VFMF
Vanguard U.S. Multifactor ETFstockBATSETF
Market OpenOct 5, 2026 11:06:06 AM EDT
181.07USD+0.144%(+0.26)32,322
181.15Bid187.03Ask5.88SpreadOn 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 4,324 | +4,324 | 61.5K | 2026-09-14 | 2026-10-16 | 185.62 | 802,621 |
| 2026-09-10 | — | 0 | 43.6K | 2026-09-11 | 2026-10-15 | 184.12 | 0 |
| 2026-09-09 | — | 0 | 38.0K | 2026-09-10 | 2026-10-14 | 184.85 | 0 |
| 2026-09-08 | — | -799 | 39.5K | 2026-09-09 | 2026-10-13 | 185.78 | 0 |
| 2026-09-04 | 799 | +543 | 119.6K | 2026-09-08 | 2026-10-09 | 187.57 | 149,868 |
| 2026-09-03 | 256 | +16 | 64.2K | 2026-09-04 | 2026-10-08 | 188.02 | 48,133 |
| 2026-09-02 | 240 | +233 | 71.7K | 2026-09-03 | 2026-10-07 | 186.87 | 44,849 |
| 2026-09-01 | 7 | +7 | 38.6K | 2026-09-02 | 2026-10-06 | 184.74 | 1,293 |
| 2026-08-31 | — | -108 | 36.8K | 2026-09-01 | 2026-10-05 | 185.50 | 0 |
| 2026-08-28 | 108 | -458 | 41.5K | 2026-08-31 | 2026-10-02 | 185.68 | 20,053 |
| 2026-08-27 | 566 | -175 | 48.7K | 2026-08-28 | 2026-10-01 | 186.68 | 105,661 |
| 2026-08-26 | 741 | +631 | 29.9K | 2026-08-27 | 2026-09-30 | 186.74 | 138,374 |
| 2026-08-25 | 110 | +66 | 38.7K | 2026-08-26 | 2026-09-29 | 186.79 | 20,547 |
| 2026-08-24 | 44 | +44 | 43.0K | 2026-08-25 | 2026-09-28 | 186.77 | 8,218 |
| 2026-08-21 | — | 0 | 51.6K | 2026-08-24 | 2026-09-25 | 186.77 | 0 |
| 2026-08-20 | — | 0 | 45.8K | 2026-08-21 | 2026-09-24 | 185.05 | 0 |
| 2026-08-19 | — | -347 | 41.9K | 2026-08-20 | 2026-09-23 | 186.39 | 0 |
| 2026-08-18 | 347 | +309 | 40.4K | 2026-08-19 | 2026-09-22 | 186.09 | 64,573 |
| 2026-08-17 | 38 | -8 | 44.0K | 2026-08-18 | 2026-09-21 | 186.96 | 7,104 |
| 2026-08-14 | 46 | +46 | 53.6K | 2026-08-17 | 2026-09-18 | 187.48 | 8,624 |
| 2026-08-13 | — | 0 | 68.8K | 2026-08-14 | 2026-09-17 | 186.71 | 0 |
| 2026-08-12 | — | -46 | 46.9K | 2026-08-13 | 2026-09-16 | 186.10 | 0 |
| 2026-08-11 | 46 | -584 | 47.2K | 2026-08-12 | 2026-09-15 | 185.28 | 8,523 |
| 2026-08-10 | 630 | +630 | 71.3K | 2026-08-11 | 2026-09-14 | 185.41 | 116,808 |
| 2026-08-07 | — | -1,229 | 48.6K | 2026-08-10 | 2026-09-11 | 184.76 | 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.