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FMF
First Trust Managed Futures Strategy Fund
stockNYSEETF

Market OpenOct 5, 2026 9:51:18 AM EDT
52.26USD+0.375%(+0.20)9,954
52.10Bid53.93Ask1.83Spread

FMF Fails-to-Deliver (FTD) · Latest

On 2026-09-14 there were 23,277 FTDs. The average number of FTDs per day for September 2026 is 6,666.

FMF Fails-to-Deliver (FTDs)

Fails-to-Deliver

FMF 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
2026-09-1123,277+20,431173.9K2026-09-142026-10-1652.291,217,154
2026-09-102,846+1,65815.3K2026-09-112026-10-1551.78147,366
2026-09-091,188-1,87421.3K2026-09-102026-10-1451.5061,182
2026-09-083,062+2,73115.4K2026-09-092026-10-1351.14156,591
2026-09-04331-25611.6K2026-09-082026-10-0951.1016,914
2026-09-03587-13,46117.4K2026-09-042026-10-0850.8229,831
2026-09-0214,048+6,23423.4K2026-09-032026-10-0750.92715,324
2026-09-017,814+97434.7K2026-09-022026-10-0650.65395,779
2026-08-316,840+6,84023.3K2026-09-012026-10-0550.59346,036
2026-08-28—-4,01819.8K2026-08-312026-10-0250.380
2026-08-274,018-1,71337.2K2026-08-282026-10-0150.41202,547
2026-08-265,731-27,91428.9K2026-08-272026-09-3050.23287,868
2026-08-2533,645-35,53028.2K2026-08-262026-09-2950.571,701,428
2026-08-2469,175+32,278102.6K2026-08-252026-09-2850.293,478,811
2026-08-2136,897+31,32927.8K2026-08-242026-09-2550.721,871,416
2026-08-205,568+4,0347.6K2026-08-212026-09-2450.50281,184
2026-08-191,534-5,29332.3K2026-08-202026-09-2350.3477,222
2026-08-186,827-4808.4K2026-08-192026-09-2250.91347,563
2026-08-177,307+6,13117.5K2026-08-182026-09-2150.92372,072
2026-08-141,176-10,70514.4K2026-08-172026-09-1850.7359,658
2026-08-1311,881+2438.0K2026-08-142026-09-1750.63601,535
2026-08-1211,857+3,66015.1K2026-08-132026-09-1650.80602,336
2026-08-118,197-1,44612.8K2026-08-122026-09-1550.63415,014
2026-08-109,643-35,83739.2K2026-08-112026-09-1450.62488,129
2026-08-0745,480-6,08315.6K2026-08-102026-09-1150.142,280,367
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.
FTD Release HistoryWe track the SEC's FTD publication schedule and flag when releases are late.Check it out