THIR
THOR Index Rotation ETF
stockNYSEETF
At CloseOct 2, 2026 2:32:54 PM EDT
33.81USD+0.685%(+0.23)17,760
On 2026-09-14 there were 282 FTDs. The average number of FTDs per day for September 2026 is 3,129.
THIR Fails-to-Deliver (FTDs)
Fails-to-Deliver
THIR 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 | 282 | +282 | 12.8K | 2026-09-14 | 2026-10-16 | 33.97 | 9,580 |
| 2026-09-10 | — | 0 | 18.2K | 2026-09-11 | 2026-10-15 | 33.68 | 0 |
| 2026-09-09 | — | -8,572 | 16.2K | 2026-09-10 | 2026-10-14 | 33.89 | 0 |
| 2026-09-08 | 8,572 | -1,203 | 18.2K | 2026-09-09 | 2026-10-13 | 33.96 | 291,105 |
| 2026-09-04 | 9,775 | +246 | 20.7K | 2026-09-08 | 2026-10-09 | 34.35 | 335,771 |
| 2026-09-03 | 9,529 | +9,529 | 39.9K | 2026-09-04 | 2026-10-08 | 34.50 | 328,751 |
| 2026-09-02 | — | 0 | 8.1K | 2026-09-03 | 2026-10-07 | 34.13 | 0 |
| 2026-09-01 | — | 0 | 25.0K | 2026-09-02 | 2026-10-06 | 33.95 | 0 |
| 2026-08-31 | — | 0 | 8.4K | 2026-09-01 | 2026-10-05 | 34.22 | 0 |
| 2026-08-28 | — | -310 | 18.8K | 2026-08-31 | 2026-10-02 | 34.35 | 0 |
| 2026-08-27 | 310 | +310 | 4.0K | 2026-08-28 | 2026-10-01 | 34.40 | 10,664 |
| 2026-08-26 | — | -221 | 8.7K | 2026-08-27 | 2026-09-30 | 34.25 | 0 |
| 2026-08-25 | 221 | +221 | 11.5K | 2026-08-26 | 2026-09-29 | 34.25 | 7,569 |
| 2026-08-24 | — | 0 | 49.5K | 2026-08-25 | 2026-09-28 | 34.17 | 0 |
| 2026-08-21 | — | -8 | 8.6K | 2026-08-24 | 2026-09-25 | 34.22 | 0 |
| 2026-08-20 | 8 | -330 | 25.9K | 2026-08-21 | 2026-09-24 | 34.04 | 272 |
| 2026-08-19 | 338 | -4 | 9.0K | 2026-08-20 | 2026-09-23 | 34.39 | 11,624 |
| 2026-08-18 | 342 | -687 | 77.0K | 2026-08-19 | 2026-09-22 | 34.33 | 11,741 |
| 2026-08-17 | 1,029 | +990 | 28.9K | 2026-08-18 | 2026-09-21 | 34.43 | 35,428 |
| 2026-08-14 | 39 | -4,930 | 11.2K | 2026-08-17 | 2026-09-18 | 34.60 | 1,349 |
| 2026-08-13 | 4,969 | +63 | 81.5K | 2026-08-14 | 2026-09-17 | 34.66 | 172,226 |
| 2026-08-12 | 4,906 | +4,853 | 17.0K | 2026-08-13 | 2026-09-16 | 34.57 | 169,600 |
| 2026-08-11 | 53 | -101 | 23.3K | 2026-08-12 | 2026-09-15 | 34.48 | 1,827 |
| 2026-08-10 | 154 | -1,020 | 15.3K | 2026-08-11 | 2026-09-14 | 34.55 | 5,321 |
| 2026-08-07 | 1,174 | +694 | 11.1K | 2026-08-10 | 2026-09-11 | 34.62 | 40,644 |
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.