Short 7-10 Year Treasury
ProShares Short 7-10 Year Treasury seeks daily investment results, before fees and expenses, that correspond to the inverse (opposite) of the daily performance of the Barclays Capital U.S. 7-10 Year Treasury Index.
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Index/Benchmark Summary
The Barclays Capital U.S. 7-10 Year Treasury Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of between 7 and 10 years, are non-convertible, are denominated in U.S. dollars, are rated investment grade (at least Baa3 by Moody's Investors Service or BBB- by Standard & Poor's Financial Services, LLC), are fixed rate, and have more than $250 million par outstanding. The Index is weighted by the relative market value of all securities meeting the Index criteria. Excluded from the Index are certain special issues, such as flower bonds, targeted investor notes (TINs), U.S. Treasury inflation-protected securities (TIPs), state and local government bonds (SLGs), and coupon issues that have been stripped from assets already included.
As of 3/31/12
Fundamentals
| Total Number of Constituents | Modified Adjusted Duration | Weighted Average Maturity | Average Yield to Maturity |
Weighted Average Coupon * |
Weighted Average Price |
|---|---|---|---|---|---|
| 20 | 7.74 Years | 8.57 Years | 1.93% | 3.37% | $110.95 |
* = Derivative contracts are priced to reflect the underlying index yield but may generate interest income.
| Top 10 Index Constituents ‡ | Weight |
|---|---|
| U.S. Treasury Notes, 02/15/2021, 3.625% | 10.10% |
| U.S. Treasury Notes, 11/15/2020, 2.625% | 9.75% |
| U.S. Treasury Notes, 08/15/2021, 2.125% | 9.36% |
| U.S. Treasury Notes, 11/15/2021, 2% | 9.24% |
| U.S. Treasury Notes, 02/15/2020, 3.625% | 9.10% |
| U.S. Treasury Notes, 05/15/2021, 3.125% | 8.52% |
| U.S. Treasury Notes, 08/15/2020, 2.625% | 7.83% |
| U.S. Treasury Notes, 05/15/2020, 3.5% | 7.50% |
| U.S. Treasury Notes, 11/15/2019, 3.375% | 6.24% |
| U.S. Treasury Notes, 05/15/2019, 3.125% | 6.18% |
‡ ProShares may invest in financial instruments (including derivatives) that, in combination, should have similar daily price return characteristics to the fund's benchmark.