chartexchange

VFMF
Vanguard U.S. Multifactor ETF
stockBATSETF

Market OpenOct 5, 2026 11:06:06 AM EDT
181.07USD+0.144%(+0.26)32,322
181.15Bid187.03Ask5.88Spread

On 2026-09-14 there were 4,324 FTDs. The average number of FTDs per day for September 2026 is 625.

VFMF Fails-to-Deliver (FTDs)

Fails-to-Deliver

VFMF 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
2026-09-114,324+4,32461.5K2026-09-142026-10-16185.62802,621
2026-09-10—043.6K2026-09-112026-10-15184.120
2026-09-09—038.0K2026-09-102026-10-14184.850
2026-09-08—-79939.5K2026-09-092026-10-13185.780
2026-09-04799+543119.6K2026-09-082026-10-09187.57149,868
2026-09-03256+1664.2K2026-09-042026-10-08188.0248,133
2026-09-02240+23371.7K2026-09-032026-10-07186.8744,849
2026-09-017+738.6K2026-09-022026-10-06184.741,293
2026-08-31—-10836.8K2026-09-012026-10-05185.500
2026-08-28108-45841.5K2026-08-312026-10-02185.6820,053
2026-08-27566-17548.7K2026-08-282026-10-01186.68105,661
2026-08-26741+63129.9K2026-08-272026-09-30186.74138,374
2026-08-25110+6638.7K2026-08-262026-09-29186.7920,547
2026-08-2444+4443.0K2026-08-252026-09-28186.778,218
2026-08-21—051.6K2026-08-242026-09-25186.770
2026-08-20—045.8K2026-08-212026-09-24185.050
2026-08-19—-34741.9K2026-08-202026-09-23186.390
2026-08-18347+30940.4K2026-08-192026-09-22186.0964,573
2026-08-1738-844.0K2026-08-182026-09-21186.967,104
2026-08-1446+4653.6K2026-08-172026-09-18187.488,624
2026-08-13—068.8K2026-08-142026-09-17186.710
2026-08-12—-4646.9K2026-08-132026-09-16186.100
2026-08-1146-58447.2K2026-08-122026-09-15185.288,523
2026-08-10630+63071.3K2026-08-112026-09-14185.41116,808
2026-08-07—-1,22948.6K2026-08-102026-09-11184.760
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.
FTD Release HistoryWe track the SEC's FTD publication schedule and flag when releases are late.Check it out