WEEKLY REPORT
March 5, 2018

DAILY AVERAGE

value
JPY 38,194,955,999
 
trades
130,040
traded symbols
2,558
quoted symbols
3,241
weekly highlight

market share1

Total by Value 1.1%
Total by Volume 1.3%
Mid Cap 400 by Value 2.1%
Mid Cap 400 by Volume 2.2%
Nikkei 225 by Value 0.7%
Nikkei 225 by Volume 0.9%
PRICE IMPROVEMENT2

TRADES WITH PI81.5%
AVERAGE PI2.8 BPS
TOTAL PI/SAVINGSJPY 47,433,648
price improvement value traded symbols
LARGE CAP0.4 BPS 7,648,246,235 100
MID CAP2.5 BPS 54,726,072,885 401
SMALL CAP2.9 BPS 19,758,118,465 1468
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
6502 TOSHIBA 2,515 5.8 85.2 8.7 BPS
1570 NIKKEILV 2,282 0.2 84.3 1.6 BPS
6506 YASKAWA 1,546 2.1 90.3 1.5 BPS
2267 YAKULT 1,517 1.2 86.8 3.0 BPS
3436 SUMCO 1,505 1.2 71.9 0.4 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3468 STARASIA 199 19.1 97.9 18.9 BPS
7957 FJICPAN 1 17.4 75.0 -0.5 BPS
6743 DAID-SG 1 14.3 100.0 3.4 BPS
9720 GRNDHTL 0 12.5 100.0 0.7 BPS
1743 KOATSUK 0 11.1 100.0 3.4 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 936,600 131,082,000 13995.5%
6835 ALLIEDHD 1,701,900 28,268,000 1661.0%
4005 SMICHEM 690,000 18,137,000 2628.6%
8912 AREAQST 295,100 15,455,200 5237.3%
4689 YAHOO J 992,500 14,215,500 1432.3%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
3315 NIP-COKE 30 51.9 92.5 31.7 BPS
6773 PIONEER 224 46.0 89.7 17.1 BPS
6502 TOSHIBA 2,515 41.6 85.2 8.7 BPS
9318 ASIADEVE 0 41.5 100.0 386.7 BPS
8585 OR.CORP 128 40.7 91.8 18.9 BPS
CHI-MATCH
 
MATCHED VALUE 10,198,882,008 MATCHED VOLUME 6,647,100 SYMBOLS 276
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
6326 KUBOTA 1,642,527,216 898,000
8308 RESONA 1,027,799,242 1,762,400
8053 SMITOMO 749,836,946 422,400
6503 MELCO 454,896,058 263,200
4217 HIT-CHM 423,052,988 185,600
       
 
VALUE %
AM 0 0.0
PM 2,466,719,404 24.2
FULL DAY 7,732,162,604 75.8
 
LARGE CAP 3,600,037,284 71.3
MID CAP 1,201,991,014 23.8
SMALL CAP 246,728,373 4.9

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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