Document and Entity Information
Document and Entity Information - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Jan. 31, 2016 | Jun. 30, 2015 | |
Document and Entity Information [Abstract] | |||
Entity Registrant Name | WisdomTree Continuous Commodity Index Fund | ||
Entity Central Index Key | 1,379,606 | ||
Trading Symbol | gcc | ||
Entity Current Reporting Status | Yes | ||
Entity Voluntary Filers | No | ||
Entity Well-known Seasoned Issuer | Yes | ||
Entity Public Float | $ 279,186,604 | ||
Current Fiscal Year End Date | --12-31 | ||
Entity Filer Category | Accelerated Filer | ||
Entity Common Stock, Shares Outstanding | 11,800,000 | ||
Document Type | 10-K | ||
Document Period End Date | Dec. 31, 2015 | ||
Amendment Flag | false | ||
Document Fiscal Year Focus | 2,015 | ||
Document Fiscal Period Focus | FY |
Consolidated Statements of Fina
Consolidated Statements of Financial Condition | Dec. 31, 2015USD ($)$ / unit | Dec. 31, 2014USD ($)$ / unit |
Equity in broker trading accounts: | ||
Short-term investments (cost $149,963,671 and $199,994,069 as of 2015 and 2014, respectively) | $ 149,980,000 | $ 199,995,250 |
Cash held by broker | 83,440,007 | 94,433,074 |
Net unrealized depreciation on futures contracts | (8,705,967) | (27,249,076) |
Total assets | 224,714,040 | 267,179,248 |
Liabilities and shareholders' equity | ||
Management fee payable to related party | 166,759 | 205,492 |
Accrued brokerage fees and expenses payable | 28,756 | 75,622 |
Total liabilities | 195,515 | 281,114 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | (572) | (360) |
Total General Units | 928 | 1,140 |
Limited Units: | ||
Paid in capital - 12,100,000 and 11,700,000 redeemable shares issued and outstanding as of 2015 and 2014, respectively | 360,079,849 | 350,523,308 |
Accumulated deficit | (135,562,252) | (83,626,314) |
Total Limited Units | 224,517,597 | 266,896,994 |
Total shareholders' equity | 224,518,525 | 266,898,134 |
Total liabilities and shareholders' equity | $ 224,714,040 | $ 267,179,248 |
Net asset value per share | ||
General Units | $ / unit | 18.56 | 22.80 |
Limited Units | $ / unit | 18.56 | 22.81 |
Greenhaven Continuous Commodity Index Master Fund | ||
Equity in broker trading accounts: | ||
Short-term investments (cost $149,963,671 and $199,994,069 as of 2015 and 2014, respectively) | $ 149,980,000 | $ 199,995,250 |
Cash held by broker | 83,440,007 | 94,433,074 |
Net unrealized depreciation on futures contracts | (8,705,967) | (27,249,076) |
Total assets | 224,714,040 | 267,179,248 |
Liabilities and shareholders' equity | ||
Management fee payable to related party | 166,759 | 205,492 |
Accrued brokerage fees and expenses payable | 28,756 | 75,622 |
Total liabilities | 195,515 | 281,114 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | (572) | (360) |
Total General Units | 928 | 1,140 |
Limited Units: | ||
Paid in capital - 12,100,000 and 11,700,000 redeemable shares issued and outstanding as of 2015 and 2014, respectively | 360,079,849 | 350,523,308 |
Accumulated deficit | (135,562,252) | (83,626,314) |
Total Limited Units | 224,517,597 | 266,896,994 |
Total shareholders' equity | 224,518,525 | 266,898,134 |
Total liabilities and shareholders' equity | $ 224,714,040 | $ 267,179,248 |
Net asset value per share | ||
General Units | $ / unit | 18.56 | 22.80 |
Limited Units | $ / unit | 18.56 | 22.81 |
Consolidated Statements of Fin3
Consolidated Statements of Financial Condition (Parentheticals) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Cost of short-term investments (in dollars) | $ 149,963,671 | $ 199,994,069 |
General Units: | ||
Paid in capital units issued | 50 | 50 |
Limited Units: | ||
Paid in capital redeemable shares issued | 12,100,000 | 11,700,000 |
Paid in capital redeemable shares outstanding | 12,100,000 | 11,700,000 |
Greenhaven Continuous Commodity Index Master Fund | ||
Cost of short-term investments (in dollars) | $ 149,963,671 | $ 199,994,069 |
General Units: | ||
Paid in capital units issued | 50 | 50 |
Limited Units: | ||
Paid in capital redeemable shares issued | 12,100,000 | 11,700,000 |
Paid in capital redeemable shares outstanding | 12,100,000 | 11,700,000 |
Schedule of Investments
Schedule of Investments | 12 Months Ended | ||
Dec. 31, 2015USD ($)Contract | Dec. 31, 2014USD ($)Contract | ||
U.S. Treasury Obligations | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 66.80% | 74.93% | |
Fair Value | $ 149,980,000 | $ 199,995,250 | |
Face Value | 150,000,000 | 200,000,000 | |
Total U.S. Treasury Obligations (cost) | $ 149,963,671 | $ 199,994,069 | |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 22, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 37.47% | ||
Fair Value | $ 99,998,600 | ||
Face Value | $ 100,000,000 | ||
Investment Interest Rate | 0.01% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.03% due March 12, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 18.73% | ||
Fair Value | $ 49,998,100 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.03% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.06% due March 26, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 18.73% | ||
Fair Value | $ 49,998,550 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.06% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.17% due January 28, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 22.27% | ||
Fair Value | $ 49,995,900 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.17% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.14% due February 11, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 22.27% | ||
Fair Value | $ 49,993,400 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.14% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.28% due March 17, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 22.26% | ||
Fair Value | $ 49,990,700 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.28% | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (3.88%) | (10.21%) | |
Fair Value | $ (8,705,967) | $ (27,249,076) | |
Notional Value | $ 224,263,539 | $ 266,577,952 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, May 06, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.01%) | ||
Fair Value | $ (12,455) | ||
Notional Value | $ 4,391,535 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, April 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Fair Value | $ (211,170) | ||
Notional Value | $ 4,349,280 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date, April 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (148,820) | ||
Notional Value | $ 3,086,460 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date, April 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (86,140) | ||
Notional Value | $ 4,525,580 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Fair Value | $ 113,380 | ||
Notional Value | $ 4,393,590 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date March 15, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Fair Value | $ 119,700 | ||
Notional Value | $ 4,399,070 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date May 18, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (96,862) | ||
Notional Value | $ 4,395,300 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 91 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date March 19, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.28%) | ||
Fair Value | $ (747,038) | ||
Notional Value | $ 5,185,425 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 83 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date May 26, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.15%) | ||
Fair Value | $ (338,513) | ||
Notional Value | $ 4,390,075 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, Settlement date March 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.21%) | ||
Fair Value | $ (559,600) | ||
Notional Value | $ 5,227,175 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 74 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (315,375) | ||
Notional Value | $ 4,410,450 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 242 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (301,212) | ||
Notional Value | $ 4,340,875 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 242 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, Settlement date April 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Fair Value | $ 218,730 | ||
Notional Value | $ 5,261,760 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 81 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.29%) | ||
Fair Value | $ (786,680) | ||
Notional Value | $ 3,111,480 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Fair Value | $ (238,510) | ||
Notional Value | $ 2,625,700 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 25, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (318,070) | ||
Notional Value | $ 2,599,300 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.50%) | ||
Fair Value | $ (1,337,461) | ||
Notional Value | $ 3,104,594 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.32%) | ||
Fair Value | $ (719,783) | ||
Notional Value | $ 2,647,436 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 54 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date February 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.35%) | ||
Fair Value | $ (789,184) | ||
Notional Value | $ 2,605,705 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 54 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, Settlement date, April 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Fair Value | $ (254,960) | ||
Notional Value | $ 6,565,020 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 147 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, May 26, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Fair Value | $ (374,635) | ||
Notional Value | $ 4,426,880 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 64 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, March 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Fair Value | $ (414,395) | ||
Notional Value | $ 4,416,960 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 64 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.10%) | ||
Fair Value | $ (231,875) | ||
Notional Value | $ 4,364,463 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.10%) | ||
Fair Value | $ (221,537) | ||
Notional Value | $ 4,390,975 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Fair Value | $ 277,464 | ||
Notional Value | $ 4,372,650 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 237 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date, March 18, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (118,144) | ||
Notional Value | $ 4,323,638 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 91 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date January 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Fair Value | $ (395,510) | ||
Notional Value | $ 2,594,070 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 111 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.26% | ||
Fair Value | $ 591,270 | ||
Notional Value | $ 4,411,546 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 264 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.03%) | ||
Fair Value | $ (92,050) | ||
Notional Value | $ 5,236,850 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (102,582) | ||
Notional Value | $ 5,253,570 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 269 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (336,222) | ||
Notional Value | $ 5,221,290 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 269 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (337,578) | ||
