Statements of Operations - USD ($)
|
3 Months Ended |
9 Months Ended |
Sep. 30, 2017 |
Sep. 30, 2016 |
Sep. 30, 2017 |
Sep. 30, 2016 |
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
$ 7,808,931
|
$ 2,361,927
|
[1] |
$ 16,997,031
|
|
$ 6,523,319
|
[1] |
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
8,239,003
|
8,874,154
|
[1] |
23,059,129
|
|
26,210,756
|
[1] |
| Brokerage commissions and fees |
|
2,698,871
|
1,837,843
|
[1] |
6,069,898
|
|
5,741,230
|
[1] |
| Offering costs |
|
74,810
|
0
|
[1] |
154,500
|
|
0
|
[1] |
| Limitation by Sponsor |
|
(12,787)
|
0
|
[1] |
(37,387)
|
|
0
|
[1] |
| Reduction in Limitation by Sponsor |
|
5,818
|
0
|
[1] |
0
|
|
0
|
[1] |
| Total expenses |
|
11,005,715
|
10,711,997
|
[1] |
29,246,140
|
|
31,951,986
|
[1] |
| Net investment income (loss) |
|
(3,196,784)
|
(8,350,070)
|
[1] |
(12,249,109)
|
|
(25,428,667)
|
[1] |
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(24,318,202)
|
(38,012,183)
|
[1] |
(59,859,325)
|
|
(143,336,227)
|
[1] |
| Short-term U.S. government and agency obligations |
|
(11,633)
|
16,487
|
[1] |
(60,265)
|
|
(24,164)
|
[1] |
| Net realized gain (loss) |
|
44,732,739
|
(700,313,342)
|
[1] |
(443,027,657)
|
|
(1,303,301,026)
|
[1] |
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(4,409,373)
|
120,520,628
|
[1] |
(8,069,381)
|
|
(10,191,565)
|
[1] |
| Foreign currency forward contracts |
|
9,447,911
|
19,906,042
|
[1] |
(19,449,879)
|
|
43,519,287
|
[1] |
| Short-term U.S. government and agency obligations |
|
119,011
|
136,969
|
[1] |
184,931
|
|
279,499
|
[1] |
| Change in net unrealized appreciation/depreciation |
|
85,294,338
|
153,882,178
|
[1] |
(53,961,203)
|
|
158,761,348
|
[1] |
| Net realized and unrealized gain (loss) |
|
130,027,077
|
(546,431,164)
|
[1] |
(496,988,860)
|
|
(1,144,539,678)
|
[1] |
| Net income (loss) |
|
126,830,293
|
(554,781,234)
|
[1] |
(509,237,969)
|
|
(1,169,968,345)
|
[1] |
| Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
44,960,735
|
(616,625,175)
|
[1] |
(340,387,543)
|
|
(1,157,016,680)
|
[1] |
| Swap Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
20,685,901
|
(152,532,535)
|
[1] |
(72,778,431)
|
|
(154,872,473)
|
[1] |
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
73,621,267
|
95,697,940
|
[1] |
(16,033,167)
|
|
120,033,888
|
[1] |
| Forward Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
3,415,938
|
106,840,064
|
[1] |
30,057,907
|
|
151,948,518
|
[1] |
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
6,515,522
|
(82,379,401)
|
[1] |
(10,593,707)
|
|
5,120,239
|
[1] |
| ProShares VIX Short-Term Futures ETF [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
379,082
|
144,244
|
|
786,305
|
|
324,819
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
381,123
|
474,982
|
|
1,004,091
|
|
1,210,844
|
|
| Brokerage commissions and fees |
|
59,243
|
76,959
|
|
138,487
|
|
229,993
|
|
| Total expenses |
|
440,366
|
551,941
|
|
1,142,578
|
|
1,440,837
|
|
| Net investment income (loss) |
|
(61,284)
|
(407,697)
|
|
(356,273)
|
|
(1,116,018)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
419
|
3,946
|
|
(943)
|
|
6,237
|
|
| Net realized gain (loss) |
|
(27,446,786)
|
(101,781,283)
|
|
(126,203,648)
|
|
(134,339,691)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(17,219,461)
|
6,786,934
|
|
(17,860,669)
|
|
(8,475,358)
|
|
| Short-term U.S. government and agency obligations |
|
3,094
|
24,829
|
|
6,384
|
|
35,549
|
|
| Change in net unrealized appreciation/depreciation |
|
(17,216,367)
|
6,811,763
|
|
(17,854,285)
|
|
(8,439,809)
|
|
| Net realized and unrealized gain (loss) |
|
(44,663,153)
|
(94,969,520)
|
|
(144,057,933)
|
|
(142,779,500)
|
|
