VCRM
Vanguard Core Tax-Exempt Bond ETFstockBATSETF
At CloseOct 2, 2026 3:59:59 PM EDT
71.58USD-0.188%(-0.14)1,826,155
After-hoursOct 2, 2026 4:27:30 PM EDT
71.60USD+0.022%(+0.02)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 27,271.
VCRM Fails-to-Deliver (FTDs)
Fails-to-Deliver
VCRM 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 | — | -193,404 | 548.4K | 2026-09-14 | 2026-10-16 | 73.30 | 0 |
| 2026-09-10 | 193,404 | +183,223 | 615.6K | 2026-09-11 | 2026-10-15 | 73.02 | 14,122,360 |
| 2026-09-09 | 10,181 | -11,637 | 444.2K | 2026-09-10 | 2026-10-14 | 73.52 | 748,507 |
| 2026-09-08 | 21,818 | +21,646 | 618.2K | 2026-09-09 | 2026-10-13 | 73.98 | 1,614,096 |
| 2026-09-04 | 172 | +172 | 277.3K | 2026-09-08 | 2026-10-09 | 74.00 | 12,728 |
| 2026-09-03 | — | -7,101 | 375.7K | 2026-09-04 | 2026-10-08 | 73.96 | 0 |
| 2026-09-02 | 7,101 | -5,665 | 259.4K | 2026-09-03 | 2026-10-07 | 74.05 | 525,829 |
| 2026-09-01 | 12,766 | +12,766 | 846.3K | 2026-09-02 | 2026-10-06 | 74.04 | 945,195 |
| 2026-08-31 | — | 0 | 357.8K | 2026-09-01 | 2026-10-05 | 74.65 | 0 |
| 2026-08-28 | — | 0 | 151.8K | 2026-08-31 | 2026-10-02 | 74.79 | 0 |
| 2026-08-27 | — | -50,423 | 232.7K | 2026-08-28 | 2026-10-01 | 74.87 | 0 |
| 2026-08-26 | 50,423 | +50,423 | 233.6K | 2026-08-27 | 2026-09-30 | 74.88 | 3,775,674 |
| 2026-08-25 | — | 0 | 119.8K | 2026-08-26 | 2026-09-29 | 74.93 | 0 |
| 2026-08-24 | — | -133 | 238.8K | 2026-08-25 | 2026-09-28 | 74.85 | 0 |
| 2026-08-21 | 133 | +133 | 187.6K | 2026-08-24 | 2026-09-25 | 74.86 | 9,956 |
| 2026-08-20 | — | 0 | 219.5K | 2026-08-21 | 2026-09-24 | 74.86 | 0 |
| 2026-08-19 | — | -2,720 | 343.2K | 2026-08-20 | 2026-09-23 | 75.01 | 0 |
| 2026-08-18 | 2,720 | +1,845 | 218.2K | 2026-08-19 | 2026-09-22 | 74.84 | 203,565 |
| 2026-08-17 | 875 | +728 | 170.7K | 2026-08-18 | 2026-09-21 | 74.98 | 65,608 |
| 2026-08-14 | 147 | +147 | 228.6K | 2026-08-17 | 2026-09-18 | 75.20 | 11,054 |
| 2026-08-13 | — | 0 | 107.1K | 2026-08-14 | 2026-09-17 | 75.34 | 0 |
| 2026-08-12 | — | -662 | 215.6K | 2026-08-13 | 2026-09-16 | 75.20 | 0 |
| 2026-08-11 | 662 | -321 | 164.5K | 2026-08-12 | 2026-09-15 | 75.19 | 49,776 |
| 2026-08-10 | 983 | -719 | 168.7K | 2026-08-11 | 2026-09-14 | 75.13 | 73,853 |
| 2026-08-07 | 1,702 | +273 | 164.7K | 2026-08-10 | 2026-09-11 | 75.18 | 127,956 |
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.