v2.4.0.8

Investments (Tables) | 3 Months Ended
--- | ---
Mar. 31, 2014
Investments Debt And Equity Securities [Abstract] |
Fair Value of Derivative Instruments | Fair Value of Derivative Instruments as of March 31, 2014
|  | Asset Derivatives |  |  | Liability Derivatives |
Derivatives not accounted for as hedging instruments |  | Statements of Financial Condition Location |  | Fund |  | Unrealized Appreciation |  |  | Statements of Financial Condition Location |  | Fund |  | Unrealized Depreciation |
Commodities Contracts |  | Receivables on open futures contracts, unrealized appreciation on swap and/or forward agreements |  | ProShares UltraShort DJ-UBS Commodity |  | $ | 102,269 |  |  | Payable on open futures contracts, unrealized depreciation on swap and/or forward agreement |  | ProShares UltraShort DJ-UBS Crude Oil |  | $ | 7,028,464 | *
|  | ProShares UltraShort DJ-UBS Crude Oil |  |  | 71,219 |  |  |  | ProShares Ultra DJ-UBS Commodity |  |  | 114,128 |
|  | ProShares UltraShort DJ-UBS Natural Gas |  |  | 4,479,320 | * |  |  | ProShares Ultra DJ-UBS Natural Gas |  |  | 1,851,411 | *
|  | ProShares UltraShort Gold |  |  | 8,548,622 | * |  |  | ProShares Ultra Gold |  |  | 12,026,932 | *
|  | ProShares UltraShort Silver |  |  | 7,747,910 | * |  |  | ProShares Ultra Silver |  |  | 58,143,691 | *
|  | ProShares Ultra DJ-UBS Crude Oil |  |  | 3,069,265 | * |  |  |  |  |  |  |
Foreign Exchange Contracts |  | Unrealized appreciation on foreign currency forward contracts and receivables on open futures contracts |  | ProShares Short Euro |  |  | 47,900 | * |  | Unrealized depreciation on foreign currency forward contracts and payable on open futures contracts |  | ProShares UltraShort Australian Dollar |  |  | 1,221,879 | *
|  | ProShares UltraShort Yen |  |  | 6,121,534 |  |  |  |
|  | ProShares Ultra Australian Dollar |  |  | 192,985 | * |  |  | ProShares UltraShort Euro |  |  | 3,724,310 |
|  |  |  |  | ProShares UltraShort Yen |  |  | 1,275,150 |
|  | ProShares Ultra Euro |  |  | 21,019 |  |  |  | ProShares Ultra Euro |  |  | 35 |
|  | ProShares Ultra Yen |  |  | 1,004 |  |  |  | ProShares Ultra Yen |  |  | 42,233 |
VIX Futures Contracts |  | Receivables on open futures contracts |  | ProShares Short VIX Short-Term Futures ETF |  |  | 8,083,199 | * |  | Payable on open futures contracts |  | ProShares VIX Short-Term Futures ETF |  |  | 5,026,965 | *
|  |  |  |  |  |  |  |  | ProShares VIX Mid-Term Futures ETF |  |  | 2,007,210 | *
|  |  |  |  |  |  |  |  | ProShares Ultra VIX Short-Term Futures ETF |  |  | 29,701,827 | *
|  |  |  | Total Trust |  | $ | 38,486,246 | * |  |  |  | Total Trust |  | $ | 122,164,235 | *
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Financial Condition in receivable/payable on open futures contracts.
