PEPS
Parametric Equity Plus ETF
stockNASDAQETF
InactiveDec 31, 1969 7:00:00 PM EST
0.00USD0.000%(0.00)30
On 2026-09-14 there were 16 FTDs. The average number of FTDs per day for September 2026 is 7.
PEPS Fails-to-Deliver (FTDs)
Fails-to-Deliver
PEPS 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 | 16 | +3 | 20 | 2026-09-14 | 2026-10-16 | 32.87 | 526 |
| 2026-09-10 | 13 | +12 | 33 | 2026-09-11 | 2026-10-15 | 32.53 | 423 |
| 2026-09-09 | 1 | +1 | 1.0K | 2026-09-10 | 2026-10-14 | 32.76 | 33 |
| 2026-09-08 | — | 0 | 18 | 2026-09-09 | 2026-10-13 | 32.89 | 0 |
| 2026-09-04 | — | -23 | 370 | 2026-09-08 | 2026-10-09 | 33.08 | 0 |
| 2026-09-03 | 23 | +17 | 483 | 2026-09-04 | 2026-10-08 | 33.17 | 763 |
| 2026-09-02 | 6 | +4 | 556 | 2026-09-03 | 2026-10-07 | 32.77 | 197 |
| 2026-09-01 | 2 | +2 | 69 | 2026-09-02 | 2026-10-06 | 32.55 | 65 |
| 2026-08-31 | — | 0 | 1.0K | 2026-09-01 | 2026-10-05 | 32.85 | 0 |
| 2026-08-28 | — | 0 | 25 | 2026-08-31 | 2026-10-02 | 32.96 | 0 |
| 2026-08-27 | — | 0 | 120 | 2026-08-28 | 2026-10-01 | 33.00 | 0 |
| 2026-08-26 | — | 0 | 50 | 2026-08-27 | 2026-09-30 | 32.75 | 0 |
| 2026-08-25 | — | 0 | 86 | 2026-08-26 | 2026-09-29 | 32.78 | 0 |
| 2026-08-24 | — | 0 | 26 | 2026-08-25 | 2026-09-28 | 32.66 | 0 |
| 2026-08-21 | — | 0 | 43 | 2026-08-24 | 2026-09-25 | 32.77 | 0 |
| 2026-08-20 | — | 0 | 301 | 2026-08-21 | 2026-09-24 | 32.57 | 0 |
| 2026-08-19 | — | 0 | 35 | 2026-08-20 | 2026-09-23 | 32.86 | 0 |
| 2026-08-18 | — | -7 | 997 | 2026-08-19 | 2026-09-22 | 32.80 | 0 |
| 2026-08-17 | 7 | +7 | 1.6K | 2026-08-18 | 2026-09-21 | 33.08 | 232 |
| 2026-08-14 | — | 0 | 23 | 2026-08-17 | 2026-09-18 | 33.16 | 0 |
| 2026-08-13 | — | 0 | 124 | 2026-08-14 | 2026-09-17 | 33.18 | 0 |
| 2026-08-12 | — | 0 | 34 | 2026-08-13 | 2026-09-16 | 32.97 | 0 |
| 2026-08-11 | — | 0 | 27 | 2026-08-12 | 2026-09-15 | 32.84 | 0 |
| 2026-08-10 | — | 0 | 298 | 2026-08-11 | 2026-09-14 | 32.92 | 0 |
| 2026-08-07 | — | 0 | 217 | 2026-08-10 | 2026-09-11 | 32.91 | 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.