CITR
CitroTech Inc.
stockNYSEAMERICAN
At CloseOct 2, 2026 3:59:56 PM EDT
2.91USD0.000%(0.00)82,096
Pre-marketOct 2, 2026 9:17:30 AM EDT
3.10USD+6.346%(+0.18)
After-hoursOct 2, 2026 4:15:30 PM EDT
2.98USD+2.230%(+0.07)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 785.
CITR Fails-to-Deliver (FTDs)
Fails-to-Deliver
CITR 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 | 17.0K | 2026-09-14 | 2026-10-16 | 5.34 | 0 |
| 2026-09-10 | — | -1,382 | 72.8K | 2026-09-11 | 2026-10-15 | 5.03 | 0 |
| 2026-09-09 | 1,382 | +1,382 | 38.5K | 2026-09-10 | 2026-10-14 | 5.09 | 7,034 |
| 2026-09-08 | — | -3,000 | 20.5K | 2026-09-09 | 2026-10-13 | 5.03 | 0 |
| 2026-09-04 | 3,000 | +3,000 | 21.8K | 2026-09-08 | 2026-10-09 | 5.25 | 15,750 |
| 2026-09-03 | — | -1,005 | 9.6K | 2026-09-04 | 2026-10-08 | 5.28 | 0 |
| 2026-09-02 | 1,005 | +1,005 | 21.5K | 2026-09-03 | 2026-10-07 | 5.38 | 5,407 |
| 2026-09-01 | — | -1,680 | 17.1K | 2026-09-02 | 2026-10-06 | 5.75 | 0 |
| 2026-08-31 | 1,680 | -2,320 | 28.3K | 2026-09-01 | 2026-10-05 | 5.99 | 10,063 |
| 2026-08-28 | 4,000 | +1,827 | 21.5K | 2026-08-31 | 2026-10-02 | 6.09 | 24,360 |
| 2026-08-27 | 2,173 | +1,727 | 20.5K | 2026-08-28 | 2026-10-01 | 6.06 | 13,168 |
| 2026-08-26 | 446 | +446 | 19.8K | 2026-08-27 | 2026-09-30 | 6.11 | 2,725 |
| 2026-08-25 | — | -440 | 85.7K | 2026-08-26 | 2026-09-29 | 6.42 | 0 |
| 2026-08-24 | 440 | -5,171 | 90.2K | 2026-08-25 | 2026-09-28 | 6.55 | 2,882 |
| 2026-08-21 | 5,611 | +3,498 | 54.8K | 2026-08-24 | 2026-09-25 | 6.98 | 39,165 |
| 2026-08-20 | 2,113 | +2,113 | 22.2K | 2026-08-21 | 2026-09-24 | 6.10 | 12,889 |
| 2026-08-19 | — | 0 | 26.8K | 2026-08-20 | 2026-09-23 | 6.12 | 0 |
| 2026-08-18 | — | 0 | 29.5K | 2026-08-19 | 2026-09-22 | 6.04 | 0 |
| 2026-08-17 | — | -5,973 | 21.8K | 2026-08-18 | 2026-09-21 | 5.73 | 0 |
| 2026-08-14 | 5,973 | +5,112 | 19.3K | 2026-08-17 | 2026-09-18 | 5.77 | 34,464 |
| 2026-08-13 | 861 | +861 | 41.1K | 2026-08-14 | 2026-09-17 | 6.04 | 5,200 |
| 2026-08-12 | — | 0 | 9.7K | 2026-08-13 | 2026-09-16 | 5.91 | 0 |
| 2026-08-11 | — | 0 | 42.4K | 2026-08-12 | 2026-09-15 | 5.89 | 0 |
| 2026-08-10 | — | 0 | 22.7K | 2026-08-11 | 2026-09-14 | 5.84 | 0 |
| 2026-08-07 | — | 0 | 6.4K | 2026-08-10 | 2026-09-11 | 5.90 | 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.