Fair Value of Derivative Instruments as of December 31, 2013
Asset Derivatives |  |  | Liability Derivatives |
Derivatives not accounted for as hedging instruments |  | Statements of Financial Condition Location |  | Fund |  | Unrealized Appreciation |  |  | Statements of Financial Condition Location |  | Fund |  | Unrealized Depreciation |
Commodities Contracts |  | Receivables on open futures contracts, unrealized appreciation on swap and/or forward agreements |  | ProShares UltraShort DJ-UBS Natural Gas |  | $ | 1,042,300 | * |  | Payable on open futures contracts, unrealized depreciation on swap and/or forward agreements |  | ProShares UltraShort DJ-UBS Commodity |  | $ | 27,665 |
|  | ProShares UltraShort Gold |  |  | 5,647,573 | * |  |  | ProShares UltraShort DJ-UBS Crude Oil |  |  | 3,565,673 | *
|  | ProShares UltraShort Silver |  |  | 14,200 | * |  |  | ProShares UltraShort Silver |  |  | 2,227,857 | *
|  | ProShares Ultra DJ-UBS Commodity |  |  | 15,078 |  |  |  | ProShares Ultra DJ-UBS Natural Gas |  |  | 3,656,539 | *
|  | ProShares Ultra DJ-UBS Crude Oil |  |  | 2,584,554 | * |  |  | ProShares Ultra Gold |  |  | 6,827,534 | *
|  |  |  |  | ProShares Ultra Silver |  |  | 2,507,080 | *
Foreign Exchange Contracts |  | Unrealized appreciation on foreign currency forward contracts and receivables on open futures contracts |  | ProShares UltraShort Australian Dollar |  |  | 917,605 | * |  | Unrealized depreciation on foreign currency forward contracts and payable on open futures contracts |  | ProShares Short Euro |  |  | 33,231 | *
|  | ProShares UltraShort Euro |  |  | 151,351 |  |  |  | ProShares UltraShort Euro |  |  | 13,899,858 |
|  | ProShares UltraShort Yen |  |  | 31,317,568 |  |  |  | ProShares UltraShort Yen |  |  | 1,930,884 |
|  | ProShares Ultra Euro |  |  | 120,908 |  |  |  | ProShares Ultra Australian Dollar |  |  | 118,220 | *
|  | ProShares Ultra Yen |  |  | 4,052 |  |  |  | ProShares Ultra Euro |  |  | 19,946 |
|  |  |  |  |  |  |  |  | ProShares Ultra Yen |  |  | 163,361 |
VIX Futures Contracts |  | Receivables on open futures contracts |  | ProShares Short VIX Short-Term Futures ETF |  |  | 8,116,955 | * |  | Payable on open futures contracts |  | ProShares VIX Short-Term Futures ETF |  |  | 16,652,686 | *
|  |  |  |  |  |  |  |  | ProShares VIX Mid-Term Futures ETF |  |  | 4,896,689 | *
|  |  |  |  |  |  |  |  | ProShares Ultra VIX Short-Term Futures ETF |  |  | 24,009,911 | *
|  |  |  | Total Trust |  | $ | 49,932,144 | * |  |  |  | Total Trust |  | $ | 80,537,134 | *
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments as presented in the Form 10-K for the year ended December 31, 2013. Only current day’s variation margin is reported within the Statements of Financial Condition as presented in the Form 10-K for the year ended December 31, 2013 in receivable/payable on open futures contracts.
Effect of Derivative Instruments on Statements of Operations | The Effect of Derivative Instruments on the Statements of Operations For the three months ended March 31, 2014
Derivatives not accounted for as hedging instruments |  | Location of Gain or (Loss) on Derivatives Recognized in Income |  | Fund |  | Realized Gain or (Loss) on Derivatives Recognized in Income |  |  | Change in Unrealized Appreciation or Depreciation on Derivatives Recognized in Income |
Commodity Contracts |  | Net realized gain (loss) on futures contracts, swap and/or forward agreements/changes in unrealized appreciation/ depreciation on futures contracts, swap and/or forward agreements |  | ProShares UltraShort DJ-UBS Commodity |  | $ | (635,695 | ) |  | $ | 129,934 |
|  | ProShares UltraShort DJ-UBS Crude Oil |  |  | (12,278,001 | ) |  |  | (3,391,572 | )
|  | ProShares UltraShort DJ-UBS Natural Gas |  |  | (9,215,034 | ) |  |  | 3,437,020 |
|  | ProShares UltraShort Gold |  |  | (22,149,687 | ) |  |  | 2,901,049 |
|  | ProShares UltraShort Silver |  |  | (12,614,405 | ) |  |  | 9,961,567 |
|  | ProShares Ultra DJ-UBS Commodity |  |  | 537,342 |  |  |  | (129,206 | )
|  | ProShares Ultra DJ-UBS Crude Oil |  |  | 21,193,668 |  |  |  | 484,711 |
|  | ProShares Ultra DJ-UBS Natural Gas |  |  | 16,803,375 |  |  |  | 1,805,128 |
|  | ProShares Ultra Gold |  |  | 23,433,620 |  |  |  | (5,199,398 | )
|  | ProShares Ultra Silver |  |  | 73,955,572 |  |  |  | (55,636,611 | )
Foreign Exchange Contracts |  | Net realized gain (loss) on futures and/or foreign currency forward contracts/changes in unrealized appreciation/ depreciation on futures and/or foreign currency forward contracts |  | ProShares Short Euro |  |  | (66,588 | ) |  |  | 81,131 |
|  | ProShares UltraShort Australian Dollar |  |  | (78,609 | ) |  |  | (2,139,484 | )
