Document and Entity Information
Document and Entity Information - shares | 9 Months Ended | |
Sep. 30, 2017 | Nov. 08, 2017 | |
Document And Entity Information [Abstract] | ||
Document Type | 10-Q | |
Amendment Flag | false | |
Document Period End Date | Sep. 30, 2017 | |
Document Fiscal Year Focus | 2,017 | |
Document Fiscal Period Focus | Q3 | |
Trading Symbol | gcc | |
Entity Registrant Name | WisdomTree Continuous Commodity Index Master Fund | |
Entity Central Index Key | 1,379,527 | |
Current Fiscal Year End Date | --12-31 | |
Entity Filer Category | Accelerated Filer | |
Entity Common Stock, Shares Outstanding | 8,350,000 |
Consolidated Statements of Fina
Consolidated Statements of Financial Condition - USD ($) | Sep. 30, 2017 | Dec. 31, 2016 |
Assets: | ||
Cash | $ 2,492,903 | $ 8,738,522 |
Cash held by broker for futures contracts (Note 3) | 4,181,473 | 12,839,693 |
Short-term investments (cost $154,809,156 and $199,833,099 as of September 30, 2017 and December 31, 2016, respectively) | 154,825,963 | 199,838,720 |
Total Assets | 161,500,339 | 221,416,935 |
Liabilities and shareholders' equity: | ||
Net unrealized depreciation on futures contracts | 990,105 | 1,424,715 |
Net management fee payable to related party | 100,796 | 158,443 |
Accrued brokerage fees and expenses payable | 173,182 | |
Total Liabilities | 1,090,901 | 1,756,340 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | (562) | (533) |
Total General Units | 938 | 967 |
Limited Units: | ||
Paid in capital - 8,550,000 and 11,350,000 redeemable shares issued and outstanding as of September 30, 2017 and December 31, 2016, respectively | 292,540,700 | 346,357,042 |
Accumulated deficit | (132,132,200) | (126,697,414) |
Total Limited Units | 160,408,500 | 219,659,628 |
Total shareholders' equity | 160,409,438 | 219,660,595 |
Total liabilities and shareholders' equity | $ 161,500,339 | $ 221,416,935 |
General Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 18.76 | $ 19.35 |
Limited Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 18.76 | $ 19.35 |
Greenhaven Continuous Commodity Index Master Fund [Member] | ||
Assets: | ||
Cash | $ 2,492,903 | $ 8,738,522 |
Cash held by broker for futures contracts (Note 3) | 4,181,473 | 12,839,693 |
Short-term investments (cost $154,809,156 and $199,833,099 as of September 30, 2017 and December 31, 2016, respectively) | 154,825,963 | 199,838,720 |
Total Assets | 161,500,339 | 221,416,935 |
Liabilities and shareholders' equity: | ||
Net unrealized depreciation on futures contracts | 990,105 | 1,424,715 |
Net management fee payable to related party | 100,796 | 158,443 |
Accrued brokerage fees and expenses payable | 173,182 | |
Total Liabilities | 1,090,901 | 1,756,340 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | (562) | (533) |
Total General Units | 938 | 967 |
Limited Units: | ||
Paid in capital - 8,550,000 and 11,350,000 redeemable shares issued and outstanding as of September 30, 2017 and December 31, 2016, respectively | 292,540,700 | 346,357,042 |
Accumulated deficit | (132,132,200) | (126,697,414) |
Total Limited Units | 160,408,500 | 219,659,628 |
Total shareholders' equity | 160,409,438 | 219,660,595 |
Total liabilities and shareholders' equity | $ 161,500,339 | $ 221,416,935 |
Greenhaven Continuous Commodity Index Master Fund [Member] | General Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 18.76 | $ 19.35 |
Greenhaven Continuous Commodity Index Master Fund [Member] | Limited Units [Member] | ||
Net asset value per share | ||
Net asset value per share | $ 18.76 | $ 19.35 |
Consolidated Statements of Fin3
Consolidated Statements of Financial Condition (Parenthetical) - USD ($) | Sep. 30, 2017 | Dec. 31, 2016 |
Cost of short-term investments | $ 154,809,156 | $ 199,833,099 |
Paid in capital units issued | 50 | 50 |
Paid in capital redeemable shares issued | 8,550,000 | 11,350,000 |
Paid in capital redeemable shares outstanding | 8,550,000 | 11,350,000 |
Greenhaven Continuous Commodity Index Master Fund [Member] | ||
Cost of short-term investments | $ 154,809,156 | $ 199,833,099 |
Paid in capital units issued | 50 | 50 |
Paid in capital redeemable shares issued | 8,550,000 | 11,350,000 |
Paid in capital redeemable shares outstanding | 8,550,000 | 11,350,000 |
Schedule of Investments
Schedule of Investments | Sep. 30, 2017USD ($)Contract | Dec. 31, 2016USD ($)Contract | |
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 96.52% | 90.97% | |
Fair Value | $ 154,825,963 | $ 199,838,720 | |
Face Amount | $ 155,000,000 | $ 200,000,000 | |
Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 96.52% | 90.97% | |
Fair Value | $ 154,825,963 | $ 199,838,720 | |
Face Amount | $ 155,000,000 | $ 200,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills 1.04%, 10/12/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 32.41% | |
Fair Value | [1] | $ 51,986,721 | |
Face Amount | [1] | $ 52,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills 1.04%, 10/12/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 32.41% | |
Fair Value | [1] | $ 51,986,721 | |
Face Amount | [1] | $ 52,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.05%, 11/9/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 34.25% | |
Fair Value | [1] | $ 54,944,575 | |
Face Amount | [1] | $ 55,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.05%, 11/9/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 34.25% | |
Fair Value | [1] | $ 54,944,575 | |
Face Amount | [1] | $ 55,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.03%, 12/21/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1],[2] | 29.86% | |
Fair Value | [1],[2] | $ 47,894,667 | |
Face Amount | [1],[2] | $ 48,000,000 | |
U.S. Treasuries [Member] | Us Treasury Bills 1.03%, 12/21/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1],[2] | 29.86% | |
Fair Value | [1],[2] | $ 47,894,667 | |
Face Amount | [1],[2] | $ 48,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills, 0.44%, 2/16/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 27.30% | |
Fair Value | [1] | $ 59,968,080 | |
Face Amount | [1] | $ 60,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills, 0.44%, 2/16/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 27.30% | |
Fair Value | [1] | $ 59,968,080 | |
Face Amount | [1] | $ 60,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills, 0.47%, 3/2/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 31.84% | |
Fair Value | [1] | $ 69,946,450 | |
Face Amount | [1] | $ 70,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills, 0.47%, 3/2/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 31.84% | |
Fair Value | [1] | $ 69,946,450 | |
Face Amount | [1] | $ 70,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills, 0.49%, 3/23/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [2] | 31.83% | |
Fair Value | [1],[2] | $ 69,924,190 | |
Face Amount | [1],[2] | $ 70,000,000 | |
U.S. Treasuries [Member] | U.S. Treasury Bills, 0.49%, 3/23/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1],[2] | 31.83% | |
Fair Value | [1],[2] | $ 69,924,190 | |
Face Amount | [1],[2] | $ 70,000,000 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.62%) | (0.65%) | |
Unrealized Appreciation/(Depreciation) | $ (990,105) | $ (1,424,715) | |
Notional Value | $ 160,209,299 | $ 219,390,855 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.62%) | (0.65%) | |
Unrealized Appreciation/(Depreciation) | $ (990,105) | $ (1,424,715) | |
Notional Value | $ 160,209,299 | $ 219,390,855 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 12/13/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 154 | ||
Percentage of Net Assets | 0.07% | ||
Unrealized Appreciation/(Depreciation) | $ 118,790 | ||
Notional Value | $ 3,146,220 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 12/13/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 154 | ||
Percentage of Net Assets | 0.07% | ||
Unrealized Appreciation/(Depreciation) | $ 118,790 | ||
Notional Value | $ 3,146,220 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 3/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 155 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 50,900 | ||
Notional Value | $ 3,152,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 3/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 155 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 50,900 | ||
Notional Value | $ 3,152,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 5/15/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 154 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 37,420 | ||
Notional Value | $ 3,144,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 5/15/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 154 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 37,420 | ||
Notional Value | $ 3,144,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 12/18/17 [Member] [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (72,469) | ||
Notional Value | $ 3,073,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 12/18/17 [Member] [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (72,469) | ||
Notional Value | $ 3,073,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 3/19/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.20%) | ||
Unrealized Appreciation/(Depreciation) | $ (321,356) | ||
Notional Value | $ 3,159,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 3/19/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.20%) | ||
Unrealized Appreciation/(Depreciation) | $ (321,356) | ||
Notional Value | $ 3,159,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 5/18/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.20%) | ||
Unrealized Appreciation/(Depreciation) | $ (321,281) | ||
Notional Value | $ 3,216,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 5/18/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.20%) | ||
Unrealized Appreciation/(Depreciation) | $ (321,281) | ||
Notional Value | $ 3,216,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 12/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 43 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 299,800 | ||
Notional Value | $ 3,176,625 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 12/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 43 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 299,800 | ||
Notional Value | $ 3,176,625 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Contracts Settlement Date March Twenty Seven Two Thousand Eighteen [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 42 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 9,738 | ||
Notional Value | $ 3,122,175 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Contracts Settlement Date March Twenty Seven Two Thousand Eighteen [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 42 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 9,738 | ||
Notional Value | $ 3,122,175 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 5/29/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 42 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 15,563 | ||
Notional Value | $ 3,135,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 5/29/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 42 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 15,563 | ||
Notional Value | $ 3,135,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 12/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 172 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (292,513) | ||
Notional Value | $ 3,055,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 12/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 172 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (292,513) | ||
Notional Value | $ 3,055,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 3/27/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 171 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (173,725) | ||
Notional Value | $ 3,144,263 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 3/27/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 171 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (173,725) | ||
Notional Value | $ 3,144,263 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 5/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 171 | ||
Percentage of Net Assets | (0.10%) | ||
Unrealized Appreciation/(Depreciation) | $ (157,388) | ||
Notional Value | $ 3,216,937 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 5/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 171 | ||
Percentage of Net Assets | (0.10%) | ||
Unrealized Appreciation/(Depreciation) | $ (157,388) | ||
Notional Value | $ 3,216,937 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 12/6/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 92 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (139,560) | ||
Notional Value | $ 3,148,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 12/6/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 92 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (139,560) | ||
Notional Value | $ 3,148,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 3/7/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 92 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (140,775) | ||
Notional Value | $ 3,117,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 3/7/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 92 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (140,775) | ||
Notional Value | $ 3,117,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 5/8/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 92 | ||
Percentage of Net Assets | (0.04%) | ||
Unrealized Appreciation/(Depreciation) | $ (61,050) | ||
