2026-07989NoticeWallet

Cboe C2 Adds Wide Market Protection to Trading Rules

Published Date: 4/24/2026

Notice

Summary

Cboe C2 Exchange is updating its rules to protect traders from getting stuck with really bad prices when the market’s best bid and offer prices are far apart. This new wide market protection kicks in right away to help keep trades fair and reduce risky order executions. Traders and investors using Cboe C2 will see safer trading starting immediately, with no extra costs involved.

Analyzed Economic Effects

5 provisions identified: 4 benefits, 1 costs, 0 mixed.

New Wide Market Protection on Cboe C2

Cboe C2 is adding a “wide market protection” to Rule 5.34 to reduce the risk that orders execute at extreme or adverse prices when the National Best Bid and Offer (NBBO) is determined to be wide. The change leverages the exchange’s iterative drill-through process and applies immediately after the rule filing (filed April 10, 2026).

Broader Order Types Get Drill-Through Protection

The wide market protection will apply to certain inbound market and limit orders and to elected Stop (Stop-Loss) and Stop-Limit orders when the NBBO is determined to be wide, causing those orders to be displayed at a Benchmark Price and enter the iterative drill-through process. The rule lets orders rest and be re-priced in short iterations (the Exchange may set iteration lengths up to three seconds and buffer amounts on a class-by-class basis).

Certain Orders Are Excluded from Protection

The wide market protection expressly excludes bulk messages, Intermarket Sweep Orders (ISOs), Immediate-or-Cancel (IOC) orders, and M and N capacity orders from receiving the wide market protection. The Exchange may also apply the protection on a class-by-class basis.

No-Bid/No-Offer Market Orders May Get More Execution Opportunity

The Exchange amends no-bid/no-offer market order handling so that certain sell market orders when the NBB is zero and NBO > $0.50, and buy market orders when the NBO is zero, can enter the Book and be displayed at the Benchmark Price and participate in the drill-through process instead of being immediately canceled or rejected. This is intended to increase execution opportunities for those orders.

Protection Applies Except Just Before Market Close

The wide market protection applies during all trading sessions except for an Exchange-determined amount of time prior to the close of Regular Trading Hours (RTH). The exception preserves a final period for market participants to use Stop and Stop-Limit orders to exit positions before overnight trading.

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Key Dates

Effective Date
Published Date
4/10/2026
4/24/2026

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
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