PMT
PennyMac Mortgage Investment Trust
stockNYSE
Market OpenNov 10, 2026 12:56:58 PM EST
7.97USD-0.313%(-0.03)908,015
Pre-marketNov 10, 2026 9:09:30 AM EST
7.8763USD-1.546%(-0.1237)
On 2026-10-14 there were 0 FTDs. The average number of FTDs per day for October 2026 is 56,088.
PMT Fails-to-Deliver (FTDs)
PMT 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 |
|---|---|---|---|---|---|---|---|
| 2026-10-13 | — | -71,004 | 5.0M | 2026-10-14 | 2026-11-17 | 7.04 | 0 |
| 2026-10-12 | 71,004 | +71,004 | 4.5M | 2026-10-13 | 2026-11-16 | 7.05 | 500,578 |
| 2026-10-09 | — | -10 | 2.2M | 2026-10-12 | 2026-11-13 | 7.36 | 0 |
| 2026-10-08 | 10 | -90,012 | 3.8M | 2026-10-09 | 2026-11-12 | 7.49 | 75 |
| 2026-10-07 | 90,022 | -116,935 | 2.7M | 2026-10-08 | 2026-11-11 | 7.90 | 711,174 |
| 2026-10-06 | 206,957 | +201,189 | 3.0M | 2026-10-07 | 2026-11-10 | 8.03 | 1,661,865 |
| 2026-10-05 | 5,768 | -101,701 | 2.9M | 2026-10-06 | 2026-11-09 | 7.87 | 45,394 |
| 2026-10-02 | 107,469 | +107,469 | 2.2M | 2026-10-05 | 2026-11-06 | 7.80 | 838,258 |
| 2026-10-01 | — | -79,645 | 2.9M | 2026-10-02 | 2026-11-05 | 7.76 | 0 |
| 2026-09-30 | 79,645 | +76,120 | 2.2M | 2026-10-01 | 2026-11-04 | 7.88 | 627,603 |
| 2026-09-29 | 3,525 | +3,525 | 1.9M | 2026-09-30 | 2026-11-03 | 8.00 | 28,200 |
| 2026-09-28 | — | 0 | 2.2M | 2026-09-29 | 2026-11-02 | 8.07 | 0 |
| 2026-09-25 | — | 0 | 1.8M | 2026-09-28 | 2026-10-30 | 8.33 | 0 |
| 2026-09-24 | — | -3,301 | 2.0M | 2026-09-25 | 2026-10-29 | 8.45 | 0 |
| 2026-09-23 | 3,301 | +3,301 | 1.7M | 2026-09-24 | 2026-10-28 | 8.73 | 28,818 |
| 2026-09-22 | — | -264 | 1.6M | 2026-09-23 | 2026-10-27 | 9.01 | 0 |
| 2026-09-21 | 264 | +264 | 1.7M | 2026-09-22 | 2026-10-26 | 8.88 | 2,344 |
| 2026-09-18 | — | 0 | 4.4M | 2026-09-21 | 2026-10-23 | 8.80 | 0 |
| 2026-09-17 | — | -222 | 2.0M | 2026-09-18 | 2026-10-22 | 8.94 | 0 |
| 2026-09-16 | 222 | +222 | 2.4M | 2026-09-17 | 2026-10-21 | 8.88 | 1,971 |
| 2026-09-15 | — | 0 | 2.7M | 2026-09-16 | 2026-10-20 | 8.98 | 0 |
| 2026-09-14 | — | 0 | 1.7M | 2026-09-15 | 2026-10-19 | 9.05 | 0 |
| 2026-09-11 | — | -29,089 | 1.1M | 2026-09-14 | 2026-10-16 | 9.17 | 0 |
| 2026-09-10 | 29,089 | +29,089 | 1.4M | 2026-09-11 | 2026-10-15 | 9.17 | 266,746 |
| 2026-09-09 | — | 0 | 1.7M | 2026-09-10 | 2026-10-14 | 9.42 | 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.