Document and Entity Information
Document and Entity Information | 3 Months Ended |
Mar. 31, 2016shares | |
Document and Entity Information [Abstract] | |
Entity Registrant Name | WisdomTree Continuous Commodity Index Fund |
Entity Central Index Key | 1,379,606 |
Trading Symbol | gcc |
Current Fiscal Year End Date | --12-31 |
Entity Filer Category | Accelerated Filer |
Entity Common Stock, Shares Outstanding | 11,350,000 |
Document Type | 10-Q |
Document Period End Date | Mar. 31, 2016 |
Amendment Flag | false |
Document Fiscal Year Focus | 2,016 |
Document Fiscal Period Focus | Q1 |
Consolidated Statements of Fina
Consolidated Statements of Financial Condition | Mar. 31, 2016USD ($)$ / unit | Dec. 31, 2015USD ($)$ / unit |
Equity in broker trading accounts: | ||
Cash | $ 17,643,027 | |
Cash held by broker for futures contracts (Note 3) | 14,299,879 | $ 83,440,007 |
Short-term investments (cost $174,930,197 and $149,963,671 as of March 31, 2016 and December 31, 2015, respectively) | 174,962,390 | 149,980,000 |
Net Unrealized appreciation on futures contracts | 5,868,632 | |
Total Assets | 212,773,928 | 233,420,007 |
Liabilities and shareholders' equity: | ||
Net Unrealized depreciation on futures contracts | 8,705,967 | |
Management fee payable to related party | 153,661 | 166,759 |
Accrued brokerage fees and expenses payable | 63,301 | 28,756 |
Total Liabilities | 216,962 | 8,901,482 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | (566) | (572) |
Total General Units | 934 | 928 |
Limited Units: | ||
Paid in capital - 11,350,000 and 12,100,000 redeemable shares issued and outstanding as of March 31, 2016 and December 31, 2015, respectively | 346,464,742 | 360,079,849 |
Accumulated deficit | (133,908,710) | (135,562,252) |
Total Limited Units | 212,556,032 | 224,517,597 |
Total shareholders' equity | 212,556,966 | 224,518,525 |
Total liabilities and shareholders' equity | $ 212,773,928 | $ 233,420,007 |
Net asset value per share | ||
General Units | $ / unit | 18.73 | 18.56 |
Limited Units | $ / unit | 18.73 | 18.56 |
Greenhaven Continuous Commodity Index Master Fund | ||
Equity in broker trading accounts: | ||
Cash | $ 17,643,027 | |
Cash held by broker for futures contracts (Note 3) | 14,299,879 | $ 83,440,007 |
Short-term investments (cost $174,930,197 and $149,963,671 as of March 31, 2016 and December 31, 2015, respectively) | 174,962,390 | 149,980,000 |
Net Unrealized appreciation on futures contracts | 5,868,632 | |
Total Assets | 212,773,928 | 233,420,007 |
Liabilities and shareholders' equity: | ||
Net Unrealized depreciation on futures contracts | 8,705,967 | |
Management fee payable to related party | 153,661 | 166,759 |
Accrued brokerage fees and expenses payable | 63,301 | 28,756 |
Total Liabilities | 216,962 | 8,901,482 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | (566) | (572) |
Total General Units | 934 | 928 |
Limited Units: | ||
Paid in capital - 11,350,000 and 12,100,000 redeemable shares issued and outstanding as of March 31, 2016 and December 31, 2015, respectively | 346,464,742 | 360,079,849 |
Accumulated deficit | (133,908,710) | (135,562,252) |
Total Limited Units | 212,556,032 | 224,517,597 |
Total shareholders' equity | 212,556,966 | 224,518,525 |
Total liabilities and shareholders' equity | $ 212,773,928 | $ 233,420,007 |
Net asset value per share | ||
General Units | $ / unit | 18.73 | 18.56 |
Limited Units | $ / unit | 18.73 | 18.56 |
Consolidated Statements of Fin3
Consolidated Statements of Financial Condition (Parentheticals) - USD ($) | Mar. 31, 2016 | Dec. 31, 2015 |
Cost of short-term investments (in dollars) | $ 174,930,197 | $ 149,963,671 |
General Units: | ||
Paid in capital units issued | 50 | |
Limited Units: | ||
Paid in capital redeemable shares issued | 11,350,000 | 11,350,000 |
Paid in capital redeemable shares outstanding | 12,100,000 | 12,100,000 |
Greenhaven Continuous Commodity Index Master Fund | ||
Cost of short-term investments (in dollars) | $ 174,930,197 | $ 149,963,671 |
General Units: | ||
Paid in capital units issued | 50 | |
Limited Units: | ||
Paid in capital redeemable shares issued | 11,350,000 | 11,350,000 |
Paid in capital redeemable shares outstanding | 12,100,000 | 12,100,000 |
Schedule of Investments
Schedule of Investments | 3 Months Ended | 12 Months Ended | |
Mar. 31, 2016USD ($)Contract | Dec. 31, 2015USD ($)Contract | ||
U.S. Treasury Obligations | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 174,962,390 | $ 149,980,000 | |
Face Value | 175,000,000 | 150,000,000 | |
Total U.S. Treasury Obligations (cost) | $ 174,930,197 | $ 149,963,671 | |
Percentage of Net Assets | 82.31% | 66.80% | |
U.S. Treasury Obligations | U.S. Treasury Bills, 0.17%, 1/28/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,995,900 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.17% | ||
Percentage of Net Assets | 22.27% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.14%, 2/11/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,993,400 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.14% | ||
Percentage of Net Assets | 22.27% | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.28%, 3/17/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,990,700 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.28% | ||
Percentage of Net Assets | 22.26% | ||
U.S. Treasury Obligations | U.S. Treasury Bills 0.33%, 4/28/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,993,800 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.33% | ||
Percentage of Net Assets | 23.52% | ||
U.S. Treasury Obligations | U.S. Treasury Bills 0.27%, 5/12/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,994,900 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.27% | ||
Percentage of Net Assets | 23.52% | ||
U.S. Treasury Obligations | U.S. Treasury Bills 0.32%, 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 14,997,150 | ||
Face Value | $ 15,000,000 | ||
Investment Interest Rate | 0.32% | ||
Percentage of Net Assets | 7.05% | ||
U.S. Treasury Obligations | U.S. Treasury Bills 0.28%, 6/16/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 59,976,540 | ||
Face Value | $ 60,000,000 | ||
Investment Interest Rate | 0.28% | ||
Percentage of Net Assets | 28.22% | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 2.76% | (3.88%) | |
Unrealized Appreciation/(Depreciation) | $ 5,868,632 | $ (8,705,967) | |
Notional Value | $ 212,275,065 | $ 224,263,539 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 5/6/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 214 | 137 | |
Percentage of Net Assets | (0.13%) | (0.01%) | |
Unrealized Appreciation/(Depreciation) | $ (283,145) | $ (12,455) | |
Notional Value | $ 6,253,080 | $ 4,391,535 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 4/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 41 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (211,170) | ||
Notional Value | $ 4,349,280 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 4/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 83 | 117 | |
Percentage of Net Assets | 0.00% | [1] | (0.07%) |
Unrealized Appreciation/(Depreciation) | $ (670) | $ (148,820) | |
Notional Value | $ 2,269,220 | $ 3,086,460 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 4/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.04%) | ||
Unrealized Appreciation/(Depreciation) | $ (86,140) | ||
Notional Value | $ 4,525,580 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 141 | 137 | |
Percentage of Net Assets | (0.07%) | 0.05% | |
Unrealized Appreciation/(Depreciation) | $ (153,660) | $ 113,380 | |
Notional Value | $ 4,159,500 | $ 4,393,590 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 3/15/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 137 | ||
Percentage of Net Assets | 0.05% | ||
Unrealized Appreciation/(Depreciation) | $ 119,700 | ||
Notional Value | $ 4,399,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 5/18/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | 91 | |
Percentage of Net Assets | 0.06% | (0.04%) | |
Unrealized Appreciation/(Depreciation) | $ 125,081 | $ (96,862) | |
Notional Value | $ 4,062,469 | $ 4,395,300 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 76 | 82 | |
Percentage of Net Assets | (0.04%) | (0.15%) | |
Unrealized Appreciation/(Depreciation) | $ (88,400) | $ (338,513) | |
Notional Value | $ 4,147,700 | $ 4,390,075 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 235 | 242 | |
Percentage of Net Assets | (0.18%) | (0.14%) | |
Unrealized Appreciation/(Depreciation) | $ (385,863) | $ (315,375) | |
Notional Value | $ 4,130,125 | $ 4,410,450 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 242 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (301,212) | ||
Notional Value | $ 4,340,875 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 3/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 110 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (238,510) | ||
Notional Value | $ 2,625,700 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 2/25/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 110 | ||
Percentage of Net Assets | (0.14%) | ||
Unrealized Appreciation/(Depreciation) | $ (318,070) | ||
Notional Value | $ 2,599,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 3/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.32%) | ||
Unrealized Appreciation/(Depreciation) | $ (719,783) | ||
Notional Value | $ 2,647,436 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 2/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.35%) | ||
Unrealized Appreciation/(Depreciation) | $ (789,184) | ||