Notional Value | $ 5,206,680 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 270 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 16, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Fair Value | $ 83,950 | ||
Notional Value | $ 5,229,090 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 181 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 21, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.25%) | ||
Fair Value | $ (671,513) | ||
Notional Value | $ 5,285,925 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (320,262) | ||
Notional Value | $ 5,227,175 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 74 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Fair Value | $ 101,863 | ||
Notional Value | $ 5,321,250 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 258 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 09, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 0.00% | |
Fair Value | $ 5,610 | ||
Notional Value | $ 5,301,000 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 171 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 08, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (35,815) | ||
Notional Value | $ 4,366,320 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 138 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 26, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Fair Value | $ 88,470 | ||
Notional Value | $ 5,215,760 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 44 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (176,480) | ||
Notional Value | $ 4,098,510 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 12, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (188,950) | ||
Notional Value | $ 4,138,060 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date May 19, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.33%) | ||
Fair Value | $ (893,390) | ||
Notional Value | $ 3,172,050 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 57 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date April 21, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.38%) | ||
Fair Value | $ (1,019,440) | ||
Notional Value | $ 3,187,680 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (114,190) | ||
Notional Value | $ 5,080,720 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.25%) | ||
Fair Value | $ (668,300) | ||
Notional Value | $ 3,189,240 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.26%) | ||
Fair Value | $ (694,840) | ||
Notional Value | $ 3,136,320 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.33%) | ||
Fair Value | $ (873,041) | ||
Notional Value | $ 3,200,602 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 42 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.32%) | ||
Fair Value | $ (861,353) | ||
Notional Value | $ 3,105,627 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Fair Value | $ 33,995 | ||
Notional Value | $ 7,871,500 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 130 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (47,050) | ||
Notional Value | $ 5,168,460 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 66 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Fair Value | $ (441,795) | ||
Notional Value | $ 5,363,120 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 314 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Fair Value | $ 314,688 | ||
Notional Value | $ 5,258,000 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 176 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date March 16, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (316,920) | ||
Notional Value | $ 5,267,100 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 181 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date March 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (309,850) | ||
Notional Value | $ 4,376,750 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Fair Value | $ 288,294 | ||
Notional Value | $ 4,402,512 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 237 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (298,525) | ||
Notional Value | $ 4,407,625 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 185 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (334,480) | ||
Notional Value | $ 5,234,520 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 181 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date May 18, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.27%) | ||
Fair Value | $ (719,438) | ||
Notional Value | $ 5,205,975 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date May 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Fair Value | $ (584,150) | ||
Notional Value | $ 5,223,475 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 74 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Fair Value | $ 250,975 | ||
Notional Value | $ 5,234,175 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 258 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Fair Value | $ 242,600 | ||
Notional Value | $ 5,141,150 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 259 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date May 06, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (316,150) | ||
Notional Value | $ 5,221,485 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 171 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 09, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.27%) | ||
Fair Value | $ (716,905) | ||
Notional Value | $ 5,153,085 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 171 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date April 15, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (197,270) | ||
Notional Value | $ 3,764,030 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date May 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.35%) | ||
Fair Value | $ (940,295) | ||
Notional Value | $ 5,236,720 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, settlement date May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (199,812) | ||
Notional Value | $ 5,204,025 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.31%) | ||
Fair Value | $ (834,389) | ||
Notional Value | $ 5,263,776 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 315 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts settlement, date May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Fair Value | $ 106,325 | ||
Notional Value | $ 5,231,600 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 176 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Fair Value | $ (401,480) | ||
Notional Value | $ 4,452,840 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 42 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, Settlement date April 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Fair Value | $ (446,860) | ||
Notional Value | $ 5,213,560 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 44 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (335,420) | ||
Notional Value | $ 5,210,040 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 44 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 12, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Fair Value | $ (239,750) | ||
Notional Value | $ 2,798,640 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (315,750) | ||
Notional Value | $ 3,670,240 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date March 20, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.57%) | ||
Fair Value | $ (1,532,690) | ||
Notional Value | $ 3,147,080 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date February 20, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.58%) | ||
Fair Value | $ (1,560,200) | ||
Notional Value | $ 3,114,600 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date January 20, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.58%) | ||
Fair Value | $ (1,550,530) | ||
Notional Value | $ 3,089,660 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Fair Value | $ 242,130 | ||
Notional Value | $ 5,299,020 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 81 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Fair Value | $ (204,150) | ||
Notional Value | $ 4,487,040 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date February 25, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.37%) | ||
Fair Value | $ (1,000,490) | ||
Notional Value | $ 3,127,680 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date January 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.40%) | ||
Fair Value | $ (1,071,100) | ||
Notional Value | $ 3,120,120 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date February 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.53%) | ||
Fair Value | $ (1,409,974) | ||
Notional Value | $ 3,129,218 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.50%) | ||
Fair Value | $ (1,333,559) | ||
Notional Value | $ 3,157,459 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.38%) | ||
Fair Value | $ (848,266) | ||
Notional Value | $ 2,549,005 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 54 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date April 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Fair Value | $ 20,485 | ||
Notional Value | $ 7,801,275 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 129 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date March 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.34%) | ||
Fair Value | $ (913,105) | ||
Notional Value | $ 5,225,665 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.06%) | ||
Fair Value | $ (163,712) | ||
Notional Value | $ 5,219,850 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 102 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.39%) | ||
Fair Value | $ (1,039,808) | ||
Notional Value | $ 5,122,656 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 315 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.27% | ||
Fair Value | $ 600,074 | ||
Notional Value | $ 4,489,094 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 263 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Fair Value | $ 143,925 | ||
Notional Value | $ 5,189,800 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 176 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (314,138) | ||
Notional Value | $ 4,347,500 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 185 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (119,940) | ||
Notional Value | $ 4,420,140 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 138 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 19, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Fair Value | $ 267,150 | ||
Notional Value | $ 4,461,844 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 91 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (81,925) | ||
Notional Value | $ 4,400,325 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (114,900) | ||
Notional Value | $ 4,464,525 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 241 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 07, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Fair Value | $ 97,490 | ||
Notional Value | $ 4,438,115 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 28, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (104,370) | ||
Notional Value | $ 4,352,150 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Fair Value | $ 185,740 | ||
Notional Value | $ 3,643,380 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Fair Value | $ 132,670 | ||
Notional Value | $ 4,191,840 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 26, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (46,190) | ||
