SAMM
Strategas Macro Momentum ETF
stockNYSEETF
At CloseOct 1, 2026 12:55:52 PM EDT
35.51USD0.000%(+35.51)10,570
After-hoursOct 2, 2026 4:10:30 PM EDT
36.17USD+1.859%(+0.66)
On 2026-09-14 there were 22,086 FTDs. The average number of FTDs per day for September 2026 is 5,350.
SAMM Fails-to-Deliver (FTDs)
Fails-to-Deliver
SAMM Fails-to-Deliver
Page 1 / 10
| 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 | 22,086 | -3,525 | 28.5K | 2026-09-14 | 2026-10-16 | 34.05 | 752,028 |
| 2026-09-10 | 25,611 | +25,386 | 34.8K | 2026-09-11 | 2026-10-15 | 33.54 | 858,993 |
| 2026-09-09 | 225 | +3 | 551 | 2026-09-10 | 2026-10-14 | 34.27 | 7,711 |
| 2026-09-08 | 222 | +222 | 21.5K | 2026-09-09 | 2026-10-13 | 34.10 | 7,570 |
| 2026-09-04 | — | -7 | 3.9K | 2026-09-08 | 2026-10-09 | 33.26 | 0 |
| 2026-09-03 | 7 | +7 | 572 | 2026-09-04 | 2026-10-08 | 32.57 | 228 |
| 2026-09-02 | — | 0 | 1.4K | 2026-09-03 | 2026-10-07 | 32.28 | 0 |
| 2026-09-01 | — | 0 | 2.1K | 2026-09-02 | 2026-10-06 | 32.06 | 0 |
| 2026-08-31 | — | -13,414 | 1.4K | 2026-09-01 | 2026-10-05 | 32.66 | 0 |
| 2026-08-28 | 13,414 | +183 | 2.6K | 2026-08-31 | 2026-10-02 | 32.57 | 436,894 |
| 2026-08-27 | 13,231 | +13,222 | 15.8K | 2026-08-28 | 2026-10-01 | 33.59 | 444,429 |
| 2026-08-26 | 9 | +9 | 2.5K | 2026-08-27 | 2026-09-30 | 33.10 | 298 |
| 2026-08-25 | — | -935 | 1.6K | 2026-08-26 | 2026-09-29 | 32.73 | 0 |
| 2026-08-24 | 935 | -200 | 1.7K | 2026-08-25 | 2026-09-28 | 32.42 | 30,313 |
| 2026-08-21 | 1,135 | +1,122 | 3.7K | 2026-08-24 | 2026-09-25 | 32.77 | 37,194 |
| 2026-08-20 | 13 | -292 | 4.4K | 2026-08-21 | 2026-09-24 | 32.43 | 422 |
| 2026-08-19 | 305 | -228 | 596 | 2026-08-20 | 2026-09-23 | 32.94 | 10,047 |
| 2026-08-18 | 533 | -1 | 2.1K | 2026-08-19 | 2026-09-22 | 32.11 | 17,115 |
| 2026-08-17 | 534 | -32 | 4.8K | 2026-08-18 | 2026-09-21 | 32.76 | 17,494 |
| 2026-08-14 | 566 | -43 | 1.9K | 2026-08-17 | 2026-09-18 | 32.51 | 18,401 |
| 2026-08-13 | 609 | -14,201 | 4.3K | 2026-08-14 | 2026-09-17 | 32.41 | 19,738 |
| 2026-08-12 | 14,810 | +14,026 | 3.2K | 2026-08-13 | 2026-09-16 | 32.24 | 477,474 |
| 2026-08-11 | 784 | -761 | 762 | 2026-08-12 | 2026-09-15 | 31.69 | 24,845 |
| 2026-08-10 | 1,545 | +1,545 | 1.7K | 2026-08-11 | 2026-09-14 | 31.57 | 48,776 |
| 2026-08-07 | — | -209 | 3.2K | 2026-08-10 | 2026-09-11 | 31.31 | 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.