| Net income (loss) |
|
(44,724,437)
|
(95,377,217)
|
|
(144,414,206)
|
|
(143,895,518)
|
|
| ProShares VIX Short-Term Futures ETF [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(27,447,205)
|
(101,785,229)
|
|
(126,202,705)
|
|
(134,345,928)
|
|
| ProShares VIX Mid-Term Futures ETF [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
71,551
|
29,706
|
|
164,138
|
|
63,804
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
80,574
|
108,438
|
|
235,818
|
|
251,163
|
|
| Brokerage commissions and fees |
|
6,764
|
10,935
|
|
11,815
|
|
23,544
|
|
| Total expenses |
|
87,338
|
119,373
|
|
247,633
|
|
274,707
|
|
| Net investment income (loss) |
|
(15,787)
|
(89,667)
|
|
(83,495)
|
|
(210,903)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
0
|
144
|
|
(527)
|
|
132
|
|
| Net realized gain (loss) |
|
(3,965,084)
|
(4,899,386)
|
|
(19,180,662)
|
|
(5,248,593)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
364,615
|
(1,149,750)
|
|
(653,395)
|
|
(1,917,790)
|
|
| Short-term U.S. government and agency obligations |
|
1,342
|
8,365
|
|
2,167
|
|
9,742
|
|
| Change in net unrealized appreciation/depreciation |
|
365,957
|
(1,141,385)
|
|
(651,228)
|
|
(1,908,048)
|
|
| Net realized and unrealized gain (loss) |
|
(3,599,127)
|
(6,040,771)
|
|
(19,831,890)
|
|
(7,156,641)
|
|
| Net income (loss) |
|
(3,614,914)
|
(6,130,438)
|
|
(19,915,385)
|
|
(7,367,544)
|
|
| ProShares VIX Mid-Term Futures ETF [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(3,965,084)
|
(4,899,530)
|
|
(19,180,135)
|
|
(5,248,725)
|
|
| ProShares Short VIX Short-Term Futures ETF [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
2,102,194
|
248,974
|
|
3,484,888
|
|
848,132
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
2,376,444
|
951,001
|
|
4,636,720
|
|
3,561,744
|
|
| Brokerage commissions and fees |
|
1,366,561
|
469,401
|
|
2,761,371
|
|
1,522,859
|
|
| Total expenses |
|
3,743,005
|
1,420,402
|
|
7,398,091
|
|
5,084,603
|
|
| Net investment income (loss) |
|
(1,640,811)
|
(1,171,428)
|
|
(3,913,203)
|
|
(4,236,471)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
6,797
|
(12,510)
|
|
(4,461)
|
|
(34,036)
|
|
| Net realized gain (loss) |
|
188,307,524
|
277,233,576
|
|
471,123,858
|
|
262,990,607
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
100,033,466
|
(51,813,012)
|
|
104,553,646
|
|
16,663,427
|
|
| Short-term U.S. government and agency obligations |
|
56,988
|
33,663
|
|
55,837
|
|
62,392
|
|
| Change in net unrealized appreciation/depreciation |
|
100,090,454
|
(51,779,349)
|
|
104,609,483
|
|
16,725,819
|
|
| Net realized and unrealized gain (loss) |
|
288,397,978
|
225,454,227
|
|
575,733,341
|
|
279,716,426
|
|
| Net income (loss) |
|
286,757,167
|
224,282,799
|
|
571,820,138
|
|
275,479,955
|
|
| ProShares Short VIX Short-Term Futures ETF [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
188,300,727
|
277,246,086
|
|
471,128,319
|
|
263,024,643
|
|
| ProShares Ultra VIX Short-Term Futures ETF [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
866,857
|
400,731
|
|
1,833,411
|
|
1,227,394
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
1,040,567
|
1,625,260
|
|
2,880,339
|
|
5,006,558
|
|
| Brokerage commissions and fees |
|
1,150,806
|
1,102,098
|
|
2,819,322
|
|
3,228,763
|
|
| Total expenses |
|
2,191,373
|
2,727,358
|
|
5,699,661
|
|
8,235,321
|
|
| Net investment income (loss) |
|
(1,324,516)
|
(2,326,627)
|
|
(3,866,250)
|
|
(7,007,927)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(5,866)
|
16,032
|
|
(26,617)
|
|
24,626
|
|
| Net realized gain (loss) |
|
(126,538,682)
|
(745,085,668)
|
|
(646,063,604)
|
|