Notional Value | $ 2,605,705 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 4/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 147 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (254,960) | ||
Notional Value | $ 6,565,020 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | 64 | |
Percentage of Net Assets | 0.09% | (0.17%) | |
Unrealized Appreciation/(Depreciation) | $ 199,055 | $ (374,635) | |
Notional Value | $ 4,175,280 | $ 4,426,880 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 3/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (414,395) | ||
Notional Value | $ 4,416,960 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 101 | ||
Percentage of Net Assets | (0.10%) | ||
Unrealized Appreciation/(Depreciation) | $ (231,875) | ||
Notional Value | $ 4,364,463 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | 101 | |
Percentage of Net Assets | 0.04% | (0.10%) | |
Unrealized Appreciation/(Depreciation) | $ 89,888 | $ (221,537) | |
Notional Value | $ 4,143,912 | $ 4,390,975 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 237 | ||
Percentage of Net Assets | 0.12% | ||
Unrealized Appreciation/(Depreciation) | $ 277,464 | ||
Notional Value | $ 4,372,650 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 3/18/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (118,144) | ||
Notional Value | $ 4,323,638 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 1/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 111 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (395,510) | ||
Notional Value | $ 2,594,070 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No 11, expiration date 4/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | 264 | |
Percentage of Net Assets | 0.18% | 0.26% | |
Unrealized Appreciation/(Depreciation) | $ 392,851 | $ 591,270 | |
Notional Value | $ 4,126,080 | $ 4,411,546 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 3/8/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 138 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (35,815) | ||
Notional Value | $ 4,366,320 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 3/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.14%) | ||
Unrealized Appreciation/(Depreciation) | $ (309,850) | ||
Notional Value | $ 4,376,750 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | 237 | |
Percentage of Net Assets | 0.18% | 0.13% | |
Unrealized Appreciation/(Depreciation) | $ 378,450 | $ 288,294 | |
Notional Value | $ 2,484,372 | $ 4,402,512 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 173 | 185 | |
Percentage of Net Assets | (0.08%) | (0.13%) | |
Unrealized Appreciation/(Depreciation) | $ (165,063) | $ (298,525) | |
Notional Value | $ 4,095,775 | $ 4,407,625 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 2/25/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 42 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (401,480) | ||
Notional Value | $ 4,452,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 2/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (239,750) | ||
Notional Value | $ 2,798,640 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 2/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (204,150) | ||
Notional Value | $ 4,487,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 1/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.38%) | ||
Unrealized Appreciation/(Depreciation) | $ (848,266) | ||
Notional Value | $ 2,549,005 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11, expiration date 2/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 263 | ||
Percentage of Net Assets | 0.27% | ||
Unrealized Appreciation/(Depreciation) | $ 600,074 | ||
Notional Value | $ 4,489,094 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 185 | ||
Percentage of Net Assets | (0.14%) | ||
Unrealized Appreciation/(Depreciation) | $ (314,138) | ||
Notional Value | $ 4,347,500 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 141 | 138 | |
Percentage of Net Assets | (0.13%) | (0.05%) | |
Unrealized Appreciation/(Depreciation) | $ (281,030) | $ (119,940) | |
Notional Value | $ 4,172,190 | $ 4,420,140 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 7/19/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 86 | 91 | |
Percentage of Net Assets | 0.10% | 0.12% | |
Unrealized Appreciation/(Depreciation) | $ 213,431 | $ 267,150 | |
Notional Value | $ 4,177,987 | $ 4,461,844 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 76 | 82 | |
Percentage of Net Assets | 0.03% | (0.04%) | |
Unrealized Appreciation/(Depreciation) | $ 73,263 | $ (81,925) | |
Notional Value | $ 4,162,900 | $ 4,400,325 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 234 | 241 | |
Percentage of Net Assets | (0.12%) | (0.05%) | |
Unrealized Appreciation/(Depreciation) | $ (2,457,880) | $ (114,900) | |
Notional Value | $ 4,162,275 | $ 4,464,525 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No 2 expiration date 7/7/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 215 | 137 | |
Percentage of Net Assets | (0.14%) | 0.04% | |
Unrealized Appreciation/(Depreciation) | $ (298,405) | $ 97,490 | |
Notional Value | $ 6,268,325 | $ 4,438,115 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 6/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 51 | 41 | |
Percentage of Net Assets | 0.21% | (0.05%) | |
Unrealized Appreciation/(Depreciation) | $ 444,910 | $ (104,370) | |
Notional Value | $ 6,301,560 | $ 4,352,150 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 7/15/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | 117 | |
Percentage of Net Assets | 0.09% | 0.08% | |
Unrealized Appreciation/(Depreciation) | $ 190,860 | $ 185,740 | |
Notional Value | $ 2,650,240 | $ 3,643,380 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 6/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | 82 | |
Percentage of Net Assets | 0.00% | 0.06% | |
Unrealized Appreciation/(Depreciation) | $ 4,930 | $ 132,670 | |
Notional Value | $ 4,216,850 | $ 4,191,840 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | 110 | |
Percentage of Net Assets | (0.13%) | (0.02%) | |
Unrealized Appreciation/(Depreciation) | $ (2,701,400) | $ (46,190) | |
Notional Value | $ 2,423,720 | $ 2,714,800 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 4/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | 110 | |
Percentage of Net Assets | (0.15%) | (0.02%) | |
Unrealized Appreciation/(Depreciation) | $ (313,010) | $ (39,980) | |
Notional Value | $ 2,311,620 | $ 2,666,400 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 5/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 49 | 53 | |
Percentage of Net Assets | 0.04% | (0.24%) | |
Unrealized Appreciation/(Depreciation) | $ 91,245 | $ (551,179) | |
Notional Value | $ 2,473,098 | $ 2,705,480 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 4/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 50 | 53 | |
Percentage of Net Assets | 0.06% | (0.25%) | |
Unrealized Appreciation/(Depreciation) | $ 129,709 | $ (556,471) | |
Notional Value | $ 2,489,550 | $ 2,649,163 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 128 | 148 | |
Percentage of Net Assets | 0.16% | 0.06% | |
Unrealized Appreciation/(Depreciation) | $ 349,265 | $ 126,785 | |
Notional Value | $ 6,256,000 | $ 6,615,600 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | 63 | |
Percentage of Net Assets | 0.14% | (0.07%) | |
Unrealized Appreciation/(Depreciation) | $ 287,145 | $ (151,495) | |
Notional Value | $ 4,185,540 | $ 4,368,105 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | 101 | |
Percentage of Net Assets | 0.09% | 0.01% | |
Unrealized Appreciation/(Depreciation) | $ 193,550 | $ 24,500 | |
Notional Value | $ 4,175,762 | $ 4,427,587 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 6/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | 264 | |
Percentage of Net Assets | 0.17% | 0.06% | |
Unrealized Appreciation/(Depreciation) | $ 350,358 | $ 126,717 | |
Notional Value | $ 4,152,960 | $ 4,328,755 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 173 | 184 | |
Percentage of Net Assets | (0.05%) | (0.07%) | |
Unrealized Appreciation/(Depreciation) | $ (100,438) | $ (160,687) | |
Notional Value | $ 4,158,487 | $ 4,445,900 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 5/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | 67 | |
Percentage of Net Assets | 0.06% | (0.15%) | |
Unrealized Appreciation/(Depreciation) | $ 125,690 | $ (329,010) | |
Notional Value | $ 2,464,500 | $ 2,727,570 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 4/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | 67 | |
Percentage of Net Assets | 0.05% | (0.15%) | |
Unrealized Appreciation/(Depreciation) | $ 97,410 | $ (334,250) | |
Notional Value | $ 2,377,080 | $ 2,678,660 | |
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 3/21/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | (0.20%) | ||
Unrealized Appreciation/(Depreciation) | $ (445,480) | ||
Notional Value | $ 2,660,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 2/22/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | (0.22%) | ||
Unrealized Appreciation/(Depreciation) | $ (492,250) | ||
Notional Value | $ 2,595,560 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 1/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | (0.22%) | ||
Unrealized Appreciation/(Depreciation) | $ (502,660) | ||
Notional Value | $ 2,518,720 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 237 | ||
Percentage of Net Assets | 0.18% | ||
Unrealized Appreciation/(Depreciation) | $ 391,830 | ||
