ProShares Trust II [GLL] Filings |
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ProShares Trust II [AGQ] Filings |
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ProShares Trust II [BOIL] Filings |
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ProShares Trust II [EUO] Filings |
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ProShares Trust II [VIXM] Filings |
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ProShares Trust II [VIXY] Filings |
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ProShares Trust II [YCL] Filings |
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ProShares Trust II [YCS] Filings |
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ProShares Trust II [ZSL] Filings |
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ProShares Trust II [SVXY] Filings |
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ProShares Trust II [UCO] Filings |
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ProShares Trust II [UGL] Filings |
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ProShares Trust II [ULE] Filings |
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ProShares Trust II [UVXY] Filings |
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ProShares Trust II [KOLD] Filings |
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ProShares Trust II [SCO] Filings |
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10-Q | [2024-08-08] |
10-Q | [2024-05-09] |
10-K | [2024-02-28] |
10-Q | [2023-11-06] |
10-Q | [2023-08-08] |
10-Q | [2023-05-08] |
10-K | [2023-02-28] |
10-Q | [2022-11-08] |
10-Q | [2022-08-09] |
10-Q | [2022-05-09] |
10-K | [2022-02-25] |
S-1 | [2022-02-15] |
S-1 | [2021-12-16] |
S-1 | [2021-11-16] |
10-Q | [2021-11-05] |
S-1 | [2021-09-15] |
10-Q | [2021-08-06] |
10-Q | [2021-05-07] |
10-K | [2021-02-19] |
S-1 | [2021-02-16] |
10-Q | [2020-11-09] |
S-1 | [2020-08-12] |
10-Q | [2020-08-10] |
10-Q | [2020-05-08] |
S-1 | [2020-03-06] |
10-K | [2020-02-28] |
10-Q | [2019-11-08] |
10-Q | [2019-08-09] |
10-Q | [2019-05-10] |
S-1 | [2019-03-08] |
10-K | [2019-03-01] |
S-1 | [2018-11-30] |
10-Q | [2018-11-09] |
10-Q | [2018-08-09] |
10-Q | [2018-05-10] |
10-K | [2018-03-01] |
S-1 | [2018-02-13] |
10-Q | [2017-11-09] |
S-1 | [2017-09-29] |
S-1 | [2017-09-28] |
10-Q | [2017-08-09] |
S-1 | [2017-05-26] |
S-1 | [2017-05-19] |
S-1 | [2017-05-12] |
10-Q | [2017-05-09] |
S-1 | [2017-05-08] |
10-K | [2017-03-01] |
S-1 | [2017-02-07] |
S-1 | [2016-12-05] |
10-Q | [2016-11-09] |
10-Q | [2016-08-09] |
10-Q | [2016-05-09] |
10-K | [2016-02-29] |
10-Q | [2015-11-09] |
10-Q | [2015-08-10] |
10-Q | [2015-05-11] |
S-1 | [2015-03-13] |
10-K | [2015-03-02] |
10-Q | [2014-11-07] |
S-1 | [2014-10-28] |
S-1 | [2014-08-15] |
10-Q | [2014-08-11] |
S-1 | [2014-06-18] |
10-Q | [2014-05-12] |
10-K | [2014-03-03] |
10-Q | [2013-11-12] |
10-Q | [2013-08-09] |
10-Q | [2013-05-10] |
S-1 | [2013-04-29] |
10-K | [2013-03-01] |
S-1 | [2012-12-05] |
10-Q | [2012-11-09] |
S-1 | [2012-08-31] |
10-Q | [2012-08-09] |
10-Q | [2012-05-10] |
10-K | [2012-02-29] |
Quarterly report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 for the quarterly period ended |
Transition report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 for the transition period from |
(State or other jurisdiction of incorporation or organization) |
(I.R.S. Employer Identification No.) |
Title of each class |
Trading Symbol(s) |
Name of each exchange on which registered | ||
Mid-Term Futures ETF |
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☒ | Accelerated Filer | ☐ | ||||
Non-Accelerated Filer | ☐ | Smaller Reporting Company | ||||
Emerging Growth Company |
Page |
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Item 1. |
Financial Statements. |
Documents |
Page |
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Statements of Financial Condition, Schedule of Investments, Statements of Operations, Statements of Changes in Shareholders’ Equity, and Statements of Cash Flows: |
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86 |
June 30, 2024 (unaudited) |
December 31, 2023 |
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Assets |
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Short-term U.S. government and agency obligations (Note 3) (cost $ |
$ | $ | ||||||
Cash |
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Segregated cash balances with brokers for futures contracts |
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Receivable on open futures contracts |
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Interest receivable |
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Total assets |
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Liabilities and shareholders’ equity |
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Liabilities |
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Payable for capital shares redeemed |
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Payable on open futures contracts |
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Brokerage commissions and futures account fees payable |
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Payable to Sponsor |
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Total liabilities |
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Commitments and Contingencies (Note 2) |
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Shareholders’ equity |
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Shareholders’ equity |
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Total liabilities and shareholders’ equity |
$ | $ | ||||||
Shares outstanding (Note 1) |
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Net asset value per share (Note 1) |
$ | $ | ||||||
Market value per share (Note 1) (Note 2) |
$ | $ | ||||||
Principal Amount |
Value |
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Short-term U.S. government and agency obligations |
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( |
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U.S. Treasury Bills ^^ : |
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$ | $ | |||||||
Total short-term U.S. government and agency obligations (cost $ |
$ | |||||||
Futures Contracts Sold |
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Number of Contracts |
Notional Amount at Value |
Unrealized Appreciation (Depreciation)/Value |
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VIX Futures - Cboe, expires July 2024 |
$ | $ | ||||||||||
VIX Futures - Cboe, expires August 2024 |
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$ | ||||||||||||
^^ | Rates shown represent discount rate at the time of purchase. |
Three Months Ended June 30, |
Six Months Ended June 30, |
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2024 |
2023 |
2024 |
2023 |
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Investment Income |
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Interest |
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Expenses |
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Management fee |
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Brokerage commissions |
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Total expenses |
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Net investment income (loss) |
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Realized and unrealized gain (loss) on investment activity |
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Net realized gain (loss) on |
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Futures contracts |
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Short-term U.S. government and agency obligations |
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Net realized gain (loss) |
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Change in net unrealized appreciation (depreciation) on |
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Futures contracts |
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Short-term U.S. government and agency obligations |
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Change in net unrealized appreciation (depreciation) |
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Net realized and unrealized gain (loss) |
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Net income (loss) |
$ | $ | $ | $ | ||||||||||||
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Three Months Ended June 30, |
Six Months Ended June 30, |
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2024 |
2023 |
2024 |
2023 |
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Shareholders’ equity, beginning of period |
$ | $ | $ | $ | ||||||||||||
Addition of |
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Redemption of |
( |
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Net addition (redemption) of ( |
( |
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) | ( |
) | ||||||||
Net investment income (loss) |