SPKX / ConvexityShares Trust - ConvexityShares 1x SPIKES Futures ETF - Pengajuan SECLaporan Tahunan, Pernyataan Proksi

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 15 CERTIFICATION AND NOTICE OF TERMINATION OF REGISTRATION UNDER SECTION 12(g) OF THE SECURITIES EXCHANGE ACT OF 1934 OR SUSPENSION OF DUTY TO FILE REPORTS UNDER SECTIONS 13

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 15 CERTIFICATION AND NOTICE OF TERMINATION OF REGISTRATION UNDER SECTION 12(g) OF THE SECURITIES EXCHANGE ACT OF 1934 OR SUSPENSION OF DUTY TO FILE REPORTS UNDER SECTIONS 13 AND 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934. Commission File Number 333-256463 ConvexityShares Trust (Exact name of registrant as specified in i

Current Report

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): November 27, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

EX-99.25

NOTIFICATION OF THE REMOVAL FROM LISTING AND REGISTRATION OF THE STATED SECURITIES NYSE Arca hereby notifies the SEC of its intention to remove the entire class of the stated securities from listing and registration on the Exchange at the opening of business on December 08, 2023, pursuant to the provisions of Rule 12d2-2 (a).

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2023 ☐ TRANSITION REPORT PURSUANT

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2023 OR ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission File Number: 001-41417 ConvexityShares

As filed with the Securities and Exchange Commission on November 7, 2023

As filed with the Securities and Exchange Commission on November 7, 2023 Registration No.

Regulation FD Disclosure, Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing, Financial Statements and Exhibits

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): November 1, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated July 3, 2023, as supplemented) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the “Prospectus”) of ConvexityShares Trust (the “Trust”) dated July 3, 2023, which relates to shares (the “Shares”) issued by the Convexi

Teucrium Announces Closures of the ConvexityShares Daily 1.5 SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF

Exhibit 99.1 Teucrium Announces Closures of the ConvexityShares Daily 1.5 SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF Burlington, VT — November 1, 2023 — Teucrium Trading LLC, as the sponsor (the “Sponsor”) of ConvexityShares Trust, today announced that it will close the ConvexityShares Daily 1.5 SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF (each a “Fund” and colle

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated July 3, 2023) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the “Prospectus”) of ConvexityShares Trust (the “Trust”) dated July 3, 2023, which relates to shares (the “Shares”) issued by the ConvexityShares Daily 1.

Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing, Financial Statements and Exhibits

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): September 8, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

Notice of Delisting or Failure to Satisfy a Continued Listing Rule or Standard; Transfer of Listing, Financial Statements and Exhibits

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): August 25, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 2023 ☐ TRANSITION REPORT PURSUANT TO S

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 2023 OR ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission File Number: 001-41417 ConvexityShares Trust

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated July 3, 2023) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the “Prospectus”) of ConvexityShares Trust (the “Trust”) dated July 3, 2023, which relates to shares (the “Shares”) issued by the ConvexityShares Daily 1.

Assignment and Assumption Agreement (custody)

Exhibit 10.10 ASSIGNMENT AND ASSUMPTION AGREEMENT This Assignment and Assumption Agreement (hereinafter referred as the “Assignment”) is made effective as of July 3, 2023, by and among Convexityshares Trust, a Delaware statutory trust (the “Trust”) for itself and on behalf of each series listed on Exhibit A to the Agreement (as amended from time to time) (the “Funds”), Convexityshares, LLC, a Dela

Assignment and Assumption Agreement (transfer agency)

Exhibit 10.13 ASSIGNMENT AND ASSUMPTION AGREEMENT This Assignment and Assumption Agreement (hereinafter referred as the “Assignment”) is made effective as of July 3, 2023, by and among Convexityshares Trust, a Delaware statutory trust (the “Trust”) for itself and on behalf of each series listed on Exhibit A to the Agreement (as amended from time to time) (the “Funds”), Convexityshares, LLC, a Dela

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): July 3, 2023 ConvexityShares Trust

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): July 3, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

The date of this prospectus is July 3, 2023 COMMODITY FUTURES TRADING COMMISSION RISK DISCLOSURE STATEMENT