Notional Value | $ 2,714,800 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (39,980) | ||
Notional Value | $ 2,666,400 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 31, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.24%) | ||
Fair Value | $ (551,179) | ||
Notional Value | $ 2,705,480 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 53 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.25%) | ||
Fair Value | $ (556,471) | ||
Notional Value | $ 2,649,163 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 53 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Fair Value | $ 126,785 | ||
Notional Value | $ 6,615,600 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 148 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (151,495) | ||
Notional Value | $ 4,368,105 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 63 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Fair Value | $ 24,500 | ||
Notional Value | $ 4,427,587 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Fair Value | $ 126,717 | ||
Notional Value | $ 4,328,755 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 264 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (160,687) | ||
Notional Value | $ 4,445,900 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 184 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date May 20, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.15%) | ||
Fair Value | $ (329,010) | ||
Notional Value | $ 2,727,570 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date April 20, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.15%) | ||
Fair Value | $ (334,250) | ||
Notional Value | $ 2,678,660 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date March 21, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.20%) | ||
Fair Value | $ (445,480) | ||
Notional Value | $ 2,660,840 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 68 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date February 22, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Fair Value | $ (492,250) | ||
Notional Value | $ 2,595,560 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 68 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date January 20, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Fair Value | $ (502,660) | ||
Notional Value | $ 2,518,720 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 68 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.18% | ||
Fair Value | $ 391,830 | ||
Notional Value | $ 4,433,796 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 237 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.10% | ||
Fair Value | $ 220,880 | ||
Notional Value | $ 3,650,400 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 66.80% | 74.93% | |
Fair Value | $ 149,980,000 | $ 199,995,250 | |
Face Value | 150,000,000 | 200,000,000 | |
Total U.S. Treasury Obligations (cost) | $ 149,963,671 | $ 199,994,069 | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 22, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 37.47% | ||
Fair Value | $ 99,998,600 | ||
Face Value | $ 100,000,000 | ||
Investment Interest Rate | 0.01% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.03% due March 12, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 18.73% | ||
Fair Value | $ 49,998,100 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.03% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.06% due March 26, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 18.73% | ||
Fair Value | $ 49,998,550 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.06% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.17% due January 28, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 22.27% | ||
Fair Value | $ 49,995,900 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.17% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.14% due February 11, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 22.27% | ||
Fair Value | $ 49,993,400 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.14% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.28% due March 17, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 22.26% | ||
Fair Value | $ 49,990,700 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.28% | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (3.88%) | (10.21%) | |
Fair Value | $ (8,705,967) | $ (27,249,076) | |
Notional Value | $ 224,263,539 | $ 266,577,952 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, May 06, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.01%) | ||
Fair Value | $ (12,455) | ||
Notional Value | $ 4,391,535 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, April 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Fair Value | $ (211,170) | ||
Notional Value | $ 4,349,280 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date, April 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (148,820) | ||
Notional Value | $ 3,086,460 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date, April 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (86,140) | ||
Notional Value | $ 4,525,580 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Fair Value | $ 113,380 | ||
Notional Value | $ 4,393,590 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date March 15, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Fair Value | $ 119,700 | ||
Notional Value | $ 4,399,070 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date May 18, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (96,862) | ||
Notional Value | $ 4,395,300 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 91 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date March 19, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.28%) | ||
Fair Value | $ (747,038) | ||
Notional Value | $ 5,185,425 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 83 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date May 26, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.15%) | ||
Fair Value | $ (338,513) | ||
Notional Value | $ 4,390,075 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, Settlement date March 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.21%) | ||
Fair Value | $ (559,600) | ||
Notional Value | $ 5,227,175 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 74 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (315,375) | ||
Notional Value | $ 4,410,450 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 242 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (301,212) | ||
Notional Value | $ 4,340,875 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 242 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, Settlement date April 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Fair Value | $ 218,730 | ||
Notional Value | $ 5,261,760 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 81 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.29%) | ||
Fair Value | $ (786,680) | ||
Notional Value | $ 3,111,480 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Fair Value | $ (238,510) | ||
Notional Value | $ 2,625,700 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 25, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (318,070) | ||
Notional Value | $ 2,599,300 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.50%) | ||
Fair Value | $ (1,337,461) | ||
Notional Value | $ 3,104,594 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.32%) | ||
Fair Value | $ (719,783) | ||
Notional Value | $ 2,647,436 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 54 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date February 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.35%) | ||
Fair Value | $ (789,184) | ||
Notional Value | $ 2,605,705 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 54 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, Settlement date, April 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Fair Value | $ (254,960) | ||
Notional Value | $ 6,565,020 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 147 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, May 26, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Fair Value | $ (374,635) | ||
Notional Value | $ 4,426,880 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 64 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, March 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Fair Value | $ (414,395) | ||
Notional Value | $ 4,416,960 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 64 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.10%) | ||
Fair Value | $ (231,875) | ||
Notional Value | $ 4,364,463 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.10%) | ||
Fair Value | $ (221,537) | ||
Notional Value | $ 4,390,975 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Fair Value | $ 277,464 | ||
Notional Value | $ 4,372,650 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 237 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date, March 18, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (118,144) | ||
Notional Value | $ 4,323,638 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 91 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date January 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Fair Value | $ (395,510) | ||
Notional Value | $ 2,594,070 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 111 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.26% | ||
Fair Value | $ 591,270 | ||
Notional Value | $ 4,411,546 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 264 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.03%) | ||
Fair Value | $ (92,050) | ||
Notional Value | $ 5,236,850 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (102,582) | ||
Notional Value | $ 5,253,570 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 269 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (336,222) | ||
Notional Value | $ 5,221,290 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 269 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (337,578) | ||
Notional Value | $ 5,206,680 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 270 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 16, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Fair Value | $ 83,950 | ||
Notional Value | $ 5,229,090 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 181 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 21, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.25%) | ||
Fair Value | $ (671,513) | ||
Notional Value | $ 5,285,925 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (320,262) | ||
Notional Value | $ 5,227,175 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 74 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Fair Value | $ 101,863 | ||
Notional Value | $ 5,321,250 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 258 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 09, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | [1] | 0.00% | |
Fair Value | $ 5,610 | ||
Notional Value | $ 5,301,000 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 171 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 08, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (35,815) | ||
Notional Value | $ 4,366,320 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 138 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 26, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.03% | ||
Fair Value | $ 88,470 | ||
Notional Value | $ 5,215,760 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 44 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (176,480) | ||