Notional Value | $ 4,433,796 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 6/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 220,880 | ||
Notional Value | 3,650,400 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 9/15/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 140 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 124,350 | ||
Notional Value | $ 4,123,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 9/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 325,069 | ||
Notional Value | $ 4,183,594 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 9/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 76 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 273,213 | ||
Notional Value | $ 4,174,300 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 9/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 234 | ||
Percentage of Net Assets | (0.08%) | ||
Unrealized Appreciation/(Depreciation) | $ (1,624,000) | ||
Notional Value | $ 4,217,850 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 8/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 50 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 402,660 | ||
Notional Value | $ 6,185,000 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 6/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 201,150 | ||
Notional Value | $ 2,651,880 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 8/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | 0.05% | ||
Unrealized Appreciation/(Depreciation) | $ 95,680 | ||
Notional Value | $ 2,637,120 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 10/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 14,700 | ||
Notional Value | $ 2,260,740 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 8/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 86 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (44,880) | ||
Notional Value | $ 4,134,020 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 10/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 86 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 54,640 | ||
Notional Value | $ 4,122,840 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 6/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | ||
Percentage of Net Assets | (0.12%) | ||
Unrealized Appreciation/(Depreciation) | $ (257,590) | ||
Notional Value | $ 2,540,540 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (40,270) | ||
Notional Value | $ 2,588,040 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 8/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (24,230) | ||
Notional Value | $ 2,617,290 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 6/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 49 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 207,031 | ||
Notional Value | $ 2,513,847 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 7/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 48 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 281,711 | ||
Notional Value | $ 2,502,864 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 8/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 48 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 283,298 | ||
Notional Value | $ 2,547,216 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 10/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 127 | ||
Percentage of Net Assets | 0.08% | ||
Unrealized Appreciation/(Depreciation) | $ 162,000 | ||
Notional Value | $ 6,218,555 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 9/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 53 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (11,955) | ||
Notional Value | $ 4,117,570 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 8/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | ||
Percentage of Net Assets | 0.09% | ||
Unrealized Appreciation/(Depreciation) | $ 190,600 | ||
Notional Value | $ 4,188,275 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 401,934 | ||
Notional Value | $ 2,500,344 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 8/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.14% | ||
Unrealized Appreciation/(Depreciation) | $ 303,822 | ||
Notional Value | $ 2,506,878 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 9/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 207,912 | ||
Notional Value | $ 2,514,138 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 10/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 120 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 210,660 | ||
Notional Value | $ 2,496,960 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 9/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 239 | ||
Percentage of Net Assets | 0.25% | ||
Unrealized Appreciation/(Depreciation) | $ 528,248 | ||
Notional Value | $ 4,178,485 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 9/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 173 | ||
Percentage of Net Assets | 0.05% | ||
Unrealized Appreciation/(Depreciation) | $ 112,650 | ||
Notional Value | $ 4,240,662 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 6/21/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 221,980 | ||
Notional Value | $ 2,522,780 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 7/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 335,130 | ||
Notional Value | $ 2,564,320 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 8/22/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 320,040 | ||
Notional Value | 2,597,800 | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | |||
Schedule of Investments [Line Items] | |||
Fair Value | 174,962,390 | 149,980,000 | |
Face Value | 175,000,000 | 150,000,000 | |
Total U.S. Treasury Obligations (cost) | $ 174,930,197 | $ 149,963,671 | |
Percentage of Net Assets | 82.31% | 66.80% | |
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.17%, 1/28/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,995,900 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.17% | ||
Percentage of Net Assets | 22.27% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.14%, 2/11/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,993,400 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.14% | ||
Percentage of Net Assets | 22.27% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.28%, 3/17/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,990,700 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.28% | ||
Percentage of Net Assets | 22.26% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.33%, 4/28/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,993,800 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.33% | ||
Percentage of Net Assets | 23.52% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.27%, 5/12/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 49,994,900 | ||
Face Value | $ 50,000,000 | ||
Investment Interest Rate | 0.27% | ||
Percentage of Net Assets | 23.52% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.32%, 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 14,997,150 | ||
Face Value | $ 15,000,000 | ||
Investment Interest Rate | 0.32% | ||
Percentage of Net Assets | 7.05% | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills 0.28%, 6/16/16 | |||
Schedule of Investments [Line Items] | |||
Fair Value | $ 59,976,540 | ||
Face Value | $ 60,000,000 | ||
Investment Interest Rate | 0.28% | ||
Percentage of Net Assets | 28.22% | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | |||
Schedule of Investments [Line Items] | |||
Percentage of Net Assets | 2.76% | (3.88%) | |
Unrealized Appreciation/(Depreciation) | $ 5,868,632 | $ (8,705,967) | |
Notional Value | $ 212,275,065 | $ 224,263,539 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 5/6/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 137 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (12,455) | ||
Notional Value | $ 4,391,535 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 4/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 41 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (211,170) | ||
Notional Value | $ 4,349,280 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 4/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.04%) | ||
Unrealized Appreciation/(Depreciation) | $ (86,140) | ||
Notional Value | $ 4,525,580 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa expiration date 3/15/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 137 | ||
Percentage of Net Assets | 0.05% | ||
Unrealized Appreciation/(Depreciation) | $ 119,700 | ||
Notional Value | $ 4,399,070 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 242 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (301,212) | ||
Notional Value | $ 4,340,875 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 3/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 110 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (238,510) | ||
Notional Value | $ 2,625,700 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 2/25/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 110 | ||
Percentage of Net Assets | (0.14%) | ||
Unrealized Appreciation/(Depreciation) | $ (318,070) | ||
Notional Value | $ 2,599,300 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 3/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.32%) | ||
Unrealized Appreciation/(Depreciation) | $ (719,783) | ||
Notional Value | $ 2,647,436 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 2/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.35%) | ||
Unrealized Appreciation/(Depreciation) | $ (789,184) | ||