|  | ProShares UltraShort Euro |  |  | (12,182,041 | ) |  |  | 10,024,197 |
|  | ProShares UltraShort Yen |  |  | (102,730 | ) |  |  | (24,540,300 | )
|  | ProShares Ultra Australian Dollar |  |  | (27,427 | ) |  |  | 311,205 |
|  | ProShares Ultra Euro |  |  | 85,136 |  |  |  | (79,978 | )
|  | ProShares Ultra Yen |  |  | (10,517 | ) |  |  | 118,080 |
VIX Futures Contracts |  | Net realized gain (loss) on futures contracts and swap agreements/changes in unrealized appreciation/depreciation on futures contracts and swap agreements |  | ProShares VIX Short-Term Futures ETF |  |  | 15,779,707 |  |  |  | 11,625,721 |
|  | ProShares VIX Mid-Term Futures ETF |  |  | (5,397,902 | ) |  |  | 2,889,479 |
|  | ProShares Ultra VIX Short-Term Futures ETF |  |  | (3,546,304 | ) |  |  | (5,691,916 | )
|  | ProShares Short VIX Short-Term Futures ETF |  |  | 2,731,436 |  |  |  | (33,756 | )
|  |  |  | Total Trust |  | $ | 76,214,916 |  |  | $ | (53,072,999 | )
The Effect of Derivative Instruments on the Statements of Operations For the three months ended March 31, 2013
Derivatives not accounted for as hedging instruments |  | Location of Gain or (Loss) on Derivatives Recognized in Income |  | Fund |  | Realized Gain or (Loss) on Derivatives Recognized in Income |  |  | Change in Unrealized Appreciation or Depreciation on Derivatives Recognized in Income |
Commodity Contracts |  | Net realized gain (loss) on futures contracts, swap and/or forward agreements/changes in unrealized appreciation/ depreciation on futures contracts, swap and/or forward agreements |  | ProShares UltraShort DJ-UBS Commodity |  | $ | 308,498 |  |  | $ | (241,421 | )
|  | ProShares UltraShort DJ-UBS Crude Oil |  |  | (6,125,158 | ) |  |  | (1,500,109 | )
|  | ProShares UltraShort DJ-UBS Natural Gas |  |  | (1,773,421 | ) |  |  | (3,905,888 | )
|  | ProShares UltraShort Gold |  |  | 12,883,467 |  |  |  | (6,992,788 | )
|  | ProShares UltraShort Silver |  |  | 29,204,512 |  |  |  | (19,064,897 | )
|  | ProShares Ultra DJ-UBS Commodity |  |  | (508,897 | ) |  |  | 421,315 |
|  | ProShares Ultra DJ-UBS Crude Oil |  |  | 66,564,325 |  |  |  | (28,737,943 | )
|  | ProShares Ultra DJ-UBS Natural Gas |  |  | 5,748,194 |  |  |  | 17,861,568 |
|  | ProShares Ultra Gold |  |  | (50,415,205 | ) |  |  | 24,891,118 |
|  | ProShares Ultra Silver |  |  | (215,688,548 | ) |  |  | 137,646,238 |
Foreign Exchange Contracts |  | Net realized gain (loss) on futures contracts, swap and/or forward agreements/changes in unrealized appreciation/ depreciation on futures contracts, swap and/or forward agreements |  | ProShares Short Euro |  |  | (8,000 | ) |  |  | 116,769 |
|  | ProShares UltraShort Australian Dollar |  |  | 112,030 |  |  |  | (195,160 | )
|  | ProShares UltraShort Euro |  |  | (2,949,680 | ) |  |  | 26,813,021 |
|  | ProShares UltraShort Yen |  |  | 96,886,297 |  |  |  | (35,381,549 | )
|  | ProShares Ultra Australian Dollar |  |  | (149,275 | ) |  |  | 223,960 |
|  | ProShares Ultra Euro |  |  | (65,362 | ) |  |  | (221,155 | )
|  | ProShares Ultra Yen |  |  | (1,217,971 | ) |  |  | 423,734 |
VIX Futures Contracts |  | Net realized gain (loss) on futures contracts, swap and/or forward agreements/changes in unrealized appreciation/ depreciation on futures contracts, swap and/or forward agreements |  | ProShares VIX Short-Term Futures ETF |  |  | (55,408,949 | ) |  |  | (8,124,641 | )
|  | ProShares VIX Mid-Term Futures ETF |  |  | (10,260,171 | ) |  |  | (406,019 | )
|  | ProShares Ultra VIX Short-Term Futures ETF |  |  | (122,690,073 | ) |  |  | (21,095,534 | )
|  | ProShares Short VIX Short-Term Futures ETF |  |  | 25,204,111 |  |  |  | 3,775,891 |
|  |  |  | Total Trust |  | $ | (230,349,276 | ) |  | $ | 86,306,510 |
Offsetting of Financial Assets and Liabilities | The following table presents each Fund’s derivatives by investment type and by counterparty net of amounts available for offset under a master netting agreement and the related collateral received or pledged by the Funds as of March 31, 2014 and December 31, 2013:
Fair Values of Derivative Instruments as of March 31, 2014 |
|  | Assets |  |  | Liabilities |
|  | Gross |  |  |  |  |  |  |  |  | Gross |  |  |  |  |  |  |
|  | Amounts of |  |  |  |  |  |  |  |  | Amounts of |  |  |  |  |  |  |
|  | Recognized |  |  |  |  |  | Net Amounts of |  |  | Recognized |  |  | Gross |  |  | Net Amounts of |
|  | Assets |  |  | Gross Amounts |  |  | Assets |  |  | Liabilities |  |  | Amounts |  |  | Liabilities |
|  | presented in |  |  | Offset in the |  |  | presented in |  |  | presented in |  |  | Offset in the |  |  | presented in |
|  | the Statement |  |  | Statement of |  |  | the Statement |  |  | the Statement |  |  | Statement of |  |  | the Statement |
