WEEKLY REPORT
December 4, 2017

DAILY AVERAGE

value
JPY 48,805,935,045
 
trades
151,671
traded symbols
2,158
quoted symbols
2,474
weekly highlight

market share1

Total by Value 1.3%
Total by Volume 1.4%
Mid Cap 400 by Value 2.8%
Mid Cap 400 by Volume 3.0%
Nikkei 225 by Value 1.0%
Nikkei 225 by Volume 1.2%
PRICE IMPROVEMENT2

TRADES WITH PI86.8%
AVERAGE PI2.9 BPS
TOTAL PI/SAVINGSJPY 71,736,344
price improvement value traded symbols
LARGE CAP0.8 BPS 6,904,757,820 100
MID CAP2.9 BPS 80,319,126,765 400
SMALL CAP2.8 BPS 21,076,378,340 1295
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6502 TOSHIBA 9,516 5.7 84.9 10.9 BPS
6770 ALPS EL 2,954 3.9 95.6 3.6 BPS
6506 YASKAWA 2,762 2.3 92.3 2.0 BPS
6762 TDK 2,086 2.8 88.6 3.1 BPS
6645 OMRON 2,039 4.9 83.8 4.2 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1491 CHUGAIM 9 13.7 97.3 174.7 BPS
3227 MIDCITY 161 11.9 96.1 0.7 BPS
6508 MEDENSH 227 8.9 85.6 6.2 BPS
4816 TOEIANM 44 8.1 85.7 1.0 BPS
6028 TECNOPRO 221 7.9 88.6 4.7 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 2,816,400 133,278,100 4732.2%
6502 TOSHIBA 30,164,000 34,804,000 115.4%
7873 ARRK 259,400 30,104,900 11605.6%
4689 YAHOO J 3,247,600 30,016,900 924.3%
8515 AIFUL 1,626,200 18,876,700 1160.8%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2353 NP-PARK 51 50.5 88.2 11.7 BPS
1491 CHUGAIM 9 48.7 97.3 174.7 BPS
8789 FINTECH 4 48.7 95.2 25.4 BPS
3528 PROSPECT 62 47.3 84.1 46.9 BPS
6773 PIONEER 215 47.2 96.8 14.8 BPS
CHI-MATCH
 
MATCHED VALUE 9,896,301,488 MATCHED VOLUME 3,781,138 SYMBOLS 316
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
3407 ASA-KSI 529,985,136 393,800
6273 SMC 380,139,792 8,200
6770 ALPS EL 343,396,126 101,000
9065 SANKYU 342,863,134 72,000
5802 SMI-ELI 275,372,620 149,800
       
 
VALUE %
AM 0 0.0
PM 5,985,843,026 60.5
FULL DAY 3,910,458,462 39.5
 
LARGE CAP 2,534,767,825 52.7
MID CAP 2,029,557,649 42.2
SMALL CAP 243,956,229 5.1

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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