TRTY
Cambria Trinity ETF
stockBATSETF
Market OpenOct 5, 2026 10:59:32 AM EDT
31.56USD+0.350%(+0.11)1,492
31.55Bid31.59Ask0.04SpreadOn 2026-09-14 there were 7,126 FTDs. The average number of FTDs per day for September 2026 is 875.
TRTY Fails-to-Deliver (FTDs)
Fails-to-Deliver
TRTY Fails-to-Deliver
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| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 7,126 | +7,126 | 46.7K | 2026-09-14 | 2026-10-16 | 32.22 | 229,600 |
| 2026-09-10 | — | -113 | 5.0K | 2026-09-11 | 2026-10-15 | 32.18 | 0 |
| 2026-09-09 | 113 | +113 | 28.9K | 2026-09-10 | 2026-10-14 | 32.28 | 3,648 |
| 2026-09-08 | — | 0 | 25.5K | 2026-09-09 | 2026-10-13 | 32.53 | 0 |
| 2026-09-04 | — | -320 | 5.7K | 2026-09-08 | 2026-10-09 | 32.20 | 0 |
| 2026-09-03 | 320 | 0 | 34.7K | 2026-09-04 | 2026-10-08 | 32.12 | 10,278 |
| 2026-09-02 | 320 | +320 | 15.3K | 2026-09-03 | 2026-10-07 | 32.01 | 10,243 |
| 2026-09-01 | — | 0 | 54.1K | 2026-09-02 | 2026-10-06 | 31.90 | 0 |
| 2026-08-31 | — | 0 | 8.3K | 2026-09-01 | 2026-10-05 | 31.84 | 0 |
| 2026-08-28 | — | 0 | 4.7K | 2026-08-31 | 2026-10-02 | 31.77 | 0 |
| 2026-08-27 | — | 0 | 3.6K | 2026-08-28 | 2026-10-01 | 31.86 | 0 |
| 2026-08-26 | — | 0 | 6.1K | 2026-08-27 | 2026-09-30 | 31.77 | 0 |
| 2026-08-25 | — | -48 | 4.4K | 2026-08-26 | 2026-09-29 | 31.76 | 0 |
| 2026-08-24 | 48 | -29 | 13.0K | 2026-08-25 | 2026-09-28 | 31.77 | 1,525 |
| 2026-08-21 | 77 | -135 | 5.9K | 2026-08-24 | 2026-09-25 | 31.89 | 2,456 |
| 2026-08-20 | 212 | 0 | 12.1K | 2026-08-21 | 2026-09-24 | 31.73 | 6,727 |
| 2026-08-19 | 212 | +212 | 17.3K | 2026-08-20 | 2026-09-23 | 31.71 | 6,723 |
| 2026-08-18 | — | 0 | 8.5K | 2026-08-19 | 2026-09-22 | 31.60 | 0 |
| 2026-08-17 | — | 0 | 21.3K | 2026-08-18 | 2026-09-21 | 31.75 | 0 |
| 2026-08-14 | — | 0 | 13.7K | 2026-08-17 | 2026-09-18 | 31.62 | 0 |
| 2026-08-13 | — | 0 | 11.9K | 2026-08-14 | 2026-09-17 | 31.49 | 0 |
| 2026-08-12 | — | 0 | 1.9K | 2026-08-13 | 2026-09-16 | 31.50 | 0 |
| 2026-08-11 | — | 0 | 15.2K | 2026-08-12 | 2026-09-15 | 31.41 | 0 |
| 2026-08-10 | — | 0 | 28.4K | 2026-08-11 | 2026-09-14 | 31.39 | 0 |
| 2026-08-07 | — | 0 | 21.0K | 2026-08-10 | 2026-09-11 | 31.22 | 0 |
Historical data is split-adjusted.
1 Trade Date is calculated from the Settlement Date.
2 Fails to deliver on a given day are a CUMULATIVE number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. A dash (—) indicates no FTDs were reported that day. It’s been shown that the SEC withholds the FTD report for two weeks, and there are often high-volume days with no reported FTDs, so it’s unclear if missing days truly indicate 0 FTDs.
3 Closing price on the Trade Date. The FTD file contains the closing price on the day previous to settlement.
4 As of May 28, 2024, the standard for settlement is next business day after a trade (T+1B). Before that, it was trade date plus two business days (T+2B).
5 RegSHO IV. 3. A broker-dealer has up to 35 calendar days following the trade date to close out the failure to deliver position by purchasing securities of like kind and quantity. Analysis of the T+35 cycle.