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Fails-to-Deliver Data under 10,000 Shares

Data
 
 

Fails-to-Deliver Data under 10,000 Shares


Download Current Data:
Fails-to-Deliver Data, Jan. 15 – 31, 2014 (zip, 1.7mb) 
These files contains the date, CUSIP numbers, ticker symbols, issuer name, price, and total number of fails-to-deliver (i.e., the balance level outstanding) recorded in the National Securities Clearing Corporation's ("NSCC") Continuous Net Settlement (CNS) system aggregated over all NSCC members for securities with a balance of total fails-to-deliver of under 10,000 shares between September 16, 2008 and June 30, 2009. Prior to January 21, 2010, this data was not available. The data include fails-to-deliver in equity securities. The values of total fails-to-deliver shares represent the aggregate net balance of shares that failed to be delivered as of a particular settlement date. 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. The figure is not a daily amount of fails, but a combined figure that includes both new fails on the reporting day as well as existing fails. In other words, these numbers reflect aggregate fails as of a specific point in time, and may have little or no relationship to yesterday's aggregate fails. Thus, it is important to note that the age of fails cannot be determined by looking at these numbers. In addition, the underlying source(s) of the fails-to-deliver shares is not necessarily the same as the underlying source(s) of the fails-to-deliver shares reported the day prior or the day after.
Note: files prior to May 2007 may not contain information in the Price field. Data prior to March 22, 2004, and for August 9, 2004, November 3, 2004, and November 4, 2004 is not available.
For more information, see the FOIA Fails-to-Deliver page.
The record layout and maximum field sizes are shown below for those who want to process the data into another form.
Field Name Field Description Maximum Size
SETTLEMENT DATE SETTLEMENT DATE Number - 8 digits
CUSIP CUSIP 9 characters
SYMBOL TICKER SYMBOL 10 characters
QUANTITY (FAILS) TOTAL FAILURE-TO-DELIVER SHARES Number - unlimited
DESCRIPTION COMPANY NAME 30 characters
PRICE CLOSING PRICE ON PREVIOUS DAY Number - unlimited

Archive Fails-to-Deliver Data

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Last modified: Jan. 21, 2010