CVLC
Calvert US Large-Cap Core Responsible Index ETFstockNYSEETF
At CloseOct 2, 2026 3:59:26 PM EDT
95.51USD+0.749%(+0.71)31,432
On 2026-09-14 there were 1,633 FTDs. The average number of FTDs per day for September 2026 is 1,337.
CVLC Fails-to-Deliver (FTDs)
Fails-to-Deliver
CVLC 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 | 1,633 | -104 | 9.4K | 2026-09-14 | 2026-10-16 | 95.13 | 155,347 |
| 2026-09-10 | 1,737 | +1,737 | 7.1K | 2026-09-11 | 2026-10-15 | 94.26 | 163,730 |
| 2026-09-09 | — | -761 | 9.0K | 2026-09-10 | 2026-10-14 | 94.88 | 0 |
| 2026-09-08 | 761 | -688 | 8.2K | 2026-09-09 | 2026-10-13 | 95.59 | 72,744 |
| 2026-09-04 | 1,449 | +272 | 18.9K | 2026-09-08 | 2026-10-09 | 96.21 | 139,408 |
| 2026-09-03 | 1,177 | -3,782 | 17.7K | 2026-09-04 | 2026-10-08 | 96.36 | 113,416 |
| 2026-09-02 | 4,959 | +4,644 | 8.7K | 2026-09-03 | 2026-10-07 | 95.39 | 473,039 |
| 2026-09-01 | 315 | +315 | 20.1K | 2026-09-02 | 2026-10-06 | 95.04 | 29,938 |
| 2026-08-31 | — | -851 | 14.3K | 2026-09-01 | 2026-10-05 | 95.87 | 0 |
| 2026-08-28 | 851 | +851 | 13.8K | 2026-08-31 | 2026-10-02 | 96.31 | 81,960 |
| 2026-08-27 | — | 0 | 36.7K | 2026-08-28 | 2026-10-01 | 96.67 | 0 |
| 2026-08-26 | — | -36 | 23.3K | 2026-08-27 | 2026-09-30 | 96.06 | 0 |
| 2026-08-25 | 36 | +36 | 6.2K | 2026-08-26 | 2026-09-29 | 96.02 | 3,457 |
| 2026-08-24 | — | -1,274 | 8.6K | 2026-08-25 | 2026-09-28 | 95.73 | 0 |
| 2026-08-21 | 1,274 | +754 | 25.9K | 2026-08-24 | 2026-09-25 | 96.05 | 122,368 |
| 2026-08-20 | 520 | +200 | 17.8K | 2026-08-21 | 2026-09-24 | 95.59 | 49,707 |
| 2026-08-19 | 320 | -40 | 25.6K | 2026-08-20 | 2026-09-23 | 96.49 | 30,877 |
| 2026-08-18 | 360 | -24 | 25.5K | 2026-08-19 | 2026-09-22 | 96.36 | 34,690 |
| 2026-08-17 | 384 | +382 | 121.1K | 2026-08-18 | 2026-09-21 | 97.24 | 37,340 |
| 2026-08-14 | 2 | +2 | 29.3K | 2026-08-17 | 2026-09-18 | 97.65 | 195 |
| 2026-08-13 | — | 0 | 22.9K | 2026-08-14 | 2026-09-17 | 97.92 | 0 |
| 2026-08-12 | — | -1,108 | 22.1K | 2026-08-13 | 2026-09-16 | 97.25 | 0 |
| 2026-08-11 | 1,108 | -2,383 | 14.4K | 2026-08-12 | 2026-09-15 | 96.88 | 107,343 |
| 2026-08-10 | 3,491 | +2,703 | 19.9K | 2026-08-11 | 2026-09-14 | 97.06 | 338,836 |
| 2026-08-07 | 788 | -5,662 | 13.6K | 2026-08-10 | 2026-09-11 | 97.28 | 76,657 |
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.