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 Threshold Security File Format The format for the threshold securities file is ASCII text pipe delimited.
For the most recent NYSE Arca threshold list from 05/29/2009 to present, click here. The url to get historical Threshold Securities files without navigation is: www.archipelago.com/traders/SECreg/SHO/ARCAEXthYYYYMMDD.txt May 29, 2009 May 28, 2009 May 27, 2009 May 26, 2009 May 22, 2009 May 21, 2009 May 20, 2009 May 19, 2009 May 18, 2009 May 15, 2009 May 14, 2009 May 13, 2009 May 12, 2009 May 11, 2009 May 08, 2009 May 07, 2009 May 06, 2009 May 05, 2009 May 04, 2009 May 01, 2009 April 30, 2009 April 29, 2009 April 28, 2009 April 27, 2009 April 24, 2009 April 23, 2009 April 22, 2009 April 21, 2009 April 20, 2009 April 17, 2009 Threshold Securities Threshold Securities are defined by Regulation SHO to include securities where there have been 5 consecutive settlement days of fails greater than 10,000 shares or one half of one percent of the outstanding shares. Each SRO is required under Regulation SHO to calculate and disseminate a list of Threshold Securities for symbols listed on such SRO’s market or for which the SRO bears primary surveillance responsibility. NYSE Arca will publish its list daily and those lists will remain available for the previous 30 days. If no securities meet the threshold values then an empty file will still be produced for that settlement day. The file will be made available before 12:00 pm ET for each settlement day and will include the data from that settlement day. If there is a processing delay, the Threshold Securities file will be sent the following day and include “as of” information from the missing day. Should such a posting delay occur, ETPs should use the file from the previous day for determining Threshold Securities. The file name will always reflect the settlement date. Within the file, you will find the date/time that the file was created. In situations where the file creation is delayed, the file name will always reflect the settlement date and the create date will reflect when the file is published. Broker/dealers are required to close out any fail positions within 10 days after settlement for Threshold Securities. If they are unable to do so, they will be prohibited by their clearing firm from selling short that security without first pre-borrowing the stock. Additional Information FAQs regarding Reg SHO http://www.sec.gov/divisions/marketreg/mrfaqregsho1204.htm Reg SHO Final Rule http://www.sec.gov/rules/final/34-50103.htm |
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