Threshold Security

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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.
References in periodicals archive ?
Contract Amount: minimum threshold securities 80,000 - 200,000 maximum threshold securities.
The average daily number of threshold securities declined by 38.
The average daily fails of threshold securities declined by 50.