Notional Value | $ 3,144,100 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 5/8/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 92 | ||
Percentage of Net Assets | (0.04%) | ||
Unrealized Appreciation/(Depreciation) | $ (61,050) | ||
Notional Value | $ 3,144,100 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 12/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ (220) | ||
Notional Value | $ 3,212,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 12/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ (220) | ||
Notional Value | $ 3,212,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 2/26/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 24 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 19,970 | ||
Notional Value | $ 3,093,360 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 2/26/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 24 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 19,970 | ||
Notional Value | $ 3,093,360 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 4/26/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 24 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ 3,520 | ||
Notional Value | $ 3,102,960 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 4/26/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 24 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ 3,520 | ||
Notional Value | $ 3,102,960 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 12/29/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (72,270) | ||
Notional Value | $ 2,901,580 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 12/29/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (72,270) | ||
Notional Value | $ 2,901,580 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 2/28/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | (0.03%) | ||
Unrealized Appreciation/(Depreciation) | $ (44,360) | ||
Notional Value | $ 3,148,420 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 2/28/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | (0.03%) | ||
Unrealized Appreciation/(Depreciation) | $ (44,360) | ||
Notional Value | $ 3,148,420 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 4/30/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (29,900) | ||
Notional Value | $ 3,380,740 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 4/30/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (29,900) | ||
Notional Value | $ 3,380,740 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 12/29/2017 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 67 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 58,210 | ||
Notional Value | $ 3,088,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 12/29/2017 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 67 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 58,210 | ||
Notional Value | $ 3,088,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 2/28/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 67 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ 5,600 | ||
Notional Value | $ 3,179,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 2/28/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 67 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ 5,600 | ||
Notional Value | $ 3,179,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 4/30/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 66 | ||
Percentage of Net Assets | 0.11% | ||
Unrealized Appreciation/(Depreciation) | $ 181,510 | ||
Notional Value | $ 3,164,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 4/30/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 66 | ||
Percentage of Net Assets | 0.11% | ||
Unrealized Appreciation/(Depreciation) | $ 181,510 | ||
Notional Value | $ 3,164,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 11/28/2017 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (27,710) | ||
Notional Value | $ 1,876,790 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 11/28/2017 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (27,710) | ||
Notional Value | $ 1,876,790 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 12/27/2017 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (12,150) | ||
Notional Value | $ 1,944,050 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 12/27/2017 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (12,150) | ||
Notional Value | $ 1,944,050 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 1/29/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 30,500 | ||
Notional Value | $ 1,946,410 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 1/29/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 30,500 | ||
Notional Value | $ 1,946,410 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 2/26/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 27,800 | ||
Notional Value | $ 1,916,910 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 2/26/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 27,800 | ||
Notional Value | $ 1,916,910 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 3/27/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 33,430 | ||
Notional Value | $ 1,734,010 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 3/27/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 59 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 33,430 | ||
Notional Value | $ 1,734,010 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 11/30/2017 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.17% | ||
Unrealized Appreciation/(Depreciation) | $ 280,921 | ||
Notional Value | $ 1,896,510 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 11/30/2017 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.17% | ||
Unrealized Appreciation/(Depreciation) | $ 280,921 | ||
Notional Value | $ 1,896,510 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 12/29/2017 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 297,482 | ||
Notional Value | $ 1,893,045 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 12/29/2017 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 297,482 | ||
Notional Value | $ 1,893,045 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 1/31/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 155,224 | ||
Notional Value | $ 1,883,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 1/31/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 155,224 | ||
Notional Value | $ 1,883,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/27/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.09% | ||
Unrealized Appreciation/(Depreciation) | $ 140,099 | ||
Notional Value | $ 1,865,955 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/27/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.09% | ||
Unrealized Appreciation/(Depreciation) | $ 140,099 | ||
Notional Value | $ 1,865,955 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/29/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.08% | ||
Unrealized Appreciation/(Depreciation) | $ 126,874 | ||
Notional Value | $ 1,841,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/29/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 25 | ||
Percentage of Net Assets | 0.08% | ||
Unrealized Appreciation/(Depreciation) | $ 126,874 | ||
Notional Value | $ 1,841,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 1/29/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 103 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (178,305) | ||
Notional Value | $ 4,714,825 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 1/29/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 103 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (178,305) | ||
Notional Value | $ 4,714,825 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 4/26/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 103 | ||
Percentage of Net Assets | (0.21%) | ||
Unrealized Appreciation/(Depreciation) | $ (336,575) | ||
Notional Value | $ 4,736,970 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 4/26/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 103 | ||
Percentage of Net Assets | (0.21%) | ||
Unrealized Appreciation/(Depreciation) | $ (336,575) | ||
Notional Value | $ 4,736,970 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 12/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 38 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (86,940) | ||
Notional Value | $ 3,168,440 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 12/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 38 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (86,940) | ||
Notional Value | $ 3,168,440 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 3/7/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.03%) | ||
Unrealized Appreciation/(Depreciation) | $ (47,870) | ||
Notional Value | $ 3,102,635 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 3/7/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.03%) | ||
Unrealized Appreciation/(Depreciation) | $ (47,870) | ||
Notional Value | $ 3,102,635 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 5/29/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (37,745) | ||
Notional Value | $ 3,114,845 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 5/29/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (37,745) | ||
Notional Value | $ 3,114,845 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 1/12/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 64,875 | ||
Notional Value | $ 3,131,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 1/12/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 64,875 | ||
Notional Value | $ 3,131,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 3/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 40,563 | ||
Notional Value | $ 3,160,800 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 3/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 40,563 | ||
Notional Value | $ 3,160,800 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 5/29/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 63 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 42,612 | ||
Notional Value | $ 3,136,613 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 5/29/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 63 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 42,612 | ||
Notional Value | $ 3,136,613 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 12/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 119 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 18,954 | ||
Notional Value | $ 2,343,348 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 12/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 119 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 18,954 | ||
Notional Value | $ 2,343,348 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 1/12/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 119 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 12,840 | ||
Notional Value | $ 2,355,486 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 1/12/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 119 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 12,840 | ||
Notional Value | $ 2,355,486 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 3/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | ||
Percentage of Net Assets | (0.06%) | ||
Unrealized Appreciation/(Depreciation) | $ (90,918) | ||
Notional Value | $ 2,352,684 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 3/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | ||
Percentage of Net Assets | (0.06%) | ||
Unrealized Appreciation/(Depreciation) | $ (90,918) | ||
Notional Value | $ 2,352,684 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 5/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (84,738) | ||
Notional Value | $ 2,368,260 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 5/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (84,738) | ||
Notional Value | $ 2,368,260 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 2/28/2018 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 298 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (215,331) | ||
Notional Value | $ 4,706,016 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 2/28/2018 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 298 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (215,331) | ||
Notional Value | $ 4,706,016 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 4/30/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 298 | ||
Percentage of Net Assets | (0.08%) | ||
Unrealized Appreciation/(Depreciation) | $ (129,035) | ||
Notional Value | $ 4,746,067 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 4/30/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 298 | ||
Percentage of Net Assets | (0.08%) | ||
Unrealized Appreciation/(Depreciation) | $ (129,035) | ||
Notional Value | $ 4,746,067 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 12/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 135 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (263,813) | ||
Notional Value | $ 3,025,688 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 12/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 135 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (263,813) | ||
Notional Value | $ 3,025,688 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 3/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 135 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (179,625) | ||
Notional Value | $ 3,148,875 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 3/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 135 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (179,625) | ||
