8. CFOing a DRK Order 19 9. Last Sale Price for DRK Midpoint Peg and CMO+ Orders 19 10. Identifying an Execution Against DRK Liquidity 19 11. Disabling an Re-enabling DRK Orders 19 11.1 Disabling of DRK Orders 20 11.2 Re-enabling DRK Orders 20 11.2.1 Symbol Level 20 11.2.2 Market Level 20 12. Order Entry 20 13. Broadcast Feed 20 13.1 Reconciliation Feed 21 13.1.1 Table 2: Summary of Order Entry and Market Data Feed Specification Changes 21 14. Appendix A: Scenarios 27 14.1 DRK Trading Scenarios 27 14.1.1 Pricing Sell-Side Dark Market Orders (With $0.25 Tick Limit) 27 14.1.2 Pricing Buy-Side Dark Market Orders (With $0.50 Tick Limit) 28 14.1.3 Pricing Sell-Side Dark Market Orders (With $1.00 Tick Limit) 28 14.1.4 Pricing Buy-Size Dark Market Orders (With $5.00 Tick Limit) 29 14.1.5 Pricing Primary Peg Sell-Side Order 30 14.1.6 Pricing Primary Peg Buy-Side Order 31 14.1.7 Pricing Aggressive Primary Peg Buy-Side Order 31 14.1.8 Pricing Passive Primary Peg Buy-Side Order 31 14.1.9 Pricing Aggressive Primary Peg Sell-Side Large Order 32 14.1.10Pricing MPI Buy-Side Order 32 14.1.11Pricing MPI Sell-Side Order 33 14.1.12Pricing Midpoint Peg Buy-Side Order 33 14.1.13P ricing Midpoint Peg Sell-Side Order 34 14.1.14Pricing Market Peg Buy-Side Order 34 14.1.15Pricing Market Peg Sell-Side Order 35 14.1.16Pricing Passive Market Peg Sell-Side Order 35 14.1.17PDL order XM – No Trade instruction triggered 37 14.2 CMO+ and PDL Scenarios 36 14.2.1 CMO+ order bypassing non-CMO+ orders to trade against another resting CMO+ order 36 14.2.2 CMO+ Dark Sweep order trading against other DRK orders on entry 37 14.2.3Resting CMO+ orders being bypassed by incoming non-CMO+ orders 37 14.2.4 PDL order trades against a SDL order (IOC/FOK) 38 14.2.5 PDL order XM – No Trade instruction triggered 38 14.3 MIN and MIS Scenario 39 14.3.1 DARK Limit with MIS 39 14.3.2 Active Orders Eligible to Interact with a Passive DRK Limit with MIS 39 14.3.3 DRK Limit with MIS matching with passive DRK order to satisfy MIS condition 39 14.3.4 Active DRK Limit order with MIS not eligible to trade with a passive visible order 40 14.3.5 Active DRK Limit order with MinQty not eligible to trade 40 14.3.6 Active DRK Limit order with MinQty eligible to trade 41 14.3.7 Active DRK Limit order with MinQty trading against a resting DRK Limit order with MinQty 41
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