Document_and_Entity_Informatio
Document and Entity Information (USD $) | 12 Months Ended | |
Dec. 31, 2014 | Jun. 30, 2014 | |
Document and Entity Information [Abstract] | ||
Entity Registrant Name | GreenHaven Continuous Commodity Index Fund | |
Entity Central Index Key | 1379606 | |
Trading Symbol | gcc | |
Entity Current Reporting Status | Yes | |
Entity Voluntary Filers | No | |
Entity Well-known Seasoned Issuer | Yes | |
Current Fiscal Year End Date | -19 | |
Entity Filer Category | Accelerated Filer | |
Entity Common Stock, Shares Outstanding | 11,700,000 | |
Entity Public Float | $360,297,000 | |
Document Type | 10-K | |
Document Period End Date | 31-Dec-14 | |
Amendment Flag | FALSE | |
Document Fiscal Year Focus | 2014 | |
Document Fiscal Period Focus | FY |
Consolidated_Statements_of_Fin
Consolidated Statements of Financial Condition (USD $) | Dec. 31, 2014 | Dec. 31, 2013 |
Equity in broker trading accounts: | ||
Short-term investments (cost $199,994,069 and $199,996,365 as of 2014 and 2013, respectively) | $199,995,250 | $199,998,800 |
Cash held by broker | 94,433,074 | 124,417,599 |
Net unrealized depreciation on futures contracts | -27,249,076 | -4,055,188 |
Total assets | 267,179,248 | 320,361,211 |
Liabilities and shareholders' equity | ||
Management fee payable to related party | 205,492 | 241,143 |
Accrued brokerage fees and expenses payable | 75,622 | 127,484 |
Total liabilities | 281,114 | 368,627 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | -360 | -215 |
Total General Units | 1,140 | 1,285 |
Limited Units: | ||
Paid in capital - 11,700,000 and 12,450,000 redeemable shares issued and outstanding as of 2014 and 2013, respectively | 350,523,308 | 364,838,413 |
Accumulated deficit | -83,626,314 | -44,847,114 |
Total Limited Units | 266,896,994 | 319,991,299 |
Total shareholders' equity | 266,898,134 | 319,992,584 |
Total liabilities and shareholders' equity | 267,179,248 | 320,361,211 |
Net asset value per share | ||
General Units (in units) | 22.8 | 25.7 |
Limited Units (in units) | 22.81 | 25.7 |
Greenhaven Continuous Commodity Index Master Fund | ||
Equity in broker trading accounts: | ||
Short-term investments (cost $199,994,069 and $199,996,365 as of 2014 and 2013, respectively) | 199,995,250 | 199,998,800 |
Cash held by broker | 94,433,074 | 124,417,599 |
Net unrealized depreciation on futures contracts | -27,249,076 | -4,055,188 |
Total assets | 267,179,248 | 320,361,211 |
Liabilities and shareholders' equity | ||
Management fee payable to related party | 205,492 | 241,143 |
Accrued brokerage fees and expenses payable | 75,622 | 127,484 |
Total liabilities | 281,114 | 368,627 |
General Units: | ||
Paid in capital - 50 units issued | 1,500 | 1,500 |
Accumulated deficit | -360 | -215 |
Total General Units | 1,140 | 1,285 |
Limited Units: | ||
Paid in capital - 11,700,000 and 12,450,000 redeemable shares issued and outstanding as of 2014 and 2013, respectively | 350,523,308 | 364,838,413 |
Accumulated deficit | -83,626,314 | -44,847,114 |
Total Limited Units | 266,896,994 | 319,991,299 |
Total shareholders' equity | 266,898,134 | 319,992,584 |
Total liabilities and shareholders' equity | $267,179,248 | $320,361,211 |
Net asset value per share | ||
General Units (in units) | 22.8 | 25.7 |
Limited Units (in units) | 22.81 | 25.7 |
Consolidated_Statements_of_Fin1
Consolidated Statements of Financial Condition (Parentheticals) (USD $) | Dec. 31, 2014 | Dec. 31, 2013 |
Cost of short-term investments (in dollars) | $199,994,069 | $199,996,365 |
General Units: | ||
Paid in capital units issued | 50 | 50 |
Limited Units: | ||
Paid in capital redeemable units issued | 11,700,000 | 12,450,000 |
Paid in capital redeemable units outstanding | 11,700,000 | 12,450,000 |
Greenhaven Continuous Commodity Index Master Fund | ||
Cost of short-term investments (in dollars) | $199,994,069 | $199,996,365 |
General Units: | ||
Paid in capital units issued | 50 | 50 |
Limited Units: | ||
Paid in capital redeemable units issued | 11,700,000 | 12,450,000 |
Paid in capital redeemable units outstanding | 11,700,000 | 12,450,000 |
Schedule_of_Investments
Schedule of Investments (USD $) | 12 Months Ended | |||
Dec. 31, 2013 | Dec. 31, 2014 | |||
U.S. Treasury Obligations | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 62.50% | 74.93% | ||
Fair Value | $199,998,800 | $199,995,250 | ||
Face Value | 200,000,000 | 200,000,000 | ||
Total U.S. Treasury Obligations (cost) | 199,996,365 | 199,994,069 | ||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 16, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 15.62% | |||
Fair Value | 49,999,850 | |||
Face Value | 50,000,000 | |||
Investment Interest Rate | 0.01% | |||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 23, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 46.88% | |||
Fair Value | 149,998,950 | |||
Face Value | 150,000,000 | |||
Investment Interest Rate | 0.01% | |||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 22, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 37.47% | |||
Fair Value | 99,998,600 | |||
Face Value | 100,000,000 | |||
Investment Interest Rate | 0.01% | |||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.03% due March 12, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 18.73% | |||
Fair Value | 49,998,100 | |||
Face Value | 50,000,000 | |||
Investment Interest Rate | 0.03% | |||
U.S. Treasury Obligations | U.S. Treasury Bills, 0.06% due March 26, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 18.73% | |||
Fair Value | 49,998,550 | |||
Face Value | 50,000,000 | |||
Investment Interest Rate | 0.06% | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -1.27% | -10.21% | ||
Fair Value | -4,055,188 | -27,249,076 | ||
Notional Value | 319,612,065 | 266,577,952 | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, March 07, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.02% | |||
Fair Value | -59,930 | |||
Notional Value | 6,263,360 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, February 26, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -529,510 | |||
Notional Value | 6,251,960 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 52 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date, February 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [1] | ||
Fair Value | 9,330 | |||
Notional Value | 4,305,420 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 126 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date, February 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.10% | |||
Fair Value | 335,300 | |||
Notional Value | 6,354,300 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 118 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date, February 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.14% | |||
Fair Value | -462,112 | |||
Notional Value | 6,230,549 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 339 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.13% | |||
Fair Value | 411,440 | |||
Notional Value | 6,273,960 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 231 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 381,180 | |||
Notional Value | 6,257,790 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 231 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date, July 16, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 35,760 | |||
Notional Value | 6,292,440 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 231 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date May 19, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -536,812 | |||
Notional Value | 6,268,725 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date March 19, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -545,550 | |||
Notional Value | 6,143,850 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date May 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | |||
Fair Value | 207,963 | |||
Notional Value | 6,262,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date March 27, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.08% | |||
Fair Value | 240,550 | |||
Notional Value | 6,283,525 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.19% | |||
Fair Value | -618,075 | |||
Notional Value | 6,281,650 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 292 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.20% | |||
Fair Value | -625,900 | |||
Notional Value | 6,161,200 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 292 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton Contracts, Settlement date May 07, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [2] | ||
Fair Value | -10,605 | |||
Notional Value | 6,287,800 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 149 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, Settlement date April 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -482,440 | |||
Notional Value | 6,255,600 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 52 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, Settlement date April 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | |||
Fair Value | 229,450 | |||
Notional Value | 4,533,750 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 125 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light Sweet Crude Oil Contracts, Settlement date March 20, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.02% | |||
Fair Value | 55,240 | |||
Notional Value | 3,740,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light Sweet Crude Oil Contracts, Settlement date February 20, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 31,670 | |||
