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
2023-04-28 3385.00 21.66 73319 2023-06-02
2023-04-27 3519.00 21.28 74884 2023-06-01
2023-04-26 2352.00 21.23 49932 2023-05-31
2023-04-20 2157.00 21.12 45555 2023-05-25
2023-04-17 870.00 21.12 18374 2023-05-22
2023-04-13 935.00 20.58 19242 2023-05-18
2023-04-12 1699.00 20.52 34863 2023-05-17
2023-04-11 1157.00 20.65 23892 2023-05-16
2023-04-10 532.00 20.65 10985 2023-05-15
2023-04-03 1039.00 20.56 21361 2023-05-08
2023-03-31 2565.00 20.40 52325 2023-05-05
2023-03-30 3692.00 20.85 76978 2023-05-04
2023-03-27 3170.00 20.32 64414 2023-05-01
2023-03-24 6272.00 20.60 129203 2023-04-28
2023-03-23 8947.00 20.99 187797 2023-04-27
2023-03-17 1739.00 21.37 37162 2023-04-21
2023-03-16 5975.00 21.35 127566 2023-04-20
2023-03-13 3359.00 22.15 74401 2023-04-17
2023-03-09 351.00 22.45 7879 2023-04-13
2023-03-08 982.00 22.50 22095 2023-04-12
2023-03-07 3657.00 22.80 83379 2023-04-11
2023-03-06 433.00 22.74 9846 2023-04-10
2023-03-03 3200.00 22.69 72608 2023-04-07
2023-03-02 3365.00 22.65 76217 2023-04-06
2023-03-01 488.00 22.65 11053 2023-04-05
2023-02-22 794.00 22.20 17626 2023-03-29
2023-02-21 726.00 22.52 16349 2023-03-28
2023-02-17 1403.00 22.60 31707 2023-03-24
2023-02-16 55.00 22.56 1240 2023-03-23
2023-02-15 276.00 22.40 6182 2023-03-22
2023-02-14 715.00 22.20 15873 2023-03-21
2023-02-13 1536.00 22.13 33991 2023-03-20
2023-02-09 2654.00 22.79 60484 2023-03-16
2023-02-08 3825.00 22.46 85909 2023-03-15
2023-02-07 4621.00 22.40 103510 2023-03-14
2023-02-06 1650.00 22.23 36679 2023-03-13
2023-01-25 1138.00 22.16 25218 2023-03-01
2023-01-24 3816.00 21.99 83913 2023-02-28
2023-01-23 298.00 21.64 6448 2023-02-27
2023-01-20 1028.00 21.70 22307 2023-02-24
2023-01-18 894.00 21.33 19069 2023-02-22
2023-01-17 758.00 21.29 16137 2023-02-21
2023-01-10 420.00 21.03 8832 2023-02-14
2023-01-06 1108.00 20.64 22869 2023-02-10
2023-01-05 461.00 20.50 9450 2023-02-09
2023-01-04 2077.00 20.21 41976 2023-02-08
2023-01-03 1771.00 19.85 35154 2023-02-07
2022-12-30 2264.00 20.22 45778 2023-02-03
2022-12-28 701.00 20.35 14265 2023-02-01
2022-12-15 991.00 20.55 20365 2023-01-19
2022-12-12 5466.00 20.40 111506 2023-01-16
2022-12-09 1579.00 20.60 32527 2023-01-13
2022-12-07 4457.00 20.71 92304 2023-01-11
2022-12-06 4895.00 20.78 101718 2023-01-10
2022-12-05 7818.00 20.90 163396 2023-01-09
2022-12-02 8543.00 20.90 178548 2023-01-06
2022-11-29 31.00 20.10 623 2023-01-03
2022-11-17 160.00 20.05 3208 2022-12-22
2022-11-16 2356.00 20.16 47496 2022-12-21
2022-11-10 6678.00 19.70 131556 2022-12-15
