WEEKLY REPORT
December 11, 2017

DAILY AVERAGE

value
JPY 43,855,328,280
 
trades
139,761
traded symbols
2,122
quoted symbols
2,449
weekly highlight

market share1

Total by Value 1.3%
Total by Volume 1.3%
Mid Cap 400 by Value 2.8%
Mid Cap 400 by Volume 2.9%
Nikkei 225 by Value 0.9%
Nikkei 225 by Volume 1.0%
PRICE IMPROVEMENT2

TRADES WITH PI86.2%
AVERAGE PI3.1 BPS
TOTAL PI/SAVINGSJPY 68,477,898
price improvement value traded symbols
LARGE CAP0.7 BPS 4,397,214,605 100
MID CAP3.0 BPS 72,419,727,220 400
SMALL CAP3.1 BPS 21,760,833,855 1235
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6502 TOSHIBA 7,998 6.3 89.8 11.6 BPS
6506 YASKAWA 2,537 2.7 95.2 2.2 BPS
3092 START TO 2,179 5.6 90.1 4.8 BPS
6645 OMRON 2,132 4.1 79.7 3.9 BPS
6770 ALPS EL 1,923 3.6 97.0 3.7 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
9719 SCSK 635 10.1 92.9 5.3 BPS
5703 NLM HD 659 9.9 82.2 10.5 BPS
8976 DAIWAOF 250 8.8 97.8 1.4 BPS
6508 MEDENSH 252 8.5 83.3 6.1 BPS
7716 NAKANIS 115 8.4 86.1 6.4 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 3,101,200 227,022,700 7320.5%
3111 OMIKENS 88,000 51,979,000 59067.1%
3765 GUNGHO 3,240,300 37,646,500 1161.8%
3528 PROSPECT 1,549,000 30,008,000 1937.2%
6502 TOSHIBA 21,913,000 28,560,000 130.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3250 ADWORKS 5 62.5 100.0 108.5 BPS
3315 NIP-COKE 48 57.9 94.7 26.3 BPS
8585 OR.CORP 169 48.5 90.0 17.6 BPS
7647 ONTSU 1 48.4 72.2 65.3 BPS
6502 TOSHIBA 7,998 45.7 89.8 11.6 BPS
CHI-MATCH
 
MATCHED VALUE 4,216,605,916 MATCHED VOLUME 2,288,542 SYMBOLS 143
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9843 NITORIHD 319,125,592 18,400
4208 UBE IND 277,284,720 85,000
8309 SMTRUST 253,333,530 57,200
8473 SBI 246,751,642 99,200
3402 TORAY 215,315,914 200,600
       
 
VALUE %
AM 0 0.0
PM 2,817,857,496 66.8
FULL DAY 1,398,748,420 33.2
 
LARGE CAP 1,023,837,943 50.3
MID CAP 892,288,874 43.8
SMALL CAP 120,260,033 5.9

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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