Notional Value | 3,744,900 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light Sweet Crude Oil Contracts, Settlement date January 21, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [1] | ||
Fair Value | 5,710 | |||
Notional Value | 3,739,960 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, Settlement date April 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | |||
Fair Value | 187,100 | |||
Notional Value | 6,332,040 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 117 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.11% | |||
Fair Value | 362,890 | |||
Notional Value | 3,735,550 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 91 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 26, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 383,380 | |||
Notional Value | 3,773,700 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 90 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date January 29, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 395,000 | |||
Notional Value | 3,807,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 90 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | [3] | ||
Fair Value | 116,840 | [3] | ||
Notional Value | 3,706,983 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 29 | [3] | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date February 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.03% | [3] | ||
Fair Value | 102,001 | [3] | ||
Notional Value | 3,719,528 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 29 | [3] | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date January 31, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | [3] | ||
Fair Value | 113,904 | [3] | ||
Notional Value | 3,733,414 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 29 | [3] | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, Settlement date, April 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.18% | |||
Fair Value | -574,305 | |||
Notional Value | 9,410,530 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 137 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, May 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -490,235 | |||
Notional Value | 6,306,625 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 65 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, March 27, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -479,325 | |||
Notional Value | 6,295,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 65 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.11% | |||
Fair Value | 344,875 | |||
Notional Value | 6,257,300 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 98 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.13% | |||
Fair Value | 401,825 | |||
Notional Value | 6,333,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 98 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -466,266 | |||
Notional Value | 6,255,216 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 264 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.14% | |||
Fair Value | -450,534 | |||
Notional Value | 6,198,192 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 264 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, Settlement date, April 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.11% | |||
Fair Value | -337,557 | |||
Notional Value | 6,268,954 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 338 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat Contracts, Settlement date, May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.20% | |||
Fair Value | -627,613 | |||
Notional Value | 6,273,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 205 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat Contracts, Settlement date, March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.20% | |||
Fair Value | -627,788 | |||
Notional Value | 6,203,812 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 205 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date, July 21, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | |||
Fair Value | 216,881 | |||
Notional Value | 6,388,050 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, settlement date July 29, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | |||
Fair Value | 200,375 | |||
Notional Value | 6,240,975 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.05% | |||
Fair Value | -170,225 | |||
Notional Value | 6,380,200 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 292 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton Contracts, settlement date July 09, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 301,180 | |||
Notional Value | 6,256,510 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 149 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, settlement date June 26, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -487,650 | |||
Notional Value | 6,258,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 52 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, settlement date July 15, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.02% | |||
Fair Value | 72,180 | |||
Notional Value | 4,942,500 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 125 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, settlement date June 13, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 46,480 | |||
Notional Value | 5,007,500 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 125 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil Contracts, settlement date May 20, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | |||
Fair Value | 136,060 | |||
Notional Value | 3,793,920 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 39 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil Contracts, settlement date April 22, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.05% | |||
Fair Value | 144,650 | |||
Notional Value | 3,723,620 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, settlement date June 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 44,040 | |||
Notional Value | 6,108,860 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 118 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date May 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 397,390 | |||
Notional Value | 3,743,740 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 91 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date April 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.13% | |||
Fair Value | 412,180 | |||
Notional Value | 3,726,450 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 91 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, settlement date May 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | [3] | ||
Fair Value | 205,317 | [3] | ||
Notional Value | 3,810,996 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 30 | [3] | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, settlement date April 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | [3] | ||
Fair Value | 207,673 | [3] | ||
Notional Value | 3,822,714 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 30 | [3] | ||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, settlement date July 29, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -490,930 | |||
Notional Value | 9,430,395 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 137 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, settlement date July, 29 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.18% | |||
Fair Value | -567,615 | |||
Notional Value | 6,220,160 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 64 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | |||
Fair Value | 182,763 | |||
Notional Value | 6,196,050 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 98 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -397,332 | |||
Notional Value | 6,361,656 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 266 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date June 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -385,806 | |||
Notional Value | 6,333,309 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 338 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -549,650 | |||
Notional Value | 6,321,687 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 205 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 09, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.27% | |||
Fair Value | -716,905 | |||
Notional Value | 5,153,085 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 171 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -335,420 | |||
Notional Value | 5,210,040 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 44 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -315,750 | |||
Notional Value | 3,670,240 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 242,130 | |||
Notional Value | 5,299,020 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 81 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.39% | |||
Fair Value | -1,039,808 | |||
Notional Value | 5,122,656 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 315 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement Date May 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -334,480 | |||
Notional Value | 5,234,520 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 181 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date, March 16, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -316,920 | |||
Notional Value | 5,267,100 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 181 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date May 18, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.27% | |||
