DULL
MicroSectors Gold -3x Inverse Leveraged ETN
stockNYSEETF
At CloseOct 2, 2026 12:22:13 PM EDT
65.33USD+2.499%(+1.59)2,985
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 374.
DULL Fails-to-Deliver (FTDs)
Fails-to-Deliver
DULL 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 | 6.6K | 2026-09-14 | 2026-10-16 | 57.12 | 0 |
| 2026-09-10 | — | 0 | 9.8K | 2026-09-11 | 2026-10-15 | 58.09 | 0 |
| 2026-09-09 | — | 0 | 5.4K | 2026-09-10 | 2026-10-14 | 55.21 | 0 |
| 2026-09-08 | — | 0 | 3.1K | 2026-09-09 | 2026-10-13 | 56.69 | 0 |
| 2026-09-04 | — | 0 | 6.4K | 2026-09-08 | 2026-10-09 | 53.99 | 0 |
| 2026-09-03 | — | -282 | 10.7K | 2026-09-04 | 2026-10-08 | 52.51 | 0 |
| 2026-09-02 | 282 | -2,799 | 24.2K | 2026-09-03 | 2026-10-07 | 55.67 | 15,699 |
| 2026-09-01 | 3,081 | +3,081 | 16.7K | 2026-09-02 | 2026-10-06 | 58.28 | 179,561 |
| 2026-08-31 | — | 0 | 31.2K | 2026-09-01 | 2026-10-05 | 53.75 | 0 |
| 2026-08-28 | — | 0 | 7.2K | 2026-08-31 | 2026-10-02 | 53.47 | 0 |
| 2026-08-27 | — | -142 | 7.3K | 2026-08-28 | 2026-10-01 | 48.80 | 0 |
| 2026-08-26 | 142 | +142 | 5.0K | 2026-08-27 | 2026-09-30 | 49.17 | 6,982 |
| 2026-08-25 | — | -1,048 | 13.5K | 2026-08-26 | 2026-09-29 | 47.03 | 0 |
| 2026-08-24 | 1,048 | +1,048 | 9.9K | 2026-08-25 | 2026-09-28 | 47.42 | 49,696 |
| 2026-08-21 | — | 0 | 8.8K | 2026-08-24 | 2026-09-25 | 48.40 | 0 |
| 2026-08-20 | — | -196 | 2.3K | 2026-08-21 | 2026-09-24 | 51.53 | 0 |
| 2026-08-19 | 196 | +11 | 1.6K | 2026-08-20 | 2026-09-23 | 52.09 | 10,210 |
| 2026-08-18 | 185 | -822 | 3.1K | 2026-08-19 | 2026-09-22 | 58.91 | 10,898 |
| 2026-08-17 | 1,007 | +1,007 | 877 | 2026-08-18 | 2026-09-21 | 56.02 | 56,412 |
| 2026-08-14 | — | 0 | 1.6K | 2026-08-17 | 2026-09-18 | 57.69 | 0 |
| 2026-08-13 | — | 0 | 4.1K | 2026-08-14 | 2026-09-17 | 58.75 | 0 |
| 2026-08-12 | — | -3 | 2.8K | 2026-08-13 | 2026-09-16 | 56.37 | 0 |
| 2026-08-11 | 3 | +3 | 912 | 2026-08-12 | 2026-09-15 | 57.94 | 174 |
| 2026-08-10 | — | 0 | 6.2K | 2026-08-11 | 2026-09-14 | 57.29 | 0 |
| 2026-08-07 | — | -5 | 5.7K | 2026-08-10 | 2026-09-11 | 59.12 | 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.