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) * Principal U.S. Listing Exchange: NYSE Arca, Inc. ConvexityShares Trust (the “Trust”) is a Delaware statutory trust formed on April 12, 2021 and is currently organized into two separate series. The Trust is a series trust formed pursuant

Unified Fee Agreement

Exhibit 10.1 UNIFIED FEE AGREEMENT CONVEXITYSHARES TRUST UNIFIED FEE AGREEMENT, effective as of July 3, 2023, by and between Teucrium Trading LLC (“Sponsor”) and ConvexityShares Trust (the “Trust”), on behalf of each of the ConvexityShares Daily 1.5x SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF (each a “Fund”). WHEREAS, pursuant to the Trust’s Amended and Restated Declaration of Tr

Assignment, Assumption and First Amendment to Marketing Agent Agreement

Exhibit 10.9 Assignment, Assumption and First Amendment to Marketing Agent Agreement This Assignment, Assumption and First Amendment (“Assignment and Amendment”) to the Marketing Agent Agreement dated as of March 16, 2021 (“Agreement”) by and between ConvexityShares, LLC, (the “Assignor” or “legacy Sponsor”), Teucrium Trading, LLC (the “Assignee” or “new Sponsor”), ConvexityShares Trust, (the “Tru

Assignment and Assumption Agreement (fund accounting)

Exhibit 10.12 ASSIGNMENT AND ASSUMPTION AGREEMENT This Assignment and Assumption Agreement (hereinafter referred as the “Assignment”) is made effective as of July 3, 2023, by and among Convexityshares Trust, a Delaware statutory trust (the “Trust”) for itself and on behalf of each series listed on Exhibit A to the Agreement (as amended from time to time) (the “Funds”), Convexityshares, LLC, a Dela

Assignment and Assumption Agreement (administration)

Exhibit 10.11 ASSIGNMENT AND ASSUMPTION AGREEMENT This Assignment and Assumption Agreement (hereinafter referred as the “Assignment”) is made effective as of July 3, 2023, by and among Convexityshares Trust, a Delaware statutory trust (the “Trust”) for itself and on behalf of each series listed on Exhibit A to the Agreement (as amended from time to time) (the “Funds”), Convexityshares, LLC, a Dela

Amended and Restated Declaration of Trust and Trust Agreement of ConvexityShares Trust

Exhibit 3.1 ConvexityShares Trust AMENDED AND RESTATED DECLARATION OF TRUST AND TRUST AGREEMENT This AMENDED AND RESTATED DECLARATION OF TRUST AND TRUST AGREEMENT of CONVEXITYSHARES TRUST (the “Trust”) is made and entered into as of July 3, 2023, by and between Teucrium Trading, LLC, a Delaware limited liability company, as Sponsor, and Wilmington Trust, National Association, a national banking as

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): June 2, 2023 ConvexityShares Trust

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): June 2, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

ConvexityShares Announces Appointment of New Sponsor of ConvexityShares Trust

Exhibit 99.1 June 2, 2023 ConvexityShares Announces Appointment of New Sponsor of ConvexityShares Trust Princeton, N.J. — June 2, 2023 — ConvexityShares, LLC, as the sponsor (the “Sponsor”) of ConvexityShares Trust (the “Trust”), entered into an agreement to voluntarily withdraw as Sponsor to the Trust and transfer its role as the Sponsor to Teucrium Trading LLC (“Teucrium”), effective July 3, 202

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated May 26, 2023) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the “Prospectus”) of ConvexityShares Trust (the “Trust”) dated May 26, 2023, which relates to shares (the “Shares”) issued by the ConvexityShares Daily 1.

The date of this prospectus is May 26, 2023 COMMODITY FUTURES TRADING COMMISSION RISK DISCLOSURE STATEMENT

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) * Principal U.S. Listing Exchange: NYSE Arca, Inc. ConvexityShares Trust (the “Trust”) is a Delaware statutory trust formed on April 12, 2021 and is currently organized into two separate series. The Trust is a series trust formed pursuant

Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year, Material Modification to Rights of Security Holders, Financial Statements and Exhibits

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): May 19, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated June 9, 2022, as supplemented) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the “Prospectus”) of ConvexityShares Trust (the “Trust”) dated June 9, 2022, which relates to shares (the “Shares”) issued by the Convexi

