WEEKLY REPORT
December 18, 2017

DAILY AVERAGE

value
JPY 39,747,595,237
 
trades
129,249
traded symbols
2,147
quoted symbols
2,489
weekly highlight

market share1

Total by Value 1.3%
Total by Volume 1.1%
Mid Cap 400 by Value 2.9%
Mid Cap 400 by Volume 3.0%
Nikkei 225 by Value 0.9%
Nikkei 225 by Volume 1.0%
PRICE IMPROVEMENT2

TRADES WITH PI87.5%
AVERAGE PI3.0 BPS
TOTAL PI/SAVINGSJPY 56,570,087
price improvement value traded symbols
LARGE CAP0.9 BPS 4,596,035,425 100
MID CAP2.9 BPS 65,569,001,155 400
SMALL CAP3.1 BPS 20,122,112,640 1290
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6502 TOSHIBA 3,371 7.2 91.2 10.6 BPS
1801 TAISEI 2,259 3.3 91.5 5.4 BPS
6770 ALPS EL 2,078 4.0 95.3 4.0 BPS
6506 YASKAWA 1,499 2.6 95.6 2.0 BPS
3659 NEXON 1,441 8.2 91.8 4.0 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6482 YUSINPR 186 19.6 89.2 8.3 BPS
7716 NAKANIS 83 11.8 93.0 8.3 BPS
2815 ARIAKE 333 11.5 67.5 2.4 BPS
9719 SCSK 552 9.6 90.1 5.1 BPS
2715 ELEMATEC 34 9.4 91.3 4.1 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 1,864,700 197,271,700 10579.3%
3323 RECOMM 281,400 23,432,300 8327.0%
2315 CAICA 850,900 22,459,600 2639.5%
3111 OMIKENS 89,000 21,666,000 24343.8%
2768 SOJITZ 2,795,500 19,911,500 712.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1805 TOBISMA 15 61.9 97.5 24.3 BPS
8918 LAND 16 59.0 100.0 373.8 BPS
8585 OR.CORP 81 53.0 91.5 20.2 BPS
3315 NIP-COKE 18 50.8 93.5 19.9 BPS
2768 SOJITZ 997 46.6 91.8 10.2 BPS
CHI-MATCH
 
MATCHED VALUE 14,353,790,846 MATCHED VOLUME 7,534,180 SYMBOLS 342
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
8031 MITSUI 1,079,746,464 600,200
8001 ITOCHU 1,055,965,570 509,000
6586 MAKITA 778,561,258 164,800
4613 KANSAIP 669,165,816 227,400
2502 ASAHIGHD 607,095,154 105,400
       
 
VALUE %
AM 0 0.0
PM 8,409,053,610 58.6
FULL DAY 5,944,737,236 41.4
 
LARGE CAP 4,237,084,793 64.8
MID CAP 2,036,995,809 31.2
SMALL CAP 263,729,780 4.0

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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