VCHY
Vanguard U.S. High-Yield Corporate Bond Index ETFstockBATSETF
At CloseOct 2, 2026 2:23:50 PM EDT
72.43USD-0.090%(-0.07)22,041
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 877.
VCHY Fails-to-Deliver (FTDs)
Fails-to-Deliver
VCHY 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 | — | 0 | 27.7K | 2026-09-14 | 2026-10-16 | 74.20 | 0 |
| 2026-09-10 | — | -1,180 | 63.8K | 2026-09-11 | 2026-10-15 | 74.14 | 0 |
| 2026-09-09 | 1,180 | +1,180 | 35.9K | 2026-09-10 | 2026-10-14 | 74.53 | 87,945 |
| 2026-09-08 | — | -198 | 45.9K | 2026-09-09 | 2026-10-13 | 74.63 | 0 |
| 2026-09-04 | 198 | -4,111 | 29.7K | 2026-09-08 | 2026-10-09 | 74.68 | 14,787 |
| 2026-09-03 | 4,309 | +2,481 | 28.5K | 2026-09-04 | 2026-10-08 | 74.73 | 322,012 |
| 2026-09-02 | 1,828 | +1,728 | 55.3K | 2026-09-03 | 2026-10-07 | 74.64 | 136,442 |
| 2026-09-01 | 100 | -181 | 99.8K | 2026-09-02 | 2026-10-06 | 74.58 | 7,458 |
| 2026-08-31 | 281 | -282 | 22.3K | 2026-09-01 | 2026-10-05 | 75.19 | 21,128 |
| 2026-08-28 | 563 | -131 | 49.2K | 2026-08-31 | 2026-10-02 | 75.14 | 42,304 |
| 2026-08-27 | 694 | -806 | 31.9K | 2026-08-28 | 2026-10-01 | 75.27 | 52,237 |
| 2026-08-26 | 1,500 | +1,499 | 24.0K | 2026-08-27 | 2026-09-30 | 75.27 | 112,905 |
| 2026-08-25 | 1 | -1,786 | 25.0K | 2026-08-26 | 2026-09-29 | 75.27 | 75 |
| 2026-08-24 | 1,787 | +562 | 24.4K | 2026-08-25 | 2026-09-28 | 75.09 | 134,186 |
| 2026-08-21 | 1,225 | -761 | 29.8K | 2026-08-24 | 2026-09-25 | 75.07 | 91,961 |
| 2026-08-20 | 1,986 | +1,986 | 39.2K | 2026-08-21 | 2026-09-24 | 75.00 | 148,950 |
| 2026-08-19 | — | -1,072 | 15.7K | 2026-08-20 | 2026-09-23 | 75.10 | 0 |
| 2026-08-18 | 1,072 | -1,498 | 58.2K | 2026-08-19 | 2026-09-22 | 74.94 | 80,336 |
| 2026-08-17 | 2,570 | +2,122 | 57.0K | 2026-08-18 | 2026-09-21 | 75.05 | 192,879 |
| 2026-08-14 | 448 | -837 | 12.6K | 2026-08-17 | 2026-09-18 | 75.12 | 33,654 |
| 2026-08-13 | 1,285 | +32 | 40.6K | 2026-08-14 | 2026-09-17 | 75.18 | 96,606 |
| 2026-08-12 | 1,253 | -313 | 24.4K | 2026-08-13 | 2026-09-16 | 75.05 | 94,038 |
| 2026-08-11 | 1,566 | +1,117 | 25.9K | 2026-08-12 | 2026-09-15 | 74.97 | 117,403 |
| 2026-08-10 | 449 | +354 | 40.2K | 2026-08-11 | 2026-09-14 | 74.93 | 33,644 |
| 2026-08-07 | 95 | -3,268 | 50.2K | 2026-08-10 | 2026-09-11 | 75.04 | 7,129 |
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.