Company: SVIX
Filing Date: 2025-08-13
Form Type: 10-Q
Source: 0001213900-25-075845
Chunk: 37

Company: VS Trust
Filing Date: 2025-08-13
Form: 10-Q
Item: Part I, Item 1
Chunk 37
---
055 
  
    Average notional value of short futures contracts 
     (138,983,945) 
     - 

The following table indicates the average volume when in use for the quarter ended June 30, 2025 (Unaudited): 

    -1x Short VIX Futures ETF  
    2x Long VIX Futures ETF 
  
    Average notional value of purchased options contracts 
    $31,023,300  
    $        - 

The following table indicates the average volume when in use for the quarter ended June 30, 2024 (Unaudited): 

    -1x Short VIX Futures ETF  
    2x Long VIX Futures ETF 
  
    Average notional value of purchased options contracts 
    $45,827,900  
    $      - 

The effect of derivative instruments on the Statement of
Operations for the six months ended June 30, 2025 (Unaudited) and June 30, 2024 (Unaudited):

    Net Realized Gain (Loss) on Derivatives  
    Net Realized Gain (Loss) on Derivatives 

    For the six months ended
 June 30, 2025 (Unaudited)  
    For the six months ended
 June 30, 2024 (Unaudited) 

    Purchased  
    Short  
       
    Purchased  
    Short  

    -1x Short VIX Futures ETF 
    Option  
    Futures  
       
    Option  
    Futures  

    Derivatives 
    Contracts*  
    Contracts  
    Total  
    Contracts*  
    Contracts  
    Total 
  
    Index Contracts 
    $(3,484,146) 
    $(98,163,632) 
    $(101,647,778) 
    $(6,756,441) 
    $62,272,953  
    $55,516,512 
  
    Total 
    $(3,484,146) 
    $(98,163,632) 
    $(101,647,778) 
    $(6,756,441) 
    $62,272,953  
    $55,516,512 

    Purchased  
    Long  
       
    Purchased  
    Long  

    2x Long