CWEB
Direxion Daily CSI China Internet Index Bull 2X ETFstockNYSEETF
Market OpenOct 5, 2026 10:57:13 AM EDT
18.24USD+4.888%(+0.85)283,575
18.22Bid18.23Ask0.01SpreadPre-marketOct 5, 2026 9:24:30 AM EDT
17.82USD+2.473%(+0.43)
On 2026-09-14 there were 7,658 FTDs. The average number of FTDs per day for September 2026 is 1,991.
CWEB Fails-to-Deliver (FTDs)
Fails-to-Deliver
CWEB 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 | 7,658 | +7,658 | 436.9K | 2026-09-14 | 2026-10-16 | 18.65 | 142,822 |
| 2026-09-10 | — | -360 | 1.1M | 2026-09-11 | 2026-10-15 | 18.41 | 0 |
| 2026-09-09 | 360 | -9,288 | 904.8K | 2026-09-10 | 2026-10-14 | 18.98 | 6,833 |
| 2026-09-08 | 9,648 | +9,398 | 977.1K | 2026-09-09 | 2026-10-13 | 19.83 | 191,320 |
| 2026-09-04 | 250 | +250 | 686.7K | 2026-09-08 | 2026-10-09 | 20.91 | 5,228 |
| 2026-09-03 | — | 0 | 509.9K | 2026-09-04 | 2026-10-08 | 20.20 | 0 |
| 2026-09-02 | — | 0 | 286.7K | 2026-09-03 | 2026-10-07 | 20.39 | 0 |
| 2026-09-01 | — | 0 | 276.1K | 2026-09-02 | 2026-10-06 | 20.39 | 0 |
| 2026-08-31 | — | 0 | 356.8K | 2026-09-01 | 2026-10-05 | 20.57 | 0 |
| 2026-08-28 | — | -239 | 279.1K | 2026-08-31 | 2026-10-02 | 21.44 | 0 |
| 2026-08-27 | 239 | -275 | 322.2K | 2026-08-28 | 2026-10-01 | 21.09 | 5,041 |
| 2026-08-26 | 514 | -224 | 248.3K | 2026-08-27 | 2026-09-30 | 21.34 | 10,969 |
| 2026-08-25 | 738 | +738 | 350.1K | 2026-08-26 | 2026-09-29 | 21.60 | 15,941 |
| 2026-08-24 | — | -73 | 730.1K | 2026-08-25 | 2026-09-28 | 21.32 | 0 |
| 2026-08-21 | 73 | +73 | 323.0K | 2026-08-24 | 2026-09-25 | 22.05 | 1,610 |
| 2026-08-20 | — | 0 | 591.5K | 2026-08-21 | 2026-09-24 | 22.07 | 0 |
| 2026-08-19 | — | 0 | 404.1K | 2026-08-20 | 2026-09-23 | 22.98 | 0 |
| 2026-08-18 | — | 0 | 337.0K | 2026-08-19 | 2026-09-22 | 22.25 | 0 |
| 2026-08-17 | — | 0 | 322.9K | 2026-08-18 | 2026-09-21 | 22.54 | 0 |
| 2026-08-14 | — | 0 | 391.5K | 2026-08-17 | 2026-09-18 | 22.65 | 0 |
| 2026-08-13 | — | 0 | 1.1M | 2026-08-14 | 2026-09-17 | 22.40 | 0 |
| 2026-08-12 | — | -71 | 650.7K | 2026-08-13 | 2026-09-16 | 23.61 | 0 |
| 2026-08-11 | 71 | -298 | 456.8K | 2026-08-12 | 2026-09-15 | 24.57 | 1,744 |
| 2026-08-10 | 369 | +369 | 554.5K | 2026-08-11 | 2026-09-14 | 26.36 | 9,727 |
| 2026-08-07 | — | 0 | 288.4K | 2026-08-10 | 2026-09-11 | 25.53 | 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.
