Sub-Penny Rule

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The Sub-Penny Rule is a U.S. securities regulation that generally prohibits stock quotes in price increments smaller than one cent for most exchange-listed equities to reduce market fragmentation and improve quote clarity.

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Statements (47)

Predicate Object
instanceOf U.S. securities regulation
market structure rule
affects alternative trading systems
broker-dealers
national securities exchanges
allows sub-penny quoting for securities priced below $1.00
alsoKnownAs sub-penny quoting rule NERFINISHED
appliesTo National Market System stocks
exchange-listed equities
citation 17 CFR 242.612
codifiedIn Rule 612 of Regulation NMS NERFINISHED
criticizedFor creating advantages for internalizers and dark venues
potentially limiting price competition at very tight spreads
doesNotProhibit internalization of orders at sub-penny prices when not displayed
sub-penny executions resulting from price improvement
effectiveYear 2005
2006
enforcedBy U.S. Securities and Exchange Commission NERFINISHED
self-regulatory organizations
exceptionFor block trades meeting size thresholds
negotiated trades not displayed in public quotations
odd-lot orders in certain circumstances
stocks priced below $1.00
implementedBy U.S. Securities and Exchange Commission NERFINISHED
influencedBy concerns about market fragmentation in early 2000s U.S. equity markets
intendedEffect limit sub-penny price stepping ahead of displayed quotes
reduce flickering quotes
simplify price discovery for investors
jurisdiction United States of America
surface form: United States
legalBasis Securities Exchange Act of 1934 NERFINISHED
partOf Regulation NMS NERFINISHED
policyGoal protect retail investors from sub-penny gaming
support efficient price formation
prohibits quoting in price increments smaller than $0.01 for most covered securities
purpose enhance transparency of displayed quotations
improve quote clarity
promote fair and orderly markets
reduce market fragmentation
regulates equity securities quoting
relatedTo Regulation NMS Order Protection Rule NERFINISHED
tick size
requires minimum quoting increment of $0.01 for most NMS stocks priced at $1.00 or more
scope NMS stocks quoted on national securities exchanges and associations
status in force
subjectOf SEC concept releases and rulemaking discussions on equity market structure
ongoing policy debates about tick size reform
targets displayed quotations in NMS stocks

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Regulation NMS component Sub-Penny Rule