Notional Value | $ 3,148,875 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 5/14/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 135 | ||
Percentage of Net Assets | (0.12%) | ||
Unrealized Appreciation/(Depreciation) | $ (187,788) | ||
Notional Value | $ 3,234,937 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 5/14/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 135 | ||
Percentage of Net Assets | (0.12%) | ||
Unrealized Appreciation/(Depreciation) | $ (187,788) | ||
Notional Value | $ 3,234,937 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 11/20/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | 0.11% | ||
Unrealized Appreciation/(Depreciation) | $ 183,150 | ||
Notional Value | $ 1,922,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 11/20/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | 0.11% | ||
Unrealized Appreciation/(Depreciation) | $ 183,150 | ||
Notional Value | $ 1,922,150 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 12/19/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.11% | ||
Unrealized Appreciation/(Depreciation) | $ 179,820 | ||
Notional Value | $ 1,877,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 12/19/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.11% | ||
Unrealized Appreciation/(Depreciation) | $ 179,820 | ||
Notional Value | $ 1,877,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 1/22/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 96,560 | ||
Notional Value | $ 1,879,920 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 1/22/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 96,560 | ||
Notional Value | $ 1,879,920 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 2/20/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 92,510 | ||
Notional Value | $ 1,880,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 2/20/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 92,510 | ||
Notional Value | $ 1,880,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 3/20/18 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 90,070 | ||
Notional Value | $ 1,879,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 3/20/18 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 90,070 | ||
Notional Value | $ 1,879,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 3/16/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 203 | ||
Percentage of Net Assets | (0.48%) | ||
Unrealized Appreciation/(Depreciation) | $ (1,048,280) | ||
Notional Value | $ 4,315,780 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 3/16/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 203 | ||
Percentage of Net Assets | (0.48%) | ||
Unrealized Appreciation/(Depreciation) | $ (1,048,280) | ||
Notional Value | $ 4,315,780 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 5/15/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 203 | ||
Percentage of Net Assets | (0.50%) | ||
Unrealized Appreciation/(Depreciation) | $ (1,088,550) | ||
Notional Value | $ 4,289,390 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 5/15/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 203 | ||
Percentage of Net Assets | (0.50%) | ||
Unrealized Appreciation/(Depreciation) | $ (1,088,550) | ||
Notional Value | $ 4,289,390 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 7/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 204 | ||
Percentage of Net Assets | (0.27%) | ||
Unrealized Appreciation/(Depreciation) | $ (591,860) | ||
Notional Value | $ 4,312,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cocoa Expiration Date 7/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 204 | ||
Percentage of Net Assets | (0.27%) | ||
Unrealized Appreciation/(Depreciation) | $ (591,860) | ||
Notional Value | $ 4,312,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 3/21/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 83 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (341,588) | ||
Notional Value | $ 4,265,681 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 3/21/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 83 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (341,588) | ||
Notional Value | $ 4,265,681 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 5/18/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (351,750) | ||
Notional Value | $ 4,286,550 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 5/18/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (351,750) | ||
Notional Value | $ 4,286,550 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 7/19/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.36%) | ||
Unrealized Appreciation/(Depreciation) | $ (800,588) | ||
Notional Value | $ 4,357,275 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Coffee "C" Expiration Date 7/19/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.36%) | ||
Unrealized Appreciation/(Depreciation) | $ (800,588) | ||
Notional Value | $ 4,357,275 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 3/29/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 69 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 418,950 | ||
Notional Value | $ 4,321,988 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 3/29/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 69 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 418,950 | ||
Notional Value | $ 4,321,988 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 5/26/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 418,013 | ||
Notional Value | $ 4,270,400 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 5/26/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 418,013 | ||
Notional Value | $ 4,270,400 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 7/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 17,063 | ||
Notional Value | $ 4,280,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Copper Expiration Date 7/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 17,063 | ||
Notional Value | $ 4,280,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 3/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 241 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 90,475 | ||
Notional Value | $ 4,241,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 3/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 241 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 90,475 | ||
Notional Value | $ 4,241,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 5/12/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 73,812 | ||
Notional Value | $ 4,290,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 5/12/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 73,812 | ||
Notional Value | $ 4,290,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 7/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (40,100) | ||
Notional Value | $ 4,371,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Corn Expiration Date 7/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (40,100) | ||
Notional Value | $ 4,371,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 3/9/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.08% | ||
Unrealized Appreciation/(Depreciation) | $ 182,865 | ||
Notional Value | $ 4,274,325 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 3/9/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.08% | ||
Unrealized Appreciation/(Depreciation) | $ 182,865 | ||
Notional Value | $ 4,274,325 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 5/8/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 120 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ 2,000 | ||
Notional Value | $ 4,261,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 5/8/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 120 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ 2,000 | ||
Notional Value | $ 4,261,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 7/7/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 50,520 | ||
Notional Value | $ 4,318,490 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Cotton No. 2 Expiration Date 7/7/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 50,520 | ||
Notional Value | $ 4,318,490 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 2/24/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 38 | ||
Percentage of Net Assets | (0.23%) | ||
Unrealized Appreciation/(Depreciation) | $ (502,630) | ||
Notional Value | $ 4,376,460 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 2/24/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 38 | ||
Percentage of Net Assets | (0.23%) | ||
Unrealized Appreciation/(Depreciation) | $ (502,630) | ||
Notional Value | $ 4,376,460 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 4/26/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.26%) | ||
Unrealized Appreciation/(Depreciation) | $ (566,920) | ||
Notional Value | $ 4,270,910 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 4/26/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.26%) | ||
Unrealized Appreciation/(Depreciation) | $ (566,920) | ||
Notional Value | $ 4,270,910 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 6/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (350,480) | ||
Notional Value | $ 4,281,270 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Gold 100 Ounce Expiration Date 6/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 37 | ||
Percentage of Net Assets | (0.16%) | ||
Unrealized Appreciation/(Depreciation) | $ (350,480) | ||
Notional Value | $ 4,281,270 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 2/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 113 | ||
Percentage of Net Assets | 0.25% | ||
Unrealized Appreciation/(Depreciation) | $ 543,570 | ||
Notional Value | $ 2,989,980 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 2/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 113 | ||
Percentage of Net Assets | 0.25% | ||
Unrealized Appreciation/(Depreciation) | $ 543,570 | ||
Notional Value | $ 2,989,980 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 4/17/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 113 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 341,360 | ||
Notional Value | $ 3,076,990 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 4/17/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 113 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 341,360 | ||
Notional Value | $ 3,076,990 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 6/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 112 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 131,780 | ||
Notional Value | $ 3,427,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 6/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 112 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 131,780 | ||
Notional Value | $ 3,427,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 7/17/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 112 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 47,760 | ||
Notional Value | $ 3,393,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Lean Hogs Expiration Date 7/17/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 112 | ||
Percentage of Net Assets | 0.02% | ||
Unrealized Appreciation/(Depreciation) | $ 47,760 | ||
Notional Value | $ 3,393,600 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 2/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 96 | ||
Percentage of Net Assets | 0.14% | ||
Unrealized Appreciation/(Depreciation) | $ 306,400 | ||
Notional Value | $ 4,456,320 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 2/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 96 | ||
Percentage of Net Assets | 0.14% | ||
Unrealized Appreciation/(Depreciation) | $ 306,400 | ||
Notional Value | $ 4,456,320 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 4/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 96 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 217,070 | ||
Notional Value | $ 4,399,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 4/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 96 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 217,070 | ||
Notional Value | $ 4,399,680 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 6/30/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 96 | ||
Percentage of Net Assets | 0.12% | ||
Unrealized Appreciation/(Depreciation) | $ 270,810 | ||
Notional Value | $ 4,019,520 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Live Cattle Expiration Date 6/30/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 96 | ||
Percentage of Net Assets | 0.12% | ||
Unrealized Appreciation/(Depreciation) | $ 270,810 | ||
Notional Value | $ 4,019,520 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 1/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 71 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 344,220 | ||
Notional Value | $ 2,644,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 1/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 71 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 344,220 | ||
Notional Value | $ 2,644,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 2/24/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 71 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 338,950 | ||
Notional Value | $ 2,615,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 2/24/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 71 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 338,950 | ||
Notional Value | $ 2,615,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 3/29/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 71 | ||
