|
Statements of Financial Condition (USD $)
|
Jun. 30, 2014
|
Dec. 31, 2013
|
|
ProShares UltraShort Bloomberg Commodity [Member]
|
|
|
| Assets |
|
|
| Cash |
$ 331,047 |
$ 374,245 |
| Short-term U.S. government and agency obligations (Note 3) |
2,975,627 |
3,453,890 |
| Total assets |
3,306,674 |
3,828,135 |
| Liabilities |
|
|
| Management fee payable |
2,539 |
3,043 |
| Unrealized depreciation on swap agreements |
49,719 |
27,665 |
| Total liabilities |
52,258 |
30,708 |
| Shareholders' equity |
|
|
| Shareholders' equity |
3,254,416 |
3,797,427 |
| Total liabilities and shareholders' equity |
3,306,674 |
3,828,135 |
| Shares outstanding |
59,997 |
59,997 |
| Net asset value per share |
$ 54.2430 |
$ 63.2936 |
| Market value per share (Note 2) |
$ 52.00 |
$ 58.41 |
|
ProShares UltraShort Bloomberg Crude Oil [Member]
|
|
|
| Assets |
|
|
| Cash |
4,621,870 |
1,872,915 |
| Segregated cash balances with brokers for futures contracts |
9,154,200 |
7,633,395 |
| Short-term U.S. government and agency obligations (Note 3) |
364,434,603 |
247,584,623 |
| Receivable on open futures contracts |
778,232 |
1,503,943 |
| Total assets |
378,988,905 |
258,594,876 |
| Liabilities |
|
|
| Management fee payable |
284,168 |
201,827 |
| Unrealized depreciation on swap agreements |
16,105,152 |
2,332,900 |
| Total liabilities |
16,389,320 |
2,534,727 |
| Shareholders' equity |
|
|
| Shareholders' equity |
362,599,585 |
256,060,149 |
| Total liabilities and shareholders' equity |
378,988,905 |
258,594,876 |
| Shares outstanding |
14,719,944 |
8,069,944 |
| Net asset value per share |
$ 24.6332 |
$ 31.7301 |
| Market value per share (Note 2) |
$ 24.61 |
$ 31.58 |
|
ProShares UltraShort Bloomberg Natural Gas [Member]
|
|
|
| Assets |
|
|
| Cash |
4,030,789 |
564,647 |
| Segregated cash balances with brokers for futures contracts |
6,400,680 |
2,384,800 |
| Short-term U.S. government and agency obligations (Note 3) |
44,127,812 |
18,274,713 |
| Receivable on open futures contracts |
0 |
1,520,548 |
| Total assets |
54,559,281 |
22,744,708 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
4,103,994 |
0 |
| Payable on open futures contracts |
730,316 |
0 |
| Management fee payable |
42,962 |
9,941 |
| Total liabilities |
4,877,272 |
9,941 |
| Shareholders' equity |
|
|
| Shareholders' equity |
49,682,009 |
22,734,767 |
| Total liabilities and shareholders' equity |
54,559,281 |
22,744,708 |
| Shares outstanding |
1,224,952 |
324,952 |
| Net asset value per share |
$ 40.5583 |
$ 69.9635 |
| Market value per share (Note 2) |
$ 40.43 |
$ 69.36 |
|
ProShares UltraShort Gold [Member]
|
|
|
| Assets |
|
|
| Cash |
187,309 |
197,647 |
| Segregated cash balances with brokers for futures contracts |
13,200 |
15,950 |
| Short-term U.S. government and agency obligations (Note 3) |
94,201,223 |
148,988,329 |
| Unrealized appreciation on forward agreements |
0 |
5,633,053 |
| Receivable on open futures contracts |
0 |
300 |
| Total assets |
94,401,732 |
154,835,279 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
0 |
15,275,004 |
| Payable on open futures contracts |
1,000 |
0 |
| Management fee payable |
74,243 |
123,819 |
| Unrealized depreciation on forward agreements |
10,583,508 |
0 |
| Total liabilities |
10,658,751 |
15,398,823 |
| Shareholders' equity |
