Here are some FAQ's from the "Fail to Deliver" website regarding their data. Unfortunately, I don't think it confirms or denies any supposed HMGP NSS manipulation.
How often is this data updated?
This data will be updated as soon as the SEC provides a new update. The last update included 2nd quarter 2008 data and was added on 9/4/2008. The SEC releases the data quarterly.
How accurate is this data?
The data is directly from the SEC which states "We cannot guarantee that the data will be posted by a particular date. We cannot guarantee the accuracy of the data." For the purposes of charting, the SEC data was adjusted by this site in the following way: Where the SEC did not track closing prices, they had inserted a "." into the data. These "."s were changed to "1"s.
How did the SEC track this data?
From the SEC: "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 balance is 10,000 shares or more. If the aggregate net balance of shares that failed to be delivered is less than 10,000 as of a particular settlement date, then no record will be present in the file for that date even if there are fails in that security. 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."
What is a Failure to Deliver?
A fail to deliver is recorded when a seller does not provide the shares of stock that were sold within the required 3 day settlement timeframe. From the SEC: "Fails-to-deliver can occur for a number of reasons on both long and short sales. Therefore, fails-to-deliver are not necessarily the result of short selling, and are not evidence of abusive short selling or “naked” short selling."
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