Stop trying to bait me into an argument. Read my post
I think what they are saying is that "if" NSS is present then they have 35 days to close it out and not just on the Oct 15th.
"The close-out must occur within 35 consecutive settlement days of October 15th. If a security becomes a Threshold Security after October 15th, all fails to deliver must be closed out within 13 consecutive settlement days. "