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 Threshold Security File Format The format for the threshold securities file is ASCII text pipe delimited.
The url to get daily Threshold Securities files without navigation is: www.archipelago.com/traders/SECreg/SHO/ARCAEXthYYYYMMDD.txt May 17, 2006 May 16, 2006 May 15, 2006 May 12, 2006 May 11, 2006 May 10, 2006 May 09, 2006 May 08, 2006 May 05, 2006 May 04, 2006 May 03, 2006 May 02, 2006 May 01, 2006 April 28, 2006 April 27, 2006 April 26, 2006 April 25, 2006 April 24, 2006 April 21, 2006 April 20, 2006 April 19, 2006 April 18, 2006 April 17, 2006 April 13, 2006 April 12, 2006 April 11, 2006 April 10, 2006 April 07, 2006 April 06, 2006 April 05, 2006 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 11:00 pm CT 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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