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Reg SHO Threshold Securities

Defined in Rule 203(c)(6) of Regulation SHO, a Threshold Security is any equity security of any issuer that is registered under Section 12, or that is required to file reports pursuant to Section 15(d) of the Exchange Act where for five consecutive settlement days:

  • There are aggregate fails to deliver at a registered clearing agency of 10,000 shares or more per security;
  • The level of fails is equal to at least 0.5% of the issuer’s total shares outstanding; and
  • The security is included on a list published by a self-regulatory organization.

CHX will calculate and publish its daily list of threshold securities by 11:00 p.m. CT of each settlement day. Threshold security data will not be available on non-settlement days such as bank holidays.
Note: The CHX threshold securities list will include only those securities for which CHX is the primary listing market.

The list file can be viewed or downloaded from the FTP site below:

File Name Format: CHXthyyyymmdd.txt, where yyyymmdd represents the settlement date. For example, the file for January 6, 2014 may be retrieved using the FTP address:

File Header: Symbol|Security Name|Market Category|Reg SHO Threshold Flag|Filler|Filler
Example Data: GRF|NAIC Growth Fund Inc., Common Stock|MW|Y||
Trailer: File Creation Timestamp formatted as yyyymmddhhmmss
The Market Category for CHX is "MW".

For questions regarding the CHX’s Regulation SHO data, please contact: