RITM
Rithm Capital Corp.
stockNYSE
Market OpenOct 5, 2026 3:04:26 PM EDT
8.80USD+0.976%(+0.09)3,703,116
8.7900Bid8.8000Ask0.0100SpreadPre-marketOct 5, 2026 9:28:30 AM EDT
8.73USD+0.230%(+0.02)
On 2026-09-14 there were 175 FTDs. The average number of FTDs per day for September 2026 is 717.
RITM Fails-to-Deliver (FTDs)
Fails-to-Deliver
RITM 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 | 175 | -4,007 | 6.3M | 2026-09-14 | 2026-10-16 | 9.74 | 1,705 |
| 2026-09-10 | 4,182 | +4,182 | 4.3M | 2026-09-11 | 2026-10-15 | 9.66 | 40,398 |
| 2026-09-09 | — | 0 | 5.5M | 2026-09-10 | 2026-10-14 | 9.86 | 0 |
| 2026-09-08 | — | 0 | 5.9M | 2026-09-09 | 2026-10-13 | 9.95 | 0 |
| 2026-09-04 | — | 0 | 3.6M | 2026-09-08 | 2026-10-09 | 10.08 | 0 |
| 2026-09-03 | — | 0 | 7.7M | 2026-09-04 | 2026-10-08 | 10.05 | 0 |
| 2026-09-02 | — | -2,099 | 4.7M | 2026-09-03 | 2026-10-07 | 10.02 | 0 |
| 2026-09-01 | 2,099 | +2,099 | 4.5M | 2026-09-02 | 2026-10-06 | 9.89 | 20,759 |
| 2026-08-31 | — | 0 | 4.3M | 2026-09-01 | 2026-10-05 | 10.03 | 0 |
| 2026-08-28 | — | 0 | 3.4M | 2026-08-31 | 2026-10-02 | 10.08 | 0 |
| 2026-08-27 | — | -8 | 3.8M | 2026-08-28 | 2026-10-01 | 10.01 | 0 |
| 2026-08-26 | 8 | +8 | 3.2M | 2026-08-27 | 2026-09-30 | 10.08 | 81 |
| 2026-08-25 | — | 0 | 3.4M | 2026-08-26 | 2026-09-29 | 10.17 | 0 |
| 2026-08-24 | — | 0 | 4.7M | 2026-08-25 | 2026-09-28 | 10.25 | 0 |
| 2026-08-21 | — | 0 | 4.6M | 2026-08-24 | 2026-09-25 | 10.19 | 0 |
| 2026-08-20 | — | 0 | 3.3M | 2026-08-21 | 2026-09-24 | 10.16 | 0 |
| 2026-08-19 | — | -7,564 | 4.0M | 2026-08-20 | 2026-09-23 | 10.38 | 0 |
| 2026-08-18 | 7,564 | +7,564 | 3.0M | 2026-08-19 | 2026-09-22 | 10.20 | 77,153 |
| 2026-08-17 | — | 0 | 2.7M | 2026-08-18 | 2026-09-21 | 10.26 | 0 |
| 2026-08-14 | — | 0 | 3.5M | 2026-08-17 | 2026-09-18 | 10.36 | 0 |
| 2026-08-13 | — | 0 | 3.9M | 2026-08-14 | 2026-09-17 | 10.36 | 0 |
| 2026-08-12 | — | 0 | 2.8M | 2026-08-13 | 2026-09-16 | 10.23 | 0 |
| 2026-08-11 | — | -62 | 4.9M | 2026-08-12 | 2026-09-15 | 10.25 | 0 |
| 2026-08-10 | 62 | +62 | 6.0M | 2026-08-11 | 2026-09-14 | 10.11 | 627 |
| 2026-08-07 | — | 0 | 4.8M | 2026-08-10 | 2026-09-11 | 10.19 | 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.