Percentage of Net Assets | 0.17% | ||
Unrealized Appreciation/(Depreciation) | $ 375,650 | ||
Notional Value | $ 2,531,860 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 3/29/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 71 | ||
Percentage of Net Assets | 0.17% | ||
Unrealized Appreciation/(Depreciation) | $ 375,650 | ||
Notional Value | $ 2,531,860 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 4/26/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 72 | ||
Percentage of Net Assets | 0.20% | ||
Unrealized Appreciation/(Depreciation) | $ 444,320 | ||
Notional Value | $ 2,550,960 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 4/26/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 72 | ||
Percentage of Net Assets | 0.20% | ||
Unrealized Appreciation/(Depreciation) | $ 444,320 | ||
Notional Value | $ 2,550,960 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 5/26/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 72 | ||
Percentage of Net Assets | 0.20% | ||
Unrealized Appreciation/(Depreciation) | $ 431,380 | ||
Notional Value | $ 2,563,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Natural Gas Expiration Date 5/26/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 72 | ||
Percentage of Net Assets | 0.20% | ||
Unrealized Appreciation/(Depreciation) | $ 431,380 | ||
Notional Value | $ 2,563,200 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 1/31/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 335,177 | ||
Notional Value | $ 2,613,038 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 1/31/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 335,177 | ||
Notional Value | $ 2,613,038 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 2/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 345,064 | ||
Notional Value | $ 2,627,856 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 2/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 36 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 345,064 | ||
Notional Value | $ 2,627,856 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/31/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 35 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 353,686 | ||
Notional Value | $ 2,557,065 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 3/31/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 35 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 353,686 | ||
Notional Value | $ 2,557,065 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 4/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 35 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 351,746 | ||
Notional Value | $ 2,563,827 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 4/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 35 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 351,746 | ||
Notional Value | $ 2,563,827 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 5/31/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 35 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 348,386 | ||
Notional Value | $ 2,571,324 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | NY Harbor ULSD Expiration Date 5/31/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 35 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 348,386 | ||
Notional Value | $ 2,571,324 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 4/26/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 143 | ||
Percentage of Net Assets | (0.23%) | ||
Unrealized Appreciation/(Depreciation) | $ (507,030) | ||
Notional Value | $ 6,475,755 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 4/26/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 143 | ||
Percentage of Net Assets | (0.23%) | ||
Unrealized Appreciation/(Depreciation) | $ (507,030) | ||
Notional Value | $ 6,475,755 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 7/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 142 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (295,105) | ||
Notional Value | $ 6,455,320 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Platinum Expiration Date 7/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 142 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (295,105) | ||
Notional Value | $ 6,455,320 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 3/29/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.33%) | ||
Unrealized Appreciation/(Depreciation) | $ (715,760) | ||
Notional Value | $ 4,317,030 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 3/29/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.33%) | ||
Unrealized Appreciation/(Depreciation) | $ (715,760) | ||
Notional Value | $ 4,317,030 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 5/26/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.33%) | ||
Unrealized Appreciation/(Depreciation) | $ (735,715) | ||
Notional Value | $ 4,331,340 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 5/26/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.33%) | ||
Unrealized Appreciation/(Depreciation) | $ (735,715) | ||
Notional Value | $ 4,331,340 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 7/27/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 53 | ||
Percentage of Net Assets | (0.25%) | ||
Unrealized Appreciation/(Depreciation) | $ (554,420) | ||
Notional Value | $ 4,264,380 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Silver Expiration Date 7/27/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 53 | ||
Percentage of Net Assets | (0.25%) | ||
Unrealized Appreciation/(Depreciation) | $ (554,420) | ||
Notional Value | $ 4,264,380 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 3/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 87,063 | ||
Notional Value | $ 4,267,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 3/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 87,063 | ||
Notional Value | $ 4,267,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 5/12/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 120,263 | ||
Notional Value | $ 4,303,125 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 5/12/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 120,263 | ||
Notional Value | $ 4,303,125 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 7/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ (2,400) | ||
Notional Value | $ 4,330,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Expiration Date 7/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.00% | ||
Unrealized Appreciation/(Depreciation) | $ (2,400) | ||
Notional Value | $ 4,330,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 3/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 206 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 78,492 | ||
Notional Value | $ 4,283,976 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 3/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 206 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 78,492 | ||
Notional Value | $ 4,283,976 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 5/12/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 206 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 94,890 | ||
Notional Value | $ 4,316,112 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 5/12/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 206 | ||
Percentage of Net Assets | 0.04% | ||
Unrealized Appreciation/(Depreciation) | $ 94,890 | ||
Notional Value | $ 4,316,112 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 7/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 205 | ||
Percentage of Net Assets | (0.03%) | ||
Unrealized Appreciation/(Depreciation) | $ (61,998) | ||
Notional Value | $ 4,320,990 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Soybean Oil Expiration Date 7/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 205 | ||
Percentage of Net Assets | (0.03%) | ||
Unrealized Appreciation/(Depreciation) | $ (61,998) | ||
Notional Value | $ 4,320,990 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 2/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 200 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (239,019) | ||
Notional Value | $ 4,370,240 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 2/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 200 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (239,019) | ||
Notional Value | $ 4,370,240 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 expiration date 4/28/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 201 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (208,936) | ||
Notional Value | $ 4,333,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 expiration date 4/28/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 201 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (208,936) | ||
Notional Value | $ 4,333,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 6/30/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 199 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (245,582) | ||
Notional Value | $ 4,201,288 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Sugar No.11 Expiration Date 6/30/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 199 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (245,582) | ||
Notional Value | $ 4,201,288 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 3/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 205 | ||
Percentage of Net Assets | (0.15%) | ||
Unrealized Appreciation/(Depreciation) | $ (326,863) | ||
Notional Value | $ 4,182,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 3/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 205 | ||
Percentage of Net Assets | (0.15%) | ||
Unrealized Appreciation/(Depreciation) | $ (326,863) | ||
Notional Value | $ 4,182,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 5/12/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 204 | ||
Percentage of Net Assets | (0.15%) | ||
Unrealized Appreciation/(Depreciation) | $ (336,588) | ||
Notional Value | $ 4,289,100 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 5/12/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 204 | ||
Percentage of Net Assets | (0.15%) | ||
Unrealized Appreciation/(Depreciation) | $ (336,588) | ||
Notional Value | $ 4,289,100 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 7/14/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 204 | ||
Percentage of Net Assets | (0.08%) | ||
Unrealized Appreciation/(Depreciation) | $ (178,438) | ||
Notional Value | $ 4,429,350 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | Wheat Expiration Date 7/14/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 204 | ||
Percentage of Net Assets | (0.08%) | ||
Unrealized Appreciation/(Depreciation) | $ (178,438) | ||
Notional Value | $ 4,429,350 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 1/20/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.12% | ||
Unrealized Appreciation/(Depreciation) | $ 269,230 | ||
Notional Value | $ 2,524,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 1/20/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.12% | ||
Unrealized Appreciation/(Depreciation) | $ 269,230 | ||
Notional Value | $ 2,524,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 2/21/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 281,350 | ||
Notional Value | $ 2,569,020 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 2/21/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 281,350 | ||
Notional Value | $ 2,569,020 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 3/21/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 288,040 | ||
Notional Value | $ 2,605,210 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 3/21/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 288,040 | ||
Notional Value | $ 2,605,210 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 4/20/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 326,130 | ||
Notional Value | $ 2,634,350 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 4/20/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 47 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 326,130 | ||
Notional Value | $ 2,634,350 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 5/22/17 [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 46 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 339,400 | ||
Notional Value | $ 2,598,540 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts [Member] | WTI Crude Oil Expiration Date 5/22/17 [Member] | Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 46 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 339,400 | ||
Notional Value | $ 2,598,540 | ||
[1] | Interest rate shown reflects the discount rate at time of purchase. | ||
[2] | All or a portion of this security is held by the broker as collateral for open futures contracts. |
Schedule of Investments (Parent
Schedule of Investments (Parenthetical) - USD ($) | 9 Months Ended | 12 Months Ended | |
Sep. 30, 2017 | Dec. 31, 2016 | ||
Schedule of Investments [Line Items] | |||
Total U.S. Treasury Obligations (Cost) | $ 154,809,156 | $ 199,833,099 | |
U.S. Treasury Bills 1.04%, 10/12/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 1.04% | |
Us Treasury Bills 1.05%, 11/9/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 1.05% | |
Us Treasury Bills 1.03%, 12/21/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 1.03% | |
U.S. Treasury Bills, 0.44%, 2/16/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 0.44% | |
U.S. Treasury Bills, 0.47%, 3/2/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 0.47% | |
