WEEKLY REPORT
September 18, 2017

DAILY AVERAGE

value
JPY 61,975,161,666
 
trades
177,699
traded symbols
2,238
quoted symbols
2,664
weekly highlight

market share1

Total by Value 1.8%
Total by Volume 2.2%
Mid Cap 400 by Value 3.9%
Mid Cap 400 by Volume 4.7%
Nikkei 225 by Value 1.5%
Nikkei 225 by Volume 2.4%
PRICE IMPROVEMENT2

TRADES WITH PI87.5%
AVERAGE PI2.9 BPS
TOTAL PI/SAVINGSJPY 66,429,554
price improvement value traded symbols
LARGE CAP0.6 BPS 15,427,912,735 99
MID CAP2.9 BPS 77,609,804,920 399
SMALL CAP3.2 BPS 24,088,940,455 1410
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7201 NISSAN 3,890 3.6 87.9 1.0 BPS
6098 RECRUIT 2,823 3.1 87.3 0.9 BPS
4689 YAHOO J 2,578 10.9 89.4 7.5 BPS
7012 KHI 2,225 9.7 94.5 8.7 BPS
6502 TOSHIBA 2,207 4.0 85.8 8.0 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3002 GUNZE 326 13.6 93.0 4.6 BPS
7274 SHOWA 276 12.2 83.4 3.8 BPS
8303 SHINSEI 1,654 10.9 90.4 19.4 BPS
4689 YAHOO J 2,578 10.9 89.4 7.5 BPS
5703 NLM HD 676 10.0 88.0 8.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8303 SHINSEI 8,745,000 20,819,000 238.1%
6502 TOSHIBA 6,499,000 20,648,000 317.7%
9101 NYKLINE 7,534,000 18,746,000 248.8%
7012 KHI 5,835,000 16,781,000 287.6%
6955 FDK 134,000 14,313,000 10681.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3103 UNITIKA 108 84.2 94.7 34.7 BPS
1821 MS-CON 98 76.7 97.6 27.2 BPS
2353 NP-PARK 38 69.5 96.2 16.2 BPS
6701 NEC 552 59.8 87.9 10.0 BPS
1805 TOBISMA 18 58.2 92.6 11.6 BPS
CHI-MATCH
 
MATCHED VALUE 12,358,144,612 MATCHED VOLUME 5,571,616 SYMBOLS 416
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9843 NITORIHD 1,570,999,054 90,600
9432 NTT 1,396,156,324 277,400
4578 OTSUKAHD 527,509,960 117,000
9364 KAMIGMI 500,771,250 394,000
6758 SONY 481,166,876 114,200
       
 
VALUE %
AM 0 0.0
PM 3,287,270,538 26.6
FULL DAY 9,070,874,074 73.4
 
LARGE CAP 3,097,745,626 51.1
MID CAP 2,591,456,997 42.8
SMALL CAP 367,001,303 6.1

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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