Fair Value | -719,438 | |||
Notional Value | 5,205,975 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 82 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date March 19, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.28% | |||
Fair Value | -747,038 | |||
Notional Value | 5,185,425 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 83 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date May 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.22% | |||
Fair Value | -584,150 | |||
Notional Value | 5,223,475 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date March 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.21% | |||
Fair Value | -559,600 | |||
Notional Value | 5,227,175 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 250,975 | |||
Notional Value | 5,234,175 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 258 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 242,600 | |||
Notional Value | 5,141,150 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 259 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, May 06, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -316,150 | |||
Notional Value | 5,221,485 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 171 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, April 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -446,860 | |||
Notional Value | 5,213,560 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 44 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, settlement date April 15, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -197,270 | |||
Notional Value | 3,764,030 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date March 20, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.57% | |||
Fair Value | -1,532,690 | |||
Notional Value | 3,147,080 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date February 20, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.58% | |||
Fair Value | -1,560,200 | |||
Notional Value | 3,114,600 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date January 20, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.58% | |||
Fair Value | -1,550,530 | |||
Notional Value | 3,089,660 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date April 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.08% | |||
Fair Value | 218,730 | |||
Notional Value | 5,261,760 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 81 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.29% | |||
Fair Value | -786,680 | |||
Notional Value | 3,111,480 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 25, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.37% | |||
Fair Value | -1,000,490 | |||
Notional Value | 3,127,680 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date January 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.40% | |||
Fair Value | -1,071,100 | |||
Notional Value | 3,120,120 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date March 31, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.50% | |||
Fair Value | -1,337,461 | |||
Notional Value | 3,104,594 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD contracts settlement date February 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.53% | |||
Fair Value | -1,409,974 | |||
Notional Value | 3,129,218 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.50% | |||
Fair Value | -1,333,559 | |||
Notional Value | 3,157,459 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date April 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 20,485 | |||
Notional Value | 7,801,275 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 129 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date May 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.35% | |||
Fair Value | -940,295 | |||
Notional Value | 5,236,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 67 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date March 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.34% | |||
Fair Value | -913,105 | |||
Notional Value | 5,225,665 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 67 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.03% | |||
Fair Value | -92,050 | |||
Notional Value | 5,236,850 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 101 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -199,812 | |||
Notional Value | 5,204,025 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 101 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.06% | |||
Fair Value | -163,712 | |||
Notional Value | 5,219,850 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 102 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.04% | |||
Fair Value | -102,582 | |||
Notional Value | 5,253,570 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 269 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -336,222 | |||
Notional Value | 5,221,290 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 269 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -337,578 | |||
Notional Value | 5,206,680 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 270 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date April 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.31% | |||
Fair Value | -834,389 | |||
Notional Value | 5,263,776 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 315 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | |||
Fair Value | 106,325 | |||
Notional Value | 5,231,600 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 176 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.05% | |||
Fair Value | 143,925 | |||
Notional Value | 5,189,800 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 176 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 16, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.03% | |||
Fair Value | 83,950 | |||
Notional Value | 5,229,090 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 181 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 21, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.25% | |||
Fair Value | -671,513 | |||
Notional Value | 5,285,925 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 82 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -320,262 | |||
Notional Value | 5,227,175 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | |||
Fair Value | 101,863 | |||
Notional Value | 5,321,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 258 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 09, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [1] | ||
Fair Value | 5,610 | |||
Notional Value | 5,301,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 171 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 26, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.03% | |||
Fair Value | 88,470 | |||
Notional Value | 5,215,760 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 44 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -176,480 | |||
Notional Value | 4,098,510 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 12, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -188,950 | |||
Notional Value | 4,138,060 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date May 19, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.33% | |||
Fair Value | -893,390 | |||
Notional Value | 3,172,050 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 57 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date April 21, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.38% | |||
Fair Value | -1,019,440 | |||
Notional Value | 3,187,680 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.04% | |||
Fair Value | -114,190 | |||
Notional Value | 5,080,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 82 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.25% | |||
Fair Value | -668,300 | |||
Notional Value | 3,189,240 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.26% | |||
Fair Value | -694,840 | |||
Notional Value | 3,136,320 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.33% | |||
Fair Value | -873,041 | |||
Notional Value | 3,200,602 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 42 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.32% | |||
Fair Value | -861,353 | |||
Notional Value | 3,105,627 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 33,995 | |||
Notional Value | 7,871,500 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 130 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.02% | |||
Fair Value | -47,050 | |||
Notional Value | 5,168,460 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 66 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -441,795 | |||
Notional Value | 5,363,120 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 314 | |||
Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 314,688 | |||
Notional Value | 5,258,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 176 | |||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 62.50% | 74.93% | ||
Fair Value | 199,998,800 | 199,995,250 | ||
Face Value | 200,000,000 | 200,000,000 | ||
Total U.S. Treasury Obligations (cost) | 199,996,365 | 199,994,069 | ||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 16, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 15.62% | |||
Fair Value | 49,999,850 | |||
Face Value | 50,000,000 | |||
Investment Interest Rate | 0.01% | |||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 23, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 46.88% | |||
Fair Value | 149,998,950 | |||
Face Value | 150,000,000 | |||
Investment Interest Rate | 0.01% | |||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.01% due January 22, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 37.47% | |||
