CPST
Calamos S&P 500 Structured Alt Protection ETF - September
stockNYSEETF
At CloseNov 4, 2026 3:20:36 PM EST
28.28USD0.000%(+28.28)2,497
On 2026-10-13 there were 0 FTDs. The average number of FTDs per day for October 2026 is 9,203.
CPST Fails-to-Deliver (FTDs)
CPST Fails-to-Deliver
Page 1 / 4
| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-10-12 | — | 0 | 3.6K | 2026-10-13 | 2026-11-16 | 28.22 | 0 |
| 2026-10-07 | — | 0 | 26.9K | 2026-10-08 | 2026-11-11 | 28.18 | 0 |
| 2026-10-05 | — | -1,587 | 2.0K | 2026-10-06 | 2026-11-09 | 28.17 | 0 |
| 2026-10-02 | 1,587 | -42,839 | 2.1K | 2026-10-05 | 2026-11-06 | 28.17 | 44,706 |
| 2026-10-01 | 44,426 | +43,619 | 102.8K | 2026-10-02 | 2026-11-05 | 28.14 | 1,250,148 |
| 2026-09-29 | 807 | -1,667 | — | 2026-09-30 | 2026-11-03 | 28.08 | 22,661 |
| 2026-09-24 | 2,474 | +1 | — | 2026-09-25 | 2026-10-29 | 28.09 | 69,495 |
| 2026-09-23 | 2,473 | +2,231 | 32.3K | 2026-09-24 | 2026-10-28 | 28.12 | 69,541 |
| 2026-09-22 | 242 | -49 | 4.8K | 2026-09-23 | 2026-10-27 | 28.14 | 6,810 |
| 2026-09-21 | 291 | +290 | — | 2026-09-22 | 2026-10-26 | 28.12 | 8,183 |
| 2026-09-18 | 1 | +1 | 743 | 2026-09-21 | 2026-10-23 | 28.06 | 28 |
| 2026-09-17 | — | -2,336 | 10.9K | 2026-09-18 | 2026-10-22 | 28.06 | 0 |
| 2026-09-16 | 2,336 | -1,976 | 7.2K | 2026-09-17 | 2026-10-21 | 27.97 | 65,338 |
| 2026-09-15 | 4,312 | +2,393 | 10.0K | 2026-09-16 | 2026-10-20 | 28.01 | 120,779 |
| 2026-09-14 | 1,919 | +1,919 | 5.0K | 2026-09-15 | 2026-10-19 | 28.03 | 53,790 |
| 2026-09-11 | — | -1,642 | 8.9K | 2026-09-14 | 2026-10-16 | 28.09 | 0 |
| 2026-09-10 | 1,642 | -1,112 | — | 2026-09-11 | 2026-10-15 | 28.01 | 45,992 |
| 2026-09-09 | 2,754 | -13,603 | 9.8K | 2026-09-10 | 2026-10-14 | 28.07 | 77,305 |
| 2026-09-08 | 16,357 | -9,660 | 18.0K | 2026-09-09 | 2026-10-13 | 28.12 | 459,959 |
| 2026-09-04 | 26,017 | +7,349 | 13.4K | 2026-09-08 | 2026-10-09 | 28.13 | 731,858 |
| 2026-09-03 | 18,668 | +16,251 | 24.6K | 2026-09-04 | 2026-10-08 | 28.18 | 526,064 |
| 2026-09-02 | 2,417 | -91 | 25.9K | 2026-09-03 | 2026-10-07 | 28.10 | 67,918 |
| 2026-09-01 | 2,508 | -454 | 102.6K | 2026-09-02 | 2026-10-06 | 28.07 | 70,400 |
| 2026-08-31 | 2,962 | +1,324 | — | 2026-09-01 | 2026-10-05 | 28.13 | 83,321 |
| 2026-08-28 | 1,638 | +1,638 | — | 2026-08-31 | 2026-10-02 | 28.10 | 46,028 |
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.