|
|
| Shareholders' equity |
83,742,981 |
139,436,456 |
| Total liabilities and shareholders' equity |
94,401,732 |
154,835,279 |
| Shares outstanding |
996,978 |
1,346,978 |
| Net asset value per share |
$ 83.9968 |
$ 103.5180 |
| Market value per share (Note 2) |
$ 82.11 |
$ 103.53 |
|
ProShares UltraShort Silver [Member]
|
|
|
| Assets |
|
|
| Cash |
240,691 |
461,167 |
| Segregated cash balances with brokers for futures contracts |
18,150 |
22,000 |
| Short-term U.S. government and agency obligations (Note 3) |
62,535,124 |
114,826,066 |
| Receivable on open futures contracts |
780 |
2,450 |
| Total assets |
62,794,745 |
115,311,683 |
| Liabilities |
|
|
| Management fee payable |
41,276 |
94,140 |
| Unrealized depreciation on forward agreements |
10,563,213 |
2,227,857 |
| Total liabilities |
10,604,489 |
2,321,997 |
| Shareholders' equity |
|
|
| Shareholders' equity |
52,190,256 |
112,989,686 |
| Total liabilities and shareholders' equity |
62,794,745 |
115,311,683 |
| Shares outstanding |
708,489 |
1,258,489 |
| Net asset value per share |
$ 73.6642 |
$ 89.7820 |
| Market value per share (Note 2) |
$ 72.05 |
$ 90.19 |
|
ProShares Short Euro [Member]
|
|
|
| Assets |
|
|
| Cash |
1,332,692 |
863,980 |
| Segregated cash balances with brokers for futures contracts |
182,600 |
128,700 |
| Short-term U.S. government and agency obligations (Note 3) |
12,790,157 |
7,902,056 |
| Receivable on open futures contracts |
0 |
9,100 |
| Total assets |
14,305,449 |
8,903,836 |
| Liabilities |
|
|
| Payable on open futures contracts |
49,240 |
0 |
| Management fee payable |
10,786 |
6,994 |
| Total liabilities |
60,026 |
6,994 |
| Shareholders' equity |
|
|
| Shareholders' equity |
14,245,423 |
8,896,842 |
| Total liabilities and shareholders' equity |
14,305,449 |
8,903,836 |
| Shares outstanding |
400,005 |
250,005 |
| Net asset value per share |
$ 35.6131 |
$ 35.5867 |
| Market value per share (Note 2) |
$ 35.66 |
$ 35.66 |
|
ProShares UltraShort Australian Dollar [Member]
|
|
|
| Assets |
|
|
| Cash |
1,684,142 |
2,751,320 |
| Segregated cash balances with brokers for futures contracts |
707,850 |
1,141,635 |
| Short-term U.S. government and agency obligations (Note 3) |
17,768,429 |
24,198,507 |
| Total assets |
20,160,421 |
28,091,462 |
| Liabilities |
|
|
| Payable on open futures contracts |
17,160 |
86,166 |
| Management fee payable |
15,960 |
22,017 |
| Total liabilities |
33,120 |
108,183 |
| Shareholders' equity |
|
|
| Shareholders' equity |
20,127,301 |
27,983,279 |
| Total liabilities and shareholders' equity |
20,160,421 |
28,091,462 |
| Shares outstanding |
500,005 |
600,005 |
| Net asset value per share |
$ 40.2542 |
$ 46.6384 |
| Market value per share (Note 2) |
$ 40.29 |
$ 46.66 |
|
ProShares UltraShort Euro [Member]
|
|
|
| Assets |
|
|
| Cash |
224,155 |
218,940 |
| Short-term U.S. government and agency obligations (Note 3) |
445,869,168 |
437,847,159 |
| Unrealized appreciation on foreign currency forward contracts |
327,971 |
151,351 |
| Total assets |
446,421,294 |
438,217,450 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
0 |
5,971,084 |
| Management fee payable |
349,087 |
345,393 |
| Unrealized depreciation on foreign currency forward contracts |
5,915,312 |
13,899,858 |
| Total liabilities |
6,264,399 |
20,216,335 |
| Shareholders' equity |
|
|
| Shareholders' equity |
440,156,895 |
418,001,115 |
| Total liabilities and shareholders' equity |
446,421,294 |
438,217,450 |
| Shares outstanding |
25,800,014 |
24,500,014 |
| Net asset value per share |
$ 17.0603 |
$ 17.0613 |
| Market value per share (Note 2) |
$ 17.05 |
$ 17.06 |
|
ProShares UltraShort Yen [Member]
|
|
|
| Assets |
|
|
| Cash |
375,511 |
575,108 |
| Short-term U.S. government and agency obligations (Note 3) |
363,176,364 |
558,597,264 |
| Unrealized appreciation on foreign currency forward contracts |
480,205 |
31,317,568 |
| Total assets |
364,032,080 |
590,489,940 |
| Liabilities |
|
|
| Management fee payable |
287,050 |
437,540 |
| Unrealized depreciation on foreign currency forward contracts |
10,127,815 |
1,930,884 |
| Total liabilities |
10,414,865 |
2,368,424 |
| Shareholders' equity |
|
|
| Shareholders' equity |
353,617,215 |
588,121,516 |
| Total liabilities and shareholders' equity |
364,032,080 |
590,489,940 |
| Shares outstanding |
5,449,294 |
8,299,294 |
| Net asset value per share |
$ 64.8923 |
$ 70.8640 |
| Market value per share (Note 2) |
$ 64.89 |
$ 70.91 |
|
ProShares Ultra Bloomberg Commodity [Member]
|
|
|
| Assets |
|
|
| Cash |
1,233,080 |
85,642 |
| Short-term U.S. government and agency obligations (Note 3) |
3,166,730 |
2,816,688 |
| Unrealized appreciation on swap agreements |
14,121 |
15,078 |
| Total assets |
4,413,931 |
2,917,408 |
| Liabilities |
|
|
| Management fee payable |
2,736 |
2,374 |
| Unrealized depreciation on swap agreements |
5,077 |
0 |
| Total liabilities |
7,813 |
2,374 |
| Shareholders' equity |
|
|
| Shareholders' equity |
4,406,118 |
2,915,034 |
| Total liabilities and shareholders' equity |
4,413,931 |
2,917,408 |
| Shares outstanding |
200,014 |
150,014 |
| Net asset value per share |
$ 22.0290 |
$ 19.4317 |
| Market value per share (Note 2) |
$ 22.02 |
$ 19.13 |
|
ProShares Ultra Bloomberg Crude Oil [Member]
|
|
|
| Assets |
|
|
| Cash |
2,539,909 |
689,596 |
| Segregated cash balances with brokers for futures contracts |
2,639,670 |
3,821,895 |
| Short-term U.S. government and agency obligations (Note 3) |
92,959,952 |
137,435,610 |
| Unrealized appreciation on swap agreements |
4,111,030 |
1,957,893 |
| Total assets |
102,250,561 |
143,904,994 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
3,918,076 |
0 |
| Payable on open futures contracts |
313,787 |
997,210 |
| Management fee payable |
75,005 |
134,355 |
| Total liabilities |
4,306,868 |
1,131,565 |
| Shareholders' equity |
|
|
| Shareholders' equity |
97,943,693 |
142,773,429 |
| Total liabilities and shareholders' equity |
102,250,561 |
143,904,994 |
| Shares outstanding |
2,499,170 |
4,449,170 |
| Net asset value per share |
$ 39.1905 |
$ 32.0899 |
| Market value per share (Note 2) |
$ 39.19 |
$ 32.22 |
|
ProShares Ultra Bloomberg Natural Gas [Member]
|
|
|
| Assets |
|
|
| Cash |
570,487 |
3,102,827 |
| Segregated cash balances with brokers for futures contracts |
2,725,580 |
6,602,200 |
| Short-term U.S. government and agency obligations (Note 3) |
15,519,463 |
58,921,011 |
| Receivable from capital shares sold |
2,251,958 |
0 |
| Receivable on open futures contracts |
111,842 |
0 |
| Total assets |
21,179,330 |
68,626,038 |
| Liabilities |
|
|