Fair Value | 99,998,600 | |||
Face Value | 100,000,000 | |||
Investment Interest Rate | 0.01% | |||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.03% due March 12, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 18.73% | |||
Fair Value | 49,998,100 | |||
Face Value | 50,000,000 | |||
Investment Interest Rate | 0.03% | |||
Greenhaven Continuous Commodity Index Master Fund | U.S. Treasury Obligations | U.S. Treasury Bills, 0.06% due March 26, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 18.73% | |||
Fair Value | 49,998,550 | |||
Face Value | 50,000,000 | |||
Investment Interest Rate | 0.06% | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -1.27% | -10.21% | ||
Fair Value | -4,055,188 | -27,249,076 | ||
Notional Value | 319,612,065 | 266,577,952 | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, March 07, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.02% | |||
Fair Value | -59,930 | |||
Notional Value | 6,263,360 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, February 26, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -529,510 | |||
Notional Value | 6,251,960 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 52 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date, February 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [1] | ||
Fair Value | 9,330 | |||
Notional Value | 4,305,420 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 126 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date, February 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.10% | |||
Fair Value | 335,300 | |||
Notional Value | 6,354,300 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 118 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date, February 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.14% | |||
Fair Value | -462,112 | |||
Notional Value | 6,230,549 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 339 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.13% | |||
Fair Value | 411,440 | |||
Notional Value | 6,273,960 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 231 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 381,180 | |||
Notional Value | 6,257,790 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 231 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement date, July 16, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 35,760 | |||
Notional Value | 6,292,440 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 231 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date May 19, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -536,812 | |||
Notional Value | 6,268,725 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date March 19, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -545,550 | |||
Notional Value | 6,143,850 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date May 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | |||
Fair Value | 207,963 | |||
Notional Value | 6,262,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, Settlement date March 27, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.08% | |||
Fair Value | 240,550 | |||
Notional Value | 6,283,525 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.19% | |||
Fair Value | -618,075 | |||
Notional Value | 6,281,650 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 292 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, Settlement date March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.20% | |||
Fair Value | -625,900 | |||
Notional Value | 6,161,200 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 292 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton Contracts, Settlement date May 07, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [2] | ||
Fair Value | -10,605 | |||
Notional Value | 6,287,800 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 149 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, Settlement date April 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -482,440 | |||
Notional Value | 6,255,600 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 52 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, Settlement date April 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | |||
Fair Value | 229,450 | |||
Notional Value | 4,533,750 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 125 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light Sweet Crude Oil Contracts, Settlement date March 20, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.02% | |||
Fair Value | 55,240 | |||
Notional Value | 3,740,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light Sweet Crude Oil Contracts, Settlement date February 20, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 31,670 | |||
Notional Value | 3,744,900 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light Sweet Crude Oil Contracts, Settlement date January 21, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [1] | ||
Fair Value | 5,710 | |||
Notional Value | 3,739,960 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, Settlement date April 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | |||
Fair Value | 187,100 | |||
Notional Value | 6,332,040 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 117 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.11% | |||
Fair Value | 362,890 | |||
Notional Value | 3,735,550 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 91 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 26, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 383,380 | |||
Notional Value | 3,773,700 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 90 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date January 29, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 395,000 | |||
Notional Value | 3,807,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 90 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date March 31, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | [3] | ||
Fair Value | 116,840 | [3] | ||
Notional Value | 3,706,983 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 29 | [3] | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date February 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.03% | [3] | ||
Fair Value | 102,001 | [3] | ||
Notional Value | 3,719,528 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 29 | [3] | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, Settlement date January 31, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | [3] | ||
Fair Value | 113,904 | [3] | ||
Notional Value | 3,733,414 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 29 | [3] | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, Settlement date, April 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.18% | |||
Fair Value | -574,305 | |||
Notional Value | 9,410,530 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 137 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, May 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -490,235 | |||
Notional Value | 6,306,625 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 65 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, Settlement date, March 27, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -479,325 | |||
Notional Value | 6,295,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 65 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.11% | |||
Fair Value | 344,875 | |||
Notional Value | 6,257,300 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 98 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.13% | |||
Fair Value | 401,825 | |||
Notional Value | 6,333,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 98 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -466,266 | |||
Notional Value | 6,255,216 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 264 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.14% | |||
Fair Value | -450,534 | |||
Notional Value | 6,198,192 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 264 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, Settlement date, April 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.11% | |||
Fair Value | -337,557 | |||
Notional Value | 6,268,954 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 338 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat Contracts, Settlement date, May 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.20% | |||
Fair Value | -627,613 | |||
Notional Value | 6,273,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 205 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat Contracts, Settlement date, March 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.20% | |||
Fair Value | -627,788 | |||
Notional Value | 6,203,812 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 205 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee Contracts, Settlement date, July 21, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | |||
Fair Value | 216,881 | |||
Notional Value | 6,388,050 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 148 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper Contracts, settlement date July 29, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | |||
Fair Value | 200,375 | |||
Notional Value | 6,240,975 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.05% | |||
Fair Value | -170,225 | |||
Notional Value | 6,380,200 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 292 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton Contracts, settlement date July 09, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 301,180 | |||