AMENDMENT NO. 1 TO THE DECLARATION OF TRUST AND TRUST AGREEMENT CONVEXITYSHARES TRUST

Exhibit 99.1 AMENDMENT NO. 1 TO THE DECLARATION OF TRUST AND TRUST AGREEMENT OF CONVEXITYSHARES TRUST This Amendment Number 1 to the Declaration of Trust and Trust Agreement of ConvexityShares Trust (the “Trust”) amends, effective immediately, the Declaration of Trust and Trust Agreement of the Trust, dated April 12, 2021, between ConvexityShares, LLC (the “Sponsor”), a Delaware limited liability

May 24, 2023

May 24, 2023 VIA EDGAR Sonia Bednarowski Division of Corporation Finance U.S. Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 RE: ConvexityShares Trust ConvexityShares Daily 1.5x SPIKES Futures ETF ConvexityShares 1x SPIKES Futures ETF Post-Effective Amendment No. 3 (File No. 333-256463) (the “Amendment”) Dear Ms. Bednarowski: In accordance with Rule 461 of the General R

As filed with the Securities and Exchange Commission on May 18, 2023

As filed with the Securities and Exchange Commission on May 18, 2023 Registration No.

Eversheds Sutherland (US) LLP

Eversheds Sutherland (US) LLP 700 Sixth Street, NW, Suite 700 Washington, DC 20001-3980 D: +1 202.

As filed with the Securities and Exchange Commission on May 16, 2023

As filed with the Securities and Exchange Commission on May 16, 2023 Registration No.

Eversheds Sutherland (US) LLP

Eversheds Sutherland (US) LLP 700 Sixth Street, NW, Suite 700 Washington, DC 20001-3980 D: +1 202.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended March 31, 2023 ☐ TRANSITION REPORT PURSUANT TO

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended March 31, 2023 OR ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission File Number: 001-41417 ConvexityShares Trus

As filed with the Securities and Exchange Commission on April 28, 2023

As filed with the Securities and Exchange Commission on April 28, 2023 Registration No.

Description of the Trust’s Securities

Exhibit 4.1 Description of Shares Form of Shares Registered Form ConvexityShares Trust (the “Trust”) shares are issued in registered form in accordance with the Declaration of Trust and Trust Agreement dated April 12, 2021 (the “Trust Agreement”). U.S. Bank has been appointed registrar and transfer agent for the purpose of transferring shares in certificated form. U.S. Bank keeps a record of all l

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-K ☒ Annual report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 for the fiscal year ended December 31, 2022. ☐ Transition report pursuant to Sect

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-K ☒ Annual report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 for the fiscal year ended December 31, 2022. or ☐ Transition report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 for the transition period from to . Commission file number: 001-41417 ConvexityShares Trust

CALCULATION OF REGISTRATION FEES PURSUANT TO RULE 457(U)

Exhibit 107 CALCULATION OF REGISTRATION FEES PURSUANT TO RULE 457(U) 1. Name and address of issuer: Convexity Shares Trust 7 Roszel Road, Suite 1A Princeton NJ 08540 2. The name of securities: Common Shares of ConvexityShares Daily 1.5x SPIKES Futures ETF Common Shares of ConvexityShares 1x SPIKES Futures ETF 3. Securities Act File Number: 333-256463 4. Last day of fiscal year for which this prosp

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

424I 1 ea175935-424iconvex.htm PROSPECTUS Filed pursuant to Rule 424(i) File No. 333-256463 PROSPECTUS SUPPLEMENT PURSUANT TO RULE 424(i) FOR FISCAL YEAR ENDING DECEMBER 31, 2022 (To Prospectus dated June 9, 2022, as supplemented) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This prospectus supplement filed pursuant to Rule 424(i) of the Securit

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated June 9, 2022, as supplemented) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the “Prospectus”) of ConvexityShares Trust (the “Trust”) dated June 9, 2022, which relates to shares (the “Shares”) issued by the Convexi

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): February 28, 2023 ConvexityShares T

UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 8-K CURRENT REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Date of report (Date of earliest event reported): February 28, 2023 ConvexityShares Trust (Exact Name of Registrant as Specified in Its Charter) Delaware (State or Other Jurisdiction of Incorporation) 001-41417 86-6789125 (Commission File Number) (IRS Employer Identification No.