| Payable on open futures contracts |
0 |
5,628,532 |
| Management fee payable |
15,496 |
81,727 |
| Total liabilities |
15,496 |
5,710,259 |
| Shareholders' equity |
|
|
| Shareholders' equity |
21,163,834 |
62,915,779 |
| Total liabilities and shareholders' equity |
21,179,330 |
68,626,038 |
| Shares outstanding |
469,941 |
1,619,941 |
| Net asset value per share |
$ 45.0351 |
$ 38.8383 |
| Market value per share (Note 2) |
$ 45.02 |
$ 39.28 |
|
ProShares Ultra Gold [Member]
|
|
|
| Assets |
|
|
| Cash |
123,566 |
142,566 |
| Segregated cash balances with brokers for futures contracts |
13,200 |
15,950 |
| Short-term U.S. government and agency obligations (Note 3) |
122,192,435 |
140,880,950 |
| Unrealized appreciation on forward agreements |
13,227,915 |
0 |
| Total assets |
135,557,116 |
141,039,466 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
0 |
2,097,225 |
| Payable on open futures contracts |
120 |
300 |
| Management fee payable |
98,872 |
111,562 |
| Unrealized depreciation on forward agreements |
0 |
6,812,974 |
| Total liabilities |
98,992 |
9,022,061 |
| Shareholders' equity |
|
|
| Shareholders' equity |
135,458,124 |
132,017,405 |
| Total liabilities and shareholders' equity |
135,557,116 |
141,039,466 |
| Shares outstanding |
2,800,014 |
3,200,014 |
| Net asset value per share |
$ 48.3777 |
$ 41.2553 |
| Market value per share (Note 2) |
$ 49.41 |
$ 41.26 |
|
ProShares Ultra Silver [Member]
|
|
|
| Assets |
|
|
| Cash |
423,250 |
463,001 |
| Segregated cash balances with brokers for futures contracts |
9,075 |
22,000 |
| Short-term U.S. government and agency obligations (Note 3) |
424,515,400 |
467,868,976 |
| Unrealized appreciation on forward agreements |
86,902,211 |
0 |
| Total assets |
511,849,936 |
468,353,977 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
10,478,109 |
0 |
| Payable on open futures contracts |
575 |
2,450 |
| Management fee payable |
368,616 |
379,128 |
| Unrealized depreciation on forward agreements |
0 |
2,492,880 |
| Total liabilities |
10,847,300 |
2,874,458 |
| Shareholders' equity |
|
|
| Shareholders' equity |
501,002,636 |
465,479,519 |
| Total liabilities and shareholders' equity |
511,849,936 |
468,353,977 |
| Shares outstanding |
7,146,533 |
7,350,007 |
| Net asset value per share |
$ 70.1043 |
$ 63.3305 |
| Market value per share (Note 2) |
$ 71.76 |
$ 63.04 |
|
ProShares Ultra Australian Dollar [Member]
|
|
|
| Assets |
|
|
| Cash |
377,409 |
314,796 |
| Segregated cash balances with brokers for futures contracts |
127,050 |
128,865 |
| Short-term U.S. government and agency obligations (Note 3) |
3,087,416 |
2,716,439 |
| Receivable on open futures contracts |
3,080 |
10,650 |
| Total assets |
3,594,955 |
3,170,750 |
| Liabilities |
|
|
| Management fee payable |
2,766 |
2,585 |
| Total liabilities |
2,766 |
2,585 |
| Shareholders' equity |
|
|
| Shareholders' equity |
3,592,189 |
3,168,165 |
| Total liabilities and shareholders' equity |
3,594,955 |
3,170,750 |
| Shares outstanding |
100,005 |
100,005 |
| Net asset value per share |
$ 35.9201 |
$ 31.6801 |
| Market value per share (Note 2) |
$ 35.65 |
$ 31.61 |
|
ProShares Ultra Euro [Member]
|
|
|
| Assets |
|
|
| Cash |
51,380 |
49,723 |
| Short-term U.S. government and agency obligations (Note 3) |
2,486,772 |
2,455,863 |