U.S. Treasury Bills, 0.49%, 3/23/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 0.49% | |
Greenhaven Continuous Commodity Index Master Fund [Member] | |||
Schedule of Investments [Line Items] | |||
Total U.S. Treasury Obligations (Cost) | $ 154,809,156 | $ 199,833,099 | |
Greenhaven Continuous Commodity Index Master Fund [Member] | U.S. Treasury Bills 1.04%, 10/12/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 1.04% | |
Greenhaven Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.05%, 11/9/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 1.05% | |
Greenhaven Continuous Commodity Index Master Fund [Member] | Us Treasury Bills 1.03%, 12/21/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 1.03% | |
Greenhaven Continuous Commodity Index Master Fund [Member] | U.S. Treasury Bills, 0.44%, 2/16/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 0.44% | |
Greenhaven Continuous Commodity Index Master Fund [Member] | U.S. Treasury Bills, 0.47%, 3/2/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1] | 0.47% | |
Greenhaven Continuous Commodity Index Master Fund [Member] | U.S. Treasury Bills, 0.49%, 3/23/17 [Member] | U.S. Treasuries [Member] | |||
Schedule of Investments [Line Items] | |||
Investment Interest Rate | [1],[2] | 0.49% | |
[1] | Interest rate shown reflects the discount rate at time of purchase. | ||
[2] | All or a portion of this security is held by the broker as collateral for open futures contracts. |
Consolidated Statements of Inco
Consolidated Statements of Income and Expenses (Unaudited) - USD ($) | 3 Months Ended | 9 Months Ended | ||||
Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | |||
Income: | ||||||
Interest income | $ 374,774 | $ 128,793 | $ 939,819 | $ 333,759 | ||
Expenses: | ||||||
Management fee to related party | 351,466 | 478,945 | 1,175,515 | 1,398,546 | ||
Brokerage fees and expenses | 112,692 | 329,067 | ||||
Total expenses | 351,466 | 591,637 | 1,175,515 | 1,727,613 | ||
Expense waivers | (41,349) | (138,296) | ||||
Net expenses | 310,117 | 1,037,219 | ||||
Net investment income (loss) | 64,657 | (462,844) | (97,400) | (1,393,854) | ||
Net Realized Gain (Loss) from: | ||||||
Investments | (10,751) | |||||
Futures Contracts | (2,028,467) | [1] | 3,304,096 | (5,772,460) | [1] | 7,588,352 |
Net Realized Gain (Loss) | (2,028,467) | 3,304,096 | (5,783,211) | 7,588,352 | ||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from: | ||||||
Investments | 11,353 | (7,802) | 11,186 | (747) | ||
Futures Contracts | 2,664,308 | (13,135,843) | 434,610 | 4,391,975 | ||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation | 2,675,661 | (13,143,645) | 445,796 | 4,391,228 | ||
Net Realized and Unrealized Gain (Loss) on Investments and Futures Contracts | 647,194 | (9,839,549) | (5,337,415) | 11,979,580 | ||
Net Gain (Loss) | 711,851 | (10,302,393) | (5,434,815) | 10,585,726 | ||
Greenhaven Continuous Commodity Index Master Fund [Member] | ||||||
Income: | ||||||
Interest income | 374,774 | 128,793 | 939,819 | 333,759 | ||
Expenses: | ||||||
Management fee to related party | 351,466 | 478,945 | 1,175,515 | 1,398,546 | ||
Brokerage fees and expenses | 43,008 | 112,692 | 148,709 | 329,067 | ||
Total expenses | 351,466 | 591,637 | 1,175,515 | 1,727,613 | ||
Expense waivers | (41,349) | (138,296) | ||||
Net expenses | 310,117 | 1,037,219 | ||||
Net investment income (loss) | 64,657 | (462,844) | (97,400) | (1,393,854) | ||
Net Realized Gain (Loss) from: | ||||||
Investments | (10,751) | |||||
Futures Contracts | (2,028,467) | [1] | 3,304,096 | (5,772,460) | [1] | 7,588,352 |
Net Realized Gain (Loss) | (2,028,467) | 3,304,096 | (5,783,211) | 7,588,352 | ||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation from: | ||||||
Investments | 11,353 | (7,802) | 11,186 | (747) | ||
Futures Contracts | 2,664,308 | (13,135,843) | 434,610 | 4,391,975 | ||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation | 2,675,661 | (13,143,645) | 445,796 | 4,391,228 | ||
Net Realized and Unrealized Gain (Loss) on Investments and Futures Contracts | 647,194 | (9,839,549) | (5,337,415) | 11,979,580 | ||
Net Gain (Loss) | $ 711,851 | $ (10,302,393) | $ (5,434,815) | $ 10,585,726 | ||
[1] | Includes brokerage commissions and fees for the three months and nine months ended September 30, 2017 of $43,008 and $148,709, respectively. Prior to January 1, 2017, brokerage commissions and fees were included under "Expenses" in "Brokerage fees and expenses". |
Consolidated Statements of Inc7
Consolidated Statements of Income and Expenses (Unaudited) (Parenthetical) - USD ($) | 3 Months Ended | 9 Months Ended |
Sep. 30, 2017 | Sep. 30, 2017 | |
Brokerage commissions and fees | $ 43,008 | $ 148,709 |
Greenhaven Continuous Commodity Index Master Fund [Member] | ||
Brokerage commissions and fees | $ 43,008 | $ 148,709 |
Consolidated Statement of Chang
Consolidated Statement of Changes in Shareholders' Equity (Unaudited) - 9 months ended Sep. 30, 2017 - USD ($) | Total | Greenhaven Continuous Commodity Index Master Fund [Member] | General Partners Capital Units [Member] | General Partners Capital Units [Member]Greenhaven Continuous Commodity Index Master Fund [Member] | General Partners Capital Units [Member]General Units [Member] | General Partners Capital Units [Member]General Units [Member]Greenhaven Continuous Commodity Index Master Fund [Member] | General Partners Capital Units [Member]Accumulated Deficit [Member] | General Partners Capital Units [Member]Accumulated Deficit [Member]Greenhaven Continuous Commodity Index Master Fund [Member] | Limited Partners Capital Units [Member] | Limited Partners Capital Units [Member]Greenhaven Continuous Commodity Index Master Fund [Member] | Limited Partners Capital Units [Member]Accumulated Deficit [Member] | Limited Partners Capital Units [Member]Accumulated Deficit [Member]Greenhaven Continuous Commodity Index Master Fund [Member] | Limited Partners Capital Units [Member]Limited Units [Member] | Limited Partners Capital Units [Member]Limited Units [Member]Greenhaven Continuous Commodity Index Master Fund [Member] | ||||
Balance at Dec. 31, 2016 | $ 219,660,595 | $ 219,660,595 | $ 967 | $ 967 | $ 1,500 | $ 1,500 | $ (533) | $ (533) | $ 219,659,628 | $ 219,659,628 | $ (126,697,414) | $ (126,697,414) | $ 346,357,042 | $ 346,357,042 | ||||
Balance (in units) at Dec. 31, 2016 | 50 | 50 | 11,350,000 | 11,350,000 | ||||||||||||||
Creation of Units | 2,942,102 | 2,942,102 | 2,942,102 | 2,942,102 | $ 2,942,102 | $ 2,942,102 | ||||||||||||
Creation of Units (in units) | 150,000 | 150,000 | ||||||||||||||||
Redemption of Units | (56,758,444) | (56,758,444) | (56,758,444) | (56,758,444) | $ (56,758,444) | $ (56,758,444) | ||||||||||||
Redemption of Units (in units) | (2,950,000) | (2,950,000) | ||||||||||||||||
Net Gain (Loss): | ||||||||||||||||||
Net Investment Loss | (97,400) | (97,400) | 0 | [1] | 0 | [1] | 0 | [1] | 0 | [1] | (97,400) | (97,400) | (97,400) | (97,400) | ||||
Net Realized Loss from Investments and Futures Contracts | (5,783,211) | (5,783,211) | (35) | (35) | (35) | (35) | (5,783,176) | (5,783,176) | (5,783,176) | (5,783,176) | ||||||||
Net Increase in Unrealized Appreciation/Depreciation from Investments and Futures Contracts | 445,796 | 445,796 | 6 | 6 | 6 | 6 | 445,790 | 445,790 | 445,790 | 445,790 | ||||||||
Net Gain (Loss) | (5,434,815) | (5,434,815) | (29) | (29) | (29) | (29) | (5,434,786) | (5,434,786) | (5,434,786) | (5,434,786) | ||||||||
Balance at Sep. 30, 2017 | $ 160,409,438 | $ 160,409,438 | $ 938 | $ 938 | $ 1,500 | $ 1,500 | $ (562) | $ (562) | $ 160,408,500 | $ 160,408,500 | $ (132,132,200) | $ (132,132,200) | $ 292,540,700 | $ 292,540,700 | ||||
Balance (in units) at Sep. 30, 2017 | 50 | 50 | 8,550,000 | 8,550,000 | ||||||||||||||
[1] | Amount represents less than $1. |
Consolidated Statement of Chan9
Consolidated Statement of Changes in Shareholders' Equity (Unaudited) (Parenthetical) | 9 Months Ended |
Sep. 30, 2017USD ($) | |
Net Investment Loss | $ (97,400) |
Maximum [Member] | |
Net Investment Loss | 1 |
Greenhaven Continuous Commodity Index Master Fund [Member] | |
Net Investment Loss | (97,400) |
Greenhaven Continuous Commodity Index Master Fund [Member] | Maximum [Member] | |
Net Investment Loss | $ 1 |
Consolidated Statements of Cash
Consolidated Statements of Cash Flows (Unaudited) - USD ($) | 3 Months Ended | 9 Months Ended | |||
Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | ||
Cash flows from operating activities | |||||
Net Gain (Loss) | $ 711,851 | $ (10,302,393) | $ (5,434,815) | $ 10,585,726 | |
Adjustments to reconcile net gain (loss) to net cash provided by (used for) operating activities: | |||||
Purchases of investment securities | (508,954,364) | (559,627,068) | |||
Proceeds from sales/maturities of investment securities | 554,904,251 | 520,000,000 | |||
Net accretion of discount | (936,695) | (333,759) | |||
Net realized gain (loss) on investment securities | 10,751 | ||||
Net change in unrealized gain/loss from investments | (11,353) | 7,802 | (11,186) | 747 | |
Net change in unrealized gain/loss from futures contracts | (2,664,308) | 13,135,843 | (434,610) | (4,391,975) | |
Increase/(Decrease) in liabilities: | |||||
Net management fee payable to related party | (57,647) | (13,504) | |||
Accrued brokerage fees and expenses payable | (173,182) | 82,045 | |||
Net cash provided by (used for) operating activities | 38,912,503 | (33,697,788) | |||
Cash flows from financing activities | |||||
Proceeds from creation of Limited Units | 2,942,102 | 11,023,767 | |||
Redemption of Limited Units | (56,758,444) | (32,454,202) | |||
Net cash used for financing activities | (53,816,342) | (21,430,435) | |||
Net decrease in cash | (14,903,839) | (55,128,223) | |||
Cash at beginning of period | [1] | 21,578,215 | 83,440,007 | ||
Cash at end of period | [1] | 6,674,376 | 28,311,784 | 6,674,376 | 28,311,784 |
Greenhaven Continuous Commodity Index Master Fund [Member] | |||||
Cash flows from operating activities | |||||
Net Gain (Loss) | 711,851 | (10,302,393) | (5,434,815) | 10,585,726 | |
Adjustments to reconcile net gain (loss) to net cash provided by (used for) operating activities: | |||||
Purchases of investment securities | (508,954,364) | (559,627,068) | |||
Proceeds from sales/maturities of investment securities | 554,904,251 | 520,000,000 | |||
Net accretion of discount | (936,695) | (333,759) | |||
Net realized gain (loss) on investment securities | 10,751 | ||||
Net change in unrealized gain/loss from investments | (11,353) | 7,802 | (11,186) | 747 | |
Net change in unrealized gain/loss from futures contracts | (2,664,308) | 13,135,843 | (434,610) | (4,391,975) | |
Increase/(Decrease) in liabilities: | |||||
Net management fee payable to related party | (57,647) | (13,504) | |||
Accrued brokerage fees and expenses payable | (173,182) | 82,045 | |||
Net cash provided by (used for) operating activities | 38,912,503 | (33,697,788) | |||
Cash flows from financing activities | |||||
Proceeds from creation of Limited Units | 2,942,102 | 11,023,767 | |||
Redemption of Limited Units | (56,758,444) | (32,454,202) | |||
Net cash used for financing activities | (53,816,342) | (21,430,435) | |||
Net decrease in cash | (14,903,839) | (55,128,223) | |||
Cash at beginning of period | [1] | 21,578,215 | 83,440,007 | ||
Cash at end of period | [1] | $ 6,674,376 | $ 28,311,784 | $ 6,674,376 | $ 28,311,784 |
[1] | Includes cash held by the broker for futures contracts. |
Organization
Organization | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Organization | (1) Organization WisdomTree Continuous Commodity Index Fund (the “Fund”) and WisdomTree Continuous Commodity Index Master Fund (the “Master Fund” and together with the Fund, the “Funds”) are commodity pools that were organized as Delaware statutory trusts on October 27, 2006. For each of the Funds, WisdomTree Commodity Services, LLC serves as the commodity pool operator and managing owner (the “Managing Owner”), and GreenHaven Advisors LLC serves as the commodity trading advisor (the “Sub-Adviser”). Shares representing units of fractional undivided beneficial interest in and ownership of the Fund (“Limited Units” or “Shares”) are listed on the NYSE Arca under the symbol “GCC.” Upon inception of the Fund, 50 general units of the Fund (“General Units” or “General Shares”) were issued to the Managing Owner in exchange for a capital contribution of $1,500. We refer to the General Shares and Shares collectively as “Total Shares,” and the holders of the Shares as the “Shareholders.” The Master Fund is wholly-owned by the Fund and the Managing Owner. The Fund holds no investment assets other than the Master Fund’s common units of beneficial interest (“Master Fund Units”). Each Share issued by the Fund correlates to a Master Fund Unit held by the Fund. The Fund and Master Fund commenced investment operations on January 23, 2008, with the offering of 350,000 Shares in exchange for $10,500,000. The Fund commenced trading on the American Stock Exchange (now known as the NYSE Arca) on January 24, 2008 under the symbol “GCC.” Effective January 1, 2016, in accordance with the terms of a Unit Purchase Agreement dated October 29, 2015, GreenHaven LLC sold 100% of the issued and outstanding membership interest in the Managing Owner to WisdomTree Investments Inc. Following the sale, the name of the Fund was changed from “GreenHaven Continuous Commodity Index Fund” to “WisdomTree Continuous Commodity Index Fund,” the name of the Master Fund was changed from “GreenHaven Continuous Commodity Index Master Fund” to “WisdomTree Continuous Commodity Index Master Fund,” and the name of the Managing Owner was changed from “GreenHaven Commodity Services