DV Trading LLC

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13D Under the Securities Exchange Act of 1934 (Amendment No. ) ConvexityShares Trust (Name of Issuer) Common Units of ConvexityShares 1x SPIKES Futures ETF (Title of Class of Securities) 21258A201 (Cusip Number) Shifra Katz Jeffrey Kopiwoda DV Trading, LLC 425 South Financial Pl, Suite 2800 Chicago, IL 60605 (312) 837

DV Trading LLC

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 SCHEDULE 13D Under the Securities Exchange Act of 1934 (Amendment No. ) ConvexityShares Trust (Name of Issuer) Common Units of ConvexityShares Daily 1.5x SPIKES Futures ETF (Title of Class of Securities) 21258A102 (Cusip Number) Shifra Katz Jeffrey Kopiwoda DV Trading, LLC 425 South Financial Pl, Suite 2800 Chicago, IL 60605 (

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q/A Amendment No. 1 ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2022 ☐ TRANSITI

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q/A Amendment No. 1 ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2022 OR ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission File Number: 001-4141

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2022 ☐ TRANSITION REPORT PURSUANT

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2022 OR ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission File Number: 001-41417 ConvexityShares

ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX)

Filed pursuant to Rule 424(b)(3) File No. 333-256463 PROSPECTUS SUPPLEMENT (To Prospectus dated June 9, 2022, as supplemented) ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) This supplement is to the prospectus (the ?Prospectus?) of ConvexityShares Trust (the ?Trust?) dated June 9, 2022, which relates to shares (the ?Shares?) issued by the Convexi

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 2022. ☐ TRANSITION REPORT PURSUANT TO

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 2022. OR ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to . Commission File Number: 001-41417 ConvexityShares Tr

FWP

FWP 1 ea164525-fwpconvexity.htm FWP Issuer Free Writing Prospectus Filed Pursuant to Rule 433 File No. 333-256463 August 16, 2022 FWP NOTICE ConvexityShares Trust has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents that Conv

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 12b-25 NOTIFICATION OF LATE FILING

NT 10-Q 1 ea164399-nt10qconvexity.htm NOTIFICATION OF LATE FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 12b-25 NOTIFICATION OF LATE FILING (Check one): ☐ Form 10-K ☐ Form 20-F ☐ Form 11-K ☒ Form 10-Q ☐ Form 10-D ☐ Form N-CEN ☐ Form N-CSR For Period Ended: June 30, 2022 ☐ Transition Report on Form 10-K ☐ Transition Report on Form 20-F ☐ Transition Report on Fo

The date of this prospectus is June 9, 2022 as supplemented August 15, 2022 COMMODITY FUTURES TRADING COMMISSION RISK DISCLOSURE STATEMENT

424B3 1 ea164350-424b3convexity.htm PROSPECTUS Filed Pursuant to Rule 424(b)(3) Registration File No 333-256463 PROSPECTUS ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) * Principal U.S. Listing Exchange: NYSE Arca, Inc. ConvexityShares Trust (the “Trust”) is a Delaware statutory trust formed on April 12, 2021 and is currently organized into two s

The date of this prospectus is June 9, 2022 as supplemented June 24, 2022 COMMODITY FUTURES TRADING COMMISSION RISK DISCLOSURE STATEMENT

Filed Pursuant to Rule 424(b)(3) Registration File No 333-256463 PROSPECTUS ConvexityShares Daily 1.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or 12(g) of the Securities Exchange Act of 1934 ConvexityShares Trust (Exact name of registra

8-A12B 1 ea161340-8a12bconvexity.htm REGISTRATION OF CERTAIN CLASSES OF SECURITIES UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-A For Registration of Certain Classes of Securities Pursuant to Section 12(b) or 12(g) of the Securities Exchange Act of 1934 ConvexityShares Trust (Exact name of registrant as specified in its charter) Delaware (see below) (State of inco

The date of this prospectus is June 9, 2022 COMMODITY FUTURES TRADING COMMISSION RISK DISCLOSURE STATEMENT

424B3 1 ea161337-424b3convexity.htm PRELIMINARY PROSPECTUS Filed Pursuant to Rule 424(b)(3) Registration File No 333-256463 PRELIMINARY PROSPECTUS ConvexityShares Daily 1.5x SPIKES Futures ETF (SPKY) ConvexityShares 1x SPIKES Futures ETF (SPKX) * Principal U.S. Listing Exchange: NYSE Arca, Inc. ConvexityShares Trust (the “Trust”) is a Delaware statutory trust formed on April 12, 2021 and is curren