Notional Value | 6,256,510 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 149 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold Contracts, settlement date June 26, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -487,650 | |||
Notional Value | 6,258,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 52 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, settlement date July 15, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.02% | |||
Fair Value | 72,180 | |||
Notional Value | 4,942,500 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 125 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, settlement date June 13, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 46,480 | |||
Notional Value | 5,007,500 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 125 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil Contracts, settlement date May 20, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | |||
Fair Value | 136,060 | |||
Notional Value | 3,793,920 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 39 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil Contracts, settlement date April 22, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.05% | |||
Fair Value | 144,650 | |||
Notional Value | 3,723,620 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 38 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle Contracts, settlement date June 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 44,040 | |||
Notional Value | 6,108,860 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 118 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date May 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 397,390 | |||
Notional Value | 3,743,740 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 91 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, settlement date April 28, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.13% | |||
Fair Value | 412,180 | |||
Notional Value | 3,726,450 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 91 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, settlement date May 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | [3] | ||
Fair Value | 205,317 | [3] | ||
Notional Value | 3,810,996 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 30 | [3] | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD Contracts, settlement date April 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.07% | [3] | ||
Fair Value | 207,673 | [3] | ||
Notional Value | 3,822,714 | [3] | ||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 30 | [3] | ||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum Contracts, settlement date July 29, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.15% | |||
Fair Value | -490,930 | |||
Notional Value | 9,430,395 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 137 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver Contracts, settlement date July, 29 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.18% | |||
Fair Value | -567,615 | |||
Notional Value | 6,220,160 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 64 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.06% | |||
Fair Value | 182,763 | |||
Notional Value | 6,196,050 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 98 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -397,332 | |||
Notional Value | 6,361,656 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 266 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar Contracts, settlement date June 30, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -385,806 | |||
Notional Value | 6,333,309 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 338 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat Contracts, settlement date July 14, 2014 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -549,650 | |||
Notional Value | 6,321,687 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 205 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date March 09, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.27% | |||
Fair Value | -716,905 | |||
Notional Value | 5,153,085 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 171 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date February 25, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -335,420 | |||
Notional Value | 5,210,040 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 44 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date February 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -315,750 | |||
Notional Value | 3,670,240 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date February 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 242,130 | |||
Notional Value | 5,299,020 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 81 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date February 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.39% | |||
Fair Value | -1,039,808 | |||
Notional Value | 5,122,656 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 315 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa Contracts, Settlement Date May 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -334,480 | |||
Notional Value | 5,234,520 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 181 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date, March 16, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -316,920 | |||
Notional Value | 5,267,100 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 181 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date May 18, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.27% | |||
Fair Value | -719,438 | |||
Notional Value | 5,205,975 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 82 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date March 19, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.28% | |||
Fair Value | -747,038 | |||
Notional Value | 5,185,425 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 83 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date May 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.22% | |||
Fair Value | -584,150 | |||
Notional Value | 5,223,475 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date March 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.21% | |||
Fair Value | -559,600 | |||
Notional Value | 5,227,175 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 250,975 | |||
Notional Value | 5,234,175 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 258 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.09% | |||
Fair Value | 242,600 | |||
Notional Value | 5,141,150 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 259 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date, May 06, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -316,150 | |||
Notional Value | 5,221,485 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 171 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date, April 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -446,860 | |||
Notional Value | 5,213,560 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 44 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs Contracts, settlement date April 15, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -197,270 | |||
Notional Value | 3,764,030 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date March 20, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.57% | |||
Fair Value | -1,532,690 | |||
Notional Value | 3,147,080 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date February 20, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.58% | |||
Fair Value | -1,560,200 | |||
Notional Value | 3,114,600 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date January 20, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.58% | |||
Fair Value | -1,550,530 | |||
Notional Value | 3,089,660 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date April 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.08% | |||
Fair Value | 218,730 | |||
Notional Value | 5,261,760 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 81 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date March 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.29% | |||
Fair Value | -786,680 | |||
Notional Value | 3,111,480 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date February 25, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.37% | |||
Fair Value | -1,000,490 | |||
Notional Value | 3,127,680 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas Contracts, Settlement date January 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.40% | |||
Fair Value | -1,071,100 | |||
Notional Value | 3,120,120 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date March 31, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.50% | |||
Fair Value | -1,337,461 | |||
Notional Value | 3,104,594 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Ny Harbor ULSD contracts settlement date February 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.53% | |||
Fair Value | -1,409,974 | |||
Notional Value | 3,129,218 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date January 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.50% | |||
Fair Value | -1,333,559 | |||
Notional Value | 3,157,459 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date April 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 20,485 | |||
Notional Value | 7,801,275 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 129 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date May 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.35% | |||