|  | of Financial |  |  | Financial |  |  | of Financial |  |  | of Financial |  |  | Financial |  |  | of Financial |
|  | Conditions |  |  | Conditions |  |  | Conditions |  |  | Conditions |  |  | Conditions |  |  | Conditions |
ProShares UltraShort DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swap agreements |  | $ | 102,269 |  |  | $ | — |  |  | $ | 102,269 |  |  | $ | — |  |  | $ | — |  |  | $ | — |
ProShares UltraShort DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 345,825 |  |  |  | — |  |  |  | 345,825 |  |  |  | — |  |  |  | — |  |  |  | — |
Swap agreements |  |  | 71,219 |  |  |  | — |  |  |  | 71,219 |  |  |  | 764,150 |  |  |  | — |  |  |  | 764,150 |
ProShares UltraShort DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 2,752,495 |  |  |  | — |  |  |  | 2,752,495 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares UltraShort Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | 8,531,762 |  |  |  | — |  |  |  | 8,531,762 |  |  |  | — |  |  |  | — |  |  |  | — |
Futures contracts* |  |  | 2,100 |  |  |  | — |  |  |  | 2,100 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares UltraShort Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | 7,742,580 |  |  |  | — |  |  |  | 7,742,580 |  |  |  | — |  |  |  | — |  |  |  | — |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 440 |  |  |  | — |  |  |  | 440 |
ProShares Short Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 12,300 |  |  |  | — |  |  |  | 12,300 |
ProShares UltraShort Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 89,099 |  |  |  | — |  |  |  | 89,099 |
ProShares UltraShort Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 3,724,310 |  |  |  | — |  |  |  | 3,724,310 |
ProShares UltraShort Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 6,121,534 |  |  |  | — |  |  |  | 6,121,534 |  |  |  | 1,275,150 |  |  |  | — |  |  |  | 1,275,150 |
ProShares Ultra DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swap agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 114,128 |  |  |  | — |  |  |  | 114,128 |
ProShares Ultra DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 121,862 |  |  |  | — |  |  |  | 121,862 |  |  |  | — |  |  |  | — |  |  |  | — |
Swap agreements |  |  | 959,951 |  |  |  | — |  |  |  | 959,951 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 1,050,517 |  |  |  | — |  |  |  | 1,050,517 |
ProShares Ultra Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 12,010,072 |  |  |  | — |  |  |  | 12,010,072 |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 2,200 |  |  |  | — |  |  |  | 2,200 |
ProShares Ultra Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 58,138,361 |  |  |  | — |  |  |  | 58,138,361 |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 380 |  |  |  | — |  |  |  | 380 |
ProShares Ultra Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 13,503 |  |  |  | — |  |  |  | 13,503 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Ultra Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 21,019 |  |  |  | — |  |  |  | 21,019 |  |  |  | 35 |  |  |  | — |  |  |  | 35 |
ProShares Ultra Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 1,004 |  |  |  | — |  |  |  | 1,004 |  |  |  | 42,233 |  |  |  | — |  |  |  | 42,233 |
ProShares VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 3,088,786 |  |  |  | — |  |  |  | 3,088,786 |
ProShares VIX Mid-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 1,009,664 |  |  |  | — |  |  |  | 1,009,664 |
ProShares Ultra VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 24,525,510 |  |  |  | — |  |  |  | 24,525,510 |
ProShares Short VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 6,484,331 |  |  |  | — |  |  |  | 6,484,331 |  |  |  | — |  |  |  | — |  |  |  | — |
* | Current day’s variation margin is reported within the Statements of Financial Condition in receivable/payable on open futures contracts; Cumulative appreciation/depreciation is reported in the Schedule of Investments
Fair Values of Derivative Instruments as of December 31, 2013 |
|  | Assets |  |  | Liabilities |
|  | Gross Amounts of Recognized Assets presented in the Statement of Financial Conditions |  |  | Gross Amounts Offset in the Statement of Financial Conditions |  |  | Net Amounts of Assets presented in the Statement of Financial Conditions |  |  | Gross Amounts of Recognized Liabilities presented in the Statement of Financial Conditions |  |  | Gross Amounts Offset in the Statement of Financial Conditions |  |  | Net Amounts of Liabilities presented in the Statement of Financial Conditions |
ProShares UltraShort DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swap agreements |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 27,665 |  |  |  | — |  |  | $ | 27,665 |
