Short 7-10 Year Treasury - TBX Short 7-10 Year Treasury

ProShares Short 7-10 Year Treasury seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the ICE U.S. Treasury 7-10 Year Bond Index.

This short ProShares ETF seeks a return that is -1x the return of its underlying benchmark (target) for a single day, as measured from one NAV calculation to the next. Due to the compounding of daily returns, ProShares' returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period. These effects may be more pronounced in funds with larger or inverse multiples and in funds with volatile benchmarks. Investors should monitor their holdings as frequently as daily. For more on risks, please read the prospectus.

Index/Benchmark Summary

The ICE U.S. Treasury 7-10 Year Bond Index includes publicly- issued U.S. Treasury securities that have a remaining maturity of greater than seven years and less than or equal to ten years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.

Yield as of 9/28/18

Weighted Average Yield to Maturity 3.05%

Fundamentals as of 9/28/18

Total Number of Issues 19
Modified Duration 7.50 Years
Weighted Average Maturity 8.47 Years
Weighted Average Coupon * 2.40%
Weighted Average Price $95.46

* = Derivative contracts are priced to reflect the underlying index yield but may generate interest income.

Index Holdings Information as of 9/28/18

Top 10 Index Constituents Weight
US TREASURY NOTES, 2.875%, 05/15/2028 9.27%
US TREASURY NOTES, 2.75%, 02/15/2028 8.71%
US TREASURY NOTES, 2.25%, 11/15/2025 8.54%
US TREASURY NOTES, 2.375%, 05/15/2027 8.14%
US TREASURY NOTES, 2.25%, 11/15/2027 8.03%
US TREASURY NOTES, 2.25%, 02/15/2027 8.02%
US TREASURY NOTES, 2.25%, 08/15/2027 7.99%
US TREASURY NOTES, 2%, 11/15/2026 7.92%
US TREASURY NOTES, 1.625%, 05/15/2026 7.75%
US TREASURY NOTES, 1.625%, 02/15/2026 7.73%

ProShares may invest in financial instruments (including derivatives) that, in combination, should have similar daily price return characteristics to the fund's benchmark.