Financial

Threshold Security

Threshold Security

A security in which a significant number of shares fails to deliver after five days. A security crosses the threshold if 10,000 shares fail to deliver, if more than 0.5% of shares outstanding fail, or if a self-regulatory organization declares it to be a threshold security. See also: Regulation SHO.
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References in periodicals archive
The ability of options market makers to sell short and never have to close out a resulting fail to deliver position, provided the short sale was effected to hedge options positions created before the security became a threshold security, runs counter to the goal of similar treatment for fails to deliver resulting from sales of securities and may have a negative impact on the market for those securities.
In the proposed amendment, the SEC suggests that the options market maker exception has been misread and abused: [T]he current options market maker exception only excepts from Regulation SHO's mandatory 13 consecutive settlement day close-out requirement those fail to deliver positions that result from short sales effected by registered options market makers to establish or maintain a hedge on options positions established before the underlying security became a threshold security. Thus, it does not apply to fails to deliver resulting from short sales effected to establish or maintain a hedge on options positions established after the underlying security became a threshold security.
The standard recognizes that some sites need more security than others, but its goal is to ensure that all sites meet a threshold security level.
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