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
2021-12-13 1163.000 10.26 11932 2022-01-17
2021-12-10 1686.000 10.32 17399 2022-01-14
2021-05-17 100000.000 10.15 1015000 2021-06-21
2021-03-11 3925.000 10.32 40506 2021-04-15
2021-03-10 6887.000 10.20 70247 2021-04-14
2021-03-09 4107.000 10.21 41932 2021-04-13
2021-03-08 11562.000 10.23 118279 2021-04-12
2021-02-23 100.000 10.65 1065 2021-03-30
2021-02-19 28541.000 10.66 304247 2021-03-26
2021-02-18 28625.000 10.70 306287 2021-03-25
2021-02-17 1.000 10.74 10 2021-03-24
2021-02-16 1.000 10.81 10 2021-03-23

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Data from: sec.gov