Reg SHO & Fails-to-Deliver
Regulation SHO threshold securities and SEC Fails-to-Deliver (FTD) data — names with persistent delivery failures, a key indicator of short-side stress and potential forced covering.
How this works
Regulation SHO requires exchanges to publish a daily threshold list of securities with persistent settlement failures — a stock lands on the list when fails-to-deliver exceed 10,000 shares (and 0.5% of shares outstanding) for five consecutive settlement days. It's one of the few genuinely real-time, public signals of settlement stress, and names with prolonged threshold-list membership are more exposed to forced buy-ins. This dataset is US-specific — other markets don't publish an equivalent threshold list.
Key features
- Current threshold list
- FTD volume by settlement date
- Entry/exit tracking
- Historical status
- Exchange breakdown
Track forced-buy-in risk and potential squeeze catalysts.
Monitor settlement stress and FTD exposure across portfolios.
| Symbol | Company | Exchange |
|---|---|---|
| ABUF | Aptus Laddered Buffer ETF | CBOE |
| AMPU | Defiance Daily Target 2X Long AMPX ETF | CBOE |
| APLX | Tradr 2X Long APLD Daily ETF | CBOE |
| ASSX | T-REX 2X Long ASST Daily Target ETF | CBOE |
| ASTN | Defiance Daily Target 2X Short ASTS ETF | CBOE |
Frequently asked questions
- What puts a stock on the Reg SHO threshold list?
- Aggregate fails-to-deliver of 10,000+ shares, equal to at least 0.5% of shares outstanding, for five consecutive settlement days.
- Is Reg SHO data available outside the US?
- No — this is a US-specific SEC regulation. Other markets don't publish an equivalent public threshold list.
- How is this different from short interest?
- Short interest measures open short positions. Reg SHO measures settlement failures — trades that didn't actually deliver shares on time. A stock can be heavily shorted without settlement problems, or have settlement stress from causes unrelated to short selling.