CHI-X JAPAN MONTHLY STATISTICS REPORT AUGUST 206
Aug-5 Sep-5 Oct-5 Nov-5 Dec-5 Jan-6 Feb-6 Mar-6 Apr-6 May-6 Jun-6 Jul-6 Aug-6 Billions Billions CHI-X MONTHLY STATS AND TREND Chi-X PTS Total Value JPY 868,772,947,67 Total Volume,033,595,476 Market Share by Value.7%,400,200,000 Value Traded and Market Share Small Caps + Others Mid 400 TOPIX 00 Market Share(Overall - Topix 00) Market Share (Mid 400) 5.0% 4.5% 4.0% 3.5% Market Share in by Volume 2.3% 800 3.0% Daily Average Value JPY 39,489,679,47 Daily Average Volume 46,98,63 Daily Average Trades 25,87 Daily Average Traded Symbols,588 Daily Average Quoted Symbols,848 600 400 200 2.5% 2.0%.5%.0% 0.5% 0 0.0% Chi-Match 20 Traded Value (Left) Average Daily Traded Symbols (Right) 350 Total Value JPY 43,228,09,00 Total Volume 38,97,356 Number of Trades 9,98 Traded Symbols,82 Daily Average Order Value JPY 70,97,982,60 Daily Average Order Volume 60,229,759 Daily Average Number of Orders 5,30 00 80 60 40 20-300 250 200 50 00 50 0 Chi-Match Values are two-way counted. Market share vs. Primary Market. Source: Chi-X Japan.
PRICE IMPROVEMENT ON CHI-X Price Improvement (All) Price Improvement (All TOPIX 00) (Overall) (Better) (Worse) (Overall) (Better) (Worse) 4.63 5.52-4.8 4.95 5.74-4.30 2.7% 6.9% 2.7%.4% 85.9% 88.3% % Better % Same % Worse % Better % Same % Worse PI (Price Improvement) 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 side of the trade Source:Chi-X Japan 2
JPY Millions MISSED SAVING OPPORTUNITIES Realized and Savings Top Taker Opportunities 400 350 300 250 200 349 245 Code Opportunities* 303 UNITIKA 69.9% 270 CS LOGI 67.7% 50 5406 KOBESTL 67.5% 00 50 - Realized Savings Savings 82 MS-CON 67.% 807 KIMRTAN 66.3% 5202 NP-SGLS 57.8% 90 NYKLINE 56.3% % Trade Traded At Worse Price on Primary 4.8% 4028 ISIHRAS 54.6% 9680 KYOSEIR 5.3% 5703 NLM HD 49.9% * 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. 3
Quantity (Shares) Millions MAKER OPPORTUNITIES ON CHI-X Taker Orders Filled Quantity vs. Unfilled Marketable 2 Quantity,900,700 Symbol Top Maker Opportunities by Unfilled Quantity Filled Quantity (a) Unfilled Marketable Quantity (b) Maker Opportunities (b/a) 6753 SHARP 2,890,000 42,738,000 95%,500 5406 KOBESTL 50,934,000 35,80,000 69%,300 8303 SHINSEI 27,8,000 34,529,000 27% 8306 MUFG 3,048,800 27,028,00 887%,00,760 84 MIZUHO 9,959,300 26,68,00 268% 5233 PC CEMT 8,245,000 9,65,000 05% 900 950 TEPCOHD 9,662,900 8,303,200 89% 700 95 703 IHI 9,723,000 7,074,000 87% 90 NYKLINE 2,09,000 7,064,000 8% 500 Unfilled Marketable Filled 2768 SOJITZ,25,000 5,82,900 4% Taker Orders: IOC or FOK orders. 2 Marketable refers to those orders with limit price equal to or better than Primary Best Bid (Ask) for Sell (Buy) orders at the time of order entry. 4
LARGE CAP STOCKS STATISTICS Total Large Cap Turnover,976,905,780 Market Share 2 0.47% Average Incremental Liquidity 3 7.24% Top 0 Large Cap Stocks by Market Share 2 Code Market Share Avg PI Savings Opportunities Opportunities JPY (million) Incremental Liquidity 697 KYOCERA.9%.6 52,300.7% 20,750 30.05% 920 JAL.20%.5 279,680.7% 58,80 3.58% 8830 SMIRE&D.6%.3 249,900 0.6% 89,300 7.85% 573 SMI-MTM.09% 2.0 24,900 0.8% 75,900 2.62% 83 UNICHAM.08%.3 68,50.2% 52,790 7.03% 6503 MELCO 0.95%.9 297,400 0.8% 88,00 5.87% 2503 KIRIN HD 0.92%.3 23,370.0% 23,270 3.5% 8766 TOKIOMAR 0.89%.8 330,940.6% 29,60 5.50% 880 MTI-FU 0.88% 0.8 64,000 0.6% 67,400 6.02% 630 KOMATSU 0.88%. 98,270.8% 87,300 4.34% Large Cap are those included in the TOPIX 00 Large-Sized Stocks Index,. 2 Market Share calculation is based on value traded on CXJ divided by value traded on TSE Auction. 3 Incremental Liquidity is the average total number of shares which have prices better than or equal to TSE BBO, expressed as a percentage to the average number of shares at TSE BBO. The number is based on the Top 0 names in market share. 5
