HYNX
T-REX 2X Long SKHY Daily Target ETF
stockNYSEETF
Market OpenOct 5, 2026 2:51:49 PM EDT
31.17USD-0.796%(-0.25)136,259
30.19Bid31.37Ask1.18SpreadPre-marketOct 5, 2026 9:28:30 AM EDT
31.00USD-1.337%(-0.42)
On 2026-09-14 there were 147 FTDs. The average number of FTDs per day for September 2026 is 10,403.
HYNX Fails-to-Deliver (FTDs)
Fails-to-Deliver
HYNX 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 | 147 | -17,180 | 362.9K | 2026-09-14 | 2026-10-16 | 30.71 | 4,514 |
| 2026-09-10 | 17,327 | -18,995 | 614.0K | 2026-09-11 | 2026-10-15 | 30.20 | 523,275 |
| 2026-09-09 | 36,322 | +34,868 | 722.4K | 2026-09-10 | 2026-10-14 | 33.70 | 1,224,051 |
| 2026-09-08 | 1,454 | +1,454 | 492.3K | 2026-09-09 | 2026-10-13 | 29.52 | 42,922 |
| 2026-09-04 | — | -20,275 | 585.8K | 2026-09-08 | 2026-10-09 | 26.90 | 0 |
| 2026-09-03 | 20,275 | +16,278 | 420.9K | 2026-09-04 | 2026-10-08 | 23.15 | 469,366 |
| 2026-09-02 | 3,997 | -10,112 | 272.1K | 2026-09-03 | 2026-10-07 | 23.53 | 94,049 |
| 2026-09-01 | 14,109 | +14,109 | 233.2K | 2026-09-02 | 2026-10-06 | 22.47 | 317,029 |
| 2026-08-31 | — | -142 | 287.7K | 2026-09-01 | 2026-10-05 | 23.48 | 0 |
| 2026-08-28 | 142 | -355 | 494.0K | 2026-08-31 | 2026-10-02 | 22.54 | 3,201 |
| 2026-08-27 | 497 | +497 | 359.9K | 2026-08-28 | 2026-10-01 | 22.75 | 11,307 |
| 2026-08-26 | — | 0 | 293.7K | 2026-08-27 | 2026-09-30 | 21.77 | 0 |
| 2026-08-25 | — | 0 | 289.8K | 2026-08-26 | 2026-09-29 | 22.19 | 0 |
| 2026-08-24 | — | -505 | 492.7K | 2026-08-25 | 2026-09-28 | 21.09 | 0 |
| 2026-08-21 | 505 | -2,673 | 448.3K | 2026-08-24 | 2026-09-25 | 23.38 | 11,807 |
| 2026-08-20 | 3,178 | -3,941 | 613.6K | 2026-08-21 | 2026-09-24 | 23.29 | 74,016 |
| 2026-08-19 | 7,119 | +7,119 | 926.1K | 2026-08-20 | 2026-09-23 | 21.46 | 152,774 |
| 2026-08-18 | — | 0 | 736.2K | 2026-08-19 | 2026-09-22 | 21.24 | 0 |
| 2026-08-17 | — | -3,158 | 829.1K | 2026-08-18 | 2026-09-21 | 26.03 | 0 |
| 2026-08-14 | 3,158 | +3,158 | 743.2K | 2026-08-17 | 2026-09-18 | 24.65 | 77,845 |
| 2026-08-13 | — | -1 | 1.1M | 2026-08-14 | 2026-09-17 | 24.38 | 0 |
| 2026-08-12 | 1 | -724 | 872.4K | 2026-08-13 | 2026-09-16 | 21.32 | 21 |
| 2026-08-11 | 725 | +725 | 593.8K | 2026-08-12 | 2026-09-15 | 18.12 | 13,137 |
| 2026-08-10 | — | -10,322 | 739.0K | 2026-08-11 | 2026-09-14 | 16.57 | 0 |
| 2026-08-07 | 10,322 | +10,322 | 1.6M | 2026-08-10 | 2026-09-11 | 17.25 | 178,055 |
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.