WEEKLY REPORT
August 28, 2017

DAILY AVERAGE

value
JPY 48,154,073,376
 
trades
141,574
traded symbols
2,176
quoted symbols
2,600
weekly highlight

market share1

Total by Value 1.9%
Total by Volume 2.0%
Mid Cap 400 by Value 3.7%
Mid Cap 400 by Volume 4.4%
Nikkei 225 by Value 1.8%
Nikkei 225 by Volume 2.4%
PRICE IMPROVEMENT2

TRADES WITH PI87.5%
AVERAGE PI3.1 BPS
TOTAL PI/SAVINGSJPY 68,159,956
price improvement value traded symbols
LARGE CAP0.9 BPS 20,061,025,810 99
MID CAP3.2 BPS 68,000,653,200 392
SMALL CAP3.5 BPS 23,118,649,650 1243
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7201 NISSAN 2,409 3.8 89.7 1.2 BPS
6645 OMRON 2,169 9.1 92.4 5.1 BPS
6723 RENESAS 2,017 2.4 87.3 2.1 BPS
4689 YAHOO J 1,920 8.4 94.0 7.6 BPS
2587 SUNTRYBF 1,839 7.3 95.4 5.1 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8976 DAIWAOF 320 13.6 94.3 1.1 BPS
8951 NBF 1,009 13.1 96.5 3.9 BPS
4044 CTL.GLS 207 13.0 87.5 3.6 BPS
6773 PIONEER 235 12.4 96.7 16.6 BPS
7003 MTI-E&S 431 11.8 95.5 26.0 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
2315 CAICA 712,100 19,085,000 2680.1%
6502 TOSHIBA 4,970,000 17,355,000 349.2%
7013 IHI 3,889,000 10,237,000 263.2%
8306 MUFG 527,500 10,102,800 1915.2%
9101 NYKLINE 4,743,000 9,264,000 195.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8585 OR.CORP 178 74.8 88.3 18.1 BPS
3103 UNITIKA 184 72.4 98.8 42.3 BPS
9101 NYKLINE 1,162 64.3 94.5 17.0 BPS
8713 FIDEA HD 10 62.7 99.6 8.2 BPS
7167 MEBUKIFG 713 62.3 92.0 6.6 BPS
CHI-MATCH
 
MATCHED VALUE 5,626,518,482 MATCHED VOLUME 3,553,518 SYMBOLS 344
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
5020 JXTG 443,976,056 828,400
8630 SOMPOHD 312,455,556 75,600
6098 RECRUIT 250,266,094 114,200
7267 HONDA 232,900,044 76,600
8795 T&DHD 193,418,562 128,400
       
 
VALUE %
AM 0 0.0
PM 2,847,683,966 50.6
FULL DAY 2,778,834,516 49.4
 
LARGE CAP 1,643,307,230 60.5
MID CAP 828,351,702 30.5
SMALL CAP 244,632,714 9.0

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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