WEEKLY REPORT
December 25, 2017

DAILY AVERAGE

value
JPY 32,441,095,218
 
trades
112,862
traded symbols
2,246
quoted symbols
2,474
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.4%
Mid Cap 400 by Value 3.1%
Mid Cap 400 by Volume 3.2%
Nikkei 225 by Value 1.1%
Nikkei 225 by Volume 1.3%
PRICE IMPROVEMENT2

TRADES WITH PI83.7%
AVERAGE PI3.2 BPS
TOTAL PI/SAVINGSJPY 43,117,544
price improvement value traded symbols
LARGE CAP0.6 BPS 5,027,958,230 100
MID CAP2.9 BPS 45,912,991,710 400
SMALL CAP3.1 BPS 19,239,021,595 1266
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6506 YASKAWA 1,878 4.2 88.9 3.8 BPS
6502 TOSHIBA 1,810 6.3 89.4 9.7 BPS
6645 OMRON 1,551 4.0 86.0 4.2 BPS
4689 YAHOO J 1,325 5.7 91.5 9.6 BPS
4579 RAQUALIA 1,244 1.6 78.4 0.7 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4816 TOEIANM 49 17.9 97.8 1.2 BPS
2815 ARIAKE 463 15.6 90.6 4.9 BPS
6508 MEDENSH 156 10.5 83.3 5.5 BPS
7864 FUJISEL 128 10.5 92.0 5.8 BPS
8972 KENEDIXO 150 9.9 92.9 2.3 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 2,822,100 97,264,200 3446.5%
3323 RECOMM 1,117,900 19,741,700 1766.0%
4689 YAHOO J 2,385,200 17,724,200 743.1%
2768 SOJITZ 2,162,000 12,974,500 600.1%
5406 KOBESTL 846,800 12,255,000 1447.2%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
7638 NEW ART 5 56.8 85.9 84.6 BPS
8585 OR.CORP 109 55.6 87.0 19.5 BPS
1813 FUDO TTR 32 55.0 90.3 16.2 BPS
3250 ADWORKS 4 50.8 78.0 61.0 BPS
9501 TEPCOHD 411 49.7 88.9 7.3 BPS
CHI-MATCH
 
MATCHED VALUE 4,402,820,582 MATCHED VOLUME 1,762,924 SYMBOLS 272
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9432 NTT 234,642,384 43,800
6758 SONY 204,749,070 40,200
6902 DENSO 200,857,764 29,600
5108 BRIDSTN 163,954,550 30,600
9433 KDDI 141,654,820 50,200
       
 
VALUE %
AM 0 0.0
PM 2,135,607,508 48.5
FULL DAY 2,267,213,074 51.5
 
LARGE CAP 1,168,031,336 62.3
MID CAP 549,156,281 29.3
SMALL CAP 158,995,916 8.5

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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