Notional Value | $ 2,605,705 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum expiration date 4/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 147 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (254,960) | ||
Notional Value | $ 6,565,020 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 3/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 64 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (414,395) | ||
Notional Value | $ 4,416,960 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 101 | ||
Percentage of Net Assets | (0.10%) | ||
Unrealized Appreciation/(Depreciation) | $ (231,875) | ||
Notional Value | $ 4,364,463 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 237 | ||
Percentage of Net Assets | 0.12% | ||
Unrealized Appreciation/(Depreciation) | $ 277,464 | ||
Notional Value | $ 4,372,650 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee "C" expiration date 3/18/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | ||
Percentage of Net Assets | (0.05%) | ||
Unrealized Appreciation/(Depreciation) | $ (118,144) | ||
Notional Value | $ 4,323,638 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas expiration date 1/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 111 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (395,510) | ||
Notional Value | $ 2,594,070 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 expiration date 3/8/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 138 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (35,815) | ||
Notional Value | $ 4,366,320 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper expiration date 3/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.14%) | ||
Unrealized Appreciation/(Depreciation) | $ (309,850) | ||
Notional Value | $ 4,376,750 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce expiration date 2/25/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 42 | ||
Percentage of Net Assets | (0.18%) | ||
Unrealized Appreciation/(Depreciation) | $ (401,480) | ||
Notional Value | $ 4,452,840 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs expiration date 2/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | (0.11%) | ||
Unrealized Appreciation/(Depreciation) | $ (239,750) | ||
Notional Value | $ 2,798,640 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle expiration date 2/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | (0.09%) | ||
Unrealized Appreciation/(Depreciation) | $ (204,150) | ||
Notional Value | $ 4,487,040 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD expiration date 1/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | ||
Percentage of Net Assets | (0.38%) | ||
Unrealized Appreciation/(Depreciation) | $ (848,266) | ||
Notional Value | $ 2,549,005 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11, expiration date 2/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 263 | ||
Percentage of Net Assets | 0.27% | ||
Unrealized Appreciation/(Depreciation) | $ 600,074 | ||
Notional Value | $ 4,489,094 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 3/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 185 | ||
Percentage of Net Assets | (0.14%) | ||
Unrealized Appreciation/(Depreciation) | $ (314,138) | ||
Notional Value | $ 4,347,500 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 101 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 24,500 | ||
Notional Value | $ 4,427,587 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 3/21/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | (0.20%) | ||
Unrealized Appreciation/(Depreciation) | $ (445,480) | ||
Notional Value | $ 2,660,840 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 2/22/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | (0.22%) | ||
Unrealized Appreciation/(Depreciation) | $ (492,250) | ||
Notional Value | $ 2,595,560 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude expiration date 1/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 68 | ||
Percentage of Net Assets | (0.22%) | ||
Unrealized Appreciation/(Depreciation) | $ (502,660) | ||
Notional Value | $ 2,518,720 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 237 | ||
Percentage of Net Assets | 0.18% | ||
Unrealized Appreciation/(Depreciation) | $ 391,830 | ||
Notional Value | $ 4,433,796 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Expiration Date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 141 | 137 | |
Percentage of Net Assets | (0.07%) | 0.05% | |
Unrealized Appreciation/(Depreciation) | $ (153,660) | $ 113,380 | |
Notional Value | $ 4,159,500 | $ 4,393,590 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Expiration Date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 141 | 138 | |
Percentage of Net Assets | (0.13%) | (0.05%) | |
Unrealized Appreciation/(Depreciation) | $ (281,030) | $ (119,940) | |
Notional Value | $ 4,172,190 | $ 4,420,140 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Expiration Date 9/15/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 140 | ||
Percentage of Net Assets | 0.06% | ||
Unrealized Appreciation/(Depreciation) | $ 124,350 | ||
Notional Value | $ 4,123,000 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee C Expiration Date 5/18/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | 91 | |
Percentage of Net Assets | 0.06% | (0.04%) | |
Unrealized Appreciation/(Depreciation) | $ 125,081 | $ (96,862) | |
Notional Value | $ 4,062,469 | $ 4,395,300 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee C Expiration Date 7/19/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 86 | 91 | |
Percentage of Net Assets | 0.10% | 0.12% | |
Unrealized Appreciation/(Depreciation) | $ 213,431 | $ 267,150 | |
Notional Value | $ 4,177,987 | $ 4,461,844 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee C Expiration Date 9/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 325,069 | ||
Notional Value | $ 4,183,594 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Expiration Date 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 76 | 82 | |
Percentage of Net Assets | (0.04%) | (0.15%) | |
Unrealized Appreciation/(Depreciation) | $ (88,400) | $ (338,513) | |
Notional Value | $ 4,147,700 | $ 4,390,075 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Expiration Date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 76 | 82 | |
Percentage of Net Assets | 0.03% | (0.04%) | |
Unrealized Appreciation/(Depreciation) | $ 73,263 | $ (81,925) | |
Notional Value | $ 4,162,900 | $ 4,400,325 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Expiration Date 9/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 76 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 273,213 | ||
Notional Value | $ 4,174,300 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Expiration Date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 235 | 242 | |
Percentage of Net Assets | (0.18%) | (0.14%) | |
Unrealized Appreciation/(Depreciation) | $ (385,863) | $ (315,375) | |
Notional Value | $ 4,130,125 | $ 4,410,450 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Expiration Date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 234 | 241 | |
Percentage of Net Assets | (0.12%) | (0.05%) | |
Unrealized Appreciation/(Depreciation) | $ (245,788) | $ (114,900) | |
Notional Value | $ 4,162,275 | $ 4,464,525 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Expiration Date 9/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 234 | ||
Percentage of Net Assets | (0.08%) | ||
Unrealized Appreciation/(Depreciation) | $ (162,400) | ||
Notional Value | $ 4,217,850 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 Expiration Date 5/6/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 214 | ||
Percentage of Net Assets | (0.13%) | ||
Unrealized Appreciation/(Depreciation) | $ (283,145) | ||
Notional Value | $ 6,253,080 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton No. 2 Expiration Date 7/7/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 215 | 137 | |
Percentage of Net Assets | (0.14%) | 0.04% | |
Unrealized Appreciation/(Depreciation) | $ (298,405) | $ 97,490 | |
Notional Value | $ 6,268,325 | $ 4,438,115 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce Expiration Date 6/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 51 | 41 | |
Percentage of Net Assets | 0.21% | (0.05%) | |
Unrealized Appreciation/(Depreciation) | $ 444,910 | $ (104,370) | |
Notional Value | $ 6,301,560 | $ 4,352,150 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold 100 Ounce Expiration Date 8/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 50 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 402,660 | ||
Notional Value | $ 6,185,000 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 4/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 83 | 117 | |
Percentage of Net Assets | 0.00% | (0.07%) | |
Unrealized Appreciation/(Depreciation) | $ (670) | $ (148,820) | |
Notional Value | $ 2,269,220 | $ 3,086,460 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 6/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | 117 | |
Percentage of Net Assets | 0.10% | 0.10% | |
Unrealized Appreciation/(Depreciation) | $ 201,150 | $ 220,880 | |
Notional Value | $ 2,651,880 | $ 3,650,400 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 7/15/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | 117 | |
Percentage of Net Assets | 0.09% | 0.08% | |
Unrealized Appreciation/(Depreciation) | $ 190,860 | $ 185,740 | |
Notional Value | $ 2,650,240 | $ 3,643,380 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 8/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | 0.05% | ||
