CPRJ Fail-to-Deliver
Calamos Russell 2000 Structured Alt Protection ETF – July (CPRJ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $56.4M, listed on AMEX, carrying a beta of 0.27 to the broader market. These Calamos Structured Protection ETFs are engineered to deliver a dual benefit: capturing the positive price growth of the Russell 2000 index, up to a specified maximum, while simultaneously safeguarding investors against 100% of losses over a one-year timeframe. public since 2024-07-01.
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
- 2026-06-25
- Latest FTD Quantity
- 9.3K
- Latest Price
- $27.64
- 30-Day Avg FTD
- 69.5K
- 30-Day Total FTD
- 2.1M
Showing 30 days of SEC fail-to-deliver data for Calamos Russell 2000 Structured Alt Protection ETF – July.
Learn how fails-to-deliver is reported and how to read the data →
Frequently asked CPRJ fail to deliver questions
- What is the latest CPRJ fail-to-deliver count?
- As of Jun 25, 2026, Calamos Russell 2000 Structured Alt Protection ETF – July (CPRJ) fail-to-deliver quantity is 9.3K shares, with a 30-day average of 69.5K 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 CPRJ 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.