(1,269,208,841)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(95,515,562)
|
138,973,918
|
|
(93,790,794)
|
|
(51,163,549)
|
|
| Short-term U.S. government and agency obligations |
|
21,523
|
27,300
|
|
34,039
|
|
8,737
|
|
| Change in net unrealized appreciation/depreciation |
|
(95,494,039)
|
139,001,218
|
|
(93,756,755)
|
|
(51,154,812)
|
|
| Net realized and unrealized gain (loss) |
|
(222,032,721)
|
(606,084,450)
|
|
(739,820,359)
|
|
(1,320,363,653)
|
|
| Net income (loss) |
|
(223,357,237)
|
(608,411,077)
|
|
(743,686,609)
|
|
(1,327,371,580)
|
|
| ProShares Ultra VIX Short-Term Futures ETF [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(126,532,816)
|
(745,101,700)
|
|
(646,036,987)
|
|
(1,269,233,467)
|
|
| ProShares UltraShort Bloomberg Crude Oil [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
458,896
|
112,015
|
|
998,438
|
|
345,514
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
456,582
|
405,879
|
|
1,374,438
|
|
1,291,075
|
|
| Brokerage commissions and fees |
|
17,992
|
27,568
|
|
50,772
|
|
125,327
|
|
| Total expenses |
|
474,574
|
433,447
|
|
1,425,210
|
|
1,416,402
|
|
| Net investment income (loss) |
|
(15,678)
|
(321,432)
|
|
(426,772)
|
|
(1,070,888)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(107)
|
3,798
|
|
(1,590)
|
|
(4,796)
|
|
| Net realized gain (loss) |
|
(9,418,914)
|
50,285,292
|
|
49,805,940
|
|
(36,901,010)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(4,525,726)
|
(4,602,457)
|
|
(3,940,674)
|
|
(6,846,490)
|
|
| Short-term U.S. government and agency obligations |
|
10,122
|
12,429
|
|
13,678
|
|
26,286
|
|
| Change in net unrealized appreciation/depreciation |
|
(30,446,676)
|
(32,963,803)
|
|
(5,398,492)
|
|
(29,797,685)
|
|
| Net realized and unrealized gain (loss) |
|
(39,865,590)
|
17,321,489
|
|
44,407,448
|
|
(66,698,695)
|
|
| Net income (loss) |
|
(39,881,268)
|
17,000,057
|
|
43,980,676
|
|
(67,769,583)
|
|
| ProShares UltraShort Bloomberg Crude Oil [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(6,020,543)
|
7,108,871
|
|
12,625,049
|
|
(1,439,525)
|
|
| ProShares UltraShort Bloomberg Crude Oil [Member] | Swap Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(3,398,264)
|
43,172,623
|
|
37,182,481
|
|
(35,456,689)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
(25,931,072)
|
(28,373,775)
|
|
(1,471,496)
|
|
(22,977,481)
|
|
| Pro Shares UltraPro 3X Short Crude Oil ETF [Member] |
|
|
|
|
|
|
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Brokerage commissions and fees |
[2] |
9,395
|
|
|
17,296
|
|
|
|
| Offering costs |
[2] |
37,405
|
|
|
77,250
|
|
|
|
| Limitation by Sponsor |
[2] |
(12,787)
|
|
|
(34,903)
|
|
|
|
| Total expenses |
[2] |
34,013
|
|
|
59,643
|
|
|
|
| Net investment income (loss) |
[2] |
(34,013)
|
|
|
(59,643)
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Net realized gain (loss) |
[2] |
(1,540,337)
|
|
|
232,006
|
|
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
[2] |
(2,178,096)
|
|
|
(2,423,370)
|
|
|
|
| Change in net unrealized appreciation/depreciation |
[2] |
(2,178,096)
|
|
|
(2,423,370)
|
|
|
|
| Net realized and unrealized gain (loss) |
[2] |
(3,718,433)
|
|
|
(2,191,364)
|
|
|
|
| Net income (loss) |
[2] |
(3,752,446)
|
|
|
(2,251,007)
|
[3] |
|
|
| Pro Shares UltraPro 3X Short Crude Oil ETF [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
[2] |
(1,540,337)
|
|
|
232,006
|
|
|
|
| ProShares UltraShort Bloomberg Natural Gas [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
11,436
|
2,395
|
|
25,909
|
|
16,513
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
18,019
|
13,043
|
|
51,110
|
|
70,066
|
|
| Brokerage commissions and fees |
|
7,316
|
8,608
|
|
19,673
|
|
53,910
|