Fair Value | -940,295 | |||
Notional Value | 5,236,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 67 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date March 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.34% | |||
Fair Value | -913,105 | |||
Notional Value | 5,225,665 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 67 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.03% | |||
Fair Value | -92,050 | |||
Notional Value | 5,236,850 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 101 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -199,812 | |||
Notional Value | 5,204,025 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 101 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Contracts, Settlement date, March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.06% | |||
Fair Value | -163,712 | |||
Notional Value | 5,219,850 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 102 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.04% | |||
Fair Value | -102,582 | |||
Notional Value | 5,253,570 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 269 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -336,222 | |||
Notional Value | 5,221,290 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 269 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Soybean Oil Contracts, Settlement date, March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.13% | |||
Fair Value | -337,578 | |||
Notional Value | 5,206,680 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 270 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date April 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.31% | |||
Fair Value | -834,389 | |||
Notional Value | 5,263,776 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 315 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date May 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | |||
Fair Value | 106,325 | |||
Notional Value | 5,231,600 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 176 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date March 13, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.05% | |||
Fair Value | 143,925 | |||
Notional Value | 5,189,800 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 176 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cocoa contracts, settlement date July 16, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.03% | |||
Fair Value | 83,950 | |||
Notional Value | 5,229,090 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 181 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Coffee contracts, settlement date July 21, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.25% | |||
Fair Value | -671,513 | |||
Notional Value | 5,285,925 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 82 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Copper contracts, settlement date July 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.12% | |||
Fair Value | -320,262 | |||
Notional Value | 5,227,175 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 74 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Corn contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.04% | |||
Fair Value | 101,863 | |||
Notional Value | 5,321,250 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 258 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Cotton contracts, settlement date July 09, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.00% | [1] | ||
Fair Value | 5,610 | |||
Notional Value | 5,301,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 171 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Gold contracts, settlement date June 26, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.03% | |||
Fair Value | 88,470 | |||
Notional Value | 5,215,760 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 44 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date July 15, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -176,480 | |||
Notional Value | 4,098,510 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Lean Hogs contracts, settlement date June 12, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.07% | |||
Fair Value | -188,950 | |||
Notional Value | 4,138,060 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 113 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date May 19, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.33% | |||
Fair Value | -893,390 | |||
Notional Value | 3,172,050 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 57 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Light, Sweet Crude Oil contracts, settlement date April 21, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.38% | |||
Fair Value | -1,019,440 | |||
Notional Value | 3,187,680 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 58 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Live Cattle contracts, settlement date June 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.04% | |||
Fair Value | -114,190 | |||
Notional Value | 5,080,720 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 82 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date May 27, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.25% | |||
Fair Value | -668,300 | |||
Notional Value | 3,189,240 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Natural Gas contracts, settlement date April 28, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.26% | |||
Fair Value | -694,840 | |||
Notional Value | 3,136,320 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 108 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date May 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.33% | |||
Fair Value | -873,041 | |||
Notional Value | 3,200,602 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 42 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | NY Harbor ULSD contracts, settlement date April 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.32% | |||
Fair Value | -861,353 | |||
Notional Value | 3,105,627 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 41 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Platinum contracts, settlement date July 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.01% | |||
Fair Value | 33,995 | |||
Notional Value | 7,871,500 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 130 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Silver contracts, settlement date July 29, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.02% | |||
Fair Value | -47,050 | |||
Notional Value | 5,168,460 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 66 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Sugar contracts, settlement date June 30, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | -0.17% | |||
Fair Value | -441,795 | |||
Notional Value | 5,363,120 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 314 | |||
Greenhaven Continuous Commodity Index Master Fund | Unrealized Appreciation/(Depreciation) on Futures Contracts | Wheat contracts, settlement date July 14, 2015 | ||||
Schedule of Investments [Line Items] | ||||
Percentage of Net Assets | 0.12% | |||
Fair Value | 314,688 | |||
Notional Value | $5,258,000 | |||
Unrealized Appreciation/(Depreciation) on number of Futures Contracts | 176 | |||
[1] | Denotes greater than 0.000% yet less than 0.005% | |||
[2] | Denotes less than 0.000% yet greater than (0.005)% | |||
[3] | The CME Group changed specifications and the name of Heating Oil futures to NY Harbor ULSD' in May 2013 |
Consolidated_Statements_of_Inc
Consolidated Statements of Income and Expenses (USD $) | 12 Months Ended | ||
Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | |
Income | |||
Interest Income | $44,304 | $189,643 | $331,044 |
Expenses | |||
Management fee to related party | 2,835,654 | 3,500,487 | 4,637,997 |
Brokerage fees and expenses | 667,213 | 823,644 | 377,195 |
Total expenses | 3,502,867 | 4,324,131 | 5,015,192 |
Net Investment Loss | -3,458,563 | -4,134,488 | -4,684,148 |
Realized Gain (Loss) on | |||
Investments | -10,376 | 1,429 | |
Futures Contracts | -12,125,640 | -53,539,832 | -55,222,884 |
Net Realized Loss | -12,125,640 | -53,550,208 | -55,221,455 |
Net Change in Unrealized Gain (Loss) on | |||
Investments | -1,254 | -13,546 | 15,980 |
Futures Contracts | -23,193,888 | 8,459,270 | 32,487,331 |
Net Change in Unrealized Gain (Loss) | -23,195,142 | 8,445,724 | 32,503,311 |
Net Realized and Unrealized Loss on Investments and Futures Contracts | -35,320,782 | -45,104,484 | -22,718,144 |
Net Loss | -38,779,345 | -49,238,972 | -27,402,292 |
Greenhaven Continuous Commodity Index Master Fund | |||
Income | |||
Interest Income | 44,304 | 189,643 | 331,044 |
Expenses | |||
Management fee to related party | 2,835,654 | 3,500,487 | 4,637,997 |
Brokerage fees and expenses | 667,213 | 823,644 | 377,195 |
Total expenses | 3,502,867 | 4,324,131 | 5,015,192 |
Net Investment Loss | -3,458,563 | -4,134,488 | -4,684,148 |
Realized Gain (Loss) on | |||
Investments | -10,376 | 1,429 | |
Futures Contracts | -12,125,640 | -53,539,832 | -55,222,884 |
Net Realized Loss | -12,125,640 | -53,550,208 | -55,221,455 |
Net Change in Unrealized Gain (Loss) on | |||
Investments | -1,254 | -13,546 | 15,980 |
Futures Contracts | -23,193,888 | 8,459,270 | 32,487,331 |
Net Change in Unrealized Gain (Loss) | -23,195,142 | 8,445,724 | 32,503,311 |
Net Realized and Unrealized Loss on Investments and Futures Contracts | -35,320,782 | -45,104,484 | -22,718,144 |
Net Loss | ($38,779,345) | ($49,238,972) | ($27,402,292) |
Consolidated_Statements_of_Cha
