JPXN
iShares JPX-Nikkei 400 ETF
stockNYSEETF
Market OpenOct 5, 2026 10:36:22 AM EDT
104.98USD+0.152%(+0.16)5,292
101.31Bid107.93Ask6.62SpreadOn 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 16.
JPXN Fails-to-Deliver (FTDs)
Fails-to-Deliver
JPXN 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 | — | -96 | 2.6K | 2026-09-14 | 2026-10-16 | 104.80 | 0 |
| 2026-09-10 | 96 | +96 | 1.5K | 2026-09-11 | 2026-10-15 | 102.48 | 9,838 |
| 2026-09-09 | — | 0 | 1.9K | 2026-09-10 | 2026-10-14 | 103.19 | 0 |
| 2026-09-08 | — | 0 | 1.5K | 2026-09-09 | 2026-10-13 | 104.17 | 0 |
| 2026-09-04 | — | 0 | 3.4K | 2026-09-08 | 2026-10-09 | 104.56 | 0 |
| 2026-09-03 | — | 0 | 1.4K | 2026-09-04 | 2026-10-08 | 104.60 | 0 |
| 2026-09-02 | — | -15 | 4.2K | 2026-09-03 | 2026-10-07 | 102.66 | 0 |
| 2026-09-01 | 15 | -22 | 1.3K | 2026-09-02 | 2026-10-06 | 102.09 | 1,531 |
| 2026-08-31 | 37 | -20 | 21.3K | 2026-09-01 | 2026-10-05 | 102.51 | 3,793 |
| 2026-08-28 | 57 | 0 | 3.4K | 2026-08-31 | 2026-10-02 | 102.78 | 5,858 |
| 2026-08-27 | 57 | +35 | 1.7K | 2026-08-28 | 2026-10-01 | 102.60 | 5,848 |
| 2026-08-26 | 22 | +22 | 1.8K | 2026-08-27 | 2026-09-30 | 102.27 | 2,250 |
| 2026-08-25 | — | 0 | 1.7K | 2026-08-26 | 2026-09-29 | 102.53 | 0 |
| 2026-08-24 | — | 0 | 1.6K | 2026-08-25 | 2026-09-28 | 101.75 | 0 |
| 2026-08-21 | — | 0 | 1.9K | 2026-08-24 | 2026-09-25 | 101.94 | 0 |
| 2026-08-20 | — | 0 | 3.0K | 2026-08-21 | 2026-09-24 | 101.15 | 0 |
| 2026-08-19 | — | 0 | 2.5K | 2026-08-20 | 2026-09-23 | 101.63 | 0 |
| 2026-08-18 | — | 0 | 9.1K | 2026-08-19 | 2026-09-22 | 102.04 | 0 |
| 2026-08-17 | — | 0 | 3.7K | 2026-08-18 | 2026-09-21 | 104.75 | 0 |
| 2026-08-14 | — | 0 | 645 | 2026-08-17 | 2026-09-18 | 104.97 | 0 |
| 2026-08-13 | — | -171 | 3.2K | 2026-08-14 | 2026-09-17 | 105.23 | 0 |
| 2026-08-12 | 171 | -2 | 1.9K | 2026-08-13 | 2026-09-16 | 104.71 | 17,905 |
| 2026-08-11 | 173 | +173 | 2.0K | 2026-08-12 | 2026-09-15 | 103.40 | 17,888 |
| 2026-08-10 | — | -300 | 2.9K | 2026-08-11 | 2026-09-14 | 103.20 | 0 |
| 2026-08-07 | 300 | -61 | 3.6K | 2026-08-10 | 2026-09-11 | 104.03 | 31,209 |
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.