Notional Value | $ 4,098,510 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 12, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (188,950) | ||
Notional Value | $ 4,138,060 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date May 19, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.33%) | ||
Fair Value | $ (893,390) | ||
Notional Value | $ 3,172,050 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 57 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date April 21, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.38%) | ||
Fair Value | $ (1,019,440) | ||
Notional Value | $ 3,187,680 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (114,190) | ||
Notional Value | $ 5,080,720 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.25%) | ||
Fair Value | $ (668,300) | ||
Notional Value | $ 3,189,240 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.26%) | ||
Fair Value | $ (694,840) | ||
Notional Value | $ 3,136,320 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.33%) | ||
Fair Value | $ (873,041) | ||
Notional Value | $ 3,200,602 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 42 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.32%) | ||
Fair Value | $ (861,353) | ||
Notional Value | $ 3,105,627 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Fair Value | $ 33,995 | ||
Notional Value | $ 7,871,500 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 130 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 29, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (47,050) | ||
Notional Value | $ 5,168,460 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 66 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Fair Value | $ (441,795) | ||
Notional Value | $ 5,363,120 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 314 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Fair Value | $ 314,688 | ||
Notional Value | $ 5,258,000 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 176 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date March 16, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (316,920) | ||
Notional Value | $ 5,267,100 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 181 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date March 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (309,850) | ||
Notional Value | $ 4,376,750 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.13% | ||
Fair Value | $ 288,294 | ||
Notional Value | $ 4,402,512 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 237 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date May 13, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (298,525) | ||
Notional Value | $ 4,407,625 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 185 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date May 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (334,480) | ||
Notional Value | $ 5,234,520 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 181 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date May 18, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.27%) | ||
Fair Value | $ (719,438) | ||
Notional Value | $ 5,205,975 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date May 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Fair Value | $ (584,150) | ||
Notional Value | $ 5,223,475 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 74 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Fair Value | $ 250,975 | ||
Notional Value | $ 5,234,175 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 258 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Fair Value | $ 242,600 | ||
Notional Value | $ 5,141,150 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 259 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date May 06, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (316,150) | ||
Notional Value | $ 5,221,485 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 171 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 09, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.27%) | ||
Fair Value | $ (716,905) | ||
Notional Value | $ 5,153,085 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 171 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date April 15, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (197,270) | ||
Notional Value | $ 3,764,030 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date May 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.35%) | ||
Fair Value | $ (940,295) | ||
Notional Value | $ 5,236,720 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, settlement date May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (199,812) | ||
Notional Value | $ 5,204,025 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date April 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.31%) | ||
Fair Value | $ (834,389) | ||
Notional Value | $ 5,263,776 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 315 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts settlement, date May 14, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Fair Value | $ 106,325 | ||
Notional Value | $ 5,231,600 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 176 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.18%) | ||
Fair Value | $ (401,480) | ||
Notional Value | $ 4,452,840 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 42 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, Settlement date April 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.17%) | ||
Fair Value | $ (446,860) | ||
Notional Value | $ 5,213,560 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 44 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.13%) | ||
Fair Value | $ (335,420) | ||
Notional Value | $ 5,210,040 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 44 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 12, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.11%) | ||
Fair Value | $ (239,750) | ||
Notional Value | $ 2,798,640 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.12%) | ||
Fair Value | $ (315,750) | ||
Notional Value | $ 3,670,240 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 113 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date March 20, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.57%) | ||
Fair Value | $ (1,532,690) | ||
Notional Value | $ 3,147,080 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date February 20, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.58%) | ||
Fair Value | $ (1,560,200) | ||
Notional Value | $ 3,114,600 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date January 20, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.58%) | ||
Fair Value | $ (1,550,530) | ||
Notional Value | $ 3,089,660 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 58 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.09% | ||
Fair Value | $ 242,130 | ||
Notional Value | $ 5,299,020 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 81 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.09%) | ||
Fair Value | $ (204,150) | ||
Notional Value | $ 4,487,040 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date February 25, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.37%) | ||
Fair Value | $ (1,000,490) | ||
Notional Value | $ 3,127,680 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date January 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.40%) | ||
Fair Value | $ (1,071,100) | ||
Notional Value | $ 3,120,120 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 108 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date February 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.53%) | ||
Fair Value | $ (1,409,974) | ||
Notional Value | $ 3,129,218 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 30, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.50%) | ||
Fair Value | $ (1,333,559) | ||
Notional Value | $ 3,157,459 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.38%) | ||
Fair Value | $ (848,266) | ||
Notional Value | $ 2,549,005 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 54 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date April 28, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Fair Value | $ 20,485 | ||
Notional Value | $ 7,801,275 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 129 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date March 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.34%) | ||
Fair Value | $ (913,105) | ||
Notional Value | $ 5,225,665 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.06%) | ||
Fair Value | $ (163,712) | ||
Notional Value | $ 5,219,850 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 102 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 27, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.39%) | ||
Fair Value | $ (1,039,808) | ||
Notional Value | $ 5,122,656 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 315 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.27% | ||
Fair Value | $ 600,074 | ||
Notional Value | $ 4,489,094 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 263 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 13, 2015 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.05% | ||
Fair Value | $ 143,925 | ||
Notional Value | $ 5,189,800 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 176 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.14%) | ||
Fair Value | $ (314,138) | ||
Notional Value | $ 4,347,500 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 185 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (119,940) | ||
Notional Value | $ 4,420,140 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 138 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 19, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.12% | ||
Fair Value | $ 267,150 | ||
Notional Value | $ 4,461,844 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 91 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.04%) | ||
Fair Value | $ (81,925) | ||
Notional Value | $ 4,400,325 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (114,900) | ||
Notional Value | $ 4,464,525 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 241 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 07, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.04% | ||
Fair Value | $ 97,490 | ||
Notional Value | $ 4,438,115 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 137 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 28, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.05%) | ||
Fair Value | $ (104,370) | ||
Notional Value | $ 4,352,150 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 41 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.08% | ||
Fair Value | $ 185,740 | ||
Notional Value | $ 3,643,380 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Fair Value | $ 132,670 | ||
Notional Value | $ 4,191,840 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 82 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 26, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (46,190) | ||
Notional Value | $ 2,714,800 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.02%) | ||
Fair Value | $ (39,980) | ||
Notional Value | $ 2,666,400 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 110 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 31, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.24%) | ||
Fair Value | $ (551,179) | ||
Notional Value | $ 2,705,480 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 53 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 29, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.25%) | ||
Fair Value | $ (556,471) | ||
