JIRE
JPMorgan International Research Enhanced Equity ETF
stockNYSEETF
At CloseOct 2, 2026 3:59:46 PM EDT
82.24USD+1.138%(+0.93)347,166
Pre-marketOct 2, 2026 8:40:30 AM EDT
82.00USD+0.849%(+0.69)
On 2026-09-14 there were 20 FTDs. The average number of FTDs per day for September 2026 is 343.
JIRE Fails-to-Deliver (FTDs)
Fails-to-Deliver
JIRE 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 | 20 | -1,022 | 318.2K | 2026-09-14 | 2026-10-16 | 83.98 | 1,680 |
| 2026-09-10 | 1,042 | +981 | 253.4K | 2026-09-11 | 2026-10-15 | 83.13 | 86,621 |
| 2026-09-09 | 61 | +61 | 195.0K | 2026-09-10 | 2026-10-14 | 83.72 | 5,107 |
| 2026-09-08 | — | 0 | 556.7K | 2026-09-09 | 2026-10-13 | 84.75 | 0 |
| 2026-09-04 | — | 0 | 184.3K | 2026-09-08 | 2026-10-09 | 85.25 | 0 |
| 2026-09-03 | — | -535 | 432.8K | 2026-09-04 | 2026-10-08 | 85.20 | 0 |
| 2026-09-02 | 535 | -895 | 556.0K | 2026-09-03 | 2026-10-07 | 84.30 | 45,101 |
| 2026-09-01 | 1,430 | +1,430 | 288.6K | 2026-09-02 | 2026-10-06 | 83.91 | 119,991 |
| 2026-08-31 | — | 0 | 282.8K | 2026-09-01 | 2026-10-05 | 84.71 | 0 |
| 2026-08-28 | — | 0 | 248.7K | 2026-08-31 | 2026-10-02 | 84.95 | 0 |
| 2026-08-27 | — | 0 | 260.3K | 2026-08-28 | 2026-10-01 | 85.06 | 0 |
| 2026-08-26 | — | 0 | 224.8K | 2026-08-27 | 2026-09-30 | 85.30 | 0 |
| 2026-08-25 | — | 0 | 243.6K | 2026-08-26 | 2026-09-29 | 85.70 | 0 |
| 2026-08-24 | — | 0 | 895.0K | 2026-08-25 | 2026-09-28 | 85.13 | 0 |
| 2026-08-21 | — | 0 | 382.9K | 2026-08-24 | 2026-09-25 | 85.32 | 0 |
| 2026-08-20 | — | -1,007 | 388.8K | 2026-08-21 | 2026-09-24 | 84.61 | 0 |
| 2026-08-19 | 1,007 | -491 | 310.0K | 2026-08-20 | 2026-09-23 | 84.86 | 85,454 |
| 2026-08-18 | 1,498 | +1,498 | 174.5K | 2026-08-19 | 2026-09-22 | 84.63 | 126,776 |
| 2026-08-17 | — | 0 | 314.8K | 2026-08-18 | 2026-09-21 | 85.75 | 0 |
| 2026-08-14 | — | -5,815 | 263.6K | 2026-08-17 | 2026-09-18 | 85.87 | 0 |
| 2026-08-13 | 5,815 | +15 | 242.1K | 2026-08-14 | 2026-09-17 | 85.94 | 499,741 |
| 2026-08-12 | 5,800 | +5,800 | 526.0K | 2026-08-13 | 2026-09-16 | 85.71 | 497,118 |
| 2026-08-11 | — | 0 | 206.5K | 2026-08-12 | 2026-09-15 | 85.41 | 0 |
| 2026-08-10 | — | -400 | 206.4K | 2026-08-11 | 2026-09-14 | 85.36 | 0 |
| 2026-08-07 | 400 | +400 | 155.4K | 2026-08-10 | 2026-09-11 | 85.72 | 34,288 |
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.