|
| Total expenses |
|
25,335
|
21,651
|
|
70,783
|
|
123,976
|
|
| Net investment income (loss) |
|
(13,899)
|
(19,256)
|
|
(44,874)
|
|
(107,463)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(75)
|
434
|
|
(334)
|
|
3,438
|
|
| Net realized gain (loss) |
|
(151,443)
|
(101,563)
|
|
1,755,918
|
|
458,954
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
615,201
|
712,984
|
|
830,552
|
|
2,803,566
|
|
| Short-term U.S. government and agency obligations |
|
555
|
(161)
|
|
249
|
|
(75)
|
|
| Change in net unrealized appreciation/depreciation |
|
615,756
|
712,823
|
|
830,801
|
|
2,803,491
|
|
| Net realized and unrealized gain (loss) |
|
464,313
|
611,260
|
|
2,586,719
|
|
3,262,445
|
|
| Net income (loss) |
|
450,414
|
592,004
|
|
2,541,845
|
|
3,154,982
|
|
| ProShares UltraShort Bloomberg Natural Gas [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(151,368)
|
(101,997)
|
|
1,756,252
|
|
455,516
|
|
| ProShares UltraShort Gold [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
85,802
|
44,515
|
|
202,149
|
|
118,780
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
86,766
|
163,622
|
|
268,125
|
|
469,612
|
|
| Brokerage commissions and fees |
|
10
|
8
|
|
39
|
|
33
|
|
| Total expenses |
|
86,776
|
163,630
|
|
268,164
|
|
469,645
|
|
| Net investment income (loss) |
|
(974)
|
(119,115)
|
|
(66,015)
|
|
(350,865)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(96)
|
164
|
|
(1,168)
|
|
(779)
|
|
| Net realized gain (loss) |
|
(2,644,251)
|
(10,296,369)
|
|
(10,940,120)
|
|
(29,965,948)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(6,520)
|
9,400
|
|
(28,520)
|
|
(3,420)
|
|
| Short-term U.S. government and agency obligations |
|
1,228
|
2,460
|
|
493
|
|
6,758
|
|
| Change in net unrealized appreciation/depreciation |
|
300,334
|
9,773,255
|
|
(99,988)
|
|
(225,049)
|
|
| Net realized and unrealized gain (loss) |
|
(2,343,917)
|
(523,114)
|
|
(11,040,108)
|
|
(30,190,997)
|
|
| Net income (loss) |
|
(2,344,891)
|
(642,229)
|
|
(11,106,123)
|
|
(30,541,862)
|
|
| ProShares UltraShort Gold [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(640)
|
(7,340)
|
|
5,119
|
|
(45,820)
|
|
| ProShares UltraShort Gold [Member] | Forward Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(2,643,515)
|
(10,289,193)
|
|
(10,944,071)
|
|
(29,919,349)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
305,626
|
9,761,395
|
|
(71,961)
|
|
(228,387)
|
|
| ProShares UltraShort Silver [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
44,411
|
22,794
|
|
103,317
|
|
71,536
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
46,737
|
86,864
|
|
143,542
|
|
281,605
|
|
| Brokerage commissions and fees |
|
10
|
8
|
|
39
|
|
33
|
|
| Total expenses |
|
46,747
|
86,872
|
|
143,581
|
|
281,638
|
|
| Net investment income (loss) |
|
(2,336)
|
(64,078)
|
|
(40,264)
|
|
(210,102)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(46)
|
65
|
|
(190)
|
|
(2,307)
|
|
| Net realized gain (loss) |
|
(467,217)
|
(14,865,805)
|
|
(2,693,510)
|
|
(26,657,499)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
2,560
|
10,700
|
|
(22,370)
|
|
(7,450)
|
|
| Short-term U.S. government and agency obligations |
|
29
|
2,046
|
|
(33)
|
|
3,511
|
|
| Change in net unrealized appreciation/depreciation |
|
(393,727)
|
9,509,304
|
|
745,784
|
|
(4,263,685)
|
|
| Net realized and unrealized gain (loss) |
|
(860,944)
|
(5,356,501)
|
|
(1,947,726)
|
|
(30,921,184)
|
|
| Net income (loss) |
|
(863,280)
|
(5,420,579)
|
|
(1,987,990)
|
|
(31,131,286)
|
|
| ProShares UltraShort Silver [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(2,193)
|
(15,410)
|
|
18,357
|
|
(44,810)
|
|
