TWM
ProShares UltraShort Russell2000
stockNYSEETF
Market OpenOct 5, 2026 2:31:38 PM EDT
23.25USD-1.358%(-0.32)678,413
23.23Bid23.24Ask0.01SpreadPre-marketOct 5, 2026 9:29:59 AM EDT
23.48USD-0.382%(-0.09)
On 2026-09-14 there were 92,403 FTDs. The average number of FTDs per day for September 2026 is 38,218.
TWM Fails-to-Deliver (FTDs)
Fails-to-Deliver
TWM 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 | 92,403 | -15,146 | 707.1K | 2026-09-14 | 2026-10-16 | 22.56 | 2,084,612 |
| 2026-09-10 | 107,549 | -28,517 | 937.9K | 2026-09-11 | 2026-10-15 | 22.73 | 2,444,589 |
| 2026-09-09 | 136,066 | +136,066 | 1.3M | 2026-09-10 | 2026-10-14 | 22.27 | 3,030,190 |
| 2026-09-08 | — | 0 | 481.6K | 2026-09-09 | 2026-10-13 | 21.66 | 0 |
| 2026-09-04 | — | -3,671 | 386.6K | 2026-09-08 | 2026-10-09 | 21.48 | 0 |
| 2026-09-03 | 3,671 | 0 | 541.1K | 2026-09-04 | 2026-10-08 | 21.57 | 79,183 |
| 2026-09-02 | 3,671 | +3,671 | 1.1M | 2026-09-03 | 2026-10-07 | 21.75 | 79,844 |
| 2026-09-01 | — | -598 | 1.0M | 2026-09-02 | 2026-10-06 | 22.24 | 0 |
| 2026-08-31 | 598 | -7,264 | 654.8K | 2026-09-01 | 2026-10-05 | 21.75 | 13,007 |
| 2026-08-28 | 7,862 | +7,862 | 625.2K | 2026-08-31 | 2026-10-02 | 21.50 | 169,033 |
| 2026-08-27 | — | -998 | 461.7K | 2026-08-28 | 2026-10-01 | 20.90 | 0 |
| 2026-08-26 | 998 | 0 | 325.5K | 2026-08-27 | 2026-09-30 | 21.01 | 20,968 |
| 2026-08-25 | 998 | +998 | 554.2K | 2026-08-26 | 2026-09-29 | 20.97 | 20,928 |
| 2026-08-24 | — | 0 | 381.7K | 2026-08-25 | 2026-09-28 | 21.13 | 0 |
| 2026-08-21 | — | -61 | 574.1K | 2026-08-24 | 2026-09-25 | 20.87 | 0 |
| 2026-08-20 | 61 | -205 | 770.8K | 2026-08-21 | 2026-09-24 | 21.17 | 1,291 |
| 2026-08-19 | 266 | -18,080 | 872.0K | 2026-08-20 | 2026-09-23 | 20.60 | 5,480 |
| 2026-08-18 | 18,346 | +18,346 | 555.3K | 2026-08-19 | 2026-09-22 | 20.82 | 381,964 |
| 2026-08-17 | — | 0 | 428.6K | 2026-08-18 | 2026-09-21 | 20.32 | 0 |
| 2026-08-14 | — | 0 | 264.2K | 2026-08-17 | 2026-09-18 | 20.18 | 0 |
| 2026-08-13 | — | 0 | 388.6K | 2026-08-14 | 2026-09-17 | 20.38 | 0 |
| 2026-08-12 | — | 0 | 254.0K | 2026-08-13 | 2026-09-16 | 20.46 | 0 |
| 2026-08-11 | — | -1,096 | 247.6K | 2026-08-12 | 2026-09-15 | 20.68 | 0 |
| 2026-08-10 | 1,096 | +1,096 | 392.8K | 2026-08-11 | 2026-09-14 | 20.84 | 22,841 |
| 2026-08-07 | — | -2,020 | 386.3K | 2026-08-10 | 2026-09-11 | 20.63 | 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.