ProShares UltraShort DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 1,503,943 |  |  |  | — |  |  |  | 1,503,943 |  |  |  | — |  |  |  | — |  |  |  | — |
Swap agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 2,332,900 |  |  |  | — |  |  |  | 2,332,900 |
ProShares UltraShort DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 1,520,548 |  |  |  | — |  |  |  | 1,520,548 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares UltraShort Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | 5,633,053 |  |  |  | — |  |  |  | 5,633,053 |  |  |  | — |  |  |  | — |  |  |  | — |
Futures contracts* |  |  | 300 |  |  |  | — |  |  |  | 300 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares UltraShort Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 2,227,857 |  |  |  | — |  |  |  | 2,227,857 |
Futures contracts* |  |  | 2,450 |  |  |  | — |  |  |  | 2,450 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Short Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 9,100 |  |  |  | — |  |  |  | 9,100 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares UltraShort Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 86,166 |  |  |  | — |  |  |  | 86,166 |
ProShares UltraShort Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 151,351 |  |  |  | — |  |  |  | 151,351 |  |  |  | 13,899,858 |  |  |  | — |  |  |  | 13,899,858 |
ProShares UltraShort Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 31,317,568 |  |  |  | — |  |  |  | 31,317,568 |  |  |  | 1,930,884 |  |  |  | — |  |  |  | 1,930,884 |
ProShares Ultra DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swap agreements |  |  | 15,078 |  |  |  | — |  |  |  | 15,078 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 997,210 |  |  |  | — |  |  |  | 997,210 |
Swap agreements |  |  | 1,957,893 |  |  |  | — |  |  |  | 1,957,893 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 5,628,532 |  |  |  | — |  |  |  | 5,628,532 |
ProShares Ultra Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 6,812,974 |  |  |  | — |  |  |  | 6,812,974 |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 300 |  |  |  | — |  |  |  | 300 |
ProShares Ultra Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward agreements |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 2,492,880 |  |  |  | — |  |  |  | 2,492,880 |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 2,450 |  |  |  | — |  |  |  | 2,450 |
ProShares Ultra Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 10,650 |  |  |  | — |  |  |  | 10,650 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Ultra Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 120,908 |  |  |  | — |  |  |  | 120,908 |  |  |  | 19,946 |  |  |  | — |  |  |  | 19,946 |
ProShares Ultra Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forward contracts |  |  | 4,052 |  |  |  | — |  |  |  | 4,052 |  |  |  | 163,361 |  |  |  | — |  |  |  | 163,361 |
ProShares VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 3,179,017 |  |  |  | — |  |  |  | 3,179,017 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares VIX Mid-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 100,734 |  |  |  | — |  |  |  | 100,734 |  |  |  | — |  |  |  | — |  |  |  | — |
ProShares Ultra VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 3,356,803 |  |  |  | — |  |  |  | 3,356,803 |
ProShares Short VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Futures contracts* |  |  | 603,833 |  |  |  | — |  |  |  | 603,833 |  |  |  | — |  |  |  | — |  |  |  | — |
* | Current day’s variation margin is reported within the Statements of Financial Condition as presented in the Form 10-K for the year ended December 31, 2013 in receivable/payable on open futures contracts; Cumulative appreciation/depreciation is reported in the Schedule of Investments as presented in the Form 10-K for the year ended December 31, 2013.
Gross Amounts not Offset in the Statement of Financial Condition | Asset (Liability) amounts shown in the table below represent amounts owed to (by) the Funds for the deriviative-related investments at March 31, 2014. These amounts may be collateralized by cash or financial instruments, segregated for the benefit of the Funds or the counterparties, depending on whether the related contracts are in an appreciated or depreciated position at period end. Amounts shown in the column labeled “Net Amount” represent the un-collateralized portions of these amounts at period end. These amounts may be un-collateralized due to timing differences related to market movements or due to minimum thresholds for collateral movement, as further described above under the caption “Account for Derivative Instruments”.