| ProShares UltraShort Silver [Member] | Forward Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(464,978)
|
(14,850,460)
|
|
(2,711,677)
|
|
(26,610,382)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
(396,316)
|
9,496,558
|
|
768,187
|
|
(4,259,746)
|
|
| ProShares Short Euro [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
18,865
|
8,177
|
|
57,345
|
|
22,846
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
21,606
|
36,752
|
|
92,259
|
|
116,244
|
|
| Brokerage commissions and fees |
|
330
|
580
|
|
1,433
|
|
2,009
|
|
| Total expenses |
|
21,936
|
37,332
|
|
93,692
|
|
118,253
|
|
| Net investment income (loss) |
|
(3,071)
|
(29,155)
|
|
(36,347)
|
|
(95,407)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(107)
|
(2)
|
|
(384)
|
|
31
|
|
| Net realized gain (loss) |
|
(599,589)
|
327,210
|
|
(1,335,372)
|
|
(199,557)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
291,787
|
(488,475)
|
|
(26,694)
|
|
(270,444)
|
|
| Short-term U.S. government and agency obligations |
|
326
|
1,265
|
|
404
|
|
1,652
|
|
| Change in net unrealized appreciation/depreciation |
|
292,113
|
(487,210)
|
|
(26,290)
|
|
(268,792)
|
|
| Net realized and unrealized gain (loss) |
|
(307,476)
|
(160,000)
|
|
(1,361,662)
|
|
(468,349)
|
|
| Net income (loss) |
|
(310,547)
|
(189,155)
|
|
(1,398,009)
|
|
(563,756)
|
|
| ProShares Short Euro [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(599,482)
|
327,212
|
|
(1,334,988)
|
|
(199,588)
|
|
| ProShares UltraShort Australian Dollar [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
23,090
|
12,198
|
|
58,614
|
|
32,241
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
24,991
|
42,820
|
|
94,837
|
|
136,306
|
|
| Brokerage commissions and fees |
|
1,555
|
3,267
|
|
6,088
|
|
11,011
|
|
| Total expenses |
|
26,546
|
46,087
|
|
100,925
|
|
147,317
|
|
| Net investment income (loss) |
|
(3,456)
|
(33,889)
|
|
(42,311)
|
|
(115,076)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(22)
|
1
|
|
(177)
|
|
220
|
|
| Net realized gain (loss) |
|
(1,453,377)
|
(318,841)
|
|
(1,920,783)
|
|
(2,462,114)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
837,800
|
(971,687)
|
|
(802,850)
|
|
(495,700)
|
|
| Short-term U.S. government and agency obligations |
|
(14)
|
561
|
|
843
|
|
2,074
|
|
| Change in net unrealized appreciation/depreciation |
|
837,786
|
(971,126)
|
|
(802,007)
|
|
(493,626)
|
|
| Net realized and unrealized gain (loss) |
|
(615,591)
|
(1,289,967)
|
|
(2,722,790)
|
|
(2,955,740)
|
|
| Net income (loss) |
|
(619,047)
|
(1,323,856)
|
|
(2,765,101)
|
|
(3,070,816)
|
|
| ProShares UltraShort Australian Dollar [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(1,453,355)
|
(318,842)
|
|
(1,920,606)
|
|
(2,462,334)
|
|
| ProShares UltraShort Euro [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
559,862
|
248,831
|
|
1,452,945
|
|
765,698
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
537,193
|
906,488
|
|
1,914,770
|
|
2,894,802
|
|
| Total expenses |
|
537,193
|
906,488
|
|
1,914,770
|
|
2,894,802
|
|
| Net investment income (loss) |
|
22,669
|
(657,657)
|
|
(461,825)
|
|
(2,129,104)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(24,505,520)
|
(5,537,097)
|
|
(45,334,575)
|
|
(60,591,547)
|
|
| Short-term U.S. government and agency obligations |
|
(1,394)
|
1,655
|
|
(3,856)
|
|
37
|
|
| Net realized gain (loss) |
|
(24,506,914)
|
(5,535,442)
|
|
(45,338,431)
|
|
(60,591,510)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
10,103,133
|
(2,518,631)
|
|
(12,263,238)
|
|
30,435,313
|
|
| Short-term U.S. government and agency obligations |
|
4,959
|
2,404
|
|
8,176
|
|
33,446
|
|
| Change in net unrealized appreciation/depreciation |
