Thursday, December 16, 2010

TBT - Adjustment




The following adjustment was made on today on ProShares UltraShort 20+ Year Treasury (TBT). All prices include IB commissions.







DateStockDescriptionTransactionStatusStock InvestmentIncome Generated
12/13/2010TBTBuy Back and Roll Out/UpBTC 2 Dec10 38.00 Call @ -1.83  ($365.43)
12/13/2010TBTInterim TradeSTO 2 Mar11 41.00 Call @ 2.29  $458.67


Current Position Summary





Cost Basis($9,200.00)
Income Generated$629.73
Percent Income Generated6.84%
Annualized Income Generated7.57%
Net Profit If Assigned($370.27)
Percent Return If Assigned-4.02%
Annualized Return If Assigned-4.45%
Days Held to Expiration330 days


Trade History



















DateStockDescriptionTransactionStatusStock InvestmentIncome Generated
4/22/2010TBTCSP Margin UsedCSP 200 TBT @ 46.00 ($9,200.00) 
4/22/2010TBTInitial Put OptionSTO 2 May10 46.00 Put @ 0.55Closed $110.57
5/21/2010TBTBuy Back and Roll OutBTC 2 May10 46.00 Put @ -7.24  ($1,448.13)
5/21/2010TBTContinued TradeSTO 2 Sep10 46.00 Put @ 8.14Exercised $1,628.57
9/8/2010TBTCSP Margin ReturnedCSP 100 TBT @ -46.00 $4,600.00 
9/8/2010TBTStock AssignedEX 1 Sep10 46.00 Put @ -46.00 ($4,600.00) 
9/9/2010TBTInterim TradeSTO 2 Oct10 37.00 Call @ 0.27Expired $54.57
10/21/2010TBTInterim TradeSTO 2 Nov10 37.00 Call @ 0.27Closed $54.67
11/18/2010TBTBuy Back and Roll Out/UpBTC 2 Nov10 37.00 Call @ -0.23  ($46.33)
11/18/2010TBTInterim TradeSTO 2 Dec10 38.00 Call @ 0.91Closed $182.57
12/13/2010TBTBuy Back and Roll Out/UpBTC 2 Dec10 38.00 Call @ -1.83  ($365.43)
12/13/2010TBTInterim TradeSTO 2 Mar11 41.00 Call @ 2.29  $458.67
3/18/2011TBT Totals ($9,200.00)$629.73
DTE330 Percent Income/Annualized 6.84%7.57%