WEEKLY REPORT
September 11, 2017

DAILY AVERAGE

value
JPY 50,372,882,094
 
trades
155,014
traded symbols
2,202
quoted symbols
2,648
weekly highlight

market share1

Total by Value 1.8%
Total by Volume 1.9%
Mid Cap 400 by Value 3.7%
Mid Cap 400 by Volume 4.2%
Nikkei 225 by Value 1.5%
Nikkei 225 by Volume 2.2%
PRICE IMPROVEMENT2

TRADES WITH PI88.2%
AVERAGE PI2.8 BPS
TOTAL PI/SAVINGSJPY 67,584,795
price improvement value traded symbols
LARGE CAP0.7 BPS 10,949,000,330 99
MID CAP3.0 BPS 65,075,209,670 399
SMALL CAP3.0 BPS 22,188,534,275 1416
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4689 YAHOO J 2,591 8.8 88.7 6.6 BPS
7201 NISSAN 2,583 2.8 89.1 1.1 BPS
7259 AISIN 2,357 6.9 91.2 4.2 BPS
6645 OMRON 1,996 7.7 90.0 4.9 BPS
6502 TOSHIBA 1,955 4.0 84.4 6.2 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1821 MS-CON 196 11.7 98.2 29.1 BPS
2726 PALGHD 78 11.3 96.3 1.1 BPS
8410 SEVEN BK 1,090 11.3 91.9 8.6 BPS
4574 TAIKO PH 33 10.7 95.9 5.9 BPS
8951 NBF 976 10.5 93.7 4.3 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6502 TOSHIBA 5,528,000 20,551,000 371.8%
6969 MATUOEL 20,000 18,657,000 93285.0%
7012 KHI 4,925,000 15,599,000 316.7%
8704 TRADERS 318,500 15,387,500 4831.2%
8101 GSICREO 656,000 12,148,000 1851.8%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1821 MS-CON 196 82.5 98.2 29.1 BPS
1514 SUMISEKI 4 66.3 97.0 10.4 BPS
3103 UNITIKA 126 65.3 90.9 29.1 BPS
9107 K-LINE 282 62.9 96.7 9.2 BPS
2768 SOJITZ 726 61.5 92.8 10.8 BPS
CHI-MATCH
 
MATCHED VALUE 13,985,809,112 MATCHED VOLUME 9,461,440 SYMBOLS 589
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
8306 MUFG 828,335,092 1,244,400
5401 NSTEELSM 672,425,950 254,200
7751 CANON 475,338,708 126,400
9020 JR EAST 463,113,382 45,200
8035 TKOELCN 458,650,200 29,000
       
 
VALUE %
AM 0 0.0
PM 8,730,938,220 62.4
FULL DAY 5,254,870,892 37.6
 
LARGE CAP 3,672,565,630 66.7
MID CAP 1,593,957,946 28.9
SMALL CAP 239,934,931 4.4

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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