|
10,108,092
|
(2,516,227)
|
|
(12,255,062)
|
|
30,468,759
|
|
| Net realized and unrealized gain (loss) |
|
(14,398,822)
|
(8,051,669)
|
|
(57,593,493)
|
|
(30,122,751)
|
|
| Net income (loss) |
|
(14,376,153)
|
(8,709,326)
|
|
(58,055,318)
|
|
(32,251,855)
|
|
| ProShares UltraShort Yen [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
389,160
|
155,603
|
|
1,072,691
|
|
328,442
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
376,339
|
563,817
|
|
1,468,775
|
|
1,462,231
|
|
| Total expenses |
|
376,339
|
563,817
|
|
1,468,775
|
|
1,462,231
|
|
| Net investment income (loss) |
|
12,821
|
(408,214)
|
|
(396,084)
|
|
(1,133,789)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(1,067,853)
|
(33,476,385)
|
|
(17,529,013)
|
|
(86,173,771)
|
|
| Short-term U.S. government and agency obligations |
|
(1,081)
|
(44)
|
|
(3,903)
|
|
(5,838)
|
|
| Net realized gain (loss) |
|
(1,068,934)
|
(33,476,429)
|
|
(17,532,916)
|
|
(86,179,609)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(83,509)
|
23,071,090
|
|
(7,498,058)
|
|
14,006,768
|
|
| Short-term U.S. government and agency obligations |
|
3,577
|
14,852
|
|
7,076
|
|
39,443
|
|
| Change in net unrealized appreciation/depreciation |
|
(79,932)
|
23,085,942
|
|
(7,490,982)
|
|
14,046,211
|
|
| Net realized and unrealized gain (loss) |
|
(1,148,866)
|
(10,390,487)
|
|
(25,023,898)
|
|
(72,133,398)
|
|
| Net income (loss) |
|
(1,136,045)
|
(10,798,701)
|
|
(25,419,982)
|
|
(73,267,187)
|
|
| ProShares Ultra Bloomberg Crude Oil [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
1,819,809
|
547,630
|
|
4,436,888
|
|
1,497,225
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
1,798,486
|
2,118,318
|
|
5,773,725
|
|
6,031,448
|
|
| Brokerage commissions and fees |
|
40,850
|
112,742
|
|
147,117
|
|
443,936
|
|
| Total expenses |
|
1,839,336
|
2,231,060
|
|
5,920,842
|
|
6,475,384
|
|
| Net investment income (loss) |
|
(19,527)
|
(1,683,430)
|
|
(1,483,954)
|
|
(4,978,159)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(8,752)
|
2,107
|
|
(15,001)
|
|
(13,583)
|
|
| Net realized gain (loss) |
|
45,488,493
|
(246,216,521)
|
|
(123,526,841)
|
|
(132,886,039)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
13,270,788
|
41,481,937
|
|
8,280,488
|
|
47,317,605
|
|
| Short-term U.S. government and agency obligations |
|
6,372
|
8,186
|
|
35,634
|
|
34,191
|
|
| Change in net unrealized appreciation/depreciation |
|
112,829,499
|
165,591,081
|
|
(6,245,549)
|
|
190,350,573
|
|
| Net realized and unrealized gain (loss) |
|
158,317,992
|
(80,625,440)
|
|
(129,772,390)
|
|
57,464,534
|
|
| Net income (loss) |
|
158,298,465
|
(82,308,870)
|
|
(131,256,344)
|
|
52,486,375
|
|
| ProShares Ultra Bloomberg Crude Oil [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
21,413,080
|
(51,064,247)
|
|
(13,550,928)
|
|
(14,115,761)
|
|
| ProShares Ultra Bloomberg Crude Oil [Member] | Swap Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
24,084,165
|
(195,154,381)
|
|
(109,960,912)
|
|
(118,756,695)
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
99,552,339
|
124,100,958
|
|
(14,561,671)
|
|
142,998,777
|
|
| ProShares UltraPro 3x Crude Oil ETF [Member] |
|
|
|
|
|
|
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Brokerage commissions and fees |
[2] |
13,100
|
|
|
24,374
|
|
|
|
| Offering costs |
[2] |
37,405
|
|
|
77,250
|
|
|
|
| Limitation by Sponsor |
[2] |
0
|
|
|
(2,484)
|
|
|
|
| Reduction in Limitation by Sponsor |
[2] |
5,818
|
|
|
0
|
|
|
|
| Total expenses |
[2] |
56,323
|
|
|
99,140
|
|
|
|
| Net investment income (loss) |
[2] |
(56,323)
|
|
|
(99,140)
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Net realized gain (loss) |
