JPST
JPMorgan Ultra-Short Income ETF
stockNYSEETF
Market OpenOct 5, 2026 10:53:04 AM EDT
50.24USD+0.020%(+0.01)2,013,009
50.24Bid50.25Ask0.01SpreadPre-marketOct 5, 2026 9:28:30 AM EDT
50.24USD+0.020%(+0.01)
On 2026-09-14 there were 22,331 FTDs. The average number of FTDs per day for September 2026 is 5,533.
JPST Fails-to-Deliver (FTDs)
Fails-to-Deliver
JPST 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 | 22,331 | +22,331 | 4.9M | 2026-09-14 | 2026-10-16 | 50.36 | 1,124,589 |
| 2026-09-10 | — | -1 | 9.8M | 2026-09-11 | 2026-10-15 | 50.35 | 0 |
| 2026-09-09 | 1 | +1 | 5.7M | 2026-09-10 | 2026-10-14 | 50.40 | 50 |
| 2026-09-08 | — | -16,590 | 6.2M | 2026-09-09 | 2026-10-13 | 50.38 | 0 |
| 2026-09-04 | 16,590 | +16,536 | 5.7M | 2026-09-08 | 2026-10-09 | 50.39 | 835,970 |
| 2026-09-03 | 54 | -654 | 7.3M | 2026-09-04 | 2026-10-08 | 50.39 | 2,721 |
| 2026-09-02 | 708 | +708 | 5.6M | 2026-09-03 | 2026-10-07 | 50.37 | 35,662 |
| 2026-09-01 | — | -10,116 | 13.4M | 2026-09-02 | 2026-10-06 | 50.36 | 0 |
| 2026-08-31 | 10,116 | +9,285 | 5.5M | 2026-09-01 | 2026-10-05 | 50.54 | 511,263 |
| 2026-08-28 | 831 | +831 | 7.0M | 2026-08-31 | 2026-10-02 | 50.54 | 41,999 |
| 2026-08-27 | — | 0 | 5.0M | 2026-08-28 | 2026-10-01 | 50.55 | 0 |
| 2026-08-26 | — | -1 | 5.2M | 2026-08-27 | 2026-09-30 | 50.55 | 0 |
| 2026-08-25 | 1 | +1 | 4.9M | 2026-08-26 | 2026-09-29 | 50.55 | 51 |
| 2026-08-24 | — | 0 | 5.6M | 2026-08-25 | 2026-09-28 | 50.54 | 0 |
| 2026-08-21 | — | -37,275 | 4.9M | 2026-08-24 | 2026-09-25 | 50.53 | 0 |
| 2026-08-20 | 37,275 | -1,400 | 5.5M | 2026-08-21 | 2026-09-24 | 50.52 | 1,883,133 |
| 2026-08-19 | 38,675 | +38,353 | 7.5M | 2026-08-20 | 2026-09-23 | 50.52 | 1,953,861 |
| 2026-08-18 | 322 | +322 | 8.5M | 2026-08-19 | 2026-09-22 | 50.52 | 16,267 |
| 2026-08-17 | — | -72,720 | 5.4M | 2026-08-18 | 2026-09-21 | 50.51 | 0 |
| 2026-08-14 | 72,720 | +72,450 | 4.6M | 2026-08-17 | 2026-09-18 | 50.50 | 3,672,360 |
| 2026-08-13 | 270 | +270 | 4.1M | 2026-08-14 | 2026-09-17 | 50.48 | 13,630 |
| 2026-08-12 | — | -1,035 | 4.4M | 2026-08-13 | 2026-09-16 | 50.46 | 0 |
| 2026-08-11 | 1,035 | +1,035 | 5.1M | 2026-08-12 | 2026-09-15 | 50.45 | 52,216 |
| 2026-08-10 | — | 0 | 5.0M | 2026-08-11 | 2026-09-14 | 50.44 | 0 |
| 2026-08-07 | — | -53 | 7.1M | 2026-08-10 | 2026-09-11 | 50.44 | 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.