38 Starting values: ABBO = (10.00, 10.06) TBBO = (10.00, 10.06) NBBO = (10.00, 10.06) Bid/Ask tick parameter: $0.50 TSX Order Book Volume Bid Offer Volume DRK Limit 1000 10.04 10.06 500 DRK Midpoint 1000 10.03 10.07 100 CMO+ 1000 10.03 10.08 100 1000 10.00 An order to Sell 1000 @ MKT, CMO+ (PegType=C) is entered. The sell CMO+ order is released from the delay mechanism after a 572 millisecond delay. It is priced at 10.03 (NBBO midpoint). The sell CMO+ order bypasses the resting DRK Limit and DRK Midpoint Peg orders, and trades against the resting CMO+ order for 1000 shares @ 10.03. 14.2.2 CMO+ Dark Sweep order trading against other DRK orders on entry Starting values: ABBO = (10.00, 10.06) TBBO = (10.00, 10.06) NBBO = (10.00, 10.06) Bid/Ask tick parameter: $0.50 TSX Order Book Volume Bid Offer Volume DRK Limit 1000 10.04 10.06 500 DRK Midpoint 1000 10.03 10.07 100 CMO+ 1000 10.03 10.08 100 1000 10.00
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