Failure to Deliver

Failure to Deliver (FTD) data is retrieved from the US Securities and Exchange Commission (SEC).

What is the T+35 theory? As quoted from SEC: "If a FTD position results from the sale of a security that a person is deemed to own and that such person intends to deliver as soon as all restrictions on delivery have been removed, the firm 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."

In the event of FTD surges (example: FTD Quantity more than 1 million/more than 90th percentile of FTD Amount and at least 100k FTD) for stocks that are heavily shorted such as AMC and GME, on T+35 date, stocks might experience a surge in price action. You can refer to this post on Reddit for more information.

Stocks with High/Consistent FTD: View More

Red colored rows means higher FTD
Date Failure to Deliver Price Amount (FTD x $) T+35 Date
2022-08-22 1900.00 9.90 18810 2022-09-26
2022-04-01 20.00 9.94 198 2022-05-06
2021-11-09 337458.00 10.00 3374580 2021-12-14
2021-11-08 346773.00 9.94 3446923 2021-12-13
2021-11-05 346773.00 9.94 3446923 2021-12-10
2021-11-04 20.00 9.94 198 2021-12-09
2021-10-27 24222.00 9.94 240766 2021-12-01
2021-09-09 29572.00 9.97 294832 2021-10-14
2021-09-08 850.00 9.86 8381 2021-10-13
2021-09-03 1146.00 9.99 11448 2021-10-08
2021-09-02 900.00 9.90 8910 2021-10-07
2021-09-01 900.00 9.86 8874 2021-10-06
2021-08-31 661.00 9.88 6530 2021-10-05
2021-08-04 4772.00 10.00 47720 2021-09-08
2021-08-03 598.00 10.00 5980 2021-09-07
2021-08-02 500.00 10.02 5010 2021-09-06
2021-07-30 200.00 9.99 1998 2021-09-03
2021-07-29 200.00 10.00 2000 2021-09-02
2021-07-22 2400.00 10.00 24000 2021-08-26
2021-04-07 22901.00 9.99 228780 2021-05-12
2021-03-30 8944.00 10.06 89976 2021-05-04
2021-03-26 105134.00 9.94 1045031 2021-04-30

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Data from: sec.gov