Unrealized Appreciation/(Depreciation) | $ 95,680 | ||
Notional Value | $ 2,637,120 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Expiration Date 10/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 82 | ||
Percentage of Net Assets | 0.01% | ||
Unrealized Appreciation/(Depreciation) | $ 14,700 | ||
Notional Value | $ 2,260,740 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Expiration Date 6/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 85 | 82 | |
Percentage of Net Assets | 0.00% | 0.06% | |
Unrealized Appreciation/(Depreciation) | $ 4,930 | $ 132,670 | |
Notional Value | $ 4,216,850 | $ 4,191,840 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Expiration Date 8/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 86 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (44,880) | ||
Notional Value | $ 4,134,020 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Expiration Date 10/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 86 | ||
Percentage of Net Assets | 0.03% | ||
Unrealized Appreciation/(Depreciation) | $ 54,640 | ||
Notional Value | $ 4,122,840 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 4/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | 110 | |
Percentage of Net Assets | (0.15%) | (0.02%) | |
Unrealized Appreciation/(Depreciation) | $ (313,010) | $ (39,980) | |
Notional Value | $ 2,311,620 | $ 2,666,400 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | 110 | |
Percentage of Net Assets | (0.13%) | (0.02%) | |
Unrealized Appreciation/(Depreciation) | $ (270,140) | $ (46,190) | |
Notional Value | $ 2,423,720 | $ 2,714,800 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 6/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 118 | ||
Percentage of Net Assets | (0.12%) | ||
Unrealized Appreciation/(Depreciation) | $ (257,590) | ||
Notional Value | $ 2,540,540 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | (0.02%) | ||
Unrealized Appreciation/(Depreciation) | $ (40,270) | ||
Notional Value | $ 2,588,040 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Expiration Date 8/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 117 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (24,230) | ||
Notional Value | $ 2,617,290 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor Ulsd Expiration Date 4/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 50 | 53 | |
Percentage of Net Assets | 0.06% | (0.25%) | |
Unrealized Appreciation/(Depreciation) | $ 129,709 | $ (556,471) | |
Notional Value | $ 2,489,550 | $ 2,649,163 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 5/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 49 | 53 | |
Percentage of Net Assets | 0.04% | (0.24%) | |
Unrealized Appreciation/(Depreciation) | $ 91,245 | $ (551,179) | |
Notional Value | $ 2,473,098 | $ 2,705,480 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 6/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 49 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 207,031 | ||
Notional Value | $ 2,513,847 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 7/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 48 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 281,711 | ||
Notional Value | $ 2,502,864 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD Expiration Date 8/31/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 48 | ||
Percentage of Net Assets | 0.13% | ||
Unrealized Appreciation/(Depreciation) | $ 283,298 | ||
Notional Value | $ 2,547,216 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Expiration Date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 128 | 148 | |
Percentage of Net Assets | 0.16% | 0.06% | |
Unrealized Appreciation/(Depreciation) | $ 349,265 | $ 126,785 | |
Notional Value | $ 6,256,000 | $ 6,615,600 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Expiration Date 10/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 127 | ||
Percentage of Net Assets | 0.08% | ||
Unrealized Appreciation/(Depreciation) | $ 162,000 | ||
Notional Value | $ 6,218,555 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 5/26/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | 64 | |
Percentage of Net Assets | 0.09% | (0.17%) | |
Unrealized Appreciation/(Depreciation) | $ 199,055 | $ (374,635) | |
Notional Value | $ 4,175,280 | $ 4,426,880 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 7/27/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 54 | 63 | |
Percentage of Net Assets | 0.14% | (0.07%) | |
Unrealized Appreciation/(Depreciation) | $ 287,145 | $ (151,495) | |
Notional Value | $ 4,185,540 | $ 4,368,105 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver expiration date 9/28/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 53 | ||
Percentage of Net Assets | (0.01%) | ||
Unrealized Appreciation/(Depreciation) | $ (11,955) | ||
Notional Value | $ 4,117,570 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | 101 | |
Percentage of Net Assets | 0.04% | (0.10%) | |
Unrealized Appreciation/(Depreciation) | $ 89,888 | $ (221,537) | |
Notional Value | $ 4,143,912 | $ 4,390,975 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | ||
Percentage of Net Assets | 0.09% | ||
Unrealized Appreciation/(Depreciation) | $ 193,550 | ||
Notional Value | $ 4,175,762 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean expiration date 8/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 91 | ||
Percentage of Net Assets | 0.09% | ||
Unrealized Appreciation/(Depreciation) | $ 190,600 | ||
Notional Value | $ 4,188,275 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | 237 | |
Percentage of Net Assets | 0.18% | 0.13% | |
Unrealized Appreciation/(Depreciation) | $ 378,450 | $ 288,294 | |
Notional Value | $ 2,484,372 | $ 4,402,512 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.19% | ||
Unrealized Appreciation/(Depreciation) | $ 401,934 | ||
Notional Value | $ 2,500,344 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 8/12/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.14% | ||
Unrealized Appreciation/(Depreciation) | $ 303,822 | ||
Notional Value | $ 2,506,878 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 9/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 121 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 207,912 | ||
Notional Value | $ 2,514,138 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil expiration date 10/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 120 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 210,660 | ||
Notional Value | $ 2,496,960 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 4/29/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | 264 | |
Percentage of Net Assets | 0.18% | 0.26% | |
Unrealized Appreciation/(Depreciation) | $ 392,851 | $ 591,270 | |
Notional Value | $ 4,126,080 | $ 4,411,546 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 6/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 240 | 264 | |
Percentage of Net Assets | 0.17% | 0.06% | |
Unrealized Appreciation/(Depreciation) | $ 350,358 | $ 126,717 | |
Notional Value | $ 4,152,960 | $ 4,328,755 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar No. 11 expiration date 9/30/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 239 | ||
Percentage of Net Assets | 0.25% | ||
Unrealized Appreciation/(Depreciation) | $ 528,248 | ||
Notional Value | $ 4,178,485 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 5/13/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 173 | 185 | |
Percentage of Net Assets | (0.08%) | (0.13%) | |
Unrealized Appreciation/(Depreciation) | $ (165,063) | $ (298,525) | |
Notional Value | $ 4,095,775 | $ 4,407,625 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 7/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 173 | 184 | |
Percentage of Net Assets | (0.05%) | (0.07%) | |
Unrealized Appreciation/(Depreciation) | $ (100,438) | $ (160,687) | |
Notional Value | $ 4,158,487 | $ 4,445,900 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat expiration date 9/14/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 173 | ||
Percentage of Net Assets | 0.05% | ||
Unrealized Appreciation/(Depreciation) | $ 112,650 | ||
Notional Value | $ 4,240,662 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 4/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | 67 | |
Percentage of Net Assets | 0.05% | (0.15%) | |
Unrealized Appreciation/(Depreciation) | $ 97,410 | $ (334,250) | |
Notional Value | $ 2,377,080 | $ 2,678,660 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 5/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | 67 | |
Percentage of Net Assets | 0.06% | (0.15%) | |
Unrealized Appreciation/(Depreciation) | $ 125,690 | $ (329,010) | |
Notional Value | $ 2,464,500 | $ 2,727,570 | |
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 6/21/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | ||
Percentage of Net Assets | 0.10% | ||
Unrealized Appreciation/(Depreciation) | $ 221,980 | ||
Notional Value | $ 2,522,780 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 7/20/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | ||
Percentage of Net Assets | 0.16% | ||
Unrealized Appreciation/(Depreciation) | $ 335,130 | ||
Notional Value | $ 2,564,320 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | WTI Crude Oil expiration date 8/22/16 | |||
Schedule of Investments [Line Items] | |||
Number of Futures Contracts | Contract | 62 | ||
Percentage of Net Assets | 0.15% | ||
Unrealized Appreciation/(Depreciation) | $ 320,040 | ||
Notional Value | $ 2,597,800 | ||
[1] | Denotes greater than 0.000% yet less than 0.005% |
