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Sub-penny rule

The Reg NMS rule barring displayed quotes in increments finer than one cent for stocks priced at or above one dollar, with a finer increment allowed below.

The purpose is to stop economically meaningless queue-jumping. Without it, anyone could step in front of a resting bid for a hundredth of a cent and take the whole queue, destroying the incentive to display size at all.

The rule constrains displayed quotes, not all executions. Off-exchange fills and midpoint crosses may still land at sub-penny prices, which is exactly how retail price-improvement of a few hundredths of a cent is generated.

Example: you may not post a bid at 25.0001 to jump a 25.00 queue. But a wholesaler may fill your buy order at 24.9997 against a 25.00 offer, delivering 0.03 cents of improvement — on 200 shares, six hundredths of a dollar.

Related: minimum-price-increment, price-improvement, reg-nms, wholesaler

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