VFMO
Vanguard U.S. Momentum Factor ETFstockBATSETF
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 |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 1,064 | +577 | 65.4K | 2026-09-14 | 2026-10-16 | 228.69 | 243,326 |
| 2026-09-10 | 487 | -175 | 41.1K | 2026-09-11 | 2026-10-15 | 226.59 | 110,349 |
| 2026-09-09 | 662 | +390 | 40.6K | 2026-09-10 | 2026-10-14 | 229.85 | 152,161 |
| 2026-09-08 | 272 | +257 | 33.3K | 2026-09-09 | 2026-10-13 | 231.00 | 62,832 |
| 2026-09-04 | 15 | +15 | 34.6K | 2026-09-08 | 2026-10-09 | 229.80 | 3,447 |
| 2026-09-03 | — | 0 | 41.2K | 2026-09-04 | 2026-10-08 | 227.69 | 0 |
| 2026-09-02 | — | -174 | 29.8K | 2026-09-03 | 2026-10-07 | 226.30 | 0 |
| 2026-09-01 | 174 | +174 | 62.7K | 2026-09-02 | 2026-10-06 | 224.53 | 39,068 |
| 2026-08-31 | — | -55 | 85.7K | 2026-09-01 | 2026-10-05 | 226.97 | 0 |
| 2026-08-28 | 55 | -349 | 59.1K | 2026-08-31 | 2026-10-02 | 227.12 | 12,492 |
| 2026-08-27 | 404 | +291 | 62.0K | 2026-08-28 | 2026-10-01 | 232.62 | 93,978 |
| 2026-08-26 | 113 | +113 | 44.2K | 2026-08-27 | 2026-09-30 | 231.30 | 26,137 |
| 2026-08-25 | — | -271 | 40.9K | 2026-08-26 | 2026-09-29 | 230.57 | 0 |
| 2026-08-24 | 271 | +35 | 51.3K | 2026-08-25 | 2026-09-28 | 229.19 | 62,110 |
| 2026-08-21 | 236 | +236 | 42.4K | 2026-08-24 | 2026-09-25 | 232.52 | 54,875 |
| 2026-08-20 | — | 0 | 50.8K | 2026-08-21 | 2026-09-24 | 230.94 | 0 |
| 2026-08-19 | — | 0 | 57.7K | 2026-08-20 | 2026-09-23 | 233.99 | 0 |
| 2026-08-18 | — | 0 | 112.9K | 2026-08-19 | 2026-09-22 | 235.46 | 0 |
| 2026-08-17 | — | -40 | 51.6K | 2026-08-18 | 2026-09-21 | 241.24 | 0 |
| 2026-08-14 | 40 | +40 | 36.1K | 2026-08-17 | 2026-09-18 | 238.90 | 9,556 |
| 2026-08-13 | — | 0 | 56.1K | 2026-08-14 | 2026-09-17 | 236.66 | 0 |
| 2026-08-12 | — | 0 | 47.4K | 2026-08-13 | 2026-09-16 | 236.47 | 0 |
| 2026-08-11 | — | 0 | 50.0K | 2026-08-12 | 2026-09-15 | 232.90 | 0 |
| 2026-08-10 | — | 0 | 78.1K | 2026-08-11 | 2026-09-14 | 231.91 | 0 |
| 2026-08-07 | — | -1,018 | 60.6K | 2026-08-10 | 2026-09-11 | 232.70 | 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.