WEEKLY REPORT
February 26, 2018

DAILY AVERAGE

value
JPY 42,370,467,629
 
trades
141,513
traded symbols
2,610
quoted symbols
3,252
weekly highlight

market share1

Total by Value 1.2%
Total by Volume 1.5%
Mid Cap 400 by Value 2.4%
Mid Cap 400 by Volume 2.6%
Nikkei 225 by Value 0.9%
Nikkei 225 by Volume 1.1%
PRICE IMPROVEMENT2

TRADES WITH PI81.7%
AVERAGE PI3.2 BPS
TOTAL PI/SAVINGSJPY 54,700,073
price improvement value traded symbols
LARGE CAP0.4 BPS 8,507,895,850 100
MID CAP2.6 BPS 60,287,840,720 401
SMALL CAP4.1 BPS 23,252,784,035 1479
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1570 NIKKEILV 2,904 0.3 85.8 1.4 BPS
6506 YASKAWA 2,131 2.7 87.6 2.7 BPS
4689 YAHOO J 2,008 2.8 79.7 5.5 BPS
5706 MTI-M&S 1,556 4.9 84.0 5.0 BPS
6502 TOSHIBA 1,507 5.9 83.0 9.1 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
2268 B-R31 2 12.1 100.0 1.9 BPS
7268 TATSUMI 0 11.2 100.0 4.8 BPS
5453 TOYOKOH 260 10.6 77.7 4.2 BPS
2831 HAGOROM 1 10.0 100.0 1.4 BPS
7287 NPSEIKI 45 9.4 96.5 0.9 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 871,100 75,800,300 8701.7%
6835 ALLIEDHD 2,014,000 46,258,900 2296.9%
3765 GUNGHO 2,364,200 39,331,700 1663.6%
4689 YAHOO J 1,111,400 18,143,500 1632.5%
5955 YAMASNA 706,000 11,813,900 1673.4%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8585 OR.CORP 137 54.7 92.0 22.5 BPS
5703 NLM HD 298 52.4 88.3 10.5 BPS
6773 PIONEER 346 48.7 90.4 16.6 BPS
6502 TOSHIBA 1,507 41.6 83.0 9.1 BPS
2315 CAICA 35 40.6 84.8 49.5 BPS
CHI-MATCH
 
MATCHED VALUE 11,752,314,728 MATCHED VOLUME 5,048,954 SYMBOLS 231
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
2914 JT 1,490,671,760 483,600
6273 SMC 769,449,034 17,800
3382 7&I-HD 479,653,984 108,600
2181 PERSOLHD 438,708,702 160,000
6988 NTTODEN 416,544,984 49,000
       
 
VALUE %
AM 0 0.0
PM 4,284,125,078 36.5
FULL DAY 7,468,189,650 63.5
 
LARGE CAP 3,319,222,012 58.2
MID CAP 2,288,051,634 40.1
SMALL CAP 94,307,940 1.6

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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