2022-11-04 6000.00 18.80 112800 2022-12-09
2022-11-01 4188.00 18.39 77017 2022-12-06
2022-10-20 3159.00 18.30 57809 2022-11-24
2022-10-19 4525.00 19.00 85975 2022-11-23
2022-10-17 510.00 18.61 9491 2022-11-21
2022-10-04 8062.00 19.58 157853 2022-11-08
2022-09-30 1777.00 19.52 34687 2022-11-04
2022-09-29 1010.00 20.30 20503 2022-11-03
2022-09-27 643.00 20.38 13104 2022-11-01
2022-09-20 9.00 21.26 191 2022-10-25
2022-09-14 113.00 21.77 2460 2022-10-19
2022-08-31 46.00 21.90 1007 2022-10-05
2022-08-26 565.00 22.03 12446 2022-09-30
2022-08-25 6.00 21.76 130 2022-09-29
2022-08-11 5.00 21.90 109 2022-09-15
2022-07-15 940.00 20.19 18978 2022-08-19
2022-06-30 246.00 20.44 5028 2022-08-04
2022-06-27 345.00 20.80 7176 2022-08-01
2022-06-16 266.00 21.72 5777 2022-07-21
2022-06-15 767.00 21.47 16467 2022-07-20
2022-06-14 898.00 22.13 19872 2022-07-19
2022-05-31 644.00 23.29 14998 2022-07-05
2022-05-27 1692.00 22.51 38086 2022-07-01
2022-05-23 4214.00 21.77 91738 2022-06-27
2022-05-20 3115.00 21.61 67315 2022-06-24
2022-05-13 137.00 22.49 3081 2022-06-17
2022-05-12 400.00 22.11 8844 2022-06-16
2022-05-09 1064.00 23.01 24482 2022-06-13
2022-05-03 610.00 23.63 14414 2022-06-07
2022-04-29 24.00 23.70 568 2022-06-03
2022-04-21 1157.00 23.71 27432 2022-05-26
2022-04-19 293.00 23.59 6911 2022-05-24
2022-04-12 195.00 23.89 4658 2022-05-17
2022-04-04 7.00 24.95 174 2022-05-09
2022-03-22 89.00 24.74 2201 2022-04-26
2022-03-21 389.00 24.75 9627 2022-04-25
2022-03-14 40.00 24.50 980 2022-04-18
2022-03-11 695.00 24.61 17103 2022-04-15
2022-03-09 1546.00 24.28 37536 2022-04-13
2022-03-07 901.00 24.26 21858 2022-04-11
2022-03-04 2117.00 24.50 51866 2022-04-08
2022-03-03 161.00 24.52 3947 2022-04-07
2022-02-28 674.00 24.50 16513 2022-04-04
2022-02-24 6144.00 24.67 151572 2022-03-31
2022-02-23 5057.00 24.50 123896 2022-03-30
2022-02-22 7825.00 24.65 192886 2022-03-29
2022-02-18 53.00 24.50 1298 2022-03-25
2022-02-16 1126.00 24.29 27350 2022-03-23
2022-02-15 20.00 24.32 486 2022-03-22
2022-02-14 20.00 24.32 486 2022-03-21
2022-02-11 190.00 24.45 4645 2022-03-18
2022-02-10 790.00 24.70 19513 2022-03-17
2022-02-07 693.00 24.61 17054 2022-03-14
2022-02-04 861.00 24.80 21352 2022-03-11
2022-02-03 103.00 24.75 2549 2022-03-10
2022-02-01 3633.00 24.84 90243 2022-03-08
2022-01-31 6959.00 24.90 173279 2022-03-07
2022-01-27 233.00 24.95 5813 2022-03-03
2022-01-26 1259.00 25.11 31613 2022-03-02
2022-01-25 1725.00 25.27 43590 2022-03-01
2022-01-24 856.00 25.50 21828 2022-02-28
2022-01-20 2876.00 25.40 73050 2022-02-24
