JCAL
JPMorgan California Tax Free Bond ETFstockNYSEETF
At CloseOct 2, 2026 3:59:55 PM EDT
47.34USD-0.190%(-0.09)4,652
Pre-marketOct 5, 2026 9:29:30 AM EDT
47.42USD+0.169%(+0.08)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 5,523.
JCAL Fails-to-Deliver (FTDs)
Fails-to-Deliver
JCAL 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 | — | -29 | 14.8K | 2026-09-14 | 2026-10-16 | 48.32 | 0 |
| 2026-09-10 | 29 | -5,339 | 34.4K | 2026-09-11 | 2026-10-15 | 48.16 | 1,397 |
| 2026-09-09 | 5,368 | -29,756 | 57.0K | 2026-09-10 | 2026-10-14 | 48.45 | 260,080 |
| 2026-09-08 | 35,124 | +25,934 | 115.5K | 2026-09-09 | 2026-10-13 | 48.60 | 1,707,026 |
| 2026-09-04 | 9,190 | +9,190 | 24.9K | 2026-09-08 | 2026-10-09 | 48.76 | 448,104 |
| 2026-09-03 | — | 0 | 7.4K | 2026-09-04 | 2026-10-08 | 48.76 | 0 |
| 2026-09-02 | — | 0 | 35.1K | 2026-09-03 | 2026-10-07 | 48.88 | 0 |
| 2026-09-01 | — | 0 | 5.5K | 2026-09-02 | 2026-10-06 | 48.90 | 0 |
| 2026-08-31 | — | 0 | 3.6K | 2026-09-01 | 2026-10-05 | 49.25 | 0 |
| 2026-08-28 | — | -454 | 20.3K | 2026-08-31 | 2026-10-02 | 49.33 | 0 |
| 2026-08-27 | 454 | +326 | 106.5K | 2026-08-28 | 2026-10-01 | 49.44 | 22,446 |
| 2026-08-26 | 128 | -481 | 26.8K | 2026-08-27 | 2026-09-30 | 49.29 | 6,309 |
| 2026-08-25 | 609 | +530 | 27.3K | 2026-08-26 | 2026-09-29 | 49.33 | 30,042 |
| 2026-08-24 | 79 | -861 | 9.1K | 2026-08-25 | 2026-09-28 | 49.28 | 3,893 |
| 2026-08-21 | 940 | -235 | 24.6K | 2026-08-24 | 2026-09-25 | 49.28 | 46,323 |
| 2026-08-20 | 1,175 | -444 | 19.8K | 2026-08-21 | 2026-09-24 | 49.26 | 57,881 |
| 2026-08-19 | 1,619 | +1,598 | 9.2K | 2026-08-20 | 2026-09-23 | 49.36 | 79,914 |
| 2026-08-18 | 21 | -946 | 6.7K | 2026-08-19 | 2026-09-22 | 49.27 | 1,035 |
| 2026-08-17 | 967 | +647 | 11.6K | 2026-08-18 | 2026-09-21 | 49.31 | 47,683 |
| 2026-08-14 | 320 | -833 | 8.2K | 2026-08-17 | 2026-09-18 | 49.46 | 15,827 |
| 2026-08-13 | 1,153 | +1,153 | 55.7K | 2026-08-14 | 2026-09-17 | 49.55 | 57,131 |
| 2026-08-12 | — | 0 | 19.1K | 2026-08-13 | 2026-09-16 | 49.46 | 0 |
| 2026-08-11 | — | 0 | 6.5K | 2026-08-12 | 2026-09-15 | 49.46 | 0 |
| 2026-08-10 | — | 0 | 14.3K | 2026-08-11 | 2026-09-14 | 49.41 | 0 |
| 2026-08-07 | — | -158 | 11.4K | 2026-08-10 | 2026-09-11 | 49.44 | 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.