WEEKLY REPORT
September 25, 2017

DAILY AVERAGE

value
JPY 58,284,915,990
 
trades
170,214
traded symbols
2,242
quoted symbols
2,629
weekly highlight

market share1

Total by Value 1.9%
Total by Volume 1.9%
Mid Cap 400 by Value 3.4%
Mid Cap 400 by Volume 3.8%
Nikkei 225 by Value 1.7%
Nikkei 225 by Volume 2.1%
PRICE IMPROVEMENT2

TRADES WITH PI87.1%
AVERAGE PI2.6 BPS
TOTAL PI/SAVINGSJPY 68,401,374
price improvement value traded symbols
LARGE CAP0.7 BPS 18,132,972,560 99
MID CAP2.6 BPS 91,507,596,890 399
SMALL CAP3.0 BPS 28,460,626,385 1460
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7201 NISSAN 4,791 3.5 86.2 1.2 BPS
6098 RECRUIT 4,475 1.6 84.5 0.6 BPS
4689 YAHOO J 2,717 7.6 91.4 6.9 BPS
6645 OMRON 2,636 9.0 86.3 4.7 BPS
6178 JPPOSTHD 2,232 0.4 89.4 1.4 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2767 FIELDS 99 13.2 95.7 5.7 BPS
5703 NLM HD 562 11.4 86.1 8.7 BPS
9706 J.AIR-T 746 10.9 86.3 3.3 BPS
2331 ALSOK 655 10.8 86.2 4.6 BPS
8976 DAIWAOF 288 10.6 90.7 1.8 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6178 JPPOSTHD 1,616,300 19,198,800 1187.8%
6502 TOSHIBA 5,191,000 16,204,000 312.2%
6955 FDK 147,000 14,401,000 9796.6%
6740 JDI 1,185,200 12,505,700 1055.2%
7746 OKAGLAS 20,100 11,488,600 57157.2%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8918 LAND 6 74.4 100.0 302.3 BPS
2353 NP-PARK 33 63.6 96.3 19.7 BPS
2768 SOJITZ 983 58.9 88.0 10.7 BPS
6773 PIONEER 239 55.3 90.6 14.3 BPS
8410 SEVEN BK 894 54.0 87.5 7.2 BPS
CHI-MATCH
 
MATCHED VALUE 13,638,897,262 MATCHED VOLUME 5,846,920 SYMBOLS 515
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9843 NITORIHD 2,268,039,576 132,000
9432 NTT 1,191,788,736 232,600
2651 LAWSON 456,971,204 62,000
8031 MITSUI 430,725,374 254,800
8058 MITBISI 397,492,644 152,000
       
 
VALUE %
AM 0 0.0
PM 5,055,884,342 37.1
FULL DAY 8,583,012,920 62.9
 
LARGE CAP 3,805,650,668 56.4
MID CAP 2,706,953,445 40.1
SMALL CAP 230,449,555 3.4

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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