47 Resulting Order Book Order Broker Volume Side Resulting trades 1 A 10,000 Buy Order 1 trades with Order 3 for 1,000 share. Remainder volume 9,000 3 C 1,000 Sell Order 3 is fully filled for 1,000 shares with Order 1 Allocation between a Dark Opt-in and a regular Dark orders • Conditional Order 2 firms for full sell volume, and Opts to sweep DRK (Market Instruction= ‘02’). • Total Conditional Sell Volume=15,000 • Total Dark MP Buy Volume= 9,000 • Order 1 still meets global minimum size and is fully executed against the Firm-up order 2. • Order 2 receives 9,000 share partial fill. Resulting Order Book Order Broker Volume Side Resulting trades 1 A 10,000 Buy Order 1 trades with Order 2 for 9,000 shares. 3 B 15,000 Sell Order 2 trades with Order 1 for 9,000 shares. Remaining volume 6,000 sweeps dark with Order 4. 4 D 5,000 Buy Order 4 is fully filled for 5,000 shares with Order 2 Allocation between a Firm-up order and a Dark Opt-in order
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