WEEKLY REPORT
November 6, 2017

DAILY AVERAGE

value
JPY 69,382,974,274
 
trades
209,918
traded symbols
2,164
quoted symbols
2,437
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.5%
Mid Cap 400 by Value 2.9%
Mid Cap 400 by Volume 2.9%
Nikkei 225 by Value 1.3%
Nikkei 225 by Volume 1.4%
PRICE IMPROVEMENT2

TRADES WITH PI83.5%
AVERAGE PI2.4 BPS
TOTAL PI/SAVINGSJPY 73,892,312
price improvement value traded symbols
LARGE CAP0.7 BPS 31,668,854,350 100
MID CAP2.5 BPS 102,265,747,080 400
SMALL CAP2.7 BPS 29,485,236,215 1259
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6098 RECRUIT 7,048 7.9 86.8 0.7 BPS
4005 SMICHEM 3,003 4.6 83.2 3.4 BPS
3436 SUMCO 2,817 1.2 78.0 0.8 BPS
4689 YAHOO J 2,792 6.3 88.0 7.2 BPS
6506 YASKAWA 2,673 2.1 93.9 1.8 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3046 JINS 842 17.5 78.4 6.7 BPS
4544 MIRACAHD 960 10.9 90.3 5.8 BPS
2670 ABCMART 1,005 10.5 91.0 4.6 BPS
8972 KENEDIXO 310 9.4 98.4 1.6 BPS
7913 TOSHO P 10 9.1 98.8 8.3 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 4,166,900 262,014,600 6288.0%
5406 KOBESTL 2,388,000 82,672,900 3462.0%
4689 YAHOO J 5,039,000 47,310,100 938.9%
6502 TOSHIBA 6,579,000 42,875,000 651.7%
9501 TEPCOHD 2,284,000 34,724,200 1520.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2353 NP-PARK 9 60.5 83.2 14.5 BPS
8585 OR.CORP 250 55.5 94.3 18.0 BPS
2315 CAICA 37 52.1 91.6 46.2 BPS
3528 PROSPECT 58 43.2 81.0 50.2 BPS
3250 ADWORKS 5 42.1 97.1 70.9 BPS
CHI-MATCH
 
MATCHED VALUE 17,223,742,102 MATCHED VOLUME 8,629,506 SYMBOLS 387
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6501 HITACHI 1,220,930,522 1,374,000
8058 MITBISI 1,131,516,982 394,400
7751 CANON 837,154,704 191,000
6963 ROHM 802,363,064 70,200
6981 MURATA 776,694,766 47,200
       
 
VALUE %
AM 0 0.0
PM 7,184,141,438 41.7
FULL DAY 10,039,600,664 58.3
 
LARGE CAP 5,469,192,319 65.6
MID CAP 2,287,218,524 27.4
SMALL CAP 575,104,656 6.9

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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