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Bear with me here, I'm not 100% sure how to ask this, let alone how to search for some good visual examples to reference, but I'm going to try…

Say you have a list written out in sentence form, where each item is styled for emphasis. Do you then style the commas and punctuation as well.

Here's an example of what I mean:

example

I understand that in terms of formal writing, although there doesn't seem to be any strict rule on this, it seems that styling the punctuation the same way as the word preceding it is the most common approach (as in the first example). However, from a graphic design perspective, I feel like both approaches leave something to be desired.

In the first example, at first glance "kittens" and "bunnies" almost appear to be sort of the same item, since there's not really anything separating them. I mean, I know there's a comma separating them, but they still look lumped together.

But conversely in the second example the alternating style of the commas looks weird and out of place.

All of this to ask: is there an established convention on this in graphic design? If not, which option would a professional choose and why?

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I tend to agree with Metis that this is going to be a stylistic choice that you can make on your own, but since you asked about "established convention," there are some considerations. But I think it is still important that you understand that most of "the rules" are actually simply asserted via style guides; style guides are often at odds with one another; and style guidelines evolve over time.

We used to use (when we had someone on staff that oversaw such things) the Chicago Manual of Style for help in keeping a consistent in-house style. We broke it when it suited us, but it is quicker to lay out things when you have a reference frame.

The basic rule we used is: punctuation is set the same as the main body text unless the punctuation belongs to the fragment under emphasis. You'll note that this paragraph (at least) follows that convention.

This is in comportment with the 2003 edition of the Chicago Manual (the last one I have), where they say that it was chosen in part because it is logical. So by this metric your second example is probably the winner.

Sometimes, it is proper to not follow that rule. They give:

Danger! Take only as directed.

As an example where you can feel free to break that rule.

They also say that the rule I cite above "is a departure from Chicago's former usage." And say a few things about how setting the punctuation the same as in the emphasis was the traditional route.

When dealing with small amounts of display type, rules can get broken.

Another rule is that for display type, there is no final period. I tend to agree with this rule (except when I don't), but I have never had something come back after proofing without a period being inserted by someone who signs my checks.

When looking at your specific example, without any other context (such as the rest of the document), my gut reaction is that I like the commas in white, but not the period. So maybe drop the period. This breaks the first rule above, but not the second one.

And then there is:

The Rule of Cool: liberties may be taken if the result is wicked sweet or awesome.

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