IWB
iShares Russell 1000 ETFstockNYSEETF
At CloseOct 13, 2026 3:59:39 PM EDT
424.77USD-0.036%(-0.16)190,737
After-hoursOct 13, 2026 4:10:30 PM EDT
424.78USD+0.001%(+0.00)
On 2026-09-14 there were 133 FTDs. The average number of FTDs per day for September 2026 is 1,086.
IWB Fails-to-Deliver (FTDs)
IWB 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 | 133 | -9,509 | 636.1K | 2026-09-14 | 2026-10-16 | 417.91 | 55,582 |
| 2026-09-10 | 9,642 | +9,642 | 516.4K | 2026-09-11 | 2026-10-15 | 414.32 | 3,994,873 |
| 2026-09-09 | — | 0 | 613.0K | 2026-09-10 | 2026-10-14 | 417.13 | 0 |
| 2026-09-08 | — | 0 | 325.4K | 2026-09-09 | 2026-10-13 | 419.05 | 0 |
| 2026-09-04 | — | 0 | 333.1K | 2026-09-08 | 2026-10-09 | 421.50 | 0 |
| 2026-09-03 | — | -1 | 407.8K | 2026-09-04 | 2026-10-08 | 423.06 | 0 |
| 2026-09-02 | 1 | +1 | 200.6K | 2026-09-03 | 2026-10-07 | 418.43 | 418 |
| 2026-09-01 | — | 0 | 274.8K | 2026-09-02 | 2026-10-06 | 416.56 | 0 |
| 2026-08-31 | — | -7,643 | 1.1M | 2026-09-01 | 2026-10-05 | 419.88 | 0 |
| 2026-08-28 | 7,643 | +6,121 | 347.7K | 2026-08-31 | 2026-10-02 | 421.15 | 3,218,849 |
| 2026-08-27 | 1,522 | +1,522 | 255.7K | 2026-08-28 | 2026-10-01 | 422.37 | 642,847 |
| 2026-08-26 | — | 0 | 217.7K | 2026-08-27 | 2026-09-30 | 419.64 | 0 |
| 2026-08-25 | — | 0 | 539.6K | 2026-08-26 | 2026-09-29 | 419.62 | 0 |
| 2026-08-24 | — | 0 | 332.2K | 2026-08-25 | 2026-09-28 | 418.37 | 0 |
| 2026-08-21 | — | -1 | 296.6K | 2026-08-24 | 2026-09-25 | 419.69 | 0 |
| 2026-08-20 | 1 | +1 | 424.7K | 2026-08-21 | 2026-09-24 | 417.90 | 418 |
| 2026-08-19 | — | 0 | 402.5K | 2026-08-20 | 2026-09-23 | 421.34 | 0 |
| 2026-08-18 | — | 0 | 366.5K | 2026-08-19 | 2026-09-22 | 420.17 | 0 |
| 2026-08-17 | — | -2,782 | 1.0M | 2026-08-18 | 2026-09-21 | 423.33 | 0 |
| 2026-08-14 | 2,782 | +2,782 | 249.4K | 2026-08-17 | 2026-09-18 | 425.42 | 1,183,518 |
| 2026-08-13 | — | 0 | 290.3K | 2026-08-14 | 2026-09-17 | 426.04 | 0 |
| 2026-08-12 | — | 0 | 979.6K | 2026-08-13 | 2026-09-16 | 423.27 | 0 |
| 2026-08-11 | — | 0 | 417.1K | 2026-08-12 | 2026-09-15 | 422.02 | 0 |
| 2026-08-10 | — | -923 | 251.6K | 2026-08-11 | 2026-09-14 | 423.31 | 0 |
| 2026-08-07 | 923 | +923 | 416.4K | 2026-08-10 | 2026-09-11 | 423.44 | 390,835 |
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.