Consolidated Statements of Changes in Shareholders' Equity (USD $) | Greenhaven Continuous Commodity Index Master Fund | Greenhaven Continuous Commodity Index Master Fund | Greenhaven Continuous Commodity Index Master Fund | Greenhaven Continuous Commodity Index Master Fund | Greenhaven Continuous Commodity Index Master Fund | Greenhaven Continuous Commodity Index Master Fund | Greenhaven Continuous Commodity Index Master Fund | General Partners Capital Units | General Partners Capital Units | General Partners Capital Units | Limited Partners Capital Units | Limited Partners Capital Units | Limited Partners Capital Units | Total |
General Partners Capital Units | General Partners Capital Units | General Partners Capital Units | Limited Partners Capital Units | Limited Partners Capital Units | Limited Partners Capital Units | General Units | Accumulated Deficit / Earnings | Limited Units | Accumulated Deficit / Earnings | |||||
General Units | Accumulated Deficit / Earnings | Limited Units | Accumulated Deficit / Earnings | |||||||||||
Balance at Dec. 31, 2011 | $1,500 | ($2) | $1,498 | $549,362,581 | $31,793,937 | $581,156,518 | $581,158,016 | $1,500 | ($2) | $1,498 | $549,362,581 | $31,793,937 | $581,156,518 | $581,158,016 |
Balance (in units) at Dec. 31, 2011 | 50 | 19,400,000 | 50 | 19,400,000 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | 101,149,075 | 101,149,075 | 101,149,075 | 101,149,075 | 101,149,075 | 101,149,075 | ||||||||
Creation of Limited Units (in units) | 3,250,000 | 3,250,000 | ||||||||||||
Redemption of Limited Units | -180,296,699 | -180,296,699 | -180,296,699 | -180,296,699 | -180,296,699 | -180,296,699 | ||||||||
Redemption of Limited Units (in units) | -6,200,000 | -6,200,000 | ||||||||||||
Net Loss: | ||||||||||||||
Net investment loss | -13 | -13 | -4,684,135 | -4,684,135 | -4,684,148 | -13 | -13 | -4,684,135 | -4,684,135 | -4,684,148 | ||||
Net realized loss on Investments and Futures Contracts | -135 | -135 | -55,221,320 | -55,221,320 | -55,221,455 | -135 | -135 | -55,221,320 | -55,221,320 | -55,221,455 | ||||
Net change in unrealized gain on Investments and Futures Contracts | 93 | 93 | 32,503,218 | 32,503,218 | 32,503,311 | 93 | 93 | 32,503,218 | 32,503,218 | 32,503,311 | ||||
Net Activity | -55 | -55 | -27,402,237 | -27,402,237 | -27,402,292 | -55 | -55 | -27,402,237 | -27,402,237 | -27,402,292 | ||||
Balance at Dec. 31, 2012 | 1,500 | -57 | 1,443 | 470,214,957 | 4,391,700 | 474,606,657 | 474,608,100 | 1,500 | -57 | 1,443 | 470,214,957 | 4,391,700 | 474,606,657 | 474,608,100 |
Balance (in units) at Dec. 31, 2012 | 50 | 16,450,000 | 50 | 16,450,000 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | 25,704,701 | 25,704,701 | 25,704,701 | 25,704,701 | 25,704,701 | 25,704,701 | ||||||||
Creation of Limited Units (in units) | 900,000 | 900,000 | ||||||||||||
Redemption of Limited Units | -131,081,245 | -131,081,245 | -131,081,245 | -131,081,245 | -131,081,245 | -131,081,245 | ||||||||
Redemption of Limited Units (in units) | -4,900,000 | -4,900,000 | ||||||||||||
Net Loss: | ||||||||||||||
Net investment loss | -15 | -15 | -4,134,473 | -4,134,473 | -4,134,488 | -15 | -15 | -4,134,473 | -4,134,473 | -4,134,488 | ||||
Net realized loss on Investments and Futures Contracts | -171 | -171 | -53,550,037 | -53,550,037 | -53,550,208 | -171 | -171 | -53,550,037 | -53,550,037 | -53,550,208 | ||||
Net change in unrealized gain on Investments and Futures Contracts | 28 | 28 | 8,445,696 | 8,445,696 | 8,445,724 | 28 | 28 | 8,445,696 | 8,445,696 | 8,445,724 | ||||
Net Activity | -158 | -158 | -49,238,814 | -49,238,814 | -49,238,972 | -158 | -158 | -49,238,814 | -49,238,814 | -49,238,972 | ||||
Balance at Dec. 31, 2013 | 1,500 | -215 | 1,285 | 364,838,413 | -44,847,114 | 319,991,299 | 319,992,584 | 1,500 | -215 | 1,285 | 364,838,413 | -44,847,114 | 319,991,299 | 319,992,584 |
Balance (in units) at Dec. 31, 2013 | 50 | 12,450,000 | 50 | 12,450,000 | ||||||||||
Increase (Decrease) in Stockholders' Equity [Roll Forward] | ||||||||||||||
Creation of Limited Units | 43,387,949 | 43,387,949 | 43,387,949 | 43,387,949 | 43,387,949 | 43,387,949 | ||||||||
Creation of Limited Units (in units) | 1,550,000 | 1,550,000 | ||||||||||||
Redemption of Limited Units | -57,703,054 | -57,703,054 | -57,703,054 | -57,703,054 | -57,703,054 | -57,703,054 | ||||||||
Redemption of Limited Units (in units) | -2,300,000 | -2,300,000 | ||||||||||||
Net Loss: | ||||||||||||||
Net investment loss | -15 | -15 | -3,458,548 | -3,458,548 | -3,458,563 | -15 | -15 | -3,458,548 | -3,458,548 | -3,458,563 | ||||
Net realized loss on Investments and Futures Contracts | -45 | -45 | -12,125,595 | -12,125,595 | -12,125,640 | -45 | -45 | -12,125,595 | -12,125,595 | -12,125,640 | ||||
Net change in unrealized gain on Investments and Futures Contracts | -85 | -85 | -23,195,057 | -23,195,057 | -23,195,142 | -85 | -85 | -23,195,057 | -23,195,057 | -23,195,142 | ||||
Net Activity | -145 | -145 | -38,779,200 | -38,779,200 | -38,779,345 | -145 | -145 | -38,779,200 | -38,779,200 | -38,779,345 | ||||
Balance at Dec. 31, 2014 | $1,500 | ($360) | $1,140 | $350,523,308 | ($83,626,314) | $266,896,994 | $266,898,134 | $1,500 | ($360) | $1,140 | $350,523,308 | ($83,626,314) | $266,896,994 | $266,898,134 |
Balance (in units) at Dec. 31, 2014 | 50 | 11,700,000 | 50 | 11,700,000 |
Consolidated_Statements_of_Cas
Consolidated Statements of Cash Flows (USD $) | 12 Months Ended | ||
Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | |
Cash flow from operating activities: | |||
Net Loss | ($38,779,345) | ($49,238,972) | ($27,402,292) |
Adjustments to reconcile net loss to net cash provided by (used for) operating activities: | |||
Purchase of investment securities | -778,448,400 | -1,484,819,380 | -2,089,638,671 |
Proceeds from sales of investment securities | 778,495,000 | 1,754,981,721 | 1,629,991,694 |
Net accretion of discount | -44,304 | -189,643 | -331,044 |
Net realized (gain) loss on investment securities | 10,376 | -1,429 | |
Unrealized depreciation (appreciation) on investments | 23,195,142 | -8,445,724 | -32,503,311 |
Decrease in accrued expenses | -87,513 | -387,139 | -666,087 |
Net cash provided by (used for) operating activities | -15,669,420 | 211,911,239 | -520,551,140 |
Cash flows from financing activities: | |||
Proceeds from creation of Limited Units | 43,387,949 | 25,704,701 | 101,149,075 |
Redemption of Limited Units | -57,703,054 | -131,081,245 | -180,296,699 |
Increase (decrease) in capital shares payable | -4,327,722 | 2,829,896 | |
Net cash provided by (used for) financing activities | -14,315,105 | -109,704,266 | -76,317,728 |
Net change in cash | -29,984,525 | 102,206,973 | -596,868,868 |
Cash held by broker at beginning of year | 124,417,599 | 22,210,626 | 619,079,494 |
Cash held by broker at end of year | 94,433,074 | 124,417,599 | 22,210,626 |
Greenhaven Continuous Commodity Index Master Fund | |||
Cash flow from operating activities: | |||
Net Loss | -38,779,345 | -49,238,972 | -27,402,292 |
Adjustments to reconcile net loss to net cash provided by (used for) operating activities: | |||
Purchase of investment securities | -778,448,400 | -1,484,819,380 | -2,089,638,671 |
Proceeds from sales of investment securities | 778,495,000 | 1,754,981,721 | 1,629,991,694 |
Net accretion of discount | -44,304 | -189,643 | -331,044 |
Net realized (gain) loss on investment securities | 10,376 | -1,429 | |
Unrealized depreciation (appreciation) on investments | 23,195,142 | -8,445,724 | -32,503,311 |
Decrease in accrued expenses | -87,513 | -387,139 | -666,087 |
Net cash provided by (used for) operating activities | -15,669,420 | 211,911,239 | -520,551,140 |
Cash flows from financing activities: | |||
Proceeds from creation of Limited Units | 43,387,949 | 25,704,701 | 101,149,075 |
Redemption of Limited Units | -57,703,054 | -131,081,245 | -180,296,699 |
Increase (decrease) in capital shares payable | -4,327,722 | 2,829,896 | |
Net cash provided by (used for) financing activities | -14,315,105 | -109,704,266 | -76,317,728 |
Net change in cash | -29,984,525 | 102,206,973 | -596,868,868 |
Cash held by broker at beginning of year | 124,417,599 | 22,210,626 | 619,079,494 |
Cash held by broker at end of year | $94,433,074 | $124,417,599 | $22,210,626 |
Organization
Organization | 12 Months Ended |
Dec. 31, 2014 | |
Organization [Abstract] | |
Organization | (1) Organization |
The GreenHaven Continuous Commodity Index Fund (the “Fund”; “Fund” may also refer to the Fund and the Master Fund, collectively as the context requires) was formed as a Delaware statutory trust on October 27, 2006, and GreenHaven Continuous Commodity Index Master Fund (the “Master Fund”), was formed as a Delaware statutory trust on October 27, 2006. The Fund offers common units of beneficial interest (the “Shares”). Upon inception, 50 General Units of the Fund were issued to GreenHaven Commodity Services, LLC (the “Managing Owner”) in exchange for a capital contribution of $1,500. The Managing Owner serves the Fund as commodity pool operator, commodity trading advisor, and managing owner. | |
The proceeds from the offering of Shares are invested in the Master Fund (See Note 7 for details of the procedures for creation and redemption of Shares in the Fund). The Master Fund actively trades exchange traded futures on the commodities comprising the Thomson Reuters Continuous Commodity Index (the “Index”), with a view to tracking the performance of the Index over time. The Master Fund’s portfolio also includes United States Treasury securities and other high credit-quality short-term fixed income securities for deposit with the Master Fund’s commodity broker as margin. The Fund wholly owns the Master Fund. The Fund and Master Fund commenced investment operations on January 23, 2008 with the offering of 350,000 Shares in exchange for $10,500,000. The Fund commenced trading on the American Stock Exchange (now known as the NYSE Arca) on January 24, 2008 and, as of November 25, 2008, was listed on the NYSE Arca. For a description of the Fund’s offerings following the commencement of trading see Part II, Item 5. | |