Notional Value | $ 2,649,163 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 53 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Fair Value | $ 126,785 | ||
Notional Value | $ 6,615,600 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 148 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 27, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (151,495) | ||
Notional Value | $ 4,368,105 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 63 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.01% | ||
Fair Value | $ 24,500 | ||
Notional Value | $ 4,427,587 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 101 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.06% | ||
Fair Value | $ 126,717 | ||
Notional Value | $ 4,328,755 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 264 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.07%) | ||
Fair Value | $ (160,687) | ||
Notional Value | $ 4,445,900 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 184 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date May 20, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.15%) | ||
Fair Value | $ (329,010) | ||
Notional Value | $ 2,727,570 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date April 20, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.15%) | ||
Fair Value | $ (334,250) | ||
Notional Value | $ 2,678,660 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 67 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date March 21, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.20%) | ||
Fair Value | $ (445,480) | ||
Notional Value | $ 2,660,840 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 68 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date February 22, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Fair Value | $ (492,250) | ||
Notional Value | $ 2,595,560 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 68 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude contracts, settlement date January 20, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | (0.22%) | ||
Fair Value | $ (502,660) | ||
Notional Value | $ 2,518,720 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 68 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.18% | ||
Fair Value | $ 391,830 | ||
Notional Value | $ 4,433,796 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 237 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 14, 2016 | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 0.10% | ||
Fair Value | $ 220,880 | ||
Notional Value | $ 3,650,400 | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | Contract | 117 | ||
[1] | Net investment loss is calculated by subtracting the Fund expenses from U.S Treasury Obligations income. |
Unaudited Statements of Income
Unaudited Statements of Income and Expenses - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Income | |||
Interest Income | $ 45,979 | $ 44,304 | $ 189,643 |
Expenses | |||
Management fee to related party | 2,121,828 | 2,835,654 | 3,500,487 |
Brokerage fees and expenses | 499,254 | 667,213 | 823,644 |
Total expenses | 2,621,082 | 3,502,867 | 4,324,131 |
Net Investment Loss | (2,575,103) | (3,458,563) | (4,134,488) |
Realized Gain (Loss) on | |||
Investments | 3,500 | (10,376) | |
Futures Contracts | (67,922,804) | (12,125,640) | (53,539,832) |
Net Realized Loss | (67,919,304) | (12,125,640) | (53,550,208) |
Net Change in Unrealized Gain (Loss) on | |||
Investments | 15,148 | (1,254) | (13,546) |
Futures Contracts | 18,543,109 | (23,193,888) | 8,459,270 |
Net Change in Unrealized Gain (Loss) | 18,558,257 | (23,195,142) | 8,445,724 |
Net Realized and Unrealized Loss on Investments and Futures Contracts | (49,361,047) | (35,320,782) | (45,104,484) |
Net Loss | (51,936,150) | (38,779,345) | (49,238,972) |
Greenhaven Continuous Commodity Index Master Fund | |||
Income | |||
Interest Income | 45,979 | 44,304 | 189,643 |
Expenses | |||
Management fee to related party | 2,121,828 | 2,835,654 | 3,500,487 |
Brokerage fees and expenses | 499,254 | 667,213 | 823,644 |
Total expenses | 2,621,082 | 3,502,867 | 4,324,131 |
Net Investment Loss | (2,575,103) | $ (3,458,563) | (4,134,488) |
Realized Gain (Loss) on | |||
Investments | 3,500 | (10,376) | |
Futures Contracts | (67,922,804) | $ (12,125,640) | (53,539,832) |
Net Realized Loss | (67,919,304) | (12,125,640) | (53,550,208) |
Net Change in Unrealized Gain (Loss) on | |||
Investments | 15,148 | (1,254) | (13,546) |
Futures Contracts | 18,543,109 | (23,193,888) | 8,459,270 |
Net Change in Unrealized Gain (Loss) | 18,558,257 | (23,195,142) | 8,445,724 |
Net Realized and Unrealized Loss on Investments and Futures Contracts | (49,361,047) | (35,320,782) | (45,104,484) |
Net Loss | $ (51,936,150) | $ (38,779,345) | $ (49,238,972) |
Unaudited Consolidated Statemen
Unaudited Consolidated Statements of Changes in Shareholders' Equity - USD ($) | Greenhaven Continuous Commodity Index Master FundGeneral Partners Capital UnitsGeneral Units | Greenhaven Continuous Commodity Index Master FundGeneral Partners Capital UnitsAccumulated Deficit | Greenhaven Continuous Commodity Index Master FundGeneral Partners Capital Units | Greenhaven Continuous Commodity Index Master FundLimited Partners Capital UnitsLimited Units | Greenhaven Continuous Commodity Index Master FundLimited Partners Capital UnitsAccumulated Deficit | Greenhaven Continuous Commodity Index Master FundLimited Partners Capital Units | Greenhaven Continuous Commodity Index Master Fund | General Partners Capital UnitsGeneral Units | General Partners Capital UnitsAccumulated Deficit | General Partners Capital Units | Limited Partners Capital UnitsLimited Units | Limited Partners Capital UnitsAccumulated Deficit | Limited Partners Capital Units | Total |
Balance at Dec. 31, 2012 | $ 1,500 | $ (57) | $ 1,443 | $ 470,214,957 | $ 4,391,700 | $ 474,606,657 | $ 474,608,100 | $ 1,500 | $ (57) | $ 1,443 | $ 470,214,957 | $ 4,391,700 | $ 474,606,657 | $ 474,608,100 |
Balance (in units) at Dec. 31, 2012 | 50 | 16,450,000 | 50 | 16,450,000 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | $ 25,704,701 | 25,704,701 | 25,704,701 | $ 25,704,701 | 25,704,701 | 25,704,701 | ||||||||
Creation of Limited Units (in units) | 900,000 | 900,000 | ||||||||||||
Redemption of Limited Units | $ (131,081,245) | (131,081,245) | (131,081,245) | $ (131,081,245) | (131,081,245) | (131,081,245) | ||||||||
Redemption of Limited Units (in units) | (4,900,000) | (4,900,000) | ||||||||||||
Net Loss: | ||||||||||||||
Net Investment Loss | $ (15) | $ (15) | $ (4,134,473) | (4,134,473) | (4,134,488) | $ (15) | $ (15) | $ (4,134,473) | (4,134,473) | (4,134,488) | ||||
Net realized loss on Investments and Futures Contracts | (171) | (171) | (53,550,037) | (53,550,037) | (53,550,208) | (171) | (171) | (53,550,037) | (53,550,037) | (53,550,208) | ||||
Net change in unrealized on Investments and Futures Contracts | 28 | 28 | 8,445,696 | 8,445,696 | 8,445,724 | 28 | 28 | 8,445,696 | 8,445,696 | 8,445,724 | ||||
Net Loss | (158) | (158) | (49,238,814) | (154,615,358) | (49,238,972) | (158) | (158) | (49,238,814) | (154,615,358) | (49,238,972) | ||||
Balance at Dec. 31, 2013 | $ 1,500 | $ (215) | $ 1,285 | $ 364,838,413 | $ (44,847,114) | 319,991,299 | 319,992,584 | $ 1,500 | $ (215) | $ 1,285 | $ 364,838,413 | $ (44,847,114) | 319,991,299 | 319,992,584 |
Balance (in units) at Dec. 31, 2013 | 50 | 12,450,000 | 50 | 12,450,000 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | $ 43,387,949 | 43,387,949 | 43,387,949 | $ 43,387,949 | 43,387,949 | 43,387,949 | ||||||||
Creation of Limited Units (in units) | 1,550,000 | 1,550,000 | ||||||||||||
Redemption of Limited Units | $ (57,703,054) | (57,703,054) | (57,703,054) | $ (57,703,054) | (57,703,054) | (57,703,054) | ||||||||
Redemption of Limited Units (in units) | (2,300,000) | (2,300,000) | ||||||||||||
Net Loss: | ||||||||||||||
Net Investment Loss | $ (15) | $ (15) | $ (3,458,548) | (3,458,548) | (3,458,563) | $ (15) | $ (15) | $ (3,458,548) | (3,458,548) | (3,458,563) | ||||
Net realized loss on Investments and Futures Contracts | (45) | (45) | (12,125,595) | (12,125,595) | (12,125,640) | (45) | (45) | (12,125,595) | (12,125,595) | (12,125,640) | ||||
Net change in unrealized on Investments and Futures Contracts | (85) | (85) | (23,195,057) | (23,195,057) | (23,195,142) | (85) | (85) | (23,195,057) | (23,195,057) | (23,195,142) | ||||
Net Loss | (145) | (145) | (38,779,200) | (38,779,200) | (38,779,345) | (145) | (145) | (38,779,200) | (38,779,200) | (38,779,345) | ||||
Balance at Dec. 31, 2014 | $ 1,500 | $ (360) | $ 1,140 | $ 350,523,308 | $ (83,626,314) | 266,896,994 | 266,898,134 | $ 1,500 | (360) | $ 1,140 | $ 350,523,308 | $ (83,626,314) | 266,896,994 | 266,898,134 |
Balance (in units) at Dec. 31, 2014 | 50 | 11,700,000 | 50 | 11,700,000 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | $ 45,167,597 | 45,167,597 | 45,167,597 | $ 45,167,597 | 45,167,597 | 45,167,597 | ||||||||
Creation of Limited Units (in units) | 2,150,000 | 2,150,000 | ||||||||||||
Redemption of Limited Units | $ (35,611,056) | (35,611,056) | (35,611,056) | $ (35,611,056) | (35,611,056) | (35,611,056) | ||||||||
Redemption of Limited Units (in units) | (1,750,000) | (1,750,000) | ||||||||||||
Net Loss: | ||||||||||||||
Net Investment Loss | $ (12) | $ (12) | $ (2,575,091) | (2,575,091) | (2,575,103) | (12) | $ (12) | $ (2,575,091) | (2,575,091) | (2,575,103) | ||||
Net realized loss on Investments and Futures Contracts | (284) | (284) | (67,919,020) | (67,919,020) | (67,919,304) | (284) | (284) | (67,919,020) | (67,919,020) | (67,919,304) | ||||
Net change in unrealized on Investments and Futures Contracts | 84 | 84 | 18,558,173 | 18,558,173 | 18,558,257 | 84 | 84 | 18,558,173 | 18,558,173 | 18,558,257 | ||||
Net Loss | (212) | (212) | (51,935,938) | (51,935,938) | (51,936,150) | (212) | (212) | (51,935,938) | (51,935,938) | (51,936,150) | ||||
Balance at Dec. 31, 2015 | $ 1,500 | $ (572) | $ 928 | $ 360,079,849 | $ (135,562,252) | $ 224,517,597 | $ 224,518,525 | $ 1,500 | $ (572) | $ 928 | $ 360,079,849 | $ (135,562,252) | $ 224,517,597 | $ 224,518,525 |
Balance (in units) at Dec. 31, 2015 | 50 | 12,100,000 | 50 | 12,100,000 |
Unaudited Consolidated Stateme7
Unaudited Consolidated Statements of Cash Flows - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Cash flow from operating activities: | |||
Net Loss | $ (51,936,150) | $ (38,779,345) | $ (49,238,972) |
Adjustments to reconcile net loss to net cash provided by (used for) operating activities: | |||
Purchase of investment securities | (649,921,623) | (778,448,400) | (1,484,819,380) |
Proceeds from sales of investment securities | 700,001,500 | 778,495,000 | 1,754,981,721 |
Net accretion of discount | (45,979) | (44,304) | (189,643) |
Net realized gain (loss) on investment securities | (3,500) | 10,376 | |
Unrealized depreciation (appreciation) on investments | (18,558,257) | 23,195,142 | (8,445,724) |
Decrease in accrued expenses | (85,599) | (87,513) | (387,139) |
Net cash provided by (used for) operating activities | (20,549,608) | (15,669,420) | 211,911,239 |
Cash flows from financing activities: | |||
Proceeds from creation of Limited Units | 45,167,597 | 43,387,949 | 25,704,701 |
Redemption of Limited Units | (35,611,056) | (57,703,054) | (131,081,245) |
Increase (decrease) in capital shares payable | (4,327,722) | ||
Net cash provided by (used for) financing activities | 9,556,541 | (14,315,105) | (109,704,266) |
Net change in cash | (10,993,067) | (29,984,525) | 102,206,973 |
Cash held by broker at beginning of year | 94,433,074 | 124,417,599 | 22,210,626 |
Cash held by broker at end of year | 83,440,007 | 94,433,074 | 124,417,599 |