Unaudited Consolidated Statemen
Unaudited Consolidated Statements of Income and Expenses - USD ($) | 3 Months Ended | |
Mar. 31, 2016 | Mar. 31, 2015 | |
Income: | ||
Interest income | $ 89,300 | $ 10,326 |
Expenses: | ||
Management fee to related party | 447,661 | 534,030 |
Brokerage fees and expenses | 105,332 | 125,654 |
Total expenses | 552,993 | 659,684 |
Net investment loss | (463,693) | (649,358) |
Net Realized Gain (Loss) from: | ||
Futures Contracts | (12,473,222) | (28,433,985) |
Net Realized Loss | (12,473,222) | (28,433,985) |
Net Change in Unrealized Gain (Loss) from: | ||
Investments | 15,864 | 1,521 |
Futures Contracts | 14,574,599 | 10,547,678 |
Net Change in Unrealized Gain (Loss) | 14,590,463 | 10,549,199 |
Net Realized and Unrealized Gain (Loss) on Investments and Futures Contracts | 2,117,241 | (17,884,786) |
Net Gain (Loss) | 1,653,548 | (18,534,144) |
Greenhaven Continuous Commodity Index Master Fund | ||
Income: | ||
Interest income | 89,300 | 10,326 |
Expenses: | ||
Management fee to related party | 447,661 | 534,030 |
Brokerage fees and expenses | 105,332 | 125,654 |
Total expenses | 552,993 | 659,684 |
Net investment loss | (463,693) | (649,358) |
Net Realized Gain (Loss) from: | ||
Futures Contracts | (12,473,222) | (28,433,985) |
Net Realized Loss | (12,473,222) | (28,433,985) |
Net Change in Unrealized Gain (Loss) from: | ||
Investments | 15,864 | 1,521 |
Futures Contracts | 14,574,599 | 10,547,678 |
Net Change in Unrealized Gain (Loss) | 14,590,463 | 10,549,199 |
Net Realized and Unrealized Gain (Loss) on Investments and Futures Contracts | 2,117,241 | (17,884,786) |
Net Gain (Loss) | $ 1,653,548 | $ (18,534,144) |
Unaudited Consolidated Stateme6
Unaudited Consolidated Statements of Changes in Shareholders' Equity - 3 months ended Mar. 31, 2016 - 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, 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 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | ||||||||||||||
Creation of Limited Units (in units) | ||||||||||||||
Redemption of Limited Units | $ (13,615,107) | $ (13,615,107) | $ (13,615,107) | $ (13,615,107) | $ (13,615,107) | $ (13,615,107) | ||||||||
Redemption of Limited Units (in units) | (750,000) | (750,000) | ||||||||||||
Net Gain (Loss): | ||||||||||||||
Net Investment Gain (Loss) | $ (3) | $ (3) | $ (463,690) | (463,690) | (463,693) | $ (3) | $ (3) | $ (463,690) | (463,690) | (463,693) | ||||
Net Realized Gain (loss) from Investments and Futures Contracts | (49) | (49) | (12,473,173) | (12,473,173) | (12,473,222) | (49) | (49) | (12,473,173) | (12,473,173) | (12,473,222) | ||||
Net Change in Unrealized Gain (Loss) from Investments and Futures Contracts | 58 | 58 | 14,590,405 | 14,590,405 | 14,590,463 | 58 | 58 | 14,590,405 | 14,590,405 | 14,590,463 | ||||
Net Gain (Loss) | 6 | 6 | 1,653,542 | 1,653,542 | 1,653,548 | 6 | 6 | 1,653,542 | 1,653,542 | 1,653,548 | ||||
Balance at Mar. 31, 2016 | $ 1,500 | $ (566) | $ 934 | $ 346,464,742 | $ (133,908,710) | $ 212,556,032 | $ 212,556,966 | $ 1,500 | $ (566) | $ 934 | $ 346,464,742 | $ (133,908,710) | $ 212,556,032 | $ 212,556,966 |
Balance (in units) at Mar. 31, 2016 | 50 | 11,350,000 | 50 | 11,350,000 |
Unaudited Consolidated Stateme7
Unaudited Consolidated Statements of Cash Flows - USD ($) | 3 Months Ended | ||
Mar. 31, 2016 | Mar. 31, 2015 | ||
Cash flows from operating activities | |||
Net Gain (Loss) | $ 1,653,548 | $ (18,534,144) | |
Adjustments to reconcile net gain (loss) to net cash provided by (used for) operating activities: | |||
Purchases of investment securities | (174,877,226) | (199,989,853) | |
Proceeds from sales of investment securities | 150,000,000 | 200,000,000 | |
Net accretion of discount | (89,300) | (10,326) | |
Change in net unrealized depreciation (appreciation) on investments | (15,864) | (1,521) | |
(Increase)/Decrease in assets: | |||
Net unrealized appreciation on futures contracts | (5,868,632) | ||
Increase/(Decrease) in liabilities: | |||
Net unrealized depreciation on futures contracts | (8,705,967) | (10,547,678) | |
Management fee payable to related party | (13,098) | (27,957) | |
Accrued brokerage fees and expenses payable | 34,545 | 45,080 | |
Net cash used for operating activities | (37,881,994) | (29,066,399) | |
Cash flows from financing activities | |||
Proceeds from creation of Limited Units | 5,487,716 | ||
Additional capital contribution | (10,086,172) | ||
Redemption of Limited Units | (13,615,107) | ||
Net cash provided by (used for) financing activities | (13,615,107) | (4,598,456) | |
Net increase (decrease) in cash | (51,497,101) | (33,664,855) | |
Cash at beginning of period | [1] | 83,440,007 | 94,433,074 |
Cash at end of period | [1] | 31,942,906 | 60,768,219 |
Greenhaven Continuous Commodity Index Master Fund | |||
Cash flows from operating activities | |||
Net Gain (Loss) | 1,653,548 | (18,534,144) | |
Adjustments to reconcile net gain (loss) to net cash provided by (used for) operating activities: | |||
Purchases of investment securities | (174,877,226) | (199,989,853) | |
Proceeds from sales of investment securities | 150,000,000 | 200,000,000 | |
Net accretion of discount | (89,300) | (10,326) | |
Change in net unrealized depreciation (appreciation) on investments | (15,864) | (1,521) | |
(Increase)/Decrease in assets: | |||
Net unrealized appreciation on futures contracts | (5,868,632) | ||
Increase/(Decrease) in liabilities: | |||
Net unrealized depreciation on futures contracts | (8,705,967) | (10,547,678) | |
Management fee payable to related party | (13,098) | (27,957) | |
Accrued brokerage fees and expenses payable | 34,545 | 45,080 | |
Net cash used for operating activities | (37,881,994) | (29,066,399) | |
Cash flows from financing activities | |||
Proceeds from creation of Limited Units | 5,487,716 | ||
Additional capital contribution | (10,086,172) | ||
Redemption of Limited Units | (13,615,107) | ||
Net cash provided by (used for) financing activities | (13,615,107) | (4,598,456) | |
Net increase (decrease) in cash | (51,497,101) | (33,664,855) | |
Cash at beginning of period | [1] | 83,440,007 | 94,433,074 |
Cash at end of period | [1] | $ 31,942,906 | $ 60,768,219 |
[1] | Includes cash held by the broker for futures contracts. |
Organization
Organization | 3 Months Ended |
Mar. 31, 2016 | |
Organization [Abstract] | |
Organization | (1) Organization The WisdomTree Continuous Commodity Index Fund (the “Fund”; “Fund” may also refer to the Fund and the Master Fund (as defined below), 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 of the Fund, 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. 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 Fund, 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)). In accordance with Accounting Standard Update (“ASU“) 2013-08, Financial Service-Investment Companies, the Fund qualifies as an investment company and is applying the accounting and reporting guidance for investment companies. Unaudited Interim Financial Information The financial statements as of March 31, 2016 and for the three-months ended March 31, 2016 and 2015 included herein are unaudited. In the opinion of the Managing Owner, the unaudited financial statements have been prepared on the same basis as the annual financial statements and include all adjustments, which are of the normal recurring nature, necessary for a fair statement of the Fund’s financial position, investments, results of operations and its cash flows. Interim results are not necessarily indicative of the results that will be achieved for the year or for any other interim period or for any future year. |
Service Providers and Related P
Service Providers and Related Party Agreements | 3 Months Ended |
Mar. 31, 2016 | |
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” —State Street Bank and Trust Company is 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 NAV 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. State Street Bank and Trust Company has an office in Boston, Massachusetts. (d) “Commodity Broker” — Morgan Stanley & Co. LLC (“MS&Co.”) is the Master Fund’s Commodity Broker. In its capacity as the Commodity Broker, it executes and clears each of the Master Fund’s futures transactions and performs certain administrative services for the Master Fund. MS&Co. is based in New York, New York. (e) “The Distributor” — Foreside Fund Services LLC (“FFS”) is 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 Authorized Participants to create and redeem Baskets, coordinating the processing of such orders and related functions and duties. FFS has an office in Portland, Maine. (f) “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 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 | 3 Months Ended |
Mar. 31, 2016 | |
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, disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of income 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) U.S. Treasury Obligations The Master Fund records purchases and sales of U.S. Treasury Obligations on a trade date basis. These holdings are marked to market based on quotations from broker-dealers or independent service providers. The Master Fund holds U.S. Treasury Obligations for deposit with the Commodity Broker as margin 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 U.S. 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. Accordingly, no provision for federal, state, or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items. The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. (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 Statement 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 of 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 period ended March 31, 2016 and when the financial statements were issued. During that period, 50,000 Limited Shares were created resulting in 11,400,000 Limited Shares outstanding. Other than this event, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair Value Measurements
