The Social Security Administration advises that you should wait 3 business days before calling to follow-up on any missing payment.
I only mention this as if you call today or tomorrow, they may give you that information and tell you to call back Monday or Tuesday.
However, I would call today or tomorrow to follow-up on the missing payment. The number Social Security provides to call is(###) ###-####
Since that number often involves extended wait times on "hold" (30 to 45 minutes), and then they sometimes hand up on you, I recommend that you call your local SSA office instead.
Here's a link where, using your Zipcode, you can find the address & phone number of your local SSA office.
They have access to the same information and should be able to tell you why your payment was not deposited as scheduled.
Let me know if I can further assist you.
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Thanks very much,