The following adjustment was made today on the iShares 20+ Year Treasury (TLT) and ProShares UltraShort 20+ Year Treasury (TBT) pair trade . All prices include IB commissions.
| Date | Stock | Description | Transaction | Status | Stock Investment | Income Generated |
|---|---|---|---|---|---|---|
| 1/15/2010 | TBT | CSP Margin Returned | CSP 100 TBT @ -44.00 | $4,400.00 | ||
| 1/15/2010 | TLT | CSP Margin Returned | CSP 100 TLT @ -93.00 | $9,300.00 | ||
| 1/15/2010 | TLT | Option Exercised | EX 1 Jan10 93.00 Put @ -93.00 | ($9,300.00) | ||
| 1/21/2010 | TBT | CSP Margin Used | CSP 100 TBT @ 45.00 | ($4,500.00) | ||
| 1/21/2010 | TBT | Continued Trade | STO 1 Mar10 45.00 Put @ 0.73 | $72.65 | ||
| 1/21/2010 | TLT | Continued Trade | STO 1 Mar10 94.00 Call @ 0.65 | $64.85 |
Current Position Summary
| CSP Margin Used | $13,800.00 |
| Income Generated | $605.25 |
| Percent Income Generated | 4.39% |
| Annualized Income Generated | 9.15% |
| Days Held to Expiration | 175 days |
Trade History
| Date | Stock | Description | Transaction | Status | Stock Investment | Income Generated |
|---|---|---|---|---|---|---|
| 9/25/2009 | TBT | CSP Margin Used | CSP 100 TBT @ 43.00 | ($4,300.00) | ||
| 9/25/2009 | TBT | Initial Put Option | STO 1 Nov09 43.00 Put @ 1.24 | Expired | $124.00 | |
| 9/25/2009 | TLT | CSP Margin Used | CSP 100 TLT @ 94.00 | ($9,400.00) | ||
| 9/25/2009 | TLT | Initial Put Option | STO 1 Nov09 94.00 Put @ 1.19 | Expired | $119.00 | |
| 11/20/2009 | TBT | CSP Margin Returned | CSP 100 TBT @ -43.00 | $4,300.00 | ||
| 11/20/2009 | TLT | CSP Margin Returned | CSP 100 TLT @ -94.00 | $9,400.00 | ||
| 11/23/2009 | TBT | CSP Margin Used | CSP 100 TBT @ 44.00 | ($4,400.00) | ||
| 11/23/2009 | TBT | New Cost Basis | $4,400.00 100 @ 44.00 | |||
| 11/23/2009 | TBT | Continued Trade | STO 1 Jan10 44.00 Put @ 0.90 | Expired | $90.00 | |
| 11/23/2009 | TLT | CSP Margin Used | CSP 100 TLT @ 93.00 | ($9,300.00) | ||
| 11/23/2009 | TLT | Continued Trade | STO 1 Jan10 93.00 Put @ 1.35 | Exercised | $134.75 | |
| 1/15/2010 | TBT | CSP Margin Returned | CSP 100 TBT @ -44.00 | $4,400.00 | ||
| 1/15/2010 | TLT | CSP Margin Returned | CSP 100 TLT @ -93.00 | $9,300.00 | ||
| 1/15/2010 | TLT | Option Exercised | EX 1 Jan10 93.00 Put @ -93.00 | ($9,300.00) | ||
| 1/21/2010 | TBT | CSP Margin Used | CSP 100 TBT @ 45.00 | ($4,500.00) | ||
| 1/21/2010 | TBT | Continued Trade | STO 1 Mar10 45.00 Put @ 0.73 | $72.65 | ||
| 1/21/2010 | TLT | Continued Trade | STO 1 Mar10 94.00 Call @ 0.65 | $64.85 | ||
| 3/19/2010 | TLT-TBT | Totals | ($13,800.00) | $605.25 | ||
| DTE | 175 | Percent Income/Annualized | 4.39% | 9.15% |
