WEEKLY REPORT
January 8, 2018

DAILY AVERAGE

value
JPY 56,349,260,289
 
trades
178,659
traded symbols
2,332
quoted symbols
2,541
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.6%
Mid Cap 400 by Value 2.9%
Mid Cap 400 by Volume 3.0%
Nikkei 225 by Value 1.1%
Nikkei 225 by Volume 1.2%
PRICE IMPROVEMENT2

TRADES WITH PI83.8%
AVERAGE PI3.0 BPS
TOTAL PI/SAVINGSJPY 58,712,845
price improvement value traded symbols
LARGE CAP0.6 BPS 10,786,509,010 100
MID CAP2.7 BPS 63,575,551,685 400
SMALL CAP3.0 BPS 24,856,367,400 1282
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6506 YASKAWA 3,048 3.7 89.9 5.7 BPS
6502 TOSHIBA 2,284 6.0 91.4 10.0 BPS
6753 SHARP 1,873 3.4 84.5 2.1 BPS
8473 SBI 1,475 1.4 83.9 0.7 BPS
4689 YAHOO J 1,419 5.7 81.0 6.6 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2815 ARIAKE 426 16.1 75.4 3.6 BPS
9413 TVTOKYOH 39 14.7 92.9 3.6 BPS
7780 MENICON 108 13.4 93.5 8.2 BPS
3978 MACROMIL 520 11.6 80.9 3.0 BPS
7864 FUJISEL 114 10.8 98.9 4.6 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 3,889,500 153,856,800 3955.7%
5955 YAMASNA 2,969,300 47,823,800 1610.6%
3323 RECOMM 1,557,100 23,576,900 1514.2%
4689 YAHOO J 2,546,400 17,673,700 694.1%
5406 KOBESTL 1,016,500 15,467,600 1521.7%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3250 ADWORKS 6 59.2 83.3 77.3 BPS
8585 OR.CORP 213 57.1 93.0 21.1 BPS
8918 LAND 38 54.5 92.6 232.0 BPS
2315 CAICA 110 53.1 91.8 43.2 BPS
6502 TOSHIBA 2,284 52.9 91.4 10.0 BPS
CHI-MATCH
 
MATCHED VALUE 13,399,100,438 MATCHED VOLUME 5,347,890 SYMBOLS 371
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9433 KDDI 555,231,402 196,800
2914 JT 514,126,598 140,400
2267 YAKULT 434,179,098 50,000
9843 NITORIHD 423,366,886 25,800
9432 NTT 358,655,606 66,400
       
 
VALUE %
AM 0 0.0
PM 9,446,519,912 70.5
FULL DAY 3,952,580,526 29.5
 
LARGE CAP 3,633,259,570 56.6
MID CAP 2,314,667,477 36.1
SMALL CAP 466,998,336 7.3

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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