MID CAP STOCKS STATISTICS Total Mid Cap Turnover 568,783,322,550 Market Share 2 3.60% Average Incremental Liquidity 3 6.8% Top 0 Mid Cap Stocks by Market Share 2 Code Market Share Avg PI Savings Opportunities Opportunities JPY (million) Incremental Liquidity 8334 GUNMABK 0.4% 6.9,547,740 6.2% 277,660 5.27% 4208 UBE IND 8.69% 20.7 4,725,200 46.% 3,052,400 5.70% 8377 HOKUHOKU 8.66% 27.4 3,425,00 27.4%,320,00 6.90% 4684 OBIC 8.53% 4.7 665,200 6.0% 346,200 2.08% 580 FURKWAE 8.50% 3.0 2,69,900 37.9%,602,900 6.84% 8303 SHINSEI 8.49% 23.8 9,295,600 40.4% 4,627,200 7.5% 5406 KOBESTL 8.47% 46.9 2,776,900 68.0% 5,672,800 5.82% 2768 SOJITZ 8.27% 5. 4,020,580 47.0% 2,502,370 7.06% 5706 MTI-M&S 8.2% 6.8 3,437,600 38.9%,969,800 6.45% 5233 PC CEMT 8.%.7 6,237,200 36.4% 3,796,00 6.68% Mid Cap are those included in the TOPIX Mid400 Medium-sized Stocks Index. 2 Market Share calculation is based on value traded on CXJ divided by value traded on TSE Auction. 3 Incremental Liquidity is the average total number of shares which have prices better than or equal to TSE BBO, expressed as a percentage to the average number of shares at TSE BBO. The number is based on the Top 0 names in market share. 6
SMALL CAP STOCKS STATISTICS Total Small Cap Turnover 20,564,825,090 Market Share 2 2.65% Average Incremental Liquidity 3 4.05% Top 0 Small Cap Stocks by Market Share 2 Code Market Share Avg PI Savings Opportunities Opportunities JPY (million) Incremental Liquidity 8090 SHOKO 2.75% 62.4 207,400 8.6% 8,600 7.96% 596 KINUGWA 9.70% 3. 0,900 3.0% 27,00 0.84% 4028 ISIHRAS 8.87% 47.8 377,500 55.2% 377,200 4.89% 973 NESIC 8.59% 3.2 35,30 8.0% 47,60 27.78% 8840 DAIKYO 8.23% 6.9,079,00 26.8% 727,900 5.93% 4733 OBC 8.03% 3.4 89,850 7.0% 27,330 9.9% 6330 TOYOENG 7.88% 6.9 58,200 2.6% 5,200 8.75% 575 FURUKWA 7.47% 7.3,020,400 28.3% 583,400 6.20% 307 DAIWABOH 7.28% 8.7 40,300 5.8% 05,400 8.04% 8020 KANEMTU 6.82% 20.6,04,200 37.8%,23,300 5.2% Small Cap are those included in the TOPIX Small Small-sized Stocks Index. 2 Market Share calculation is based on value traded on CXJ divided by value traded on TSE Auction. 3 Incremental Liquidity is the average total number of shares which have prices better than or equal to TSE BBO, expressed as a percentage to the average number of shares at TSE BBO. The number is based on the Top 0 names in market share. 7
TOP 0 STOCKS BY VALUE Code Market Share* Avg PI Savings Opportunities Opportunities JPY (million) Total Executed Value 8028 FAMILYM 2.33% 2.9 3,604,500.6% 2,65,800 3,055,647,300 6762 TDK 3.7% 4.3 2,48,700.0%,37,00 6,265,698,500 703 IHI 6.20% 3.4 7,07,400 27.9% 3,877,700 6,05,478,200 5233 PC CEMT 8.%.7 6,237,200 36.4% 3,796,00 5,852,9,800 6869 SYSMEX 6.05% 4.2 2,82,900 5.8%,208,800 5,575,98,300 4005 SMICHEM 5.86% 7.2 3,534,400 22.3% 2,226,500 5,37,038,000 5406 KOBESTL 8.47% 46.9 2,776,900 68.0% 5,672,800 5,202,578,00 8304 AOZORA 6.83% 9.8 4,626,00 23.5% 2,055,700 5,87,90,300 9843 NITORIHD 4.23% 2.2,07,200 7.3% 556,00 5,058,630,000 9984 SOFTBNKG 0.27% 0.3 08,700 0.3% 200,600 5,045,55,400 *Market Share calculation is based on value traded on CXJ divided by value traded on TSE Auction. 8
206, Chi-X Japan Limited ( Chi-X ). All rights reserved. Chi-X is a registered mark in jurisdictions around the world. Chi- X is a financial instruments trading firm licensed by the Financial Services Agency (FSA) to operate a proprietary trading system. Chi-X has taken care to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it by any reader or anyone who may be informed of its content. It is provided for informational purposes only, and does not constitute an offer, solicitation, or recommendation with respect to the purchase or sale of any security. Reproduction or redistribution of this information is prohibited except with written permission from Chi-X. チャイエックス ジャパン株式会社金融商品取引業者関東財務局長 ( 金商 ) 第 2426 号加入協会日本証券業協会 9