 8.7 92.1 5.7 BPS
4689 YAHOO J 1,501 6.8 93.0 7.2 BPS
6770 ALPS EL 1,454 5.7 95.8 2.7 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6945 FTEC 57 17.0 82.7 8.6 BPS
3002 GUNZE 179 15.8 93.3 5.0 BPS
8951 NBF 920 13.9 95.8 4.1 BPS
8972 KENEDIXO 354 13.4 97.6 2.2 BPS
7167 MEBUKIFG 955 12.9 85.4 6.6 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 3,638,000 26,015,000 715.1%
9318 ASIADEVE 154,200 23,715,300 15379.6%
9101 NYKLINE 5,739,000 11,082,000 193.1%
2315 CAICA 169,900 8,945,500 5265.2%
4208 UBE IND 3,176,000 8,530,000 268.6%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1813 FUDO TTR 37 78.1 95.5 14.0 BPS
8918 LAND 3 76.2 100.0 354.0 BPS
3103 UNITIKA 87 75.6 90.8 39.7 BPS
2768 SOJITZ 502 72.2 95.5 13.4 BPS
1821 MS-CON 38 69.0 99.5 23.8 BPS
CHI-MATCH
 
MATCHED VALUE 5,784,537,992 MATCHED VOLUME 2,784,686 SYMBOLS 218
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
8309 SMTRUST 809,109,448 212,000
7203 TOYOTA 563,643,596 91,800
1925 DAIW-HS 384,586,884 101,800
6098 RECRUIT 357,181,708 164,400
8586 HIT-CAP 291,290,110 113,400
       
 
VALUE %
AM 0 0.0
PM 3,119,144,024 53.9
FULL DAY 2,665,393,968 46.1
 
LARGE CAP 1,468,622,247 52.1
MID CAP 1,022,749,063 36.3
SMALL CAP 326,354,619 11.6

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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