Greenhaven Continuous Commodity Index Master Fund | |||
Cash flow from operating activities: | |||
Net Loss | (51,936,150) | (38,779,345) | (49,238,972) |
Adjustments to reconcile net loss to net cash provided by (used for) operating activities: | |||
Purchase of investment securities | (649,921,623) | (778,448,400) | (1,484,819,380) |
Proceeds from sales of investment securities | 700,001,500 | 778,495,000 | 1,754,981,721 |
Net accretion of discount | (45,979) | $ (44,304) | (189,643) |
Net realized gain (loss) on investment securities | (3,500) | 10,376 | |
Unrealized depreciation (appreciation) on investments | (18,558,257) | $ 23,195,142 | (8,445,724) |
Decrease in accrued expenses | (85,599) | (87,513) | (387,139) |
Net cash provided by (used for) operating activities | (20,549,608) | (15,669,420) | 211,911,239 |
Cash flows from financing activities: | |||
Proceeds from creation of Limited Units | 45,167,597 | 43,387,949 | 25,704,701 |
Redemption of Limited Units | (35,611,056) | (57,703,054) | (131,081,245) |
Increase (decrease) in capital shares payable | (4,327,722) | ||
Net cash provided by (used for) financing activities | 9,556,541 | (14,315,105) | (109,704,266) |
Net change in cash | (10,993,067) | (29,984,525) | 102,206,973 |
Cash held by broker at beginning of year | 94,433,074 | 124,417,599 | 22,210,626 |
Cash held by broker at end of year | $ 83,440,007 | $ 94,433,074 | $ 124,417,599 |
Organization
Organization | 12 Months Ended |
Dec. 31, 2015 | |
Organization [Abstract] | |
Organization | (1) Organization The WisdomTree Continuous Commodity Index Fund (the “Fund”; “Fund” may also refer to the Fund and the Master Fund, collectively as the context requires) was formed as a Delaware statutory trust on October 27, 2006, and WisdomTree Continuous Commodity Index Master Fund (the “Master Fund”), was formed as a Delaware statutory trust on October 27, 2006. WisdomTree Commodity Services, LLC (the “Managing Owner”) serves the Fund as commodity pool operator and managing owner. 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.” As of January 1, 2016, the Fund’s Sub-Advisor and commodity trading advisor is GreenHaven Advisors LLC. The Fund offers common units of beneficial interest (the “Shares”). Upon inception, 50 General Units of the Fund were issued to the Managing Owner in exchange for a capital contribution of $1,500. The proceeds from the offering of Shares are invested in the Master Fund (See Note 7 for details of the procedures for creation and redemption of Shares in the Fund). The Master Fund actively trades exchange traded futures on the commodities comprising the Thomson Reuters Continuous Commodity Index (the “Index”), with a view to tracking the performance of the Index over time. The Master Fund’s Portfolio also includes United States Treasury securities and other high credit-quality short-term fixed income securities for deposit with the Master Fund’s commodity broker as margin. The Fund wholly owns the Master 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 and, as of November 25, 2008, was listed on the NYSE Arca. For a description of the Fund’s offerings following the commencement of trading see Part II, Item 5. The Index is intended to reflect the performance of certain commodities. Through January 6, 2013, the commodities comprising the Index (the “Index Commodities”) were: corn, soybeans, wheat, live cattle, lean hogs, gold, silver, copper, cocoa, coffee, sugar, cotton, orange juice, platinum, crude oil, NY Harbor ULSD (formerly known as heating oil), and natural gas. The Index was revised on January 7, 2013 to include soybean oil and remove orange juice. 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, the Funds, and the Master Fund retain the services of third party service providers for the ongoing operations of the Fund and the Master Fund (See Note (2)). |
Service Providers and Related P
Service Providers and Related Party Agreements | 12 Months Ended |
Dec. 31, 2015 | |
Related Party Transactions [Abstract] | |
Service Providers and Related Party Agreements | (2) Service Providers and Related Party Agreements (a) “The Trustee” – CSC Trust is the trustee for the Fund and Master Fund. CSC Trust is headquartered in Wilmington, Delaware. (b) “The Managing Owner” – WisdomTree Commodity Services, LLC (f/k/a GreenHaven Commodity Services, LLC) is the managing owner of the Fund and Master Fund and is responsible for the day to day operations of both entities. The Managing Owner charges the Fund a management fee for its services. The Managing Owner is a Delaware limited liability company with operations in New York, New York. (c) “The Administrator” – The Bank of New York Mellon Corporation served as the administrator, custodian and transfer agent of the Fund for the fiscal year ended December 31, 2015. As of January 1, 2016, the Managing Owner, on behalf of the Fund, appointed State Street Bank and Trust Company as the Fund’s Administrator. The Administrator performs or supervises the services necessary for the operation and administration of the Fund (other than making investment decisions) in accordance with various services agreements entered into with the Fund. These services include calculating the daily net asset value of the Fund (the “Net Asset Value”), accounting and other Fund administrative services. As the Fund’s transfer agent, the Administrator processes additions and redemptions of Shares. These transactions are processed on Depository Trust Company’s (“DTC”) book entry system. The Administrator retains certain financial books and records, including: Basket creation and redemption books and records, fund accounting records, ledgers with respect to assets, liabilities, capital, income and expenses, the registrar, transfer journals and related details and trading and related documents received from futures commission merchants. The Bank of New York Mellon Corporation is based in New York, New York and State Street Bank and Trust Company has an office in Boston, Massachusetts. (d) “The Commodity Broker” – Morgan Stanley & Co. Incorporated (“MS&Co.”) (e) “The Distributor” – ALPS Distributors, Inc. served as the Fund’s Distributor for the fiscal year ended December 31, 2015. As of January 1, 2016, the Managing Owner, on behalf of the Fund, appointed Foreside Fund Services LLC (“FFS”) as the Fund’s Distributor. The Fund’s Distributor assists the Managing Owner and the Administrator with certain functions and duties relating to the creation and redemption of Baskets, including receiving and processing orders from the Fund’s Authorized Participants to create and redeem Baskets, coordinating the processing of such orders and related functions and duties. ALPS Distributors, Inc. is based out of Denver, Colorado and FFS has an office in Portland, Maine. (f) “The Authorized Participant” — Authorized Participants may create or redeem shares of the Fund. Each Authorized Participant must (1) be a registered broker-dealer or other securities market participant such as a bank or other financial institution which is not required to register as a broker-dealer to engage in securities transactions, (2) be a participant in the Depository Trust Company, or DTC, and (3) have entered into a Participant Agreement with the Fund and the Managing Owner. The Participant Agreement sets forth the procedures for the creation and redemption of Baskets of Shares and for the delivery of cash required for such creations or redemptions. The current Authorized Participants are J.P. Morgan Securities LLC, Merrill Lynch Professional Clearing Corporation, Morgan Stanley & Co. Incorporated, and RBC Capital Markets, LLC. A similar agreement between the Fund and the Master Fund sets forth the procedures for the creation and redemption of baskets of Master Units. |
Summary of Significant Accounti
Summary of Significant Accounting Policies | 12 Months Ended |
Dec. 31, 2015 | |
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 management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the period. Actual results could differ from those estimates. (b) Cash Held by Broker The Fund defines cash held by broker to be cash and highly liquid investments with remaining maturities of three months or less when acquired. MS&Co. allows the Master Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Master Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co. and are not insured by the Federal Deposit Insurance Corporation. (c) United States Treasury Obligations The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on market quotations from broker-dealers or independent service providers. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin and for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations. (d) Income Taxes The Fund and Master Fund are classified as a grantor trust and a partnership respectively, 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. 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 recognizes 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. Management’s reassessment of the Fund’s tax positions has not had a material impact on the Fund’s financial condition, results of operations or liquidity in any year presented. (e) Futures Contracts The Master Fund purchases and holds commodity futures contracts 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 consolidated statements of financial condition, futures contracts 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) However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable provided such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statements of income and expenses in the period in which the contract is closed or the changes occur, respectively. (f) Basis of Presentation and Consolidation All of the capital raised by the Fund is used to purchase common units of beneficial interest in the Master Fund. 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 SEC reporting requirements as the Master Fund is a separate SEC registrant. (g) Subsequent Events For purposes of disclosure in the consolidated financial statements, the Fund has evaluated events occurring between the year ended December 31, 2015 and when the financial statements were issued. Subsequent to December 31, 2015, 0 Limited Shares were created and 750,000 Limited Shares were redeemed resulting in 11,350,000 Limited Shares outstanding. 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 foregoing sale resulted in no accounting impact for the financial reporting period for the year ended December 31, 2015. Concurrent with the effectiveness of the sale, the audit committee of the Managing Owner resigned. 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 | 12 Months Ended |
Dec. 31, 2015 | |
Fair Value Disclosures [Abstract] | |
Fair Value Measurements | (4) Fair Value Measurements The 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 Fund uses a three-tier fair value hierarchy based upon observable and non-observable 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 Fund are either exchange-traded securities or 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 Fund’s assets and liabilities at fair value as of December 31, 2015, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasuries $ - $ 149,980,000 $ - $ 149,980,000 Commodity Futures Contracts (8,705,967 ) - - (8,705,967 ) Total $ (8,705,967 ) $ 149,980,000 $ - $ 141,274,033 There were no transfers between Level 1 and Level 2 for the Fund during the year ended December 31, 2015. The Fund did not hold any Level 3 securities during the year ended December 31, 2015. A summary of the Fund’s assets and liabilities at fair value as of December 31, 2014, classified according to the levels used to value them, are as follows: Assets Quoted Other Significant Totals U.S. Treasuries $ - $ 199,995,250 $ - $ 199,995,250 Commodity Futures Contracts (27,249,076 ) - - (27,249,076 ) Total $ (27,249,076 ) $ 199,995,250 $ - $ 172,746,174 There were no transfers between Level 1 and Level 2 for the Fund during the year ended December 31, 2014. The Fund did not hold any Level 3 securities during the year ended December 31, 2014. |