May 12, 2022

CORRESP 1 filename1.htm May 12, 2022 U.S. Securities and Exchange Commission 100 F Street, N.E. Washington, DC 20549 Attn: David Lin Re: ConvexityShares Daily 1.5x SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF Registration Statement on Form S-1 (File No. 333-256463) Dear Mr. Lin: In accordance with Rule 461 of the General Rules and Regulations under the Securities Act of 1933, as am

May 10, 2022

CORRESP 1 filename1.htm May 10, 2022 VIA EDGAR David Lin Division of Corporation Finance Securities and Exchange Commission 100 F. Street N.E. Washington, D.C. 20549 Re: ConvexityShare Trust Pre-Amendment No. 2 to the Draft Registration Statement on Form S-1 CIK No. 0001817218 Dear Mr. Lin, This letter sets forth a response to the comment received by telephone on May 9, 2022, pertaining to the abo

As filed with the Securities and Exchange Commission on May 10, 2022

As filed with the Securities and Exchange Commission on May 10, 2022 Registration No.

ConvexityShares Trust Form S-1/A Registration Statement, as amended (File No. 333-256463), filed with the Securities and Exchange Commission on May 10, 2022 (incorporated herein by reference).

As filed with the Securities and Exchange Commission on May 10, 2022 Registration No.

As filed with the Securities and Exchange Commission on April 29, 2022

S-1/A 1 ea159106-s1a2convexity.htm AMENDMENT NO. 2 TO FORM S-1 As filed with the Securities and Exchange Commission on April 29, 2022 Registration No. 333-256463 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 PRE-EFFECTIVE AMENDMENT NO. 2 TO FORM S-1 REGISTRATION STATEMENT UNDER THE SECURITIES ACT OF 1933 ConvexityShares Trust (Registrant) Delaware (State or other jurisdic

April 29, 2022

CORRESP 1 filename1.htm April 29, 2022 VIA EDGAR David Lin Cara Lubit J. Nolan McWilliams Hugh West Division of Corporation Finance Securities and Exchange Commission 100 F. Street N.E. Washington, D.C. 20549 Re: ConvexityShare Trust Pre-Amendment No. 1 to the Draft Registration Statement on Form S-1 CIK No. 0001817218 Dear Ms. Lubit and Messrs. Lin, McWilliams and West, This letter sets forth res

Trading Authorization Agreement.(2)

EX-10.2 5 ea157125ex10-2convexity.htm TRADING AUTHORIZATION AGREEMENT Exhibit 10.2 TRADING AUTHORIZATION AGREEMENT This Trading Authorization Agreement (“Agreement”) is made as of June 2, 2021, by and between ConvexityShares LLC, a Delaware limited liability company (“Manager”), which is registered as a commodity pool operator (“CPO”) with the Commodity Futures Trading Commission (“CFTC”), and Teu

Fund Administration Servicing Agreement.(2)

Exhibit 10.6 FUND ADMINISTRATION SERVICING AGREEMENT THIS AGREEMENT is made and entered into as of the last date on the signature page, by and between U.S. BANCORP FUND SERVICES, LLC dba U.S. Bank Global Fund Services, a Wisconsin limited liability company (?Fund Services?), CONVEXITYSHARES TRUST, a Delaware statutory trust (the ?Trust?), for itself and on behalf of each of its series listed on Ex

Fund Accounting Servicing Agreement.(2)

EX-10.7 9 ea157125ex10-7convexity.htm FUND ACCOUNTING SERVICING AGREEMENT Exhibit 10.7 FUND ACCOUNTING SERVICING AGREEMENT THIS AGREEMENT is made and entered into as of the last date on the signature block, by and between U.S. BANCORP FUND SERVICES, LLC dba U.S. Bank Global Fund Services, a Wisconsin limited liability company (“Fund Services”), CONVEXITYSHARES TRUST, a Delaware statutory trust (th

Filing Fee Table.(2)