Fair Value Measurements | 3 Months Ended |
Mar. 31, 2016 | |
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 unobservable inputs as follows: Level 1 — Quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date. Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. Level 3 — Unobservable inputs for the asset or liability. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The assets of the Fund are either exchange-traded securities that are valued at the official closing price on the exchange where they are principally traded or U.S. government securities that are valued using dealer and broker quotations or other inputs that are observable or can be corroborated by observable market data. A summary of the Fund’s assets and liabilities at fair value as of March 31, 2016, classified according to the levels used to value them, is as follows: Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 174,962,390 $ — $ 174,962,390 Unrealized appreciation on futures contracts 5,868,632 — — 5,868,632 Total $ 5,868,632 $ 174,962,390 $ — $ 180,831,022 There were no transfers between Level 1 and Level 2 for the Fund during the three months ended March 31, 2016. The Fund did not hold any Level 3 securities during the three months ended March 31, 2016. 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. Treasury Obligations $ — $ 149,980,000 $ — $ 149,980,000 Liabilities Unrealized depreciation on 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. |
Derivative Instruments and Hedg
Derivative Instruments and Hedging Activities | 3 Months Ended |
Mar. 31, 2016 | |
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. As of March 31, 2016, the Fund was invested in commodity futures contracts. For the three months ended March 31, 2016 and year ended December 31, 2015, the volume of derivative activity (based on average month-end notional amounts) were $213,886,138 and $247,056,205, respectively. At March 31, 2016, the fair value of derivative instruments was as follows: Derivative Instruments Asset Liability Commodity Futures Contracts $ 5,868,632 $ — (i) Values are disclosed on the March 31, 2016 Consolidated Statements of Financial Condition under unrealized appreciation 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 three months ended March 31, 2016: Derivative Instruments Consolidated Statements of Realized Loss Net Change in Commodity Futures Contracts Net realized gain (loss) from futures contracts $ (12,473,222 ) Net change in unrealized gain (loss) from futures contracts $ 14,574,599 At December 31, 2015, the fair value of derivative instruments was as follows: Derivative Instruments Asset Liability Commodity Futures Contracts $ — $ 8,705,967 (ii) Values are disclosed on the December 31, 2015 Consolidated Statements of Financial Condition under 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 three months ended March 31, 2015. Derivative Instruments Consolidated Statements of Realized Loss Net Change in Commodity Futures Contracts Net realized gain (loss) from futures contracts $ (28,433,985 ) Net change in unrealized gain (loss) from futures contracts $ 10,547,678 |
Financial Instrument Risk
Financial Instrument Risk | 3 Months Ended |
Mar. 31, 2016 | |
Investments, All Other Investments [Abstract] | |
Financial Instrument Risk | (6) Financial Instrument Risk In the normal course of its business, the Fund may be 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 which 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 Consolidated 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 has 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 | 3 Months Ended |
Mar. 31, 2016 | |
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 create 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 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 | 3 Months Ended |
Mar. 31, 2016 | |
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 fee incurred for the three months ended March 31, 2016 and 2015 were $447,661 and $534,030, 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 Fund will pay to the Commodity Brokers all brokerage commissions, including applicable exchange fees, NFA fees, give-up fees, pit brokerage fees and other transaction related fees and expenses charged in connection with trading activities. On average, total charges paid to the Commodity Broker are expected to be less than $20.00 per round-turn trade, although the Commodity Broker’s brokerage commissions and trading fees will be determined on a contract-by-contract basis. The Fund will also reimburse the Managing Owner for any routine operational, administrative and other ordinary expenses of the Fund and the Master Fund paid by the Managing Owner (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), out of any remaining portion of the 0.20% of the Fund’s Net Asset Value accrued for the payment of brokerage commissions and fees. 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 three months ended March 31, 2016 and 2015 were $105,332 and $125,654, respectively. |
Termination
Termination | 3 Months Ended |
Mar. 31, 2016 | |
Termination [Abstract] | |
Termination | (9) Termination The term of the Fund is perpetual, unless terminated earlier in certain circumstances as defined in the Trust Agreement. |
Profit and Loss Allocations and
Profit and Loss Allocations and Distributions | 3 Months Ended |
Mar. 31, 2016 | |
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 attributable to the Fund in proportion to the percentage interest owned by each. Distributions may be made at the sole discretion of the Managing Owner on a pro-rata basis in accordance with the respective capital balances of the Shareholders, but the Fund is under no obligation to make periodic distributions to Shareholders. The Fund made no distributions to its Shareholders during the three months ended March 31, 2016. |
Commitments and Contingencies
Commitments and Contingencies | 3 Months Ended |
Mar. 31, 2016 | |
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 March 31, 2016, 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 | 3 Months Ended |
Mar. 31, 2016 | |
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 NAV and financial highlights related to investment performance and operations for a Share outstanding for the three months ended March 31, 2016 and 2015. The total return at NAV is based on the change in NAV 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. Three Months Three Months March 31, 2016 March 31, 2015 Net Asset Value Net asset value per Limited Share, beginning of period $ 18.56 $ 22.81 Net realized and change in unrealized gain (loss) 0.21 (1.55 ) Net investment loss (1) (0.04 ) (0.06 ) Net increase (decrease) in net assets from operations 0.17 (1.61 ) Net asset value per Limited Share, end of period $ 18.73 $ 21.20 Market value per Limited Share, beginning of period $ 18.52 $ 22.86 Market value per Limited Share, end of period $ 18.70 $ 21.19 Ratio to average Net Assets (2) Net investment loss (0.88 )% (1.03 )% Total expenses 1.05 % 1.05 % Total Return, at net asset value (3) 0.92 % (7.06 )% Total Return, at market value (3,4) 1.08 % (7.31 )% (1) Based on average shares outstanding. (2) Annualized. (3) Total return calculated for a period of less than one year is not annualized. (4) In computing the market price total returns, the inputs for dates on or after January 1,2016 reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed, and the inputs for dates prior to January 1, 2016 reflect the last price as of the close of trading on the exchange where Fund shares are listed. |
Summary of Significant Accoun20
Summary of Significant Accounting Policies (Policies) | 3 Months Ended |
Mar. 31, 2016 | |
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, disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of income 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. |
U.S. Treasury Obligations | (c) U.S. Treasury Obligations The Master Fund records purchases and sales of U.S. Treasury Obligations on a trade date basis. These holdings are marked to market based on quotations from broker-dealers or independent service providers. The Master Fund holds U.S. Treasury Obligations for deposit with the Commodity Broker as margin 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 U.S. 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. Accordingly, no provision for federal, state, or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items. The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. |
Futures Contracts | (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 Statement 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 of 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 period ended March 31, 2016 and when the financial statements were issued. During that period, 50,000 Limited Shares were created resulting in 11,400,000 Limited Shares outstanding. |
Fair Value Measurements (Tables
Fair Value Measurements (Tables) | 3 Months Ended |
Mar. 31, 2016 | |
