Volatility Shares Trust held $12,265,981.680000000000 in total net Assets on May 31, including $9,763,369.940000000000 in US Bank Money Market Deposit Account cash, equal to 79.5971345361%. Its listed exposure also included short CBOE VIX futures, led by October at $224,340.480000000000 and 1.8289647405%, giving investors a precise view of its cash concentration and Volatility positioning.

Key Highlights

  • The September CBOE VIX future position carried a value of $205,537.800000000000 and represented 1.68% of net assets.
  • The November CBOE VIX future position was valued at $130,356.180000000000, or 1.06%.
  • The December CBOE VIX future position was valued at $25,917.880000000000 and accounted for 0.21%.

Volatility Shares Trust held total net assets of $12,265,981.680000000000 ($12.3 million) as of May 31, including $9,763,369.940000000000 ($9.76 million) in a US Bank Money Market Deposit Account. That account position represented 79.6% of net assets.

Portfolio Holds $12.3M

The filing listed a US Bank money market deposit account and short exposure to the CBOE Volatility index UX_Index. The money market position was listed in U.S. dollars at $9,763,369.940000000000. The short volatility positions were listed across September, October, November and December CBOE VIX futures. The September position carried a value of $205,537.800000000000, while the November position was valued at $130,356.180000000000.

Four VIX Futures Positions

The September CBOE VIX future was listed with a quantity of -120.000000000000 and a date of September 16, 2026. Its corresponding short CBOE Volatility Index UX_Index entry showed -$2,773,537.799980000000. The October future had a quantity of -184.000000000000 and a date of October 21, 2026. Its related short index entry showed -$4,295,211.680040000000. The November future also carried a quantity of -184.000000000000, with a date of November 18, 2026. The December future had a quantity of -64.000000000000 and a date of December 16, 2026.

Listed Position Dates

Their listed dates run from September 16, 2026, through December 16, 2026. The December position was valued at $25,917.880000000000, equal to 0.21% of net assets. The October position was valued at $224,340.480000000000, representing 1.83% of net assets.