Gross Amounts Not Offset in the Statement of Financial Condition |
|  | Amounts of Recognized Assets / (Liabilities) presented in the Statement of Financial Condition |  |  | Financial Instruments for the Benefit of (the Funds) / the Counterparties |  |  | Cash Collateral for the Benefit of (the Funds) / the Counterparties |  |  | Net Amount |
ProShares UltraShort DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  | $ | 39,020 |  |  | $ | — |  |  | $ | — |  |  | $ | 39,020 |
Goldman Sachs International |  |  | 50,319 |  |  |  | — |  |  |  | — |  |  |  | 50,319 |
UBS AG |  |  | 12,930 |  |  |  | — |  |  |  | — |  |  |  | 12,930 |
ProShares UltraShort DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (72,184 | ) |  |  | 72,184 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | 345,825 |  |  |  | — |  |  |  | — |  |  |  | 345,825 |
Goldman Sachs International |  |  | (543,435 | ) |  |  | 543,435 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | 71,219 |  |  |  | (71,219 | ) |  |  | — |  |  |  | — |
UBS AG |  |  | (148,531 | ) |  |  | 148,531 |  |  |  | — |  |  |  | — |
ProShares UltraShort DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs & Co. |  |  | 2,752,495 |  |  |  | — |  |  |  | — |  |  |  | 2,752,495 |
ProShares UltraShort Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | 4,557,728 |  |  |  | — |  |  |  | (4,200,000 | ) |  |  | 357,728 |
Goldman Sachs & Co. |  |  | 2,100 |  |  |  | — |  |  |  | — |  |  |  | 2,100 |
Goldman Sachs International |  |  | 1,618,593 |  |  |  | (1,508,282 | ) |  |  | — |  |  |  | 110,311 |
Societe Generale S.A. |  |  | 827,157 |  |  |  | (827,157 | ) |  |  | — |  |  |  | — |
UBS AG |  |  | 1,528,284 |  |  |  | (1,442,325 | ) |  |  | — |  |  |  | 85,959 |
ProShares UltraShort Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | 3,858,673 |  |  |  | — |  |  |  | (3,858,673 | ) |  |  | — |
Goldman Sachs & Co. |  |  | (440 | ) |  |  | — |  |  |  | 440 |  |  |  | — |
Goldman Sachs International |  |  | 1,401,484 |  |  |  | (1,401,484 | ) |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | 920,983 |  |  |  | (920,983 | ) |  |  | — |  |  |  | — |
UBS AG |  |  | 1,561,440 |  |  |  | (1,561,440 | ) |  |  | — |  |  |  | — |
ProShares Short Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (12,300 | ) |  |  | — |  |  |  | 12,300 |  |  |  | — |
ProShares UltraShort Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (89,099 | ) |  |  | — |  |  |  | 89,099 |  |  |  | — |
ProShares UltraShort Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | (1,698,852 | ) |  |  | 1,698,852 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (2,025,458 | ) |  |  | 2,025,458 |  |  |  | — |  |  |  | — |
ProShares UltraShort Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 3,209,960 |  |  |  | (739,761 | ) |  |  | — |  |  |  | 2,470,199 |
Goldman Sachs International |  |  | (874,876 | ) |  |  | 874,876 |  |  |  | — |  |  |  | — |
UBS AG |  |  | 2,911,574 |  |  |  | (915,232 | ) |  |  | — |  |  |  | 1,996,342 |
UBS AG |  |  | (400,274 | ) |  |  | 400,274 |  |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (49,579 | ) |  |  | 49,579 |  |  |  | — |  |  |  | — |
Goldman Sachs International |  |  | (40,052 | ) |  |  | 40,052 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (24,497 | ) |  |  | 24,497 |  |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | 136,953 |  |  |  | — |  |  |  | — |  |  |  | 136,953 |
Goldman Sachs & Co. |  |  | 121,862 |  |  |  | — |  |  |  | — |  |  |  | 121,862 |
Goldman Sachs International |  |  | 289,177 |  |  |  | (289,177 | ) |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | 89,308 |  |  |  | (89,308 | ) |  |  | — |  |  |  | — |
UBS AG |  |  | 444,513 |  |  |  | (342,234 | ) |  |  | — |  |  |  | 102,279 |
ProShares Ultra DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs & Co. |  |  | (1,050,517 | ) |  |  | — |  |  |  | 1,050,517 |  |  |  | — |
ProShares Ultra Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (6,314,073 | ) |  |  | 6,314,073 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | (2,200 | ) |  |  | — |  |  |  | 2,200 |  |  |  | — |
Goldman Sachs International |  |  | (2,340,133 | ) |  |  | 2,340,133 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | (1,128,141 | ) |  |  | 1,128,141 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (2,227,725 | ) |  |  | 2,227,725 |  |  |  | — |  |  |  | — |
