2026-16285NoticeWallet

Miami Exchange Tweaks Trading Auction Rules for Speed

Published Date: 8/11/2026

Notice

Summary

MIAX is updating its PRIME rule to improve how members send and respond to special auction messages called RFRs. This change helps traders better match orders and speeds up the process, affecting anyone using MIAX’s PRIME and cPRIME trading tools. The new rule is effective immediately, so members can start benefiting right away without extra costs.

Analyzed Economic Effects

3 provisions identified: 3 benefits, 0 costs, 0 mixed.

RFR Messages Will Omit Initiating Price

The Exchange will remove the initiating price from Request for Response (RFR) messages for PRIME and cPRIME auctions so the RFR will only disseminate the option, side, and size. Currently the RFR includes option, side, size, and initiating price via the Administrative Information Subscriber feed; that initiating price will no longer be broadcast.

Exchange Says Change Should Boost Price Improvement

The Exchange states that removing the initiating price from RFR messages will encourage responders to submit more aggressive prices, introduce competitive uncertainty, prevent anchoring to the initiating price, and thereby create greater opportunities for potential price improvement in PRIME and cPRIME auctions.

Rule Change Operative Upon Filing; Q3 Implementation

The Exchange filed the proposed rule change on July 27, 2026, requested waiver of the 30-day operative delay, and the Commission waived that delay so the proposed rule change is operative upon filing. The Exchange also proposes to implement the RFR feed change in Q3 of 2026 and will issue an alert notifying market participants of the exact implementation date.

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Key Dates

Effective Date
Published Date
7/27/2026
8/11/2026

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
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