CHY
Calamos Convertible and High Income Fund
stockNASDAQ
Market OpenOct 6, 2026 12:56:56 PM EDT
11.86USD+1.715%(+0.20)177,785
11.43Bid11.88Ask0.45SpreadPre-marketOct 6, 2026 9:28:30 AM EDT
11.81USD+1.286%(+0.15)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 209.
CHY Fails-to-Deliver (FTDs)
Fails-to-Deliver
CHY 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 | — | 0 | 126.2K | 2026-09-14 | 2026-10-16 | 12.56 | 0 |
| 2026-09-10 | — | 0 | 100.6K | 2026-09-11 | 2026-10-15 | 12.57 | 0 |
| 2026-09-09 | — | 0 | 143.8K | 2026-09-10 | 2026-10-14 | 12.72 | 0 |
| 2026-09-08 | — | 0 | 168.3K | 2026-09-09 | 2026-10-13 | 12.86 | 0 |
| 2026-09-04 | — | -1,797 | 72.0K | 2026-09-08 | 2026-10-09 | 12.85 | 0 |
| 2026-09-03 | 1,797 | +1,797 | 166.5K | 2026-09-04 | 2026-10-08 | 12.72 | 22,858 |
| 2026-09-02 | — | 0 | 99.0K | 2026-09-03 | 2026-10-07 | 12.68 | 0 |
| 2026-09-01 | — | -87 | 137.6K | 2026-09-02 | 2026-10-06 | 12.67 | 0 |
| 2026-08-31 | 87 | +87 | 206.2K | 2026-09-01 | 2026-10-05 | 12.89 | 1,121 |
| 2026-08-28 | — | 0 | 88.2K | 2026-08-31 | 2026-10-02 | 13.03 | 0 |
| 2026-08-27 | — | 0 | 87.8K | 2026-08-28 | 2026-10-01 | 13.08 | 0 |
| 2026-08-26 | — | 0 | 77.4K | 2026-08-27 | 2026-09-30 | 13.01 | 0 |
| 2026-08-25 | — | 0 | 92.1K | 2026-08-26 | 2026-09-29 | 12.96 | 0 |
| 2026-08-24 | — | -2,883 | 97.7K | 2026-08-25 | 2026-09-28 | 12.90 | 0 |
| 2026-08-21 | 2,883 | +2,883 | 241.5K | 2026-08-24 | 2026-09-25 | 13.03 | 37,565 |
| 2026-08-20 | — | 0 | 143.9K | 2026-08-21 | 2026-09-24 | 13.04 | 0 |
| 2026-08-19 | — | 0 | 140.7K | 2026-08-20 | 2026-09-23 | 13.15 | 0 |
| 2026-08-18 | — | 0 | 155.5K | 2026-08-19 | 2026-09-22 | 13.33 | 0 |
| 2026-08-17 | — | 0 | 85.6K | 2026-08-18 | 2026-09-21 | 13.44 | 0 |
| 2026-08-14 | — | -2,271 | 169.2K | 2026-08-17 | 2026-09-18 | 13.51 | 0 |
| 2026-08-13 | 2,271 | +2,271 | 140.0K | 2026-08-14 | 2026-09-17 | 13.51 | 30,681 |
| 2026-08-12 | — | 0 | 103.9K | 2026-08-13 | 2026-09-16 | 13.52 | 0 |
| 2026-08-11 | — | 0 | 122.4K | 2026-08-12 | 2026-09-15 | 13.33 | 0 |
| 2026-08-10 | — | 0 | 188.8K | 2026-08-11 | 2026-09-14 | 13.28 | 0 |
| 2026-08-07 | — | 0 | 136.8K | 2026-08-10 | 2026-09-11 | 13.14 | 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.