ProShares Ultra Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (30,257,024 | ) |  |  | 30,257,024 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | (380 | ) |  |  | — |  |  |  | 380 |  |  |  | — |
Goldman Sachs International |  |  | (11,457,887 | ) |  |  | 11,457,887 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | (5,025,453 | ) |  |  | 5,025,453 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (11,397,997 | ) |  |  | 11,397,997 |  |  |  | — |  |  |  | — |
ProShares Ultra Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 13,503 |  |  |  | — |  |  |  | — |  |  |  | 13,503 |
ProShares Ultra Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 4,438 |  |  |  | — |  |  |  | — |  |  |  | 4,438 |
UBS AG |  |  | 16,581 |  |  |  | — |  |  |  | — |  |  |  | 16,581 |
UBS AG |  |  | (35 | ) |  |  | 35 |  |  |  | — |  |  |  | — |
ProShares Ultra Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 929 |  |  |  | — |  |  |  | — |  |  |  | 929 |
Goldman Sachs International |  |  | (20,852 | ) |  |  | 20,852 |  |  |  | — |  |  |  | — |
UBS AG |  |  | 75 |  |  |  | — |  |  |  | — |  |  |  | 75 |
UBS AG |  |  | (21,381 | ) |  |  | 21,381 |  |  |  | — |  |  |  | — |
ProShares VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (3,088,786 | ) |  |  | — |  |  |  | 3,088,786 |  |  |  | — |
ProShares VIX Mid-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (1,009,664 | ) |  |  | — |  |  |  | 1,009,664 |  |  |  | — |
ProShares Ultra VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (24,525,510 | ) |  |  | — |  |  |  | 24,525,510 |  |  |  | — |
ProShares Short VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 6,484,331 |  |  |  | — |  |  |  | — |  |  |  | 6,484,331
Asset (Liability) amounts shown in the table below represent amounts owed to (by) the Funds for the deriviative-related investments at December 31, 2013. These amounts may be collateralized by cash or financial instruments, segregated for the benefit of the Funds or the counterparties, depending on whether the related contracts are in an appreciated or depreciated position at period end. Amounts shown in the column labeled “Net Amount” represent the uncollateralized portions of these amounts at period end. These amounts may be un-collateralized due to timing differences related to market movements or due to minimum thresholds for collateral movement, as further described above under the caption “Account for Derivative Instruments”.
Gross Amounts Not Offset in the Statement of Financial Condition |
|  | Amounts of Recognized Assets / (Liabilities) presented in the Statement of Financial Condition |  |  | Financial Instruments for the Benefit of (the Funds) / the Counterparties |  |  | Cash Collateral for the Benefit of (the Funds) / the Counterparties |  |  | Net Amount |
ProShares UltraShort DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  | $ | (11,710 | ) |  | $ | 11,710 |  |  | $ | — |  |  | $ | — |
Goldman Sachs International |  |  | (12,945 | ) |  |  | 12,945 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (3,010 | ) |  |  | 3,010 |  |  |  | — |  |  |  | — |
ProShares UltraShort DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (570,114 | ) |  |  | 570,114 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | 1,503,943 |  |  |  | — |  |  |  | — |  |  |  | 1,503,943 |
Goldman Sachs International |  |  | (632,990 | ) |  |  | 632,990 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | (402,586 | ) |  |  | 402,586 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (727,210 | ) |  |  | 727,210 |  |  |  | — |  |  |  | — |
ProShares UltraShort DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs & Co. |  |  | 1,520,548 |  |  |  | — |  |  |  | — |  |  |  | 1,520,548 |
ProShares UltraShort Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | 2,258,281 |  |  |  | — |  |  |  | (2,258,281 | ) |  |  | — |
Goldman Sachs & Co. |  |  | 300 |  |  |  | — |  |  |  | — |  |  |  | 300 |
Goldman Sachs International |  |  | 1,411,290 |  |  |  | (1,411,290 | ) |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | 665,044 |  |  |  | (665,044 | ) |  |  | — |  |  |  | — |
UBS AG |  |  | 1,298,438 |  |  |  | (1,298,438 | ) |  |  | — |  |  |  | — |
ProShares UltraShort Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (445,752 | ) |  |  | 445,752 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | 2,450 |  |  |  | — |  |  |  | — |  |  |  | 2,450 |
Goldman Sachs International |  |  | (1,257,636 | ) |  |  | 1,257,636 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | (7,359 | ) |  |  | 7,359 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (517,110 | ) |  |  | 517,110 |  |  |  | — |  |  |  | — |