Derivative Instruments and Hedg
Derivative Instruments and Hedging Activities | 12 Months Ended |
Dec. 31, 2015 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Derivative Instruments and Hedging Activities | (5) Derivative Instruments and Hedging Activities The Fund uses derivative instruments as part of its principal investment strategy to achieve its investment objective. For the year ended December 31, 2015 and 2014, the average month-end national amounts at open Coal Futures contracts were $247,056,205 and $330,146,759, respectively. At December 31, 2015, the fair value of derivative instruments was as follows: Derivative Asset Liability Net Commodity Futures Contracts $ (8,705,967 ) $ - $ (8,705,967 ) (i) Values are disclosed on the December 31, 2015 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 Fund for the year ended December 31, 2015: Derivative Statements of Income and Expenses Location Realized Net Change in Commodity Futures Contracts Net realized loss (67,922,804 ) (18,543,109 ) At December 31, 2014, the fair value of derivative instruments was as follows: Derivative Asset Liability Derivatives Net Commodity Futures Contracts $ (27,249,076 ) $ - $ (27,249,076 ) (ii) Values are disclosed on the December 31, 2014 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 Fund for the year ended December 31, 2014 and 2013: Derivative Statements of Income and Expenses Location Realized Net Change in Commodity Futures Contracts (2014) Net realized loss (12,125,640 ) (23,193,888 ) Commodity Futures Contracts (2013) Net realized loss (53,539,832 ) 8,459,270 |
Financial Instrument Risk
Financial Instrument Risk | 12 Months Ended |
Dec. 31, 2015 | |
Investments, All Other Investments [Abstract] | |
Financial Instrument Risk | (6) Financial Instrument Risk In the normal course of its business, the Fund is party to financial instruments with off-balance sheet risk. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. The financial instruments used by the Fund are commodity futures, whose values are based upon an underlying asset and generally represent future commitments that have a reasonable possibility to be settled in cash or through physical delivery. These instruments are traded on an exchange and are standardized contracts. Market risk is the potential for changes in the value of the financial instruments traded by the 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 was unable to offset such positions, the 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 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 sheet financing arrangements and have no loan guarantee arrangements or off-balance sheet arrangements of any kind other than agreements entered into in the normal course of business. |
Share Creations and Redemptions
Share Creations and Redemptions | 12 Months Ended |
Dec. 31, 2015 | |
Share Creations And Redemptions [Abstract] | |
Share Creations and Redemptions | (7) Share Creations and Redemptions (a) Creation of shares General Determination of Required Payment Because orders to purchase Baskets must be placed by 10:00 a.m., New York time, but the total payment required to create a Basket during the continuous offering period will not be determined until 4:00 p.m., New York time, 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 purchase 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 Redemption Procedures General By placing a redemption order, an Authorized Participant agrees to deliver the Baskets to be redeemed through DTC’s book-entry system to the Fund not later than 12:00pm, New York time, on the business day immediately following the redemption order date. By placing a redemption order, and prior to receipt of the redemption proceeds, an Authorized Participant’s DTC account will be charged the non-refundable transaction fee due for the redemption order. Determination of Required Payment Delivery of Redemption Proceeds 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 | 12 Months Ended |
Dec. 31, 2015 | |
Operating Expenses Organizational and Offering Costs [Abstract] | |
Operating Expenses | (8) Operating Expenses (a) Management Fee The Fund pays the Managing Owner a management fee (the “Management Fee”) monthly in arrears, in an amount equal to 0.85% per annum of the net asset value of the Master Fund. The management fees incurred for the years ended December 31, 2015, 2014 and 2013 were $2,121,828, $2,835,654 and $3,500,487, respectively. The Management Fees were charged to the Fund and paid to the Managing Owner. (b) Organization and Offering Expenses Expenses incurred in connection with organizing the Fund and the offering of the Shares 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 The Managing Owner does not expect brokerage commissions and fees as well as routine operational, administrative and other ordinary expenses for which the Funds are responsible, 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, to exceed 0.20% of the Net Asset Value of the Master Fund in any year, although the actual amount of such fees and expenses in any year may be greater. The Fund’s brokerage commissions and fees and routine operational, administrative and other ordinary expenses are accrued at a rate of 0.20% per annum in the aggregate. Of the amounts so accrued, the Fund first pays brokerage fees, and secondly, from the remainder of the amounts so accrued, reimburses the Managing Owner for the Fund’s routine operational, administrative and other ordinary expenses paid by the Managing Owner. Brokerage commissions and fees are 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 years ended December 31, 2015, 2014 and 2013 were $499,254, $667,213 and $823,644, respectively. (d) Unusual Fees and Expenses The Fund will pay all the unusual fees and expenses, if any, of the Fund. Such unusual fees and expenses, by their nature, are unpredictable in terms of timing and amount. There have been no unusual fees or expenses since the Fund commenced investment operations on January 23, 2008. |
Termination
Termination | 12 Months Ended |
Dec. 31, 2015 | |
Termination [Abstract] | |
Termination | (9) Termination The term of the Fund is perpetual, unless terminated in certain circumstances as defined in the Trust Agreement. |
Profit and Loss Allocations and
Profit and Loss Allocations and Distributions | 12 Months Ended |
Dec. 31, 2015 | |
Profit and Loss Allocations and Distributions [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 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 basis in accordance with the respective capital balances of the shareholders. |
Commitments and Contingencies
Commitments and Contingencies | 12 Months Ended |
Dec. 31, 2015 | |
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 Fund, has entered into various service agreements that contain a variety of representations, or provide indemnification provisions related to certain risks service providers undertake in performing services which are in the best interest of the Fund. As of December 31, 2015, no claims had been received by the Fund and it was therefore not possible to estimate the Fund’s potential future exposure under such indemnification provisions. |
Net Asset Value and Financial H
Net Asset Value and Financial Highlights | 12 Months Ended |
Dec. 31, 2015 | |
Net Asset Value and Financial Highlights [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 years ended December 31, 2015, 2014 and 2013. The total return at net asset value is based on the change in net asset value of the Shares during the period and the total return at market value is based on the change in market value of the Shares on the NYSE Arca during the period. An individual investor’s return and ratios may vary based on the timing of capital transactions. Year Ended Year Ended Year Ended Net Asset Value Net asset value per Limited Share, beginning of year $ 22.81 $ 25.70 $ 28.85 Net realized and change in unrealized loss (4.04 ) (2.62 ) (2.88 ) Net investment loss (0.21 ) (0.27 ) (0.27 ) Net decrease in net assets from operations (4.25 ) (2.89 ) (3.15 ) Net asset value per Limited Share, end of year $ 18.56 $ 22.81 $ 25.70 Market value per Limited Share, beginning of year $ 22.86 $ 25.70 $ 28.83 Market value per Limited Share, end of year $ 18.52 $ 22.86 $ 25.70 Ratio to average Net Assets Net investment loss * (1.03 )% (1.04 )% (1.01 )% Total expenses 1.05 % 1.05 % 1.05 % Total Return, at net asset value (18.63 )% (11.25 )% (10.92 )% Total Return, at market value (18.99 )% (11.05 )% (10.86 )% * Net investment loss is calculated by subtracting the Fund expenses from U.S Treasury Obligations income |
Summary of Significant Accoun20
Summary of Significant Accounting Policies (Policies) | 12 Months Ended |
Dec. 31, 2015 | |
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 management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the period. Actual results could differ from those estimates. |
Cash Held by Broker | (b) Cash Held by Broker The Fund defines cash held by broker to be cash and highly liquid investments with remaining maturities of three months or less when acquired. MS&Co. allows the Master Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Master Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co. and are not insured by the Federal Deposit Insurance Corporation. |
United States Treasury Obligations | (c) United States Treasury Obligations The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on market quotations from broker-dealers or independent service providers. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin and for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations. |
Income Taxes | (d) Income Taxes The Fund and Master Fund are classified as a grantor trust and a partnership respectively, 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. 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 recognizes 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. Management’s reassessment of the Fund’s tax positions has not had a material impact on the Fund’s financial condition, results of operations or liquidity in any year presented. |
Futures Contracts | (e) Futures Contracts The Master Fund purchases and holds commodity futures contracts 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 consolidated statements of financial condition, futures contracts 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) However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable provided such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statements of income and expenses in the period in which the contract is closed or the changes occur, respectively. |
Basis of Presentation and Consolidation | (f) Basis of Presentation and Consolidation All of the capital raised by the Fund is used to purchase common units of beneficial interest in the Master Fund. 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 SEC reporting requirements as the Master Fund is a separate SEC registrant. |
