WEEKLY REPORT
March 12, 2018

DAILY AVERAGE

value
JPY 37,716,934,991
 
trades
126,003
traded symbols
2,533
quoted symbols
3,204
weekly highlight

market share1

Total by Value 1.5%
Total by Volume 1.8%
Mid Cap 400 by Value 3.0%
Mid Cap 400 by Volume 3.1%
Nikkei 225 by Value 1.1%
Nikkei 225 by Volume 1.3%
PRICE IMPROVEMENT2

TRADES WITH PI81.5%
AVERAGE PI2.9 BPS
TOTAL PI/SAVINGSJPY 39,590,854
price improvement value traded symbols
LARGE CAP0.5 BPS 4,972,499,080 100
MID CAP2.7 BPS 44,014,724,410 401
SMALL CAP2.8 BPS 15,664,034,165 1444
TOP 5 BY VALUE TRADED
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
1570 NIKKEILV 1,972 0.3 84.5 1.4 BPS
6502 TOSHIBA 1,909 3.6 90.6 9.5 BPS
3436 SUMCO 1,691 2.5 86.2 2.8 BPS
6506 YASKAWA 1,643 2.6 87.2 4.0 BPS
4689 YAHOO J 1,187 5.0 84.5 6.5 BPS
TOP 5 BY MARKET SHARE
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
4117 KAWAS-C 13 24.5 100.0 5.5 BPS
6889 ODELIC 4 8.7 88.9 0.4 BPS
3468 STARASIA 55 8.6 93.5 8.0 BPS
3296 NP REIT 60 8.2 97.2 1.4 BPS
2668 TABIO 0 8.2 50.0 0.9 BPS
TOP 5 BY MAKER OPPORTUNITY3
SYMBOL NAME FILLED QTY (A) UNFILLED MARKETABLE QTY (B) MAKER OPPORTUNITY (B/A)
8411 MIZUHO 759,400 84,559,900 11135.1%
3719 GEXEED 977,400 25,620,600 2621.3%
4005 SMICHEM 961,000 12,023,000 1251.1%
6835 ALLIEDHD 937,700 11,352,500 1210.7%
3250 ADWORKS 168,600 11,317,300 6712.5%
TOP 5 BY TAKER OPPORTUNITY4
SYMBOL NAME JPY
MILLION
% MARKET % PI AVERAGE
PI
8585 OR.CORP 82 56.0 97.3 19.1 BPS
3528 PROSPECT 63 48.4 97.1 69.8 BPS
6502 TOSHIBA 1,909 41.8 90.6 9.5 BPS
4117 KAWAS-C 13 39.3 100.0 5.5 BPS
2315 CAICA 33 37.7 96.3 52.1 BPS
CHI-MATCH
 
MATCHED VALUE 11,371,208,986 MATCHED VOLUME 6,199,216 SYMBOLS 183
CHI-MATCH TOP 5 BY VALUE
 
SYMBOL NAME JPY SHARES
9432 NTT 631,532,562 126,400
5401 NSTEELSM 581,429,512 243,400
9064 YAMATOHD 540,983,600 200,000
4523 EISAI 497,632,624 72,600
5020 JXTG 470,768,902 742,200
       
 
VALUE %
AM 0 0.0
PM 1,947,367,450 17.1
FULL DAY 9,423,841,536 82.9
 
LARGE CAP 3,627,341,774 64.3
MID CAP 1,881,722,857 33.4
SMALL CAP 130,867,937 2.3

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

© 2015 Chi-X Japan Limited. All rights reserved. Chi-X is a registered trademark. Chi-X Japan Limited is a financial instruments trading firm licensed by the Financial Services Agency (FSA) to operate a proprietary trading system. This information is provided for informational purposes only. Under no circumstances is it to be used or considered as an offer to purchase or sell any security, or as a solicitation or recommendation of the purchase, sale, or offer to purchase or sell any security.