CCEF Fail-to-Deliver

Calamos CEF Income & Arbitrage ETF (CCEF) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $31.9M, listed on AMEX, carrying a beta of 0.68 to the broader market. The Calamos CEF Income & Arbitrage ETF (CCEF) seeks to deliver high monthly income and capital appreciation by investing in income producing closed-end funds trading at attractive discounts. public since 2024-01-16.

Fail-to-deliver (FTD) data from the SEC tracks settlement failures where shares were not delivered within the standard settlement period. Persistent FTDs may indicate naked short selling or settlement issues and are monitored by regulators.

Latest Date
2026-04-21
Latest FTD Quantity
165
Latest Price
$29.25
30-Day Avg FTD
523
30-Day Total FTD
15.7K

Showing 30 days of SEC fail-to-deliver data for Calamos CEF Income & Arbitrage ETF.

Learn how fails-to-deliver is reported and how to read the data →

Frequently asked CCEF fail to deliver questions

What is the latest CCEF fail-to-deliver count?
As of Apr 21, 2026, Calamos CEF Income & Arbitrage ETF (CCEF) fail-to-deliver quantity is 165 shares, with a 30-day average of 523 shares. The SEC publishes FTD data twice monthly: first-half data at month-end, second-half around the 15th of the following month.
What is the FTD aggregate net balance?
FTD figures represent the aggregate net balance in NSCC's Continuous Net Settlement (CNS) system, not the gross failed-share count. The published numbers run 2-6 weeks stale relative to the underlying settlement date.
How do CCEF FTDs affect options pricing?
Persistent FTDs flag hard-to-borrow conditions that distort put-call parity: in HTB names, synthetic long stock (long call + short put at the same strike) trades below the frictionless-parity price by approximately the borrow rebate. The discount equals the lending revenue forgone by holding the synthetic instead of actual shares. Reg SHO threshold-list inclusion follows from sustained FTD persistence.