| Unrealized appreciation on foreign currency forward contracts |
31,105 |
120,908 |
| Total assets |
2,569,257 |
2,626,494 |
| Liabilities |
|
|
| Management fee payable |
1,978 |
2,721 |
| Unrealized depreciation on foreign currency forward contracts |
378 |
19,946 |
| Total liabilities |
2,356 |
22,667 |
| Shareholders' equity |
|
|
| Shareholders' equity |
2,566,901 |
2,603,827 |
| Total liabilities and shareholders' equity |
2,569,257 |
2,626,494 |
| Shares outstanding |
100,014 |
100,014 |
| Net asset value per share |
$ 25.6654 |
$ 26.0346 |
| Market value per share (Note 2) |
$ 25.80 |
$ 25.98 |
|
ProShares Ultra Yen [Member]
|
|
|
| Assets |
|
|
| Cash |
466,281 |
28,116 |
| Short-term U.S. government and agency obligations (Note 3) |
1,479,818 |
2,928,556 |
| Unrealized appreciation on foreign currency forward contracts |
76,915 |
4,052 |
| Total assets |
2,023,014 |
2,960,724 |
| Liabilities |
|
|
| Management fee payable |
1,767 |
2,337 |
| Unrealized depreciation on foreign currency forward contracts |
24,196 |
163,361 |
| Total liabilities |
25,963 |
165,698 |
| Shareholders' equity |
|
|
| Shareholders' equity |
1,997,051 |
2,795,026 |
| Total liabilities and shareholders' equity |
2,023,014 |
2,960,724 |
| Shares outstanding |
100,014 |
150,014 |
| Net asset value per share |
$ 19.9677 |
$ 18.6318 |
| Market value per share (Note 2) |
$ 20.07 |
$ 18.61 |
|
ProShares VIX Short-Term Futures ETF [Member]
|
|
|
| Assets |
|
|
| Cash |
1,114,662 |
4,333,752 |
| Segregated cash balances with brokers for futures contracts |
20,781,600 |
64,020,350 |
| Short-term U.S. government and agency obligations (Note 3) |
77,584,126 |
207,636,383 |
| Receivable on open futures contracts |
0 |
3,179,017 |
| Total assets |
99,480,388 |
279,169,502 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
0 |
8,562,195 |
| Payable on open futures contracts |
1,041,667 |
0 |
| Management fee payable |
73,961 |
208,753 |
| Total liabilities |
1,115,628 |
8,770,948 |
| Shareholders' equity |
|
|
| Shareholders' equity |
98,364,760 |
270,398,554 |
| Total liabilities and shareholders' equity |
99,480,388 |
279,169,502 |
| Shares outstanding |
5,174,812 |
9,474,812 |
| Net asset value per share |
$ 19.0084 |
$ 28.5387 |
| Market value per share (Note 2) |
$ 19.03 |
$ 28.53 |
|
ProShares VIX Mid-Term Futures ETF [Member]
|
|
|
| Assets |
|
|
| Cash |
848,717 |
1,906,397 |
| Segregated cash balances with brokers for futures contracts |
5,859,000 |
8,454,390 |
| Short-term U.S. government and agency obligations (Note 3) |
34,381,263 |
46,040,233 |
| Receivable on open futures contracts |
0 |
100,734 |
| Total assets |
41,088,980 |
56,501,754 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
0 |
5,321,983 |
| Payable on open futures contracts |
522,035 |
0 |
| Management fee payable |
30,951 |
45,448 |
| Total liabilities |
552,986 |
5,367,431 |
| Shareholders' equity |
|
|
| Shareholders' equity |
40,535,994 |
51,134,323 |
| Total liabilities and shareholders' equity |
41,088,980 |
56,501,754 |
| Shares outstanding |
2,625,005 |
2,650,005 |
| Net asset value per share |
$ 15.4423 |
$ 19.2959 |
| Market value per share (Note 2) |
$ 15.47 |
$ 19.29 |
|
ProShares Ultra VIX Short-Term Futures ETF [Member]
|
|
|
| Assets |
|
|
| Cash |
7,445,536 |
2,240,977 |
