DYNF
iShares U.S. Equity Factor Rotation Active ETF
stockNYSEETF
At CloseOct 2, 2026 3:59:50 PM EDT
69.96USD+0.676%(+0.47)2,552,716
On 2026-09-14 there were 102 FTDs. The average number of FTDs per day for September 2026 is 3,798.
DYNF Fails-to-Deliver (FTDs)
Fails-to-Deliver
DYNF 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 | 102 | +102 | 2.8M | 2026-09-14 | 2026-10-16 | 69.77 | 7,117 |
| 2026-09-10 | — | -8,754 | 1.6M | 2026-09-11 | 2026-10-15 | 69.17 | 0 |
| 2026-09-09 | 8,754 | +8,754 | 1.7M | 2026-09-10 | 2026-10-14 | 69.59 | 609,191 |
| 2026-09-08 | — | 0 | 1.9M | 2026-09-09 | 2026-10-13 | 69.78 | 0 |
| 2026-09-04 | — | 0 | 1.7M | 2026-09-08 | 2026-10-09 | 70.05 | 0 |
| 2026-09-03 | — | -12,232 | 1.5M | 2026-09-04 | 2026-10-08 | 70.30 | 0 |
| 2026-09-02 | 12,232 | -603 | 1.4M | 2026-09-03 | 2026-10-07 | 69.38 | 848,656 |
| 2026-09-01 | 12,835 | +12,574 | 1.4M | 2026-09-02 | 2026-10-06 | 69.13 | 887,284 |
| 2026-08-31 | 261 | +261 | 2.2M | 2026-09-01 | 2026-10-05 | 69.47 | 18,132 |
| 2026-08-28 | — | 0 | 1.6M | 2026-08-31 | 2026-10-02 | 69.59 | 0 |
| 2026-08-27 | — | 0 | 1.8M | 2026-08-28 | 2026-10-01 | 69.72 | 0 |
| 2026-08-26 | — | 0 | 1.5M | 2026-08-27 | 2026-09-30 | 69.13 | 0 |
| 2026-08-25 | — | 0 | 1.5M | 2026-08-26 | 2026-09-29 | 69.06 | 0 |
| 2026-08-24 | — | -7,169 | 1.5M | 2026-08-25 | 2026-09-28 | 68.85 | 0 |
| 2026-08-21 | 7,169 | +7,111 | 1.7M | 2026-08-24 | 2026-09-25 | 69.08 | 495,235 |
| 2026-08-20 | 58 | -17,367 | 1.7M | 2026-08-21 | 2026-09-24 | 68.86 | 3,994 |
| 2026-08-19 | 17,425 | +17,425 | 1.4M | 2026-08-20 | 2026-09-23 | 69.41 | 1,209,469 |
| 2026-08-18 | — | 0 | 1.8M | 2026-08-19 | 2026-09-22 | 69.62 | 0 |
| 2026-08-17 | — | 0 | 1.6M | 2026-08-18 | 2026-09-21 | 70.16 | 0 |
| 2026-08-14 | — | 0 | 1.6M | 2026-08-17 | 2026-09-18 | 70.23 | 0 |
| 2026-08-13 | — | 0 | 1.6M | 2026-08-14 | 2026-09-17 | 70.33 | 0 |
| 2026-08-12 | — | -4,436 | 2.1M | 2026-08-13 | 2026-09-16 | 70.04 | 0 |
| 2026-08-11 | 4,436 | +4,436 | 1.7M | 2026-08-12 | 2026-09-15 | 69.69 | 309,145 |
| 2026-08-10 | — | 0 | 1.9M | 2026-08-11 | 2026-09-14 | 69.95 | 0 |
| 2026-08-07 | — | 0 | 14.7M | 2026-08-10 | 2026-09-11 | 69.99 | 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.