WEEKLY REPORT
October 30, 2017

DAILY AVERAGE

value
JPY 63,239,324,910
 
trades
188,652
traded symbols
2,156
quoted symbols
2,400
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.4%
Mid Cap 400 by Value 2.8%
Mid Cap 400 by Volume 2.8%
Nikkei 225 by Value 1.3%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI83.5%
AVERAGE PI2.6 BPS
TOTAL PI/SAVINGSJPY 59,174,824
price improvement value traded symbols
LARGE CAP0.5 BPS 20,344,953,770 101
MID CAP2.7 BPS 78,657,256,795 412
SMALL CAP2.6 BPS 20,771,085,630 1252
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4689 YAHOO J 2,937 6.0 87.8 6.3 BPS
6762 TDK 2,845 4.2 90.1 3.3 BPS
4519 CHUGAIP 2,747 12.4 91.5 5.8 BPS
7974 NINTEND 2,493 0.3 89.4 0.3 BPS
6506 YASKAWA 2,460 3.8 94.7 2.8 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6425 UNIVERSL 452 17.4 86.5 4.4 BPS
4519 CHUGAIP 2,747 12.4 91.5 5.8 BPS
2670 ABCMART 563 11.0 88.3 4.8 BPS
3002 GUNZE 137 9.9 93.0 4.8 BPS
4555 SAWAIPH 362 9.7 87.3 5.0 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 3,782,500 80,164,600 2119.3%
5406 KOBESTL 2,382,400 52,364,900 2198.0%
4689 YAHOO J 5,625,500 23,810,200 423.2%
2768 SOJITZ 3,963,300 15,544,300 392.2%
6472 NTN 1,776,100 14,249,100 802.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2353 NP-PARK 21 72.4 95.2 18.9 BPS
8585 OR.CORP 232 65.1 97.7 19.8 BPS
9318 ASIADEVE 4 63.8 99.4 296.3 BPS
3528 PROSPECT 34 58.4 94.1 63.5 BPS
3777 GEONEXT 2 54.6 98.7 97.0 BPS
CHI-MATCH
 
MATCHED VALUE 39,683,365,700 MATCHED VOLUME 15,750,110 SYMBOLS 999
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6861 KEYENCE 1,003,964,422 16,000
6758 SONY 862,751,822 188,200
4151 KYOWAKRN 852,106,356 407,800
7203 TOYOTA 807,799,858 115,200
6098 RECRUIT 795,921,924 288,600
       
 
VALUE %
AM 0 0.0
PM 12,693,293,340 32.0
FULL DAY 26,990,072,360 68.0
 
LARGE CAP 9,235,367,765 46.9
MID CAP 9,170,011,810 46.6
SMALL CAP 1,281,961,401 6.5

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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