| Segregated cash balances with brokers for futures contracts |
124,654,800 |
107,101,750 |
| Short-term U.S. government and agency obligations (Note 3) |
177,916,427 |
109,533,487 |
| Receivable from service provider |
925,804 |
0 |
| Receivable from capital shares sold |
2,656,221 |
10,903,664 |
| Total assets |
313,598,788 |
229,779,878 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
12,373,261 |
0 |
| Payable on open futures contracts |
5,702,682 |
3,356,803 |
| Management fee payable |
261,598 |
189,491 |
| Total liabilities |
18,337,541 |
3,546,294 |
| Shareholders' equity |
|
|
| Shareholders' equity |
295,261,247 |
226,233,584 |
| Total liabilities and shareholders' equity |
313,598,788 |
229,779,878 |
| Shares outstanding |
11,120,099 |
3,372,389 |
| Net asset value per share |
$ 26.5520 |
$ 67.0841 |
| Market value per share (Note 2) |
$ 26.62 |
$ 67.12 |
|
ProShares Short VIX Short-Term Futures ETF [Member]
|
|
|
| Assets |
|
|
| Cash |
1,536,366 |
2,153,370 |
| Segregated cash balances with brokers for futures contracts |
38,188,800 |
33,552,650 |
| Short-term U.S. government and agency obligations (Note 3) |
150,294,400 |
105,559,022 |
| Receivable from capital shares sold |
8,841,998 |
0 |
| Receivable on open futures contracts |
0 |
603,833 |
| Total assets |
198,861,564 |
141,868,875 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
17,441,983 |
0 |
| Payable on open futures contracts |
14,181 |
0 |
| Management fee payable |
168,886 |
117,673 |
| Total liabilities |
17,625,050 |
117,673 |
| Shareholders' equity |
|
|
| Shareholders' equity |
181,236,514 |
141,751,202 |
| Total liabilities and shareholders' equity |
198,861,564 |
141,868,875 |
| Shares outstanding |
2,050,040 |
2,100,040 |
| Net asset value per share |
$ 88.4063 |
$ 67.4993 |
| Market value per share (Note 2) |
$ 88.27 |
$ 67.47 |
|
ProShares Trust II [Member]
|
|
|
| Assets |
|
|
| Cash |
29,758,849 |
23,390,732 |
| Segregated cash balances with brokers for futures contracts |
211,475,455 |
235,046,530 |
| Short-term U.S. government and agency obligations (Note 3) |
2,513,462,709 |
2,846,465,825 |
| Unrealized appreciation on swap agreements |
4,125,151 |
1,972,971 |
| Unrealized appreciation on forward agreements |
100,130,126 |
5,633,053 |
| Unrealized appreciation on foreign currency forward contracts |
916,196 |
31,593,879 |
| Receivable from service provider |
925,804 |
|
| Receivable from capital shares sold |
13,750,177 |
10,903,664 |
| Receivable on open futures contracts |
893,934 |
6,930,575 |
| Total assets |
2,875,438,401 |
3,161,937,229 |
| Liabilities |
|
|
| Payable for capital shares redeemed |
48,315,423 |
37,227,491 |
| Payable on open futures contracts |
8,392,763 |
10,071,461 |
| Management fee payable |
2,210,703 |
2,522,868 |
| Unrealized depreciation on swap agreements |
16,159,948 |
2,360,565 |
| Unrealized depreciation on forward agreements |
21,146,721 |
11,533,711 |
| Unrealized depreciation on foreign currency forward contracts |
16,067,701 |
16,014,049 |
| Total liabilities |
112,293,259 |
79,730,145 |
| Shareholders' equity |
|
|
| Shareholders' equity |
2,763,145,142 |
3,082,207,084 |
| Total liabilities and shareholders' equity |
$ 2,875,438,401 |
$ 3,161,937,229 |
| Shares outstanding |
84,245,339 |
79,426,103 |