7 unchanged sentences
Fund’s Financial Instruments.
−Removed: As of June 30, 2024 (Unaudited) and December 31, 2023, each of the Fund’s positions were as
+Added: As of September 30, 2024 (Unaudited) and December 31, 2023, each of the Fund’s positions were
-1x Short VIX Futures ETF
−Removed: As of June 30, 2024, SVIX was exposed to inverse
+Added: As of September 30, 2024, SVIX was exposed to inverse
equity market volatility risk through its holding of VIX futures contracts.
The following tables provide information about the Fund’s
−Removed: positions in VIX futures contracts as of June 30, 2024 (Unaudited) and December 31, 2023, which were sensitive to equity market volatility
−Removed: Futures Positions as of June 30, 2024 (Unaudited)
+Added: positions in VIX futures contracts as of September 30, 2024 (Unaudited) and December 31, 2023, which were sensitive to equity market volatility
+Added: Futures Positions as of September 30, 2024 (Unaudited)
Notional Amount at
24 unchanged sentences
2x Lon g VIX Futures ETF
−Removed: As of June 30, 2024, UVIX was exposed to equity
+Added: As of September 30, 2024, UVIX was exposed to equity
market volatility risk through its holding of VIX futures contracts.
The following tables provide information about the Fund’s positions
−Removed: in these Financial Instruments as of June 30, 2024 and December 31, 2023, which were sensitive to equity market volatility risk.
−Removed: Futures Positions as of June 30, 2024 (Unaudited)
+Added: in these Financial Instruments as of September 30, 2024 and December 31, 2023, which were sensitive to equity market volatility risk.
+Added: Futures Positions as of September 30, 2024 (Unaudited)
Valuation Price
2 unchanged sentences
CBOE Volatility Index
+Added: $ 187,044,160
CBOE Volatility Index
18 unchanged sentences
Compared sentence by sentence after normalising whitespace, quotation marks, case and digits, so re-formatting and restated figures do not read as changed language. Wording changes appear as one removal and one addition. The current filing and the prior one are authoritative.