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 | Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 174,962,390 $ — $ 174,962,390 Unrealized appreciation on futures contracts 5,868,632 — — 5,868,632 Total $ 5,868,632 $ 174,962,390 $ — $ 180,831,022 Assets Quoted Other Significant Totals U.S. Treasury Obligations $ — $ 149,980,000 $ — $ 149,980,000 Liabilities Unrealized depreciation on futures contracts (8,705,967 ) — — (8,705,967 ) Total $ (8,705,967 ) $ 149,980,000 $ — $ 141,274,033 |
Derivative Instruments and He22
Derivative Instruments and Hedging Activities (Tables) | 3 Months Ended |
Mar. 31, 2016 | |
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |
Schedule of the fair value of derivative instruments | At March 31, 2016, the fair value of derivative instruments was as follows: Derivative Instruments Asset Derivatives (i) Liability Derivatives Commodity Futures Contracts $ 5,868,632 $ — (i) Values are disclosed on the March 31, 2016 Consolidated Statements of Financial Condition under unrealized appreciation on futures contracts. At December 31, 2015, the fair value of derivative instruments was as follows: Derivative Instruments Asset Derivatives Liability Derivatives (ii) Commodity Futures Contracts $ — $ 8,705,967 (ii) Values are disclosed on the December 31, 2015 Consolidated Statements of Financial Condition under 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 three months ended March 31, 2016: Derivative Instruments Consolidated Statements of Realized Loss Net Change in Commodity Futures Contracts Net realized gain (loss) from futures contracts $ (12,473,222 ) Net change in unrealized gain (loss) from futures contracts $ 14,574,599 The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund for the three months ended March 31, 2015. Derivative Instruments Consolidated Statements of Realized Loss Net Change in Commodity Futures Contracts Net realized gain (loss) from futures contracts $ (28,433,985 ) Net change in unrealized gain (loss) from futures contracts $ 10,547,678 |
Net Asset Value and Financial23
Net Asset Value and Financial Highlights (Tables) | 3 Months Ended |
Mar. 31, 2016 | |
Net Asset Value and Financial Highlights [Abstract] | |
Schedule of net asset value and financial highlights | Three Months Three Months March 31, 2016 March 31, 2015 Net Asset Value Net asset value per Limited Share, beginning of period $ 18.56 $ 22.81 Net realized and change in unrealized gain (loss) 0.21 (1.55 ) Net investment loss (1) (0.04 ) (0.06 ) Net increase (decrease) in net assets from operations 0.17 (1.61 ) Net asset value per Limited Share, end of period $ 18.73 $ 21.20 Market value per Limited Share, beginning of period $ 18.52 $ 22.86 Market value per Limited Share, end of period $ 18.70 $ 21.19 Ratio to average Net Assets (2) Net investment loss (0.88 )% (1.03 )% Total expenses 1.05 % 1.05 % Total Return, at net asset value (3) 0.92 % (7.06 )% Total Return, at market value (3,4) 1.08 % (7.31 )% (1) Based on average shares outstanding. (2) Annualized. (3) Total return calculated for a period of less than one year is not annualized. (4) In computing the market price total returns, the inputs for dates on or after January 1,2016 reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed, and the inputs for dates prior to January 1, 2016 reflect the last price as of the close of trading on the exchange where Fund shares are listed. |
Organization (Detail Textuals)
Organization (Detail Textuals) - USD ($) | 1 Months Ended | ||
Jan. 23, 2008 | Mar. 31, 2016 | Jan. 31, 2016 | |
Organization [Line Items] | |||
General units of the fund (in units) | 50 | ||
Capital contribution in exchange for general units issued | $ 1,500 | ||
Greenhaven Continuous Commodity Index Master Fund | |||
Organization [Line Items] | |||
Membership sold out to Wisdom Tree Investment Inc | 100.00% | ||
General units of the fund (in units) | 50 | ||
Number of shares offered for investment operations (in shares) | 350,000 | ||
Value of shares offered for investment operations | $ 10,500,000 |
Summary of Significant Accoun25
Summary of Significant Accounting Policies (Detail Textuals) - shares | Mar. 31, 2016 | Jan. 31, 2016 |
Subsequent Event [Line Items] | ||
Subsequent event, limited shares created (in shares) | 50,000 | |
Subsequent event, limited shares outstanding (in shares) | 11,400,000 | |
Greenhaven Continuous Commodity Index Master Fund | ||
Subsequent Event [Line Items] | ||
Membership sold out to Wisdom Tree Investment Inc | 100.00% |
Fair Value Measurements (Detail
Fair Value Measurements (Details) - USD ($) | Mar. 31, 2016 | Dec. 31, 2015 | Mar. 31, 2015 | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | $ 180,831,022 | $ 141,274,033 | ||
U.S. Treasuries | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | 174,962,390 | 149,980,000 | ||
Unrealized appreciation on futures contracts | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | 5,868,632 | [1] | ||
Quoted Prices in Active Market (Level 1) | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | 5,868,632 | $ (8,705,967) | ||
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) | Unrealized appreciation on futures contracts | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | 5,868,632 | $ (8,705,967) | ||
Other Significant Observable Inputs (Level 2) | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | 174,962,390 | 149,980,000 | ||
Other Significant Observable Inputs (Level 2) | U.S. Treasuries | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | $ 174,962,390 | $ 149,980,000 | ||
Other Significant Observable Inputs (Level 2) | Unrealized appreciation on 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) | Unrealized appreciation on futures contracts | ||||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||||
Asset Derivatives | ||||
[1] | Values are disclosed on the March 31, 2016 Consolidated Statements of Financial Condition under unrealized appreciation on futures contracts. |
Derivative Instruments and He27
Derivative Instruments and Hedging Activities (Details) - USD ($) | Mar. 31, 2016 | Dec. 31, 2015 | Mar. 31, 2015 | ||
Derivative [Line Items] | |||||
Asset Derivatives | $ 180,831,022 | $ 141,274,033 | |||
Futures Contracts | |||||
Derivative [Line Items] | |||||
Asset Derivatives | $ 5,868,632 | [1] | |||
Liability Derivatives | $ 8,705,967 | [2] | |||
[1] | Values are disclosed on the March 31, 2016 Consolidated Statements of Financial Condition under unrealized appreciation on futures contracts. | ||||
[2] | Values are disclosed on the December 31, 2015 Consolidated Statements of Financial Condition under unrealized depreciation on futures contracts. |
Derivative Instruments and He28
Derivative Instruments and Hedging Activities (Details 1) - USD ($) | 3 Months Ended | |
Mar. 31, 2016 | Mar. 31, 2015 | |
Derivative [Line Items] | ||
Realized Loss on Derivative Instruments | $ (12,473,222) | $ (28,433,985) |
Net Change in Unrealized Loss on Derivative Instruments | 14,574,599 | 10,547,678 |
Unrealized appreciation on futures contracts | Net realized gain (loss) from futures contracts | ||
Derivative [Line Items] | ||
Realized Loss on Derivative Instruments | (12,473,222) | (28,433,985) |
Unrealized appreciation on futures contracts | Net change in unrealized gain (loss) from futures contracts | ||
Derivative [Line Items] | ||
Net Change in Unrealized Loss on Derivative Instruments | $ 14,574,599 | $ 10,547,678 |
Derivative Instruments and He29
Derivative Instruments and Hedging Activities (Detail Textuals) - USD ($) | Mar. 31, 2016 | Dec. 31, 2015 |
Open Coal Futures Contracts | ||
Derivative [Line Items] | ||
Average month end notional amount of derivative | $ 213,886,138 | $ 247,056,205 |
Share Creations and Redemptio30
Share Creations and Redemptions (Detail Textual) | 3 Months Ended |
Mar. 31, 2016 | |
Share Creations And Redemptions [Abstract] | |
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 ($) | 3 Months Ended | |
Mar. 31, 2016 | Mar. 31, 2015 | |
Operating Expenses and Offering Costs [Line Items] | ||
Management fee to related party | $ 447,661 | $ 534,030 |
Brokerage fees and expenses | $ 105,332 | 125,654 |
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 | $ 447,661 | 534,030 |
Maximun total charges paid per round turn trade | $ 20 | |
Percentage of accrued brokerage commissions and fees | 0.20% | |
Brokerage fees and expenses | $ 105,332 | $ 125,654 |
Net Asset Value and Financial32
Net Asset Value and Financial Highlights (Details) - $ / shares | 3 Months Ended | ||
Mar. 31, 2016 | Mar. 31, 2015 | ||
Net Asset Value | |||
Net asset value per Limited Share, beginning of period | $ 18.56 | $ 22.81 | |
Net realized and change in unrealized gain (loss) | 0.21 | (1.55) | |
Net investment loss | [1] | (0.04) | (0.06) |
Net increase (decrease) in net assets from operations | 0.17 | (1.61) | |
Net asset value per Limited Share, end of period | 18.73 | 21.20 | |
Market value per Limited Share, beginning of period | 18.52 | 22.86 | |
Market value per Limited Share, end of period | $ 18.70 | $ 21.19 | |
Ratio to average Net Assets | |||
Net investment loss | [2] | (0.88%) | (1.03%) |
Total expenses | [2] | 1.05% | 1.05% |
Total Return, at net asset value | [3] | 0.92% | (7.06%) |
Total Return, at market value | [3],[4] | 1.08% | (7.31%) |
[1] | Based on average shares outstanding. | ||
[2] | Annualized. | ||
[3] | Total return calculated for a period of less than one year is not annualized. | ||
[4] | In computing the market price total returns, the inputs for dates on or after January 1,2016 reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed, and the inputs for dates prior to January 1, 2016 reflect the last price as of the close of trading on the exchange where Fund shares are listed. |