GJR
Synthetic Fixed Income Securities, Inc. Floating Rate Structured Repackaged Asset-Backed Trust Securities (STRATS)
stockNYSEStructured Product
At CloseOct 2, 2026
23.80USD-4.148%(-1.03)4,520
On 2026-09-08 there were 5 FTDs. The average number of FTDs per day for September 2026 is 4.
GJR Fails-to-Deliver (FTDs)
Fails-to-Deliver
GJR 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-04 | 5 | -2 | 1.0K | 2026-09-08 | 2026-10-09 | 24.72 | 124 |
| 2026-09-03 | 7 | +6 | — | 2026-09-04 | 2026-10-08 | 24.72 | 173 |
| 2026-09-02 | 1 | 0 | — | 2026-09-03 | 2026-10-07 | 24.72 | 25 |
| 2026-09-01 | 1 | -3 | — | 2026-09-02 | 2026-10-06 | 24.72 | 25 |
| 2026-08-31 | 4 | -4 | — | 2026-09-01 | 2026-10-05 | 24.72 | 99 |
| 2026-08-28 | 8 | -169 | 1.4K | 2026-08-31 | 2026-10-02 | 24.72 | 198 |
| 2026-08-27 | 177 | +169 | 432 | 2026-08-28 | 2026-10-01 | 24.72 | 4,375 |
| 2026-08-26 | 8 | 0 | — | 2026-08-27 | 2026-09-30 | 24.63 | 197 |
| 2026-08-25 | 8 | -4 | — | 2026-08-26 | 2026-09-29 | 24.63 | 197 |
| 2026-08-24 | 12 | -10 | — | 2026-08-25 | 2026-09-28 | 24.63 | 296 |
| 2026-08-21 | 22 | +13 | 138 | 2026-08-24 | 2026-09-25 | 24.63 | 542 |
| 2026-08-20 | 9 | 0 | — | 2026-08-21 | 2026-09-24 | 24.51 | 221 |
| 2026-08-19 | 9 | -1 | 2.0K | 2026-08-20 | 2026-09-23 | 24.51 | 221 |
| 2026-08-18 | 10 | +10 | — | 2026-08-19 | 2026-09-22 | 24.72 | 247 |
| 2026-08-11 | — | -200 | 3.7K | 2026-08-12 | 2026-09-15 | 24.72 | 0 |
| 2026-08-10 | 200 | +200 | 728 | 2026-08-11 | 2026-09-14 | 24.72 | 4,944 |
| 2026-08-06 | — | 0 | 491 | 2026-08-07 | 2026-09-10 | 24.80 | 0 |
| 2026-08-04 | — | -46 | 301 | 2026-08-05 | 2026-09-08 | 24.90 | 0 |
| 2026-07-31 | 46 | 0 | 209 | 2026-08-03 | 2026-09-04 | 25.10 | 1,155 |
| 2026-07-30 | 46 | 0 | — | 2026-07-31 | 2026-09-03 | 25.19 | 1,159 |
| 2026-07-29 | 46 | +43 | 190 | 2026-07-30 | 2026-09-02 | 25.19 | 1,159 |
| 2026-07-17 | 3 | +2 | 156 | 2026-07-20 | 2026-08-21 | 25.10 | 75 |
| 2026-07-16 | 1 | -2 | — | 2026-07-17 | 2026-08-20 | 24.65 | 25 |
| 2026-07-15 | 3 | 0 | 1.2K | 2026-07-16 | 2026-08-19 | 24.65 | 74 |
| 2026-07-14 | 3 | 0 | — | 2026-07-15 | 2026-08-18 | 25.20 | 76 |
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.