Tuesday, December 28, 2010

TLT - Adjustment




The following adjustment was made today on iShares Trust Barclays 20 Year Treasury Bond Fund (TLT). All prices include IB commissions.







DateStockDescriptionTransactionStatusStock InvestmentIncome Generated
12/28/2010TLTBuy Back and Roll OutBTC 1 Jan11 98.00 Put @ -6.71  ($670.96)
12/28/2010TLTContinued TradeSTO 1 Mar11 98.00 Put @ 7.84  $784.04


Current Position Summary





Cost Basis($9,800.00)
Income Generated$354.18
Percent Income Generated3.61%
Annualized Income Generated7.99%
Net Profit If Assigned$354.18
Percent Return If Assigned3.61%
Annualized Return If Assigned7.99%
Days Held to Expiration165 days


Trade History















DateStockDescriptionTransactionStatusStock InvestmentIncome Generated
10/4/2010TLTCSP Margin UsedCSP 100 TLT @ 98.00 ($9,800.00) 
10/4/2010TLTInitial Put OptionSTO 1 Nov10 98.00 Put @ 0.49Closed $48.99
11/18/2010TLTBuy Back and Roll OutBTC 1 Nov10 98.00 Put @ -2.25  ($224.96)
11/18/2010TLTContinued TradeSTO 1 Dec10 98.00 Put @ 3.39Closed $339.04
12/8/2010TLTBuy Back and Roll OutBTC 1 Dec10 98.00 Put @ -4.96  ($495.96)
12/8/2010TLTContinued TradeSTO 1 Jan11 98.00 Put @ 5.74Closed $573.99
12/28/2010TLTBuy Back and Roll OutBTC 1 Jan11 98.00 Put @ -6.71  ($670.96)
12/28/2010TLTContinued TradeSTO 1 Mar11 98.00 Put @ 7.84  $784.04
3/18/2011TLT Totals ($9,800.00)$354.18
DTE165 Percent Income/Annualized 3.61%7.99%