This text file 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. Data prior to September 16, 2008 include only securities with a balance of total fails-to-deliver of at least 10,000 shares as of a particular settlement date. Data on or after September 16, 2008 include all securities with a balance of total fails-to-deliver as of a particular settlement date. 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. If the aggregate net balance of shares that failed to be delivered is less than 10,000 as of a particular settlement date prior to September 16, 2008, then no record will be present in the file for that date even if there are fails in that security. If the aggregate net balance of shares that failed to be delivered is zero as of a particular settlement date on or after September 16, 2008, then no record will be present in the file for that 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.
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