WEEKLY REPORT
January 22, 2018

DAILY AVERAGE

value
JPY 47,844,820,155
 
trades
143,723
traded symbols
2,340
quoted symbols
2,570
weekly highlight

market share1

Total by Value 1.4%
Total by Volume 1.5%
Mid Cap 400 by Value 2.8%
Mid Cap 400 by Volume 2.8%
Nikkei 225 by Value 1.0%
Nikkei 225 by Volume 1.1%
PRICE IMPROVEMENT2

TRADES WITH PI84.4%
AVERAGE PI3.2 BPS
TOTAL PI/SAVINGSJPY 70,443,309
price improvement value traded symbols
LARGE CAP0.7 BPS 10,681,061,650 100
MID CAP2.9 BPS 67,611,559,460 400
SMALL CAP3.4 BPS 24,428,023,715 1304
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6506 YASKAWA 4,614 3.0 90.0 4.5 BPS
6502 TOSHIBA 4,060 5.5 88.6 9.5 BPS
6758 SONY 2,239 0.6 43.4 0.8 BPS
3436 SUMCO 2,210 2.5 93.9 3.0 BPS
1570 NIKKEILV 2,156 0.3 79.7 1.2 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2206 E-GLICO 461 10.5 93.2 5.0 BPS
3978 MACROMIL 470 9.0 88.8 3.5 BPS
2815 ARIAKE 396 9.0 82.0 3.3 BPS
7235 TKORADI 1 8.8 92.9 1.7 BPS
7238 AKEBONO 174 8.6 95.2 12.9 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 2,472,600 160,928,400 6508.5%
5955 YAMASNA 2,175,600 39,088,700 1796.7%
4689 YAHOO J 2,226,300 27,970,500 1256.4%
3323 RECOMM 1,539,800 27,861,900 1809.5%
6740 JDI 1,870,900 22,128,200 1182.8%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8918 LAND 9 67.3 96.3 245.5 BPS
7638 NEW ART 7 62.8 92.4 99.2 BPS
1813 FUDO TTR 23 62.7 93.7 17.4 BPS
2315 CAICA 63 55.2 91.5 49.0 BPS
8894 HRKOSAN 1 49.5 89.2 141.5 BPS
CHI-MATCH
 
MATCHED VALUE 6,860,727,166 MATCHED VOLUME 2,527,286 SYMBOLS 303
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6976 TAIYOYU 494,750,190 272,600
8053 SMITOMO 449,867,570 232,400
6758 SONY 324,728,466 61,000
8591 ORIX 292,557,846 135,000
6503 MELCO 249,030,178 121,400
       
 
VALUE %
AM 0 0.0
PM 4,532,750,164 66.1
FULL DAY 2,327,977,002 33.9
 
LARGE CAP 1,730,242,069 51.6
MID CAP 1,299,361,360 38.8
SMALL CAP 320,282,596 9.6

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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