LLC” to “WisdomTree Commodity Services, LLC.” The Funds’ collective investment objective is to provide investors with exposure to the daily change in the price of a portfolio of commodities (the “Index Commodities”) comprising the Thomson Reuters Continuous Commodity Index, also known as the Continuous Commodity Total Return Index or Equal Weight Continuous Commodity Total Return Index (the “Index”), before the Funds’ liabilities and expenses. The Index Commodities consist of corn, soybean, wheat, live cattle, lean hogs, gold, silver, copper, cocoa, coffee, sugar, cotton, soybean oil, platinum, crude oil, NY Harbor ULSD (formerly known as heating oil) and natural gas. Thomson Reuters (Markets) LLC, formerly Thomson Reuters America LLC (the “Index Sponsor”), is the owner, publisher and custodian of the Index. The Index Sponsor is not an affiliate of the Funds or the Managing Owner. The Fund pursues its investment objective by investing substantially all of its assets in the Master Fund. The Master Fund pursues its investment objective by actively trading exchange traded futures (“Commodity Futures”) on the Index Commodities, with a view to tracking the performance of the Index over time, regardless of whether the Index is rising, falling or flat over any particular period. The Master Fund’s portfolio (its “Portfolio”) also includes cash, U.S. Treasury obligations and other high credit-quality, short-term fixed income securities (collectively, “U.S. Treasuries”) for deposit with the Commodity Broker (as defined below) as margin or otherwise held to cover the Master Fund’s notional exposure to Commodity Futures. The Fund continuously offers and redeems baskets of 50,000 Shares (“Baskets”) to authorized participants (“Authorized Participants”) at a price based on the Master Fund’s Net Asset Value (as defined in Note 7 – Share Creations and Redemptions The Managing Owner and the Shareholders share in any profits and losses attributable to the Fund in proportion to the percentage interest owned by each. The Managing Owner and the Funds retain the services of third party service providers for the ongoing operations of the Funds. See Note (2) – Service Providers and Related Party Agreements. In accordance with Accounting Standards Update (“ASU”) 2013-08, Unaudited Interim Financial Information The financial statements as of September 30, 2017 and for the three-months and nine-months ended September 30, 2017 and 2016 included herein are unaudited. In the opinion of the Managing Owner, the unaudited financial statements have been prepared on the same basis as the annual financial statements and include all adjustments, which are of the normal recurring nature, necessary for a fair statement of the Funds’ financial position, investments, results of operations and its cash flows. Interim results are not necessarily indicative of the results that will be achieved for the year or for any other interim period or for any future year. Past performance of the Funds is not necessarily indicative of future performance. |
Service Providers and Related P
Service Providers and Related Party Agreements | 9 Months Ended |
Sep. 30, 2017 | |
Related Party Transactions [Abstract] | |
Service Providers and Related Party Agreements | (2) Service Providers and Related Party Agreements (a) Trustee (b) Managing Owner (c) Sub Adviser sub-adviser Sub-Adviser, Sub-Adviser’s (d) Commodity Broker give-up (e) Administrator (f) Distributor (g) Authorized Participant |
Summary of Significant Accounti
Summary of Significant Accounting Policies | 9 Months Ended |
Sep. 30, 2017 | |
Accounting Policies [Abstract] | |
Summary of Significant Accounting Policies | (3) Summary of Significant Accounting Policies (a) Use of Estimates The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires the Managing Owner to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses during the period. Actual results could differ from those estimates. (b) Recently Issued Accounting Standards In November 2016, the Financial Accounting Standards Board issued ASU No. 2016-18 (“ASU 2016-18”), Statement of Cash Flows (Topic 230): Restricted Cash (c) Cash and Cash Held by Broker Cash — Non-segregated Cash Held by Broker — A portion of the Master Fund’s cash is held by the Commodity Broker and is applied towards the daily variation margin movements on the Master Fund’s open Commodity Futures. The Commodity Broker allows the Master Fund to apply its U.S. Treasuries positions towards its initial margin requirement for the Master Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and U.S. Treasuries positions are held in segregated accounts at the Commodity Broker and are not insured by the Federal Deposit Insurance Corporation. (d) U. S. Treasury Obligations The Master Fund records purchases and sales of U.S. Treasuries on a trade date basis. These holdings are marked to market based on quotations from broker-dealers or independent service providers. The Master Fund may hold U.S. Treasuries for deposit with the Commodity Broker as margin for trading and holding against initial margin of the open Commodity Futures. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the U.S. Treasuries. (e) Income Taxes The Fund and Master Fund are treated as partnerships for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state or local income taxes. As a result, no provision for federal, state or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items. The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. (f) Futures Contracts The Master Fund purchases and holds Commodity Futures for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the Schedule of Investments, Commodity Futures are presented at their published settlement prices on the last business day of the period, in accordance with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. See Note 4 – Fair Value Measurements (g) Basis of Presentation and Consolidation All of the capital raised by the Fund from the offering of its Shares is used to purchase Master Fund Units. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with reporting requirements of the Securities and Exchange Commission (“SEC”) as both the Fund and the Master Fund are SEC registrants. (h) Subsequent Events For purposes of disclosure in the consolidated financial statements, the Fund has evaluated events occurring between the period ended September 30, 2017 and when the financial statements were issued. During that period, there were no Shares created and 200,000 Shares were redeemed for $3,776,365, resulting in 8,350,050 Shares outstanding. Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair Value Measurements
Fair Value Measurements | 9 Months Ended |
Sep. 30, 2017 | |
Fair Value Disclosures [Abstract] | |
Fair Value Measurements | (4) Fair Value Measurements The existing guidance for fair value measurements establishes the authoritative definition for fair value, sets out a framework for measuring fair value and outlines the required disclosures regarding fair value measurements. Fair value is the price that would be received to sell an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants at the measurement date. The Master Fund uses a three-tier fair value hierarchy based upon observable and unobservable inputs as follows: Level 1 — Quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date. Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. Level 3 — Unobservable inputs for the asset or liability. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The assets of the Master Fund are either exchange-traded securities that are valued at the official closing price on the exchange where they are principally traded or U.S. government securities that are valued using dealer and broker quotations or other inputs that are observable or can be corroborated by observable market data. A summary of the Master Fund’s assets and liabilities at fair value as of September 30, 2017, classified according to the levels used to value them, is as follows: Quoted Prices in Active Market (Level 1) Other Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Totals Assets U.S. Treasury Obligations $ — $ 154,825,963 $ — $ 154,825,963 Liabilities Net unrealized depreciation on futures contracts (990,105 ) — — (990,105 ) Total - Net $ (990,105 ) $ 154,825,963 $ — $ 153,835,858 There were no transfers between Level 1 and Level 2 for the Master Fund during the nine months ended September 30, 2017. The Master Fund did not hold any Level 3 securities during the nine months ended September 30, 2017. A summary of the Master Fund’s assets and liabilities at fair value as of December 31, 2016, classified according to the levels used to value them, is as follows: Quoted Prices in Active Market (Level 1) Other Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Totals Assets U.S. Treasury Obligations $ — $ 199,838,720 $ — $ 199,838,720 Liabilities Net unrealized depreciation on futures contracts (1,424,715 ) — — (1,424,715 ) Total – Net $ (1,424,715 ) $ 199,838,720 $ — $ 198,414,005 There were no transfers between Level 1 and Level 2 for the Master Fund during the year ended December 31, 2016. The Master Fund did not hold any Level 3 securities during the year ended December 31, 2016. |
Derivative Instruments and Hedg
Derivative Instruments and Hedging Activities | 9 Months Ended |
Sep. 30, 2017 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Derivative Instruments and Hedging Activities | (5) Derivative Instruments and Hedging Activities The Master Fund uses derivative instruments as part of its principal investment strategy to achieve its investment objective. As of September 30, 2017, the Master Fund was invested in Commodity Futures. For the nine months ended September 30, 2017 and year ended December 31, 2016, the volumes of derivative activity (based on average month-end The fair value of derivative instruments at September 30, 2017 and December 31, 2016, were as follows: Period Derivative Instruments Asset Derivatives Liability Derivatives (i) September 30, 2017 Commodity Futures $ — $ 990,105 December 31, 2016 Commodity Futures $ — $ 1,424,715 (i) Values are disclosed on the Statements of Financial Condition under Net unrealized depreciation on futures contracts. The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Master Fund for the three months and nine months ended September 30, 2017 and 2016: Period Derivative Instruments Realized Gain on Derivative Instruments (i) Net Increase (Decrease) in Unrealized Appreciation/Depreciation on Derivative Instruments (ii) Three months ended September 30, 2017 Commodity Futures $ (2,028,467 ) $ 2,664,308 Three months ended September 30, 2016 Commodity Futures 3,304,096 (13,135,843 ) Nine months ended September 30, 2017 Commodity Futures (5,772,460 ) 434,610 Nine months ended September 30, 2016 Commodity Futures 7,588,352 4,391,975 (i) Values are disclosed on the Statements of Income and Expenses under Net realized gain (loss) from futures contracts. (ii) Values are disclosed on the Statements of Income and Expenses under Net increase (decrease) in unrealized appreciation/depreciation from futures contracts. |
Financial Instrument Risk
Financial Instrument Risk | 9 Months Ended |
Sep. 30, 2017 | |
Investments, All Other Investments [Abstract] | |
Financial Instrument Risk | (6) Financial Instrument Risk In the normal course of its business, the Master Fund may be party to financial instruments with off-balance “off-balance Market risk is the potential for changes in the value of the financial instruments traded by the Master Fund due to market changes, including fluctuations in commodity prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and the Managing Owner is unable to offset such positions, the Master Fund could experience substantial losses. Credit risk is the possibility that a loss may occur due to the failure of an exchange clearinghouse to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as counterparty to the transactions. The Master Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the Statement of Financial Condition and not represented by the contract or notional amounts of the instruments. The Fund and the Master Fund have not utilized, nor do they expect to utilize in the future, special purpose entities to facilitate off-balance off-balance |
Share Creations and Redemptions