ProShares Short Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 9,100 |  |  |  | — |  |  |  | — |  |  |  | 9,100 |
ProShares UltraShort Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (86,166 | ) |  |  | — |  |  |  | 86,166 |  |  |  | — |
ProShares UltraShort Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 64,104 |  |  |  | — |  |  |  | — |  |  |  | 64,104 |
Goldman Sachs International |  |  | (6,820,802 | ) |  |  | 6,820,802 |  |  |  |  |  |  |  | — |
UBS AG |  |  | 87,247 |  |  |  | — |  |  |  | — |  |  |  | 87,247 |
UBS AG |  |  | (7,079,056 | ) |  |  | 7,079,056 |  |  |  | — |  |  |  | — |
ProShares UltraShort Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 15,716,318 |  |  |  | (13,635,426 | ) |  |  | — |  |  |  | 2,080,892 |
Goldman Sachs International |  |  | (884,849 | ) |  |  | 884,849 |  |  |  | — |  |  |  | — |
UBS AG |  |  | 15,601,250 |  |  |  | (14,004,926 | ) |  |  | — |  |  |  | 1,596,324 |
UBS AG |  |  | (1,046,035 | ) |  |  | 1,046,035 |  |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | 6,454 |  |  |  | — |  |  |  | — |  |  |  | 6,454 |
Goldman Sachs International |  |  | 4,974 |  |  |  | — |  |  |  | — |  |  |  | 4,974 |
UBS AG |  |  | 3,650 |  |  |  | — |  |  |  | — |  |  |  | 3,650 |
ProShares Ultra DJ-UBS Crude Oil |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | 622,117 |  |  |  | — |  |  |  | (622,117 | ) |  |  | — |
Goldman Sachs & Co. |  |  | (997,210 | ) |  |  | — |  |  |  | 997,210 |  |  |  | — |
Goldman Sachs International |  |  | 576,723 |  |  |  | (576,723 | ) |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | 275,816 |  |  |  | (275,816 | ) |  |  | — |  |  |  | — |
UBS AG |  |  | 483,237 |  |  |  | (483,237 | ) |  |  | — |  |  |  | — |
ProShares Ultra DJ-UBS Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs & Co. |  |  | (5,628,532 | ) |  |  | — |  |  |  | 4,630,277 |  |  |  | (998,255 | )
ProShares Ultra Gold |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (3,543,937 | ) |  |  | 3,543,937 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | (300 | ) |  |  | — |  |  |  | 300 |  |  |  | — |
Goldman Sachs International |  |  | (1,327,335 | ) |  |  | 1,327,335 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | (785,038 | ) |  |  | 785,038 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (1,156,664 | ) |  |  | 1,156,664 |  |  |  | — |  |  |  | — |
ProShares Ultra Silver |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Deutsche Bank AG |  |  | (350,663 | ) |  |  | 350,663 |  |  |  | — |  |  |  | — |
Goldman Sachs & Co. |  |  | (2,450 | ) |  |  | — |  |  |  | 2,450 |  |  |  | — |
Goldman Sachs International |  |  | (1,345,433 | ) |  |  | 1,345,433 |  |  |  | — |  |  |  | — |
Societe Generale S.A. |  |  | (28,581 | ) |  |  | 28,581 |  |  |  | — |  |  |  | — |
UBS AG |  |  | (768,203 | ) |  |  | 768,203 |  |  |  | — |  |  |  | — |
ProShares Ultra Australian Dollar |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 10,650 |  |  |  | — |  |  |  | — |  |  |  | 10,650 |
ProShares Ultra Euro |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 56,991 |  |  |  | — |  |  |  | — |  |  |  | 56,991 |
Goldman Sachs International |  |  | (19,770 | ) |  |  | 19,770 |  |  |  | — |  |  |  | — |
UBS AG |  |  | 63,917 |  |  |  | — |  |  |  | — |  |  |  | 63,917 |
UBS AG |  |  | (176 | ) |  |  | 176 |  |  |  | — |  |  |  | — |
ProShares Ultra Yen |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Goldman Sachs International |  |  | 2,462 |  |  |  | — |  |  |  | — |  |  |  | 2,462 |
Goldman Sachs International |  |  | (78,309 | ) |  |  | 78,309 |  |  |  | — |  |  |  | — |
UBS AG |  |  | 1,590 |  |  |  | — |  |  |  | — |  |  |  | 1,590 |
UBS AG |  |  | (85,052 | ) |  |  | 85,052 |  |  |  | — |  |  |  | — |
ProShares VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 3,179,017 |  |  |  | — |  |  |  | — |  |  |  | 3,179,017 |
ProShares VIX Mid-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 100,734 |  |  |  | — |  |  |  | — |  |  |  | 100,734 |
ProShares Ultra VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | (3,356,803 | ) |  |  | — |  |  |  | 3,356,803 |  |  |  | — |
ProShares Short VIX Short-Term Futures ETF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
RBC Capital Markets |  |  | 603,833 |  |  |  | — |  |  |  | — |  |  |  | 603,833 |

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