The Threshold List is published by exchanges and contains a list of "Threshold Securities" which are stocks that have a total "fail to deliver" position for:
A security ceases to be a Threshold Security and comes off the list when it does not meet the relevant threshold requirements for five consecutive settlement days. A broker-dealer with fail-to-deliver positions for 13 consecutive settlement days must immediately close out the fail to deliver position by purchasing shares in the open market.
Trading Insights: There are several ways to view the Threshold List. Some investors consider these stocks as possible short squeezes. Another theory contends that due to the failures to close, "smart money" is betting that the stock price will decline in the near future.
Market Chameleon paid subscribers can see the latest Threshold List on the Threshold List Report page.