WEEKLY REPORT
October 23, 2017

DAILY AVERAGE

value
JPY 50,458,866,938
 
trades
154,239
traded symbols
2,109
quoted symbols
2,396
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.3%
Mid Cap 400 by Value 3.0%
Mid Cap 400 by Volume 2.9%
Nikkei 225 by Value 1.1%
Nikkei 225 by Volume 1.2%
PRICE IMPROVEMENT2

TRADES WITH PI79.1%
AVERAGE PI2.3 BPS
TOTAL PI/SAVINGSJPY 55,168,080
price improvement value traded symbols
LARGE CAP0.5 BPS 12,408,723,955 99
MID CAP2.3 BPS 80,536,253,095 399
SMALL CAP2.4 BPS 24,080,758,675 1215
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3436 SUMCO 3,389 1.5 66.3 0.4 BPS
4005 SMICHEM 3,206 4.3 72.0 3.0 BPS
6506 YASKAWA 3,151 2.3 87.8 2.6 BPS
6645 OMRON 2,238 5.7 78.5 4.2 BPS
4689 YAHOO J 2,123 6.0 85.2 6.6 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1898 SEIKITK 170 14.4 95.1 7.1 BPS
4088 AIR WAT 384 10.7 84.8 2.1 BPS
6425 UNIVERSL 603 10.6 90.6 3.5 BPS
2670 ABCMART 675 9.9 81.0 4.5 BPS
6345 AITI 63 9.6 94.0 5.3 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 3,422,400 55,173,800 1612.1%
5406 KOBESTL 2,107,900 28,820,800 1367.3%
3436 SUMCO 1,426,100 12,943,100 907.6%
4005 SMICHEM 3,995,000 11,538,000 288.8%
8306 MUFG 598,000 10,429,300 1744.0%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3528 PROSPECT 26 64.2 92.2 60.8 BPS
2315 CAICA 17 49.5 85.7 33.0 BPS
1805 TOBISMA 38 47.3 93.2 19.2 BPS
6803 TEAC 4 43.7 100.0 47.8 BPS
2768 SOJITZ 1,270 43.5 85.2 10.7 BPS
CHI-MATCH
 
MATCHED VALUE 10,907,248,748 MATCHED VOLUME 5,754,324 SYMBOLS 554
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6501 HITACHI 689,551,114 798,000
4188 MTBCM HD 396,809,522 335,200
8058 MITBISI 360,197,944 134,400
3402 TORAY 312,764,310 281,800
7751 CANON 288,375,038 69,000
       
 
VALUE %
AM 0 0.0
PM 7,375,324,660 67.6
FULL DAY 3,531,924,088 32.4
 
LARGE CAP 2,836,217,450 53.7
MID CAP 1,759,221,335 33.3
SMALL CAP 684,846,603 13.0

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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