[2] |
4,971,742
|
|
|
3,137,907
|
|
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
[2] |
694,326
|
|
|
1,272,779
|
|
|
|
| Change in net unrealized appreciation/depreciation |
[2] |
694,326
|
|
|
1,272,779
|
|
|
|
| Net realized and unrealized gain (loss) |
[2] |
5,666,068
|
|
|
4,410,686
|
|
|
|
| Net income (loss) |
[2] |
5,609,745
|
|
|
4,311,546
|
[3] |
|
|
| ProShares UltraPro 3x Crude Oil ETF [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
[2] |
4,971,742
|
|
|
3,137,907
|
|
|
|
| ProShares Ultra Bloomberg Natural Gas [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
93,039
|
18,114
|
|
199,874
|
|
45,257
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
110,894
|
85,894
|
|
318,839
|
|
229,760
|
|
| Brokerage commissions and fees |
|
24,919
|
25,652
|
|
71,984
|
|
98,016
|
|
| Total expenses |
|
135,813
|
111,546
|
|
390,823
|
|
327,776
|
|
| Net investment income (loss) |
|
(42,774)
|
(93,432)
|
|
(190,949)
|
|
(282,519)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(454)
|
264
|
|
(1,126)
|
|
(405)
|
|
| Net realized gain (loss) |
|
(2,015,002)
|
1,964,675
|
|
(21,041,439)
|
|
6,591,292
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(1,078,511)
|
(8,409,834)
|
|
(3,508,410)
|
|
(7,752,693)
|
|
| Short-term U.S. government and agency obligations |
|
1,692
|
2,064
|
|
1,284
|
|
1,913
|
|
| Change in net unrealized appreciation/depreciation |
|
(1,076,819)
|
(8,407,770)
|
|
(3,507,126)
|
|
(7,750,780)
|
|
| Net realized and unrealized gain (loss) |
|
(3,091,821)
|
(6,443,095)
|
|
(24,548,565)
|
|
(1,159,488)
|
|
| Net income (loss) |
|
(3,134,595)
|
(6,536,527)
|
|
(24,739,514)
|
|
(1,442,007)
|
|
| ProShares Ultra Bloomberg Natural Gas [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
(2,014,548)
|
1,964,411
|
|
(21,040,313)
|
|
6,591,697
|
|
| ProShares Ultra Gold [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
231,647
|
72,710
|
|
531,782
|
|
178,730
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
224,583
|
245,192
|
|
692,340
|
|
665,265
|
|
| Brokerage commissions and fees |
|
10
|
8
|
|
39
|
|
33
|
|
| Total expenses |
|
224,593
|
245,200
|
|
692,379
|
|
665,298
|
|
| Net investment income (loss) |
|
7,054
|
(172,490)
|
|
(160,597)
|
|
(486,568)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(61)
|
193
|
|
487
|
|
296
|
|
| Net realized gain (loss) |
|
5,462,857
|
12,630,084
|
|
23,363,236
|
|
33,704,266
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
6,520
|
(9,380)
|
|
28,480
|
|
3,400
|
|
| Short-term U.S. government and agency obligations |
|
3,100
|
(6,051)
|
|
6,915
|
|
(4,093)
|
|
| Change in net unrealized appreciation/depreciation |
|
(546,321)
|
(13,422,965)
|
|
(3,986,925)
|
|
(208,227)
|
|
| Net realized and unrealized gain (loss) |
|
4,916,536
|
(792,881)
|
|
19,376,311
|
|
33,496,039
|
|
| Net income (loss) |
|
4,923,590
|
(965,371)
|
|
19,215,714
|
|
33,009,471
|
|
| ProShares Ultra Gold [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
600
|
7,280
|
|
(5,221)
|
|
45,880
|
|
| ProShares Ultra Gold [Member] | Forward Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
5,462,318
|
12,622,611
|
|
23,367,970
|
|
33,658,090
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
(555,941)
|
(13,407,534)
|
|
(4,022,320)
|
|
(207,534)
|
|
| ProShares Ultra Silver [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
612,838
|
277,478
|
|
1,497,007
|
|
587,744
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
612,285
|
978,671
|
|
1,971,071
|
|
2,300,935
|
|
| Brokerage commissions and fees |
|
10
|
9
|
|
49
|
|
36
|
|
| Total expenses |
|
612,295
|
978,680
|
|
1,971,120
|
|
2,300,971
|
|