EX-FILING FEES 12 ea157125ex-feeconvexity.htm FILING FEE TABLE Exhibit 107 Calculation of Filing Fee Tables S-1 ………….. (Form Type) ConvexityShares Trust …………………………………………………….. (Exact Name of Registrant as Specified in its Charter) Table 1: Newly Registered and Carry Forward Securities Security Type Security Class Title Fee Calculation or Carry Forward Rule Amount Registered Proposed Maximum Offeri

Marketing Agent Agreement.(2)

Exhibit 10.4 MARKETING AGENT AGREEMENT THIS AGREEMENT is made and entered into as of this 16th day of March 2021 by and among ConvexityShares, LLC, a Delaware limited liability company (the ?Sponsor?), ConvexityShares Trust, a Delaware statutory trust (the ?Trust? and collectively with the Sponsor as, the ?Client?), and Foreside Fund Services, LLC, a Delaware limited liability company (?Foreside?)

As filed with the Securities and Exchange Commission on March 22, 2022

S-1/A 1 ea157125-s1a1convexity.htm AMENDMENT NO. 1 TO FORM S-1 As filed with the Securities and Exchange Commission on March 22, 2022 Registration No. 333-256463 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 PRE-EFFECTIVE AMENDMENT NO. 1 TO FORM S-1 REGISTRATION STATEMENT UNDER THE SECURITIES ACT OF 1933 ConvexityShares Trust (Registrant) Delaware (State or other jurisdic

Transfer Agent Servicing Agreement.(2)

EX-10.8 10 ea157125ex10-8convexity.htm TRANSFER AGENT SERVICING AGREEMENT Exhibit 10.8 TRANSFER AGENT SERVICING AGREEMENT THIS AGREEMENT is made and entered into as of the last date on the signature page, by and between U.S. BANCORP FUND SERVICES, LLC dba U.S. Bank Global Fund Services, a Wisconsin limited liability company (“Fund Services”), CONVEXITYSHARES TRUST, a Delaware statutory trust (the

Custody Agreement.(2)

EX-10.5 7 ea157125ex10-5convexity.htm CUSTODY AGREEMENT Exhibit 10.5 CUSTODY AGREEMENT THIS AGREEMENT is made and entered into as of the last date on the signature page, by and between CONVEXITYSHARES TRUST, a Delaware statutory trust (the “Trust”), for itself and on behalf of each of its series listed on Exhibit A to this Agreement (as amended from time to time) (each a “Fund” ), CONVEXITYSHARES,

Unified Fee Agreement.(2)

EX-10.1 4 ea157125ex10-1convexity.htm UNIFIED FEE AGREEMENT Exhibit 10.1 UNIFIED FEE AGREEMENT CONVEXITYSHARES TRUST UNIFIED FEE AGREEMENT, effective as of March 17, 2022, by and between ConvexityShares, LLC (“Sponsor”) and ConvexityShares Trust (the “Trust”), on behalf of each of the ConvexityShares Daily 1.5x SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF (each a “Fund”). WHEREAS,

Form of Trading Authorization Agreement.*

Exhibit 10.2 FORM OF TRADING AUTHORIZATION AGREEMENT This Trading Authorization Agreement (“Agreement”) is made as of , by and between ConvexityShares LLC, a Delaware limited liability company (“Manager”), which is registered as a commodity pool operator (“CPO”) with the Commodity Futures Trading Commission (“CFTC”), and Teucrium Trading LLC, a Delaware limited liability company (“Trading Advisor”

Declaration of Trust and Trust Agreement of the Registrant.(1)

EX-3.1 2 ea141560ex3-1convexity.htm DECLARATION OF TRUST AND TRUST AGREEMENT OF THE REGISTRANT Exhibit 3.1 ConvexityShares Trust DECLARATION OF TRUST AND TRUST AGREEMENT This DECLARATION OF TRUST AND TRUST AGREEMENT of CONVEXITYSHARES TRUST (the “Trust”) is made and entered into as of April 12, 2021, by and between ConvexityShares, LLC, a Delaware limited liability company, as Sponsor, and Wilming

Form of Marketing Agent Agreement.*

EX-10.4 7 ea141560ex10-4convexity.htm FORM OF MARKETING AGENT AGREEMENT Exhibit 10.4 FORM OF MARKETING AGENT AGREEMENT THIS AGREEMENT is made and entered into as of this day of March 2021 by and among ConvexityShares, LLC, a Delaware limited liability company (the “Sponsor”), ConvexityShares Trust, a Delaware statutory trust (the “Trust” and collectively with the Sponsor as, the “Client”), and For

