Question

Difficulty: MediumTypes of Orders and Order Execution Strategies

Match each specific order execution qualifier on the left with its correct trading rule and execution constraint on the right.

  • Fill-or-Kill (FOK)Requires immediate execution of the entire quantity; if the full order cannot be filled immediately, the entire order is canceled.
  • Immediate-or-Cancel (IOC)Requires immediate execution of as much of the order as possible; any unexecuted portion is immediately canceled.
  • All-or-None (AON)Requires the full order quantity to be executed if filled, but does not require immediate execution and can remain active as a Day or GTC order.
  • Market-on-Close (MOC)Executes at or as close as possible to the official closing price of the trading day.

Answer

Fill-or-Kill (FOK) pairs with immediate full execution or cancellation; Immediate-or-Cancel (IOC) pairs with immediate execution allowing partial fills; All-or-None (AON) pairs with full execution requirement without immediate execution constraint; Market-on-Close (MOC) pairs with execution near the market close.
Each order execution qualifier serves a specific function regarding timing and fill completeness: Fill-or-Kill (FOK) demands an immediate complete fill or cancellation; Immediate-or-Cancel (IOC) allows partial execution immediately and cancels the balance; All-or-None (AON) insists on a full fill but allows time to achieve it; Market-on-Close (MOC) targets execution at the close of trading.

Step-by-Step Solution

1
Analyze time-in-force and quantity execution constraints for FOK and IOC orders.
Identify that FOK requires immediate 100% fill, whereas IOC requires immediate execution but allows partial fills.
Both qualifiers require immediate action, but they differ in whether partial execution is allowed.
2
Distinguish AON from FOK based on the time element.
Determine that AON requires 100% quantity fill but does not require immediate execution.
AON orders can remain open on the order book until filled or canceled.
3
Evaluate the execution timing criteria for MOC orders.
Match MOC with execution targeted at or near the official session closing price.
MOC orders execute near market closing.

Key Concept

Order Qualifiers and Execution Instructions
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