| Net investment income (loss) |
|
543
|
(701,202)
|
|
(474,113)
|
|
(1,713,227)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Short-term U.S. government and agency obligations |
|
(722)
|
336
|
|
(524)
|
|
2,562
|
|
| Net realized gain (loss) |
|
1,063,548
|
119,372,702
|
|
20,326,492
|
|
174,873,081
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Futures contracts |
|
(2,560)
|
(10,650)
|
|
22,420
|
|
10,510
|
|
| Short-term U.S. government and agency obligations |
|
4,781
|
4,068
|
|
11,441
|
|
17,811
|
|
| Change in net unrealized appreciation/depreciation |
|
7,164,374
|
(88,236,402)
|
|
(7,233,752)
|
|
9,844,227
|
|
| Net realized and unrealized gain (loss) |
|
8,227,922
|
31,136,300
|
|
13,092,740
|
|
184,717,308
|
|
| Net income (loss) |
|
8,228,465
|
30,435,098
|
|
12,618,627
|
|
183,004,081
|
|
| ProShares Ultra Silver [Member] | Futures Contracts [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
2,157
|
15,260
|
|
(18,669)
|
|
50,360
|
|
| ProShares Ultra Silver [Member] | Forward Agreements [Member] |
|
|
|
|
|
|
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Gain (loss) on sale of derivatives |
|
1,062,113
|
119,357,106
|
|
20,345,685
|
|
174,820,159
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Unrealized gain (loss) on derivatives |
|
7,162,153
|
(88,229,820)
|
|
(7,267,613)
|
|
9,815,906
|
|
| ProShares Ultra Euro [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
30,171
|
6,257
|
|
69,923
|
|
18,054
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
31,427
|
22,916
|
|
95,974
|
|
71,859
|
|
| Total expenses |
|
31,427
|
22,916
|
|
95,974
|
|
71,859
|
|
| Net investment income (loss) |
|
(1,256)
|
(16,659)
|
|
(26,051)
|
|
(53,805)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
1,259,663
|
46,252
|
|
2,666,172
|
|
1,155,961
|
|
| Short-term U.S. government and agency obligations |
|
(13)
|
6
|
|
134
|
|
153
|
|
| Net realized gain (loss) |
|
1,259,650
|
46,258
|
|
2,666,306
|
|
1,156,114
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(519,273)
|
118,030
|
|
364,650
|
|
(654,504)
|
|
| Short-term U.S. government and agency obligations |
|
(331)
|
(1,819)
|
|
205
|
|
(452)
|
|
| Change in net unrealized appreciation/depreciation |
|
(519,604)
|
116,211
|
|
364,855
|
|
(654,956)
|
|
| Net realized and unrealized gain (loss) |
|
740,046
|
162,469
|
|
3,031,161
|
|
501,158
|
|
| Net income (loss) |
|
738,790
|
145,810
|
|
3,005,110
|
|
447,353
|
|
| ProShares Ultra Yen [Member] |
|
|
|
|
|
|
|
|
| Investment Income |
|
|
|
|
|
|
|
|
| Interest |
|
10,221
|
4,659
|
|
21,407
|
|
11,808
|
|
| Expenses |
|
|
|
|
|
|
|
|
| Management fee |
|
14,387
|
17,545
|
|
42,356
|
|
47,356
|
|
| Total expenses |
|
14,387
|
17,545
|
|
42,356
|
|
47,356
|
|
| Net investment income (loss) |
|
(4,166)
|
(12,886)
|
|
(20,949)
|
|
(35,548)
|
|
| Net realized gain (loss) on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(4,492)
|
955,047
|
|
338,091
|
|
2,273,130
|
|
| Short-term U.S. government and agency obligations |
|
(53)
|
72
|
|
(85)
|
|
72
|
|
| Net realized gain (loss) |
|
(4,545)
|
955,119
|
|
338,006
|
|
2,273,202
|
|
| Change in net unrealized appreciation/depreciation on |
|
|
|
|
|
|
|
|
| Foreign currency forward contracts |
|
(52,440)
|
(764,447)
|
|
(53,233)
|
|
(268,290)
|
|
| Short-term U.S. government and agency obligations |
|
(332)
|
679
|
|
139
|
|
716
|
|
| Change in net unrealized appreciation/depreciation |
|
(52,772)
|
(763,768)
|
|
(53,094)
|
|
(267,574)
|
|
| Net realized and unrealized gain (loss) |
|
(57,317)
|
191,351
|
|
284,912
|
|
2,005,628
|
|
| Net income (loss) |
|
$ (61,483)
|
$ 178,465
|
|
$ 263,963
|
|
$ 1,970,080
|
|
|
|