Form of Authorized Participant Agreement.(1)

Exhibit 10.3 FORM OF AUTHORIZED PARTICIPANT AGREEMENT This Authorized Participant Agreement (the ?Agreement?), dated as of , is entered into by and among (the ?Authorized Participant?), (the ?Trust?), and , as sponsor of the Trust (the ?Sponsor?). SUMMARY As provided in the Trust Agreement of the Trust, as amended (the ?Trust Agreement?) as currently in effect and described in the Prospectus (defi

As filed with the Securities and Exchange Commission on May 25, 2021,

S-1 1 ea141560-s1convexityshare.htm REGISTRATION STATEMENT As filed with the Securities and Exchange Commission on May 25, 2021, Registration No. 333-[ ] UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM S-1 REGISTRATION STATEMENT UNDER THE SECURITIES ACT OF 1933 ConvexityShares Trust (Registrant) Delaware (State or other jurisdiction of incorporation or organization) 62

May 25, 2021

CORRESP 1 filename1.htm May 25, 2021 VIA EDGAR David Lin Cara Lubit J. Nolan McWilliams Hugh West Division of Corporation Finance Securities and Exchange Commission 100 F. Street N.E. Washington, D.C. 20549 Re: ConvexityShare Trust Amendment No. 2 to the Draft Registration Statement on Form S-1 CIK No. 0001817218 Dear Ms. Lubit and Messrs. Lin, McWilliams and West, This letter sets forth responses

Form of Unified Fee Agreement.*

Exhibit 10.1 FORM OF UNIFIED FEE AGREEMENT CONVEXITYSHARES TRUST UNIFIED FEE AGREEMENT, effective as of [ ], 2021, by and between ConvexityShares, LLC (?Sponsor?) and ConvexityShares Trust (the ?Trust?), on behalf of each of the ConvexityShares Daily 1.5x SPIKES Futures ETF and ConvexityShares 1x SPIKES Futures ETF (each a ?Fund?). WHEREAS, pursuant to the Trust?s Declaration of Trust and Trust Ag

Certificate of Trust of the Registrant.(1)

Exhibit 3.2 CERTIFICATE OF TRUST OF CONVEXITYSHARES TRUST This Certificate of Trust of ConvexityShares Trust (the “Trust”), is being duly executed and filed by the undersigned on behalf of the Trust to form a statutory trust under the Delaware Statutory Trust Act (12 Del. Code, § 3801 et. seq.) (the “Act”). 1. Name. The name of the statutory trust being formed is CONVEXITYSHARES TRUST. 2. Trustee.

As confidentially submitted to the Securities and Exchange Commission on March 19, 2021, as Amendment No. 2 to the draft registration statement, pursuant to the Jumpstart Our Business Startups Act of 2012. All information contained herein is strictly

DRS/A 1 filename1.htm As confidentially submitted to the Securities and Exchange Commission on March 19, 2021, as Amendment No. 2 to the draft registration statement, pursuant to the Jumpstart Our Business Startups Act of 2012. All information contained herein is strictly confidential. Registration No. 333-[ ] UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM S-1 REGISTR

March 19, 2021

March 19, 2021 VIA EDGAR David Lin Cara Lubit J. Nolan McWilliams Hugh West Division of Corporation Finance Securities and Exchange Commission 100 F. Street N.E. Washington, D.C. 20549 Re: ConvexityShare Trust Amendment No. 1 to the Draft Registration Statement on Form S-1 CIK No. 0001817218 Dear Ms. Lubit and Messrs. Lin, McWilliams and West, This letter sets forth responses to written comments r

As confidentially submitted to the Securities and Exchange Commission on December 15, 2020, pursuant to the Jumpstart Our Business Startups Act of 2012. All information contained herein is strictly confidential.

As confidentially submitted to the Securities and Exchange Commission on December 15, 2020, pursuant to the Jumpstart Our Business Startups Act of 2012.

As confidentially submitted to the Securities and Exchange Commission on July 9, 2020, pursuant to the Jumpstart Our Business Startups Act of 2012. All information contained herein is strictly confidential.

As confidentially submitted to the Securities and Exchange Commission on July 9, 2020, pursuant to the Jumpstart Our Business Startups Act of 2012.