WEEKLY REPORT
October 2, 2017

DAILY AVERAGE

value
JPY 39,805,793,875
 
trades
129,792
traded symbols
2,067
quoted symbols
2,373
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.3%
Mid Cap 400 by Value 3.2%
Mid Cap 400 by Volume 3.4%
Nikkei 225 by Value 1.2%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI83.3%
AVERAGE PI2.7 BPS
TOTAL PI/SAVINGSJPY 49,122,411
price improvement value traded symbols
LARGE CAP0.6 BPS 8,001,415,465 99
MID CAP2.6 BPS 64,213,870,295 399
SMALL CAP3.0 BPS 20,075,119,440 1209
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4689 YAHOO J 2,442 7.8 85.9 7.3 BPS
7201 NISSAN 1,722 0.9 72.2 0.9 BPS
6178 JPPOSTHD 1,535 1.3 86.6 1.4 BPS
6098 RECRUIT 1,525 1.6 87.4 0.8 BPS
6645 OMRON 1,419 5.1 86.1 5.0 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6256 NUFLARE 38 14.2 98.4 1.6 BPS
5232 SMI-OSK 532 10.2 87.5 7.1 BPS
1458 RK 225LV 466 10.1 94.3 6.5 BPS
3733 SFTWSER 8 9.6 100.0 40.0 BPS
5949 UNIPRES 313 9.3 91.7 1.5 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
6740 JDI 1,427,600 40,856,600 2861.9%
1514 SUMISEKI 1,257,100 39,528,700 3144.4%
2315 CAICA 469,700 14,551,000 3097.9%
6502 TOSHIBA 3,160,000 13,107,000 414.8%
3202 DAITOBO 134,700 12,603,000 9356.4%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6773 PIONEER 239 59.4 84.5 12.6 BPS
2768 SOJITZ 1,034 53.3 78.1 10.2 BPS
2353 NP-PARK 21 51.5 94.4 21.8 BPS
8410 SEVEN BK 955 49.5 89.8 8.3 BPS
8918 LAND 19 48.8 99.4 257.4 BPS
CHI-MATCH
 
MATCHED VALUE 8,984,089,626 MATCHED VOLUME 4,380,308 SYMBOLS 455
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6501 HITACHI 560,330,026 690,000
1928 SEKSUIH 516,338,556 268,400
8801 MTI-FU 375,144,566 147,000
7203 TOYOTA 292,331,490 43,400
6758 SONY 218,221,788 52,200
       
 
VALUE %
AM 0 0.0
PM 4,868,254,088 54.2
FULL DAY 4,115,835,538 45.8
 
LARGE CAP 2,524,187,888 56.4
MID CAP 1,406,931,409 31.4
SMALL CAP 543,913,427 12.2

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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