2022-01-19 3410.00 25.39 86579 2022-02-23
2022-01-18 4742.00 25.57 121252 2022-02-22
2022-01-14 1006.00 25.50 25653 2022-02-18
2022-01-12 39.00 25.38 989 2022-02-16
2022-01-10 633.00 25.29 16008 2022-02-14
2022-01-07 50.00 25.42 1271 2022-02-11
2022-01-06 175.00 25.11 4394 2022-02-10
2022-01-05 3850.00 25.56 98406 2022-02-09
2021-12-31 517.00 25.46 13162 2022-02-04
2021-12-30 741.00 25.83 19140 2022-02-03
2021-12-28 325.00 25.66 8339 2022-02-01
2021-12-27 1021.00 25.70 26239 2022-01-31
2021-12-23 3967.00 25.90 102745 2022-01-27
2021-12-06 486.00 25.51 12397 2022-01-10
2021-12-02 198.00 25.39 5027 2022-01-06
2021-11-24 396.00 25.36 10042 2021-12-29
2021-10-26 889.00 25.45 22625 2021-11-30
2021-10-25 837.00 25.49 21335 2021-11-29
2021-10-13 1748.00 25.35 44311 2021-11-17
2021-10-07 37.00 25.32 936 2021-11-11
2021-10-06 49.00 25.30 1239 2021-11-10
2021-10-05 49.00 25.42 1245 2021-11-09
2021-10-04 49.00 25.67 1257 2021-11-08
2021-09-22 740.00 25.86 19136 2021-10-27
2021-09-13 87.00 26.00 2262 2021-10-18
2021-08-27 155.00 25.95 4022 2021-10-01
2021-08-19 76.00 26.02 1977 2021-09-23
2021-08-18 43.00 26.03 1119 2021-09-22
2021-08-17 148.00 26.01 3849 2021-09-21
2021-08-16 426.00 26.10 11118 2021-09-20
2021-08-12 668.00 25.92 17314 2021-09-16
2021-08-11 706.00 26.02 18370 2021-09-15
2021-07-14 649.00 26.08 16925 2021-08-18
2021-06-18 317.00 26.05 8257 2021-07-23
2021-06-14 258.00 26.13 6741 2021-07-19
2021-06-11 116.00 25.90 3004 2021-07-16
2021-06-10 325.00 25.89 8414 2021-07-15
2021-05-28 380.00 25.55 9709 2021-07-02
2021-05-26 299.00 25.65 7669 2021-06-30
2021-05-20 15.00 25.43 381 2021-06-24
2021-05-19 166.00 25.35 4208 2021-06-23
2021-05-18 258.00 25.26 6517 2021-06-22
2021-05-14 162.00 25.10 4066 2021-06-18
2021-05-11 200.00 25.69 5138 2021-06-15
2021-05-03 30.00 25.33 759 2021-06-07
2021-04-26 649.00 25.58 16601 2021-05-31
2021-04-23 1054.00 25.68 27066 2021-05-28
2021-04-22 262.00 25.80 6759 2021-05-27
2021-04-15 176.00 25.75 4532 2021-05-20
2021-04-13 458.00 25.67 11756 2021-05-18
2021-04-05 74.00 25.62 1895 2021-05-10
2021-03-25 1.00 25.68 25 2021-04-29
2021-03-24 457.00 25.54 11671 2021-04-28
2021-03-02 358.00 24.98 8942 2021-04-06
2021-02-26 1678.00 24.80 41614 2021-04-02
2021-02-25 311.00 24.84 7725 2021-04-01
2021-02-24 292.00 24.90 7270 2021-03-31
2021-02-22 1345.00 24.85 33423 2021-03-29
2021-02-19 951.00 24.99 23765 2021-03-26
2021-02-16 726.00 24.80 18004 2021-03-23

Related tickers that you might be interested:

NLY AGNC STWD RITM BXMT HASI

Data from: sec.gov