Subsequent Events | (g) Subsequent Events For purposes of disclosure in the consolidated financial statements, the Fund has evaluated events occurring between the year ended December 31, 2015 and when the financial statements were issued. Subsequent to December 31, 2015, 0 Limited Shares were created and 750,000 Limited Shares were redeemed resulting in 11,350,000 Limited Shares outstanding. 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 foregoing sale resulted in no accounting impact for the financial reporting period for the year ended December 31, 2015. Concurrent with the effectiveness of the sale, the audit committee of the Managing Owner resigned. 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) | 12 Months Ended |
Dec. 31, 2015 | |
Fair Value Disclosures [Abstract] | |
Schedule of the summary of the Fund's assets and liabilities at fair value, classified according to the levels used to value them | A summary of the Fund’s assets and liabilities at fair value as of December 31, 2015, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasuries $ - $ 149,980,000 $ - $ 149,980,000 Commodity Futures Contracts (8,705,967 ) - - (8,705,967 ) Total $ (8,705,967 ) $ 149,980,000 $ - $ 141,274,033 A summary of the Fund’s assets and liabilities at fair value as of December 31, 2014, classified according to the levels used to value them, are as follows: Assets Quoted Other Significant Totals U.S. Treasuries $ - $ 199,995,250 $ - $ 199,995,250 Commodity Futures Contracts (27,249,076 ) - - (27,249,076 ) Total $ (27,249,076 ) $ 199,995,250 $ - $ 172,746,174 |
Derivative Instruments and He22
Derivative Instruments and Hedging Activities (Tables) | 12 Months Ended |
Dec. 31, 2015 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Schedule of the fair value of derivative instruments | At December 31, 2015, the fair value of derivative instruments was as follows: Derivative Asset Liability Net Commodity Futures Contracts $ (8,705,967 ) $ - $ (8,705,967 ) (i) Values are disclosed on the December 31, 2015 Statements of Financial Condition under Net unrealized depreciation on futures contracts At December 31, 2014, the fair value of derivative instruments was as follows: Derivative Asset Liability Derivatives Net Commodity Futures Contracts $ (27,249,076 ) $ - $ (27,249,076 ) (ii) Values are disclosed on the December 31, 2014 Statements of Financial Condition under Net unrealized depreciation on futures contracts |
Schedule of a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the fund | The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund for the year ended December 31, 2015: Derivative Statements of Income and Expenses Location Realized Net Change in Commodity Futures Contracts Net realized loss (67,922,804 ) (18,543,109 ) The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund for the year ended December 31, 2014 and 2013: Derivative Statements of Income and Expenses Location Realized Net Change in Commodity Futures Contracts (2014) Net realized loss (12,125,640 ) (23,193,888 ) Commodity Futures Contracts (2013) Net realized loss (53,539,832 ) 8,459,270 |
Net Asset Value and Financial23
Net Asset Value and Financial Highlights (Tables) | 12 Months Ended |
Dec. 31, 2015 | |
Net Asset Value and Financial Highlights [Abstract] | |
Schedule of net asset value and financial highlights | Year Ended Year Ended Year Ended Net Asset Value Net asset value per Limited Share, beginning of year $ 22.81 $ 25.70 $ 28.85 Net realized and change in unrealized loss (4.04 ) (2.62 ) (2.88 ) Net investment loss (0.21 ) (0.27 ) (0.27 ) Net decrease in net assets from operations (4.25 ) (2.89 ) (3.15 ) Net asset value per Limited Share, end of year $ 18.56 $ 22.81 $ 25.70 Market value per Limited Share, beginning of year $ 22.86 $ 25.70 $ 28.83 Market value per Limited Share, end of year $ 18.52 $ 22.86 $ 25.70 Ratio to average Net Assets Net investment loss * (1.03 )% (1.04 )% (1.01 )% Total expenses 1.05 % 1.05 % 1.05 % Total Return, at net asset value (18.63 )% (11.25 )% (10.92 )% Total Return, at market value (18.99 )% (11.05 )% (10.86 )% * Net investment loss is calculated by subtracting the Fund expenses from U.S Treasury Obligations income |
Organization (Detail Textuals)
Organization (Detail Textuals) - USD ($) | 1 Months Ended | |||
Jan. 23, 2008 | Jan. 01, 2016 | Dec. 31, 2015 | Dec. 31, 2014 | |
Organization [Line Items] | ||||
General units of the fund (in units) | 50 | 50 | ||
Greenhaven Continuous Commodity Index Master Fund | ||||
Organization [Line Items] | ||||
General units of the fund (in units) | 50 | 50 | ||
Capital contribution in exchange for general units issued | $ 1,500 | |||
Number of shares offered for investment operations (in shares) | 350,000 | |||
Value of shares offered for investment operations | $ 10,500,000 | |||
Greenhaven Continuous Commodity Index Master Fund | Subsequent Event | ||||
Organization [Line Items] | ||||
Membership sold out to Wisdom Tree Investment Inc | 100.00% |
Summary of Significant Accoun25
Summary of Significant Accounting Policies (Detail Textuals) - shares | Jan. 01, 2016 | Dec. 31, 2015 |
Subsequent Event [Line Items] | ||
Subsequent event, limited shares created (in shares) | 0 | |
Subsequent event, limited shares redeemed (in shares) | 750,000 | |
Subsequent event, limited shares outstanding (in shares) | 11,350,000 | |
Greenhaven Continuous Commodity Index Master Fund | Subsequent Event | ||
Subsequent Event [Line Items] | ||
Membership sold out to Wisdom Tree Investment Inc | 100.00% |
Fair Value Measurements (Detail
Fair Value Measurements (Details) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | $ 141,274,033 | $ 172,746,174 | $ (4,055,188) | ||
U.S. Treasuries | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | 149,980,000 | 199,995,250 | |||
Commodity Futures Contracts | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | (8,705,967) | [1] | (27,249,076) | [2] | |
Quoted Prices in Active Market (Level 1) | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | $ (8,705,967) | $ (27,249,076) | |||
Quoted Prices in Active Market (Level 1) | U.S. Treasuries | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | |||||
Quoted Prices in Active Market (Level 1) | Commodity Futures Contracts | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | $ (8,705,967) | $ (27,249,076) | |||
Other Significant Observable Inputs (Level 2) | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | 149,980,000 | 199,995,250 | |||
Other Significant Observable Inputs (Level 2) | U.S. Treasuries | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | $ 149,980,000 | $ 199,995,250 | |||
Other Significant Observable Inputs (Level 2) | Commodity Futures Contracts | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | |||||
Significant Unobservable Inputs (Level 3) | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | |||||
Significant Unobservable Inputs (Level 3) | U.S. Treasuries | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | |||||
Significant Unobservable Inputs (Level 3) | Commodity Futures Contracts | |||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | |||||
Asset Derivatives | |||||
[1] | Values are disclosed on the December 31, 2015 Statements of Financial Condition under Net unrealized depreciation on futures contracts. | ||||
[2] | Values are disclosed on the December 31, 2014 Statements of Financial Condition under Net unrealized depreciation on futures contracts. |
Derivative Instruments and He27
Derivative Instruments and Hedging Activities (Details) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | ||
Derivative [Line Items] | |||||
Asset Derivatives | $ 141,274,033 | $ 172,746,174 | $ (4,055,188) | ||
Futures Contracts | |||||
Derivative [Line Items] | |||||
Asset Derivatives | $ (8,705,967) | [1] | $ (27,249,076) | [2] | |
Liability Derivatives | |||||
Net Derivatives | $ (8,705,967) | $ (27,249,076) | |||
[1] | Values are disclosed on the December 31, 2015 Statements of Financial Condition under Net unrealized depreciation on futures contracts. | ||||
[2] | Values are disclosed on the December 31, 2014 Statements of Financial Condition under Net unrealized depreciation on futures contracts. |
Derivative Instruments and He28
Derivative Instruments and Hedging Activities (Details 1) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Derivative [Line Items] | |||
Realized Loss on Derivative Instruments | $ (67,922,804) | $ (12,125,640) | $ (53,539,832) |
Net Change in Unrealized Loss on Derivative Instruments | 18,543,109 | (23,193,888) | 8,459,270 |
Commodity Futures Contracts | Net realized loss | |||
Derivative [Line Items] | |||
Realized Loss on Derivative Instruments | (67,922,804) | (12,125,640) | (53,539,832) |
Commodity Futures Contracts | Net change in unrealized gain (loss) | |||
Derivative [Line Items] | |||
Net Change in Unrealized Loss on Derivative Instruments | $ (18,543,109) | $ (23,193,888) | $ 8,459,270 |
Derivative Instruments and He29
Derivative Instruments and Hedging Activities (Detail Textuals) - USD ($) | Dec. 31, 2015 | Dec. 31, 2014 |
Open Coal Futures Contracts | ||
Derivative [Line Items] | ||
Average month end notional amount of derivative | $ 247,056,205 | $ 330,146,759 |
Share Creations and Redemptio30
Share Creations and Redemptions (Detail Textual) | 12 Months Ended |
Dec. 31, 2015shares | |
Share Creations And Redemptions [Abstract] | |
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 Baskets will be valued 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 date that a valid order to create a Basket is accepted by the Fund. |
Description of calculations methodology use in NAV at time of redemption | The cash redemption amount is 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, Organizatio
Operating Expenses, Organizational and Offering Costs (Detail Textual) - USD ($) | 12 Months Ended | ||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | |
Operating Expenses and Offering Costs [Line Items] | |||
Management fee to related party | $ 2,121,828 | $ 2,835,654 | $ 3,500,487 |
Brokerage fees and expenses | $ 499,254 | 667,213 | 823,644 |
Greenhaven Continuous Commodity Index Master Fund | |||
Operating Expenses and Offering Costs [Line Items] | |||
Management fees paid to managing owner as percentage of NAV of fund | 0.85% | ||
Management fee to related party | $ 2,121,828 | 2,835,654 | 3,500,487 |
Percentage of brokerage commissions and fees charge on NAV | 0.20% | ||
Percentage of accrued brokerage commissions and fees | 0.20% | ||
Brokerage fees and expenses | $ 499,254 | $ 667,213 | $ 823,644 |
Net Asset Value and Financial32
Net Asset Value and Financial Highlights (Details) - $ / shares | 12 Months Ended | |||
Dec. 31, 2015 | Dec. 31, 2014 | Dec. 31, 2013 | ||
Net Asset Value Per Limited Share [Roll Forward] | ||||
Net asset value per Limited Share, beginning of year | $ 22.81 | $ 25.70 | $ 28.85 | |
Net investment loss | (0.21) | (0.27) | (0.27) | |
Net decrease in net assets from operations | (4.25) | (2.89) | (3.15) | |
Net realized and change in unrealized loss | (4.04) | (2.62) | (2.88) | |
Net asset value per Limited Share, end of year | 18.56 | 22.81 | 25.70 | |
Market value per Limited Share, beginning of year | 22.86 | 25.70 | 28.83 | |
Market value per Limited Share, end of year | $ 18.52 | $ 22.86 | $ 25.70 | |
Ratio to average Net Assets | ||||
Net investment loss | [1] | (1.03%) | (1.04%) | (1.01%) |
Total expenses | 1.05% | 1.05% | 1.05% | |
Total Return, at net asset value | (18.63%) | (11.25%) | (10.92%) | |
Total Return, at market value | (18.99%) | (11.05%) | (10.86%) | |
[1] | Net investment loss is calculated by subtracting the Fund expenses from U.S Treasury Obligations income. |