Share Creations and Redemptions | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Share Creations and Redemptions | (7) Share Creations and Redemptions The Fund creates and redeems Shares from time to time, but only in one or more Baskets of 50,000 Shares. Authorized Participants are the only persons that may place orders to create and redeem Baskets. To compensate the Administrator for services in processing the creation and redemption of Baskets, an Authorized Participant is required to pay a transaction fee of $200 per order. “Net Asset Value” means the total assets of the Master Fund including, but not limited to, all cash and cash equivalents or other debt securities, less total liabilities of the Master Fund, each determined on the basis of generally accepted accounting principles in the United States, consistently applied under the accrual method of accounting. In particular, Net Asset Value includes any unrealized profit or loss on open Commodity Futures, and any other credit or debit accruing to the Master Fund but unpaid or not received by the Master Fund. (a) Creation of Shares General. non-refundable Determination of Required Payment. Because orders to purchase Baskets must be placed by 10:00 a.m. ET, but the total payment required to create a Basket during the continuous offering period will not be determined until 4:00 p.m. ET, on the date the purchase order is received, Authorized Participants will not know the total amount of the payment required to create a Basket at the time they submit an irrevocable purchase order for the Basket. The Fund’s Net Asset Value and the total amount of the payment required to create a Basket could rise or fall substantially between the time an irrevocable purchase order is submitted and the time the amount of the purchase price in respect thereof is determined. Rejection of Purchase Orders. (i) it determines that the creation order is not in proper form; (ii) the Managing Owner believes that the purchase order would have adverse tax consequences to the Fund or its Shareholders; or (iii) circumstances outside the control of the Managing Owner or the Distributor make it, for all practical purposes, not feasible to process creations of Baskets. The Distributor and the Managing Owner will not be liable for the rejection of any purchase order. (b) Redemption of Shares General. non-refundable Determination of Required Payment. Delivery of Redemption Proceeds. time-to-time, time-to-time Suspension or Rejection of Redemption Orders. A redemption order may be rejected if the order is not in proper form as described in the order form and/or Participant Agreement or if the fulfillment of the order, in the opinion of its counsel, might be unlawful. |
Operating Expenses
Operating Expenses | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Operating Expenses | (8) Operating Expenses (a) Management Fee The Master Fund pays the Managing Owner, monthly in arrears, a fee (the “Management Fee”) equal to 0.85% per annum based on the average daily Net Asset Value of the Master Fund. Effective January 1, 2017, the Managing Owner voluntarily agreed to waive a portion of its Management Fee in the amount of 0.10% per annum reducing the Management Fee to 0.75% per annum based on the average daily Net Asset Value of the Master Fund. For the three months and nine months ended September 30, 2017 and 2016, the Management Fee paid by the Master Fund was as follows: Period Management Fee Voluntary Fee Waiver Net Management Fee Three months ended September 30, 2017 $ 351,466 $ (41,349 ) $ 310,117 Three months ended September 30, 2016 $ 478,945 $ — $ 478,945 Nine months ended September 30, 2017 $ 1,175,515 $ (138,296 ) $ 1,037,219 Nine months ended September 30, 2016 $ 1,398,546 $ — $ 1,398,546 (b) Initial Organization and Offering Expenses Expenses incurred in connection with formation of the Fund and the offering of the Shares prior to January 1, 2016, were paid by GreenHaven, LLC. GreenHaven, LLC is the former sole member of the Managing Owner. The Fund does not have an obligation to reimburse GreenHaven, LLC or its affiliates for organization and offering expenses paid on their behalf. (c) Brokerage Commissions, Fees, and Routine Operational, Administrative, and Other Ordinary Expenses Prior to January 1, 2017, the Funds’ brokerage commissions and fees as well as routine operational, administrative and other ordinary expenses, including, but not limited to, the fees and expenses of the Trustee, legal and accounting fees and expenses, tax preparation expenses, filing fees, and printing, mailing and duplication costs, were accrued at a rate of 0.20% of the Net Asset Value per annum in the aggregate. Of the amounts so accrued, the Funds first paid brokerage commissions and fees, and secondly, from the remainder of the amounts so accrued, reimbursed the Managing Owner for the Funds’ routine operational, administrative and other ordinary expenses paid by the Managing Owner. Effective January 1, 2017, the Managing Owner has voluntarily agreed to assume all routine operational, administrative and other ordinary expenses of the Funds, and will not be reimbursed for any such expenses. As a result, the Funds will no longer accrue for such expenses. In addition, effective January 1, 2017, the Master Fund will pay its brokerage commissions and fees directly. As a result, the Funds will no longer accrue for such commissions and fees as an expense accrual, but will be included as a component of Net Realized Gain (Loss) on the Consolidated Statements of Income and Expenses. Accordingly, effective January 1, 2017, the Fund’s expense accrual of 0.20% of the Fund’s Net Asset Value for (i) brokerage commissions and fees, and (ii) routine operational, administrative and other ordinary expenses, was eliminated. Brokerage commissions and fees were charged against the Fund’s assets on a per transaction basis. The brokerage commissions, trading fees and routine operational, administrative, and other ordinary expenses incurred for the three months ended September 30, 2016 were $112,692 and for the nine months ended September 30, 2016 were $329,067. Brokerage commissions and fees incurred for the three months ended September 30, 2017 were $43,008 and for the nine months ended September 30, 2017 were $148,709. |
Termination
Termination | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Termination | (9) Termination The term of the Fund is perpetual, unless terminated earlier in certain circumstances as defined in the Trust Agreements. |
Profit and Loss Allocations and
Profit and Loss Allocations and Distributions | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Profit and Loss Allocations and Distributions | (10) Profit and Loss Allocations and Distributions The Managing Owner and the Shareholders share in any profits and losses of the Fund attributable to the Fund in proportion to the percentage interest owned by each. Distributions may be made at the sole discretion of the Managing Owner on a pro-rata |
Commitments and Contingencies
Commitments and Contingencies | 9 Months Ended |
Sep. 30, 2017 | |
Commitments and Contingencies Disclosure [Abstract] | |
Commitments and Contingencies | (11) Commitments and Contingencies The Managing Owner, either in its own capacity or in its capacity as the Managing Owner and on behalf of the Funds, has entered into various service agreements that contain indemnification and exculpation provisions with respect to costs, expenses, damages, liabilities and/or claims that may be incurred by a service provider in connection with the provision of its services to the Funds. As of September 30, 2017, no party to any such service agreement has made a claim against the Funds, and it is therefore not possible to estimate the Funds’ potential future exposure under such indemnification and exculpation provisions. |
Net Asset Value and Financial H
Net Asset Value and Financial Highlights | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Net Asset Value and Financial Highlights | (12) Net Asset Value and Financial Highlights The Fund is presenting the following Net Asset Value and financial highlights related to investment performance and operations for a Share outstanding for the three months and nine months ended September 30, 2017 and 2016. Three Months Ended September 30, 2017 Three Months Ended September 30, 2016 Nine Months Ended September 30, 2017 Nine Months Ended September 30, 2016 Net Asset Value Net asset value per Limited Share, beginning of period $ 18.68 $ 20.42 $ 19.35 $ 18.56 Investment operations: Net realized and unrealized gain (loss) 0.07 (1) (0.87 ) (0.58 ) (1) 1.07 Net investment income (loss) (2) 0.01 (0.04 ) (3) (0.01 ) (0.12 ) (3) Net increase (decrease) in net assets from operations 0.08 (0.91 ) (0.59 ) 0.95 Net asset value per Limited Share, end of period $ 18.76 $ 19.51 $ 18.76 $ 19.51 Total Return, at net asset value (4) 0.43 % (4.46 )% (3.05 )% 5.12 % Ratio/Supplemental Data: Net assets, end of period (000’s omitted) $ 160,409 $ 213,674 $ 160,409 $ 213,674 Net investment income (loss) (5) 0.16 % (0.82 )% (6) (0.07 )% (0.85 )% (6) Expenses, prior to expense waivers (5) 0.85 % 1.05 % (6) 0.85 % 1.05 % (6) Expenses, net of expense waivers (5) 0.75 % 1.05 % (6) 0.75 % 1.05 % (6) (1) Includes brokerage fees/commissions of less than $0.01 and $0.02 per share for the three months and nine months ended September 30, 2017, respectively. See Note 8(c) on pages 23-24. (2) Based on average shares outstanding. (3) Includes brokerage fees/commissions of $0.01 and $0.02 per share for the three months and nine months ended September 30, 2016, respectively. See Note 8(c) on pages 23-24. (4) Total return calculated for a period of less than one year is not annualized. For the periods in which the Managing Owner waived a portion of its Management Fee, the total return would have been lower if such expenses had not been waived. See Note 8(a) on page 23. (5) Annualized. (6) Includes brokerage fees/commissions of 0.15% (annualized) (as a percentage of average daily net assets). See Note 8(c) on pages 23-24. |
Summary of Significant Accoun23
Summary of Significant Accounting Policies (Policies) | 9 Months Ended |
Sep. 30, 2017 | |
Accounting Policies [Abstract] | |
Use of Estimates | (a) Use of Estimates The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires the Managing Owner to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses during the period. Actual results could differ from those estimates. |
Recently Issued Accounting Standards | (b) Recently Issued Accounting Standards In November 2016, the Financial Accounting Standards Board issued ASU No. 2016-18 (“ASU 2016-18”), Statement of Cash Flows (Topic 230): Restricted Cash |
Cash and Cash Held by Broker | (c) Cash and Cash Held by Broker Cash — Non-segregated Cash Held by Broker — A portion of the Master Fund’s cash is held by the Commodity Broker and is applied towards the daily variation margin movements on the Master Fund’s open Commodity Futures. The Commodity Broker allows the Master Fund to apply its U.S. Treasuries positions towards its initial margin requirement for the Master Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and U.S. Treasuries positions are held in segregated accounts at the Commodity Broker and are not insured by the Federal Deposit Insurance Corporation. |
U. S. Treasury Obligations | (d) U. S. Treasury Obligations The Master Fund records purchases and sales of U.S. Treasuries on a trade date basis. These holdings are marked to market based on quotations from broker-dealers or independent service providers. The Master Fund may hold U.S. Treasuries for deposit with the Commodity Broker as margin for trading and holding against initial margin of the open Commodity Futures. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the U.S. Treasuries. |
Income Taxes | (e) Income Taxes The Fund and Master Fund are treated as partnerships for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state or local income taxes. As a result, no provision for federal, state or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items. The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. |
Futures Contracts | (f) Futures Contracts The Master Fund purchases and holds Commodity Futures for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the Schedule of Investments, Commodity Futures are presented at their published settlement prices on the last business day of the period, in accordance with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. See Note 4 – Fair Value Measurements |
Basis of Presentation and Consolidation | (g) Basis of Presentation and Consolidation All of the capital raised by the Fund from the offering of its Shares is used to purchase Master Fund Units. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with reporting requirements of the Securities and Exchange Commission (“SEC”) as both the Fund and the Master Fund are SEC registrants. |
Subsequent Events | (h) Subsequent Events For purposes of disclosure in the consolidated financial statements, the Fund has evaluated events occurring between the period ended September 30, 2017 and when the financial statements were issued. During that period, there were no Shares created and 200,000 Shares were redeemed for $3,776,365, resulting in 8,350,050 Shares outstanding. Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair Value Measurements (Tables
Fair Value Measurements (Tables) | 9 Months Ended |
Sep. 30, 2017 | |
Fair Value Disclosures [Abstract] | |
Schedule of the Summary of the Master Fund's Assets and Liabilities at Fair Value, Classified According to the Levels Used to Value Them | A summary of the Master Fund’s assets and liabilities at fair value as of September 30, 2017, classified according to the levels used to value them, is as follows: Quoted Prices in Active Market (Level 1) Other Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Totals Assets U.S. Treasury Obligations $ — $ 154,825,963 $ — $ 154,825,963 Liabilities Net unrealized depreciation on futures contracts (990,105 ) — — (990,105 ) Total - Net $ (990,105 ) $ 154,825,963 $ — $ 153,835,858 A summary of the Master Fund’s assets and liabilities at fair value as of December 31, 2016, classified according to the levels used to value them, is as follows: Quoted Prices in Active Market (Level 1) Other Significant Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Totals Assets U.S. Treasury Obligations $ — $ 199,838,720 $ — $ 199,838,720 Liabilities Net unrealized depreciation on futures contracts (1,424,715 ) — — (1,424,715 ) Total – Net $ (1,424,715 ) $ 199,838,720 $ — $ 198,414,005 |
Derivative Instruments and He25
Derivative Instruments and Hedging Activities (Tables) | 9 Months Ended |
