RODM
Hartford Multifactor Developed Markets (ex-US) ETFstockNYSEETF
At CloseOct 2, 2026 3:59:51 PM EDT
40.77USD+0.592%(+0.24)80,287
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 1,731.
RODM Fails-to-Deliver (FTDs)
Fails-to-Deliver
RODM 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 | — | 0 | 48.7K | 2026-09-14 | 2026-10-16 | 42.02 | 0 |
| 2026-09-10 | — | -3,700 | 108.4K | 2026-09-11 | 2026-10-15 | 41.69 | 0 |
| 2026-09-09 | 3,700 | -5,502 | 87.0K | 2026-09-10 | 2026-10-14 | 41.83 | 154,771 |
| 2026-09-08 | 9,202 | +8,320 | 71.2K | 2026-09-09 | 2026-10-13 | 42.19 | 388,232 |
| 2026-09-04 | 882 | +189 | 68.7K | 2026-09-08 | 2026-10-09 | 42.59 | 37,564 |
| 2026-09-03 | 693 | -407 | 49.7K | 2026-09-04 | 2026-10-08 | 42.65 | 29,556 |
| 2026-09-02 | 1,100 | +1,100 | 79.7K | 2026-09-03 | 2026-10-07 | 42.14 | 46,354 |
| 2026-09-01 | — | 0 | 66.0K | 2026-09-02 | 2026-10-06 | 41.87 | 0 |
| 2026-08-31 | — | 0 | 52.6K | 2026-09-01 | 2026-10-05 | 42.05 | 0 |
| 2026-08-28 | — | 0 | 49.1K | 2026-08-31 | 2026-10-02 | 41.93 | 0 |
| 2026-08-27 | — | -6,193 | 104.3K | 2026-08-28 | 2026-10-01 | 42.08 | 0 |
| 2026-08-26 | 6,193 | -48 | 75.0K | 2026-08-27 | 2026-09-30 | 42.23 | 261,530 |
| 2026-08-25 | 6,241 | +1,837 | 63.9K | 2026-08-26 | 2026-09-29 | 42.41 | 264,681 |
| 2026-08-24 | 4,404 | +4,404 | 54.0K | 2026-08-25 | 2026-09-28 | 42.16 | 185,673 |
| 2026-08-21 | — | 0 | 78.2K | 2026-08-24 | 2026-09-25 | 42.22 | 0 |
| 2026-08-20 | — | 0 | 118.4K | 2026-08-21 | 2026-09-24 | 41.93 | 0 |
| 2026-08-19 | — | -1,736 | 180.4K | 2026-08-20 | 2026-09-23 | 42.13 | 0 |
| 2026-08-18 | 1,736 | +1,736 | 38.7K | 2026-08-19 | 2026-09-22 | 41.94 | 72,808 |
| 2026-08-17 | — | -691 | 61.9K | 2026-08-18 | 2026-09-21 | 42.16 | 0 |
| 2026-08-14 | 691 | +170 | 38.6K | 2026-08-17 | 2026-09-18 | 42.34 | 29,257 |
| 2026-08-13 | 521 | +48 | 39.7K | 2026-08-14 | 2026-09-17 | 42.20 | 21,986 |
| 2026-08-12 | 473 | +433 | 52.5K | 2026-08-13 | 2026-09-16 | 42.14 | 19,932 |
| 2026-08-11 | 40 | -280 | 88.1K | 2026-08-12 | 2026-09-15 | 42.01 | 1,680 |
| 2026-08-10 | 320 | +320 | 74.1K | 2026-08-11 | 2026-09-14 | 42.07 | 13,462 |
| 2026-08-07 | — | -6,978 | 69.1K | 2026-08-10 | 2026-09-11 | 42.26 | 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.