IWV
iShares Russell 3000 ETFstockNYSEETF
At CloseOct 2, 2026 3:59:59 PM EDT
436.02USD+0.793%(+3.43)152,887
Pre-marketOct 2, 2026 9:05:30 AM EDT
437.48USD+1.130%(+4.89)
On 2026-09-14 there were 308 FTDs. The average number of FTDs per day for September 2026 is 34.
IWV Fails-to-Deliver (FTDs)
Fails-to-Deliver
IWV 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 | 308 | +308 | 122.6K | 2026-09-14 | 2026-10-16 | 434.07 | 133,694 |
| 2026-09-10 | — | 0 | 98.7K | 2026-09-11 | 2026-10-15 | 430.38 | 0 |
| 2026-09-09 | — | 0 | 131.0K | 2026-09-10 | 2026-10-14 | 433.29 | 0 |
| 2026-09-08 | — | 0 | 101.6K | 2026-09-09 | 2026-10-13 | 435.65 | 0 |
| 2026-09-04 | — | 0 | 102.6K | 2026-09-08 | 2026-10-09 | 438.10 | 0 |
| 2026-09-03 | — | 0 | 186.3K | 2026-09-04 | 2026-10-08 | 439.54 | 0 |
| 2026-09-02 | — | 0 | 79.0K | 2026-09-03 | 2026-10-07 | 435.07 | 0 |
| 2026-09-01 | — | 0 | 86.8K | 2026-09-02 | 2026-10-06 | 432.82 | 0 |
| 2026-08-31 | — | -6 | 483.9K | 2026-09-01 | 2026-10-05 | 436.14 | 0 |
| 2026-08-28 | 6 | +6 | 101.1K | 2026-08-31 | 2026-10-02 | 437.51 | 2,625 |
| 2026-08-27 | — | 0 | 69.4K | 2026-08-28 | 2026-10-01 | 439.20 | 0 |
| 2026-08-26 | — | -1 | 86.1K | 2026-08-27 | 2026-09-30 | 436.31 | 0 |
| 2026-08-25 | 1 | +1 | 128.4K | 2026-08-26 | 2026-09-29 | 436.36 | 436 |
| 2026-08-24 | — | 0 | 110.3K | 2026-08-25 | 2026-09-28 | 435.11 | 0 |
| 2026-08-21 | — | -81 | 103.5K | 2026-08-24 | 2026-09-25 | 436.47 | 0 |
| 2026-08-20 | 81 | +81 | 89.3K | 2026-08-21 | 2026-09-24 | 434.58 | 35,201 |
| 2026-08-19 | — | 0 | 103.7K | 2026-08-20 | 2026-09-23 | 438.18 | 0 |
| 2026-08-18 | — | -2 | 86.5K | 2026-08-19 | 2026-09-22 | 437.09 | 0 |
| 2026-08-17 | 2 | -5 | 128.2K | 2026-08-18 | 2026-09-21 | 440.26 | 881 |
| 2026-08-14 | 7 | -40 | 75.5K | 2026-08-17 | 2026-09-18 | 442.50 | 3,098 |
| 2026-08-13 | 47 | +47 | 121.1K | 2026-08-14 | 2026-09-17 | 442.95 | 20,819 |
| 2026-08-12 | — | 0 | 104.7K | 2026-08-13 | 2026-09-16 | 440.21 | 0 |
| 2026-08-11 | — | -29 | 140.3K | 2026-08-12 | 2026-09-15 | 438.85 | 0 |
| 2026-08-10 | 29 | +29 | 81.8K | 2026-08-11 | 2026-09-14 | 440.16 | 12,765 |
| 2026-08-07 | — | 0 | 128.9K | 2026-08-10 | 2026-09-11 | 440.29 | 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.