Sep. 30, 2017 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Schedule of Fair Value of Derivative Instruments | The fair value of derivative instruments at September 30, 2017 and December 31, 2016, were as follows: Period Derivative Instruments Asset Derivatives Liability Derivatives (i) September 30, 2017 Commodity Futures $ — $ 990,105 December 31, 2016 Commodity Futures $ — $ 1,424,715 (i) Values are disclosed on the Statements of Financial Condition under Net unrealized depreciation on futures contracts. |
Schedule of Summary of Realized and Unrealized Gains and Losses of Derivative Instruments Utilized by Master Fund | The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Master Fund for the three months and nine months ended September 30, 2017 and 2016: Period Derivative Instruments Realized Gain on Derivative Instruments (i) Net Increase (Decrease) in Unrealized Appreciation/Depreciation on Derivative Instruments (ii) Three months ended September 30, 2017 Commodity Futures $ (2,028,467 ) $ 2,664,308 Three months ended September 30, 2016 Commodity Futures 3,304,096 (13,135,843 ) Nine months ended September 30, 2017 Commodity Futures (5,772,460 ) 434,610 Nine months ended September 30, 2016 Commodity Futures 7,588,352 4,391,975 (i) Values are disclosed on the Statements of Income and Expenses under Net realized gain (loss) from futures contracts. (ii) Values are disclosed on the Statements of Income and Expenses under Net increase (decrease) in unrealized appreciation/depreciation from futures contracts. |
Operating Expenses (Tables)
Operating Expenses (Tables) | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Management Fee Paid by Master Fund | For the three months and nine months ended September 30, 2017 and 2016, the Management Fee paid by the Master Fund was as follows: Period Management Fee Voluntary Fee Waiver Net Management Fee Three months ended September 30, 2017 $ 351,466 $ (41,349 ) $ 310,117 Three months ended September 30, 2016 $ 478,945 $ — $ 478,945 Nine months ended September 30, 2017 $ 1,175,515 $ (138,296 ) $ 1,037,219 Nine months ended September 30, 2016 $ 1,398,546 $ — $ 1,398,546 |
Net Asset Value and Financial27
Net Asset Value and Financial Highlights (Tables) | 9 Months Ended |
Sep. 30, 2017 | |
Text Block [Abstract] | |
Schedule of Net Asset Value and Financial Highlights | The Fund is presenting the following Net Asset Value and financial highlights related to investment performance and operations for a Share outstanding for the three months and nine months ended September 30, 2017 and 2016. Three Months Ended September 30, 2017 Three Months Ended September 30, 2016 Nine Months Ended September 30, 2017 Nine Months Ended September 30, 2016 Net Asset Value Net asset value per Limited Share, beginning of period $ 18.68 $ 20.42 $ 19.35 $ 18.56 Investment operations: Net realized and unrealized gain (loss) 0.07 (1) (0.87 ) (0.58 ) (1) 1.07 Net investment income (loss) (2) 0.01 (0.04 ) (3) (0.01 ) (0.12 ) (3) Net increase (decrease) in net assets from operations 0.08 (0.91 ) (0.59 ) 0.95 Net asset value per Limited Share, end of period $ 18.76 $ 19.51 $ 18.76 $ 19.51 Total Return, at net asset value (4) 0.43 % (4.46 )% (3.05 )% 5.12 % Ratio/Supplemental Data: Net assets, end of period (000’s omitted) $ 160,409 $ 213,674 $ 160,409 $ 213,674 Net investment income (loss) (5) 0.16 % (0.82 )% (6) (0.07 )% (0.85 )% (6) Expenses, prior to expense waivers (5) 0.85 % 1.05 % (6) 0.85 % 1.05 % (6) Expenses, net of expense waivers (5) 0.75 % 1.05 % (6) 0.75 % 1.05 % (6) (1) Includes brokerage fees/commissions of less than $0.01 and $0.02 per share for the three months and nine months ended September 30, 2017, respectively. See Note 8(c) on pages 23-24. (2) Based on average shares outstanding. (3) Includes brokerage fees/commissions of $0.01 and $0.02 per share for the three months and nine months ended September 30, 2016, respectively. See Note 8(c) on pages 23-24. (4) Total return calculated for a period of less than one year is not annualized. For the periods in which the Managing Owner waived a portion of its Management Fee, the total return would have been lower if such expenses had not been waived. See Note 8(a) on page 23. (5) Annualized. (6) Includes brokerage fees/commissions of 0.15% (annualized) (as a percentage of average daily net assets). See Note 8(c) on pages 23-24. |
Organization - Additional Infor
Organization - Additional Information (Detail) - USD ($) | 1 Months Ended | 9 Months Ended | ||
Jan. 23, 2008 | Sep. 30, 2017 | Dec. 31, 2016 | Jan. 01, 2016 | |
Organization [Line Items] | ||||
General units of the fund (in units) | 50 | 50 | ||
Number of shares for creation and redemption from fund by authorized participants in specified quantity | 50,000 | |||
Greenhaven Continuous Commodity Index Master Fund [Member] | ||||
Organization [Line Items] | ||||
General units of the fund (in units) | 50 | 50 | ||
Capital contribution in exchange for general units issued | $ 1,500 | |||
Value of shares offered for investment operations | $ 10,500,000 | |||
Number of shares offered for investment operations (in shares) | 350,000 | |||
Membership sold out to Wisdom Tree Investment Inc | 100.00% |
Service Providers and Related29
Service Providers and Related Party Agreements - Additional Information (Detail) | 9 Months Ended |
Sep. 30, 2017shares | |
Related Party Transactions [Abstract] | |
Number of shares for creation and redemption from fund by authorized participants in specified quantity | 50,000 |
Summary of Significant Accoun30
Summary of Significant Accounting Policies - Additional Information (Detail) - USD ($) | Sep. 30, 2017 | Sep. 30, 2017 | Dec. 31, 2016 |
Subsequent Event [Line Items] | |||
Redemption of Units | $ 56,758,444 | ||
Paid in capital redeemable shares outstanding | 8,550,000 | 8,550,000 | 11,350,000 |
Limited Partners Capital Units [Member] | |||
Subsequent Event [Line Items] | |||
Redemption of Units | $ 56,758,444 | ||
Limited Partners Capital Units [Member] | Limited Units [Member] | |||
Subsequent Event [Line Items] | |||
Creation of Units (in units) | 0 | 150,000 | |
Redemption of Units (in units) | 200,000 | 2,950,000 | |
Redemption of Units | $ 3,776,365 | $ 56,758,444 | |
Paid in capital redeemable shares outstanding | 8,350,050 | 8,350,050 |
Fair Value Measurements - Sched
Fair Value Measurements - Schedule of the Summary of the Master Fund's Assets and Liabilities at Fair Value, Classified According to the Levels Used to Value Them (Detail) - USD ($) | Sep. 30, 2017 | Dec. 31, 2016 |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | $ 153,835,858 | $ 198,414,005 |
U.S. Treasuries [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | 154,825,963 | 199,838,720 |
Futures [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | 0 | 0 |
Liability Derivatives | (990,105) | (1,424,715) |
Quoted Prices in Active Market (Level 1) [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | (990,105) | (1,424,715) |
Quoted Prices in Active Market (Level 1) [Member] | Futures [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Liability Derivatives | (990,105) | (1,424,715) |
Other Significant Observable Inputs (Level 2) [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Total Derivatives | 154,825,963 | 199,838,720 |
Other Significant Observable Inputs (Level 2) [Member] | U.S. Treasuries [Member] | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | $ 154,825,963 | $ 199,838,720 |
Fair Value Measurements - Addit
Fair Value Measurements - Additional Information (Detail) - USD ($) | Sep. 30, 2017 | Dec. 31, 2016 |
Fair Value Disclosures [Abstract] | ||
Transfer from level 1 to level 2 | $ 0 | $ 0 |
Transfer from level 2 to level 1 | $ 0 | $ 0 |
Derivative Instruments and He33
Derivative Instruments and Hedging Activities - Additional Information (Detail) - USD ($) | Sep. 30, 2017 | Dec. 31, 2016 |
Open Coal Futures Contracts [Member] | ||
Derivative [Line Items] | ||
Average month end notional amount of derivative | $ 185,385,259 | $ 218,760,963 |
Derivative Instruments and He34
Derivative Instruments and Hedging Activities - Schedule of Fair Value of Derivative Instruments (Detail) - Futures [Member] - USD ($) | Sep. 30, 2017 | Dec. 31, 2016 |
Derivative [Line Items] | ||
Asset Derivatives | $ 0 | $ 0 |
Liability Derivatives | $ 990,105 | $ 1,424,715 |
Derivative Instruments and He35
Derivative Instruments and Hedging Activities - Schedule of Summary of Realized and Unrealized Gains and Losses of Derivative Instruments Utilized by Master Fund (Detail) - USD ($) | 3 Months Ended | 9 Months Ended | ||||
Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | |||
Derivative [Line Items] | ||||||
Realized Gain (Loss) on Derivative Instruments | $ (2,028,467) | [1] | $ 3,304,096 | $ (5,772,460) | [1] | $ 7,588,352 |
Net Increase (Decrease) in Unrealized Appreciation/Depreciation on Derivative Instruments | 2,664,308 | (13,135,843) | 434,610 | 4,391,975 | ||
Futures [Member] | ||||||
Derivative [Line Items] | ||||||
Realized Gain (Loss) on Derivative Instruments | (2,028,467) | 3,304,096 | (5,772,460) | 7,588,352 | ||
Net Increase (Decrease) in Unrealized Appreciation/Depreciation on Derivative Instruments | $ 2,664,308 | $ (13,135,843) | $ 434,610 | $ 4,391,975 | ||
[1] | Includes brokerage commissions and fees for the three months and nine months ended September 30, 2017 of $43,008 and $148,709, respectively. Prior to January 1, 2017, brokerage commissions and fees were included under "Expenses" in "Brokerage fees and expenses". |
Share Creations and Redemptio36
Share Creations and Redemptions - Additional Information (Detail) | 9 Months Ended |
Sep. 30, 2017USD ($)shares | |
Share Creations And Redemptions [Abstract] | |
Number of shares for creation and redemption from fund by authorized participants in specified quantity | 50,000 |
Transaction fee per order | $ | $ 200 |
Number of shares purchased from fund by authorized participants in specified quantity | 50,000 |
Description of calculations methodology use in NAV at time of purchase | The total payment required to create each Basket is the Net Asset Value of 50,000 Shares as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date. Baskets will be issued as of 12:00 p.m. ET, on the business day immediately following the purchase order date at the Net Asset Value per Share as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date during the continuous offering period, but only if the required payment has been timely received. |
Description of calculations methodology use in NAV at time of redemption | The redemption proceeds from the Fund consist of the cash redemption amount equal to the Net Asset Value of the number of Basket(s) requested in the Authorized Participant's redemption order as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the redemption order date. |
Operating Expenses - Additional
Operating Expenses - Additional Information (Detail) - USD ($) | Jan. 01, 2017 | Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | Dec. 31, 2016 |
Operating Expenses And Offering Costs [Line Items] | ||||||
Expense accrual of fund | 0.20% | |||||
Brokerage fees and expenses | $ 112,692 | $ 329,067 | ||||
Greenhaven Continuous Commodity Index Master Fund [Member] | ||||||
Operating Expenses And Offering Costs [Line Items] | ||||||
Management fees paid to managing owner as percentage of NAV of master fund | 0.10% | 0.85% | ||||
Reduction in management fees paid to managing owner as percentage of NAV of fund | 0.75% | |||||
Percentage of accrued brokerage commissions and fees | 0.20% | |||||
Brokerage fees and expenses | $ 43,008 | $ 112,692 | $ 148,709 | $ 329,067 |
Operating Expenses - Management
Operating Expenses - Management Fee Paid by Master Fund (Detail) - USD ($) | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | |
Operating Expenses Organizational And Offering Costs [Abstract] | ||||
Management Fee | $ 351,466 | $ 478,945 | $ 1,175,515 | $ 1,398,546 |
Voluntary Fee Waiver | (41,349) | (138,296) | ||
Net Management Fee | $ 310,117 | $ 478,945 | $ 1,037,219 | $ 1,398,546 |
Net Asset Value and Financial39
Net Asset Value and Financial Highlights - Schedule of Net Asset Value and Financial Highlights (Detail) - USD ($) | 3 Months Ended | 9 Months Ended | |||
Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | Dec. 31, 2016 | |
Investment operations: | |||||
Total Return, at net asset value | 0.43% | (4.46%) | (3.05%) | 5.12% | |
Ratio/Supplemental Data: | |||||
Net assets, end of period | $ 160,409,438 | $ 219,660,595 | $ 160,409,438 | $ 219,660,595 | $ 219,660,595 |
Net investment income (loss) | 0.16% | (0.82%) | (0.07%) | (0.85%) | |
Expenses, prior to expense waivers | 0.85% | 1.05% | 0.85% | 1.05% | |
Expenses, net of expense waivers | 0.75% | 1.05% | 0.75% | 1.05% | |
Limited Units [Member] | |||||
Net Asset Value | |||||
Net asset value, beginning of period | $ 18.68 | $ 20.42 | $ 19.35 | $ 18.56 | |
Investment operations: | |||||
Net realized and unrealized gain (loss) | 0.07 | (0.87) | (0.58) | 1.07 | |
Net investment income (loss) | 0.01 | (0.04) | (0.01) | (0.12) | |
Net increase (decrease) in net assets from operations | 0.08 | (0.91) | (0.59) | 0.95 | |
Net asset value, end of period | $ 18.76 | $ 19.51 | $ 18.76 | $ 19.51 |
Net Asset Value and Financial40
Net Asset Value and Financial Highlights - Schedule of Net Asset Value and Financial Highlights (Parenthetical) (Detail) - $ / shares | 3 Months Ended | 9 Months Ended | ||
Sep. 30, 2017 | Sep. 30, 2016 | Sep. 30, 2017 | Sep. 30, 2016 | |
Investment Company, Financial Highlights [Line Items] | ||||
Brokerage fees/commissions, per share | $ 0.01 | $ 0.02 | ||
Brokerage fees/commissions, percent | 0.15% | |||
Maximum [Member] | ||||
Investment Company, Financial Highlights [Line Items] | ||||
Brokerage fees/commissions, per share | $ 0.01 | $ 0.02 |