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VFMO
Vanguard U.S. Momentum Factor ETF
stockBATSETF

Market OpenOct 5, 2026 9:44:42 AM EDT
230.45USD-0.348%(-0.80)13,606

On 2026-09-14 there were 1,064 FTDs. The average number of FTDs per day for September 2026 is 297.

VFMO Fails-to-Deliver (FTDs)

Fails-to-Deliver

VFMO 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
2026-09-111,064+57765.4K2026-09-142026-10-16228.69243,326
2026-09-10487-17541.1K2026-09-112026-10-15226.59110,349
2026-09-09662+39040.6K2026-09-102026-10-14229.85152,161
2026-09-08272+25733.3K2026-09-092026-10-13231.0062,832
2026-09-0415+1534.6K2026-09-082026-10-09229.803,447
2026-09-03—041.2K2026-09-042026-10-08227.690
2026-09-02—-17429.8K2026-09-032026-10-07226.300
2026-09-01174+17462.7K2026-09-022026-10-06224.5339,068
2026-08-31—-5585.7K2026-09-012026-10-05226.970
2026-08-2855-34959.1K2026-08-312026-10-02227.1212,492
2026-08-27404+29162.0K2026-08-282026-10-01232.6293,978
2026-08-26113+11344.2K2026-08-272026-09-30231.3026,137
2026-08-25—-27140.9K2026-08-262026-09-29230.570
2026-08-24271+3551.3K2026-08-252026-09-28229.1962,110
2026-08-21236+23642.4K2026-08-242026-09-25232.5254,875
2026-08-20—050.8K2026-08-212026-09-24230.940
2026-08-19—057.7K2026-08-202026-09-23233.990
2026-08-18—0112.9K2026-08-192026-09-22235.460
2026-08-17—-4051.6K2026-08-182026-09-21241.240
2026-08-1440+4036.1K2026-08-172026-09-18238.909,556
2026-08-13—056.1K2026-08-142026-09-17236.660
2026-08-12—047.4K2026-08-132026-09-16236.470
2026-08-11—050.0K2026-08-122026-09-15232.900
2026-08-10—078.1K2026-08-112026-09-14231.910
2026-08-07—-1,01860.6K2026-08-102026-09-11232.700
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