Threshold List¶
OVERVIEW¶
The SEC's Reg-SHO Threshold Securities List is the regulatory signal that settlement is breaking down. When a ticker's fails-to-deliver exceed 0.5% of its outstanding shares for five consecutive settlement days, it appears on the threshold list. Tapeboard surfaces every threshold-listed ticker daily, ranked by fail count and days-on-list, cross-referenced against the Squeeze Leaderboard.
Regulatory basis
Reg-SHO requires broker-dealers to close out fails-to-deliver by the 6th consecutive settlement day under the 10a-1 close-out rule. A ticker that remains on the list past that point indicates the close-out is not occurring — short-sellers cannot deliver the shares.
Path: /short-squeeze-stocks/threshold-list
Accessible from the SHORT SQUEEZE sidebar sub-nav or directly by URL. The same URL serves as a public SEO landing page in read-only mode for anonymous users.
FEATURES¶
| Column | Description |
|---|---|
| Ticker | Exchange-listed symbol on the threshold list |
| Cumulative Fail Count | Aggregated fails-to-deliver across all exchanges (NYSE, NASDAQ, BATS, ARCA) |
| Days on List | Consecutive settlement days the ticker has remained threshold-listed |
| SI % Float | Short interest as a percentage of float |
| Days to Cover | Estimated sessions required to cover the short position at average volume |
| Squeeze Score Badge | Cross-reference rating pulled from the Squeeze Leaderboard |
Multi-exchange severity
A ticker that appears on the threshold list across multiple exchanges simultaneously is treated as a more severe settlement failure. Tapeboard aggregates across all exchanges before ranking.
HOW TO USE¶
Mid-week convergence check A threshold-listed ticker represents a structurally broken settlement condition. Cross-reference the Squeeze Score badge: a high squeeze score combined with threshold-list status indicates peak convergence. This is the signal the squeeze is compressing from both the borrow side and the settlement side simultaneously.
Long bias risk screen Avoid initiating short positions in threshold-listed names. The fails-to-deliver reflect institutional inventory pressure — short-sellers are already fighting for locate. Adding to that side worsens the structural risk.
Halt-resume monitoring
Threshold-listed tickers that spike intraday carry elevated halt risk. The SEC has a history of halting high-fail positions for re-pricing. Use the Scanner's halt-resume preset to monitor these names in real time.
Peak squeeze convergence signal
Ticker on threshold list × ticker on Squeeze Leaderboard × borrow fee ≥ 90% = the highest-probability squeeze setup Tapeboard tracks. Add a positive news catalyst in the next session and that combination becomes a textbook squeeze ignition kernel.
Days-on-list interpretation
- ≤ 5 days — Within the standard close-out window; normal monitoring applies.
- > 5 days — Close-out is not resolving. Structural short pressure is elevated.
- > 10 days — Persistent failure; treat as a high-alert settlement breakdown.
DATA SOURCE¶
| Property | Detail |
|---|---|
| Source | SEC daily threshold securities list, published per exchange |
| Publish time | ~3:00 PM ET each settlement day |
| Cron job | squeeze-threshold-list |
| Storage table | threshold_list |
| Aggregation | Cross-exchange deduplication; multi-exchange appearances increase severity ranking |
| Cross-reference | Merged against Squeeze Leaderboard on each pull |
RELATED¶
| Surface | Relationship |
|---|---|
| Short Squeeze Scanner | Parent surface; threshold list is the cross-referenced companion view |
| Borrow Fee Ranking | Borrow-rate data that pairs with the settlement-risk picture |
| Scanner | Live scanner with the halt-resume preset for threshold-listed tickers at intraday halt risk |