The Index is intended to reflect the performance of certain commodities. Through January 6, 2013 the commodities comprising the Index (the “Index Commodities”) were: Corn, soybeans, wheat, live cattle, lean hogs, gold, silver, copper, cocoa, coffee, sugar, cotton, orange juice, platinum, crude oil, NY Harbor ULSD (formerly known as heating oil), and natural gas. The Index was revised on January 7, 2013 to include soybean oil and remove orange juice. | |
The Managing Owner and the Shareholders share in any profits and losses attributable to the Fund in proportion to the percentage interest owned by each. | |
The Managing Owner, the Fund, and the Master Fund retain the services of third party service providers to operate the ongoing operations of the Fund and the Master Fund (See Note (2)). |
Service_Providers_and_Related_
Service Providers and Related Party Agreements | 12 Months Ended |
Dec. 31, 2014 | |
Related Party Transactions [Abstract] | |
Service Providers and Related Party Agreements | (2) Service Providers and Related Party Agreements |
(a) “The Trustee” – Delaware Trust Company (formerly CSC Trust Company of Delaware) is the trustee for the Fund and Master Fund. CSC Trust is headquartered in Wilmington, DE. | |
(b) “The Managing Owner” – 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. GreenHaven Commodity Services, LLC is a Delaware limited liability company with operations in Atlanta, GA. | |
(c) “The Administrator” – The Bank of New York Mellon Corporation has been appointed by the Managing Owner as the administrator, custodian and transfer agent of the Fund and the Master Fund, and has entered into separate administrative, custodian, transfer agency and service agreements (collectively referred to as the “Administration Agreement”). Pursuant to the Administration Agreement, the Administrator performs or supervises the services necessary for the operation and administration of the Fund and the Master Fund (other than making investment decisions), including receiving net asset value calculations, accounting and other fund administrative services. As the Fund’s transfer agent, the Administrator will process creations and redemptions of Shares. These transactions will be processed on Depository Trust Company’s (“DTC’s”) book entry system. The Administrator retains certain financial books and records, including: Basket creation and redemption books and records, fund accounting records, ledgers with respect to assets, liabilities, capital, income and expenses, the registrar, transfer journals and related details and trading and related documents received from futures commission merchants. The Bank of New York Mellon Corporation is based in New York, New York. | |
(d) “The Commodity Broker” – Morgan Stanley & Co. Incorporated (“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” – The Managing Owner, on behalf of the Fund and the Master Fund, has appointed ALPS Distributors, Inc., or the Distributor, to assist 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. The Distributor retains all marketing materials and Basket creation and redemption books and records at c/o ALPS Distributors, Inc., 1290 Broadway, Suite 1100, Denver, CO 80203; Telephone number (303) 623-2577. Investors may contact the Distributor toll-free in the U.S. at (800) 320-2577. The Fund has entered into a Distribution Services Agreement with the Distributor. | |
The Distributor is affiliated with ALPS Mutual Fund Services, Inc., a Denver-based service provider of administration, fund accounting, transfer agency and shareholder services for mutual funds, closed-end funds and exchange-traded funds. | |
(f) “The Authorized Participant” — Authorized Participants may create or redeem shares of the Master Fund. Each Authorized Participant must (1) be a registered broker-dealer or other securities market participant such as a bank or other financial institution which is not required to register as a broker-dealer to engage in securities transactions, (2) be a participant in the Depository Trust Company, or DTC, and (3) have entered into a participant agreement with the Fund and the Managing Owner, or a Participant Agreement. 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, Newedge USA LLC, 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 Master Unit Baskets by the Fund. |
Summary_of_Significant_Account
Summary of Significant Accounting Policies | 12 Months Ended |
Dec. 31, 2014 | |
Accounting Policies [Abstract] | |
Summary of Significant Accounting Policies | (3) Summary of Significant Accounting Policies |
(a) Use of Estimates | |
The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the period. Actual results could differ from those estimates. | |
(b) Cash Held by Broker | |
The Fund defines cash held by broker to be cash and highly liquid investments with remaining maturities of three months or less when acquired. MS&Co. allows the Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co and are not insured by the Federal Deposit Insurance Corporation. | |
(c) United States Treasury Obligations | |
The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on quoted market closing prices. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin and for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations. | |
(d) Income Taxes | |
The Fund and Master Fund are classified as a grantor trust and a partnership respectively, for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state, or local income taxes. No provision for federal, state, or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items. | |
The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund recognizes the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. Management’s reassessment of the Fund’s tax positions has not had a material impact on the Fund’s financial condition, results of operations or liquidity in any year presented. | |
(e) Futures Contracts | |
The Master Fund purchases and holds commodity futures contracts for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the consolidated statements of financial condition, futures contracts are presented at their published settlement prices on the last business day of the period, in accordance with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. (See Note 4 – Fair Value Measurements) | |
However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable provided such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statements of income and expenses in the period in which the contract is closed or the changes occur, respectively. | |
(f) Basis of Presentation and Consolidation | |
All of the capital raised by the Fund is used to purchase common units of beneficial interest in the Master Fund. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with SEC reporting requirements as the Master Fund is a separate SEC registrant. | |
(g) Subsequent Events | |
For purposes of disclosure in the consolidated financial statements, the Fund has evaluated events occurring between the year ended December 31, 2014 and when the financial statements were issued. | |
During that period 150,000 Limited Shares were created and 450,000 Limited Shares were redeemed resulting in 11,400,000 Limited Shares outstanding. | |
Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair_Value_Measurements
Fair Value Measurements | 12 Months Ended | ||||||||||||||||
Dec. 31, 2014 | |||||||||||||||||
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 Company uses a three-tier fair value hierarchy based upon observable and non-observable inputs as follows: | |||||||||||||||||
Level 1 — Quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date. | |||||||||||||||||
Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. | |||||||||||||||||
Level 3 — Unobservable inputs for the asset or liability. | |||||||||||||||||
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The assets of the Fund are either exchange-traded securities or government securities that are valued using dealer and broker quotations or other inputs that are observable or can be corroborated by observable market data. A summary of the Fund’s assets and liabilities at fair value as of December 31, 2014, classified according to the levels used to value them, is as follows: | |||||||||||||||||
Other | |||||||||||||||||
Quoted Prices in | Significant | Significant | |||||||||||||||
Active Market | Observable | Unobservable | |||||||||||||||
Assets | (Level 1) | Inputs (Level 2) | Inputs (Level 3) | Totals | |||||||||||||
U.S. Treasuries | $ | - | $ | 199,995,250 | $ | - | $ | 199,995,250 | |||||||||
Futures Contracts | (27,249,076 | ) | - | - | (27,249,076 | ) | |||||||||||
Total | $ | (27,249,076 | ) | $ | 199,995,250 | $ | - | $ | 172,746,174 | ||||||||
There were no transfers between Level 1 and Level 2 for the Fund during the year ended December 31, 2014. The Fund did not hold any Level 3 securities during the year ended December 31, 2014. | |||||||||||||||||
A summary of the Fund’s assets and liabilities at fair value as of December 31, 2013, classified according to the levels used to value them, is as follows: | |||||||||||||||||
Other | |||||||||||||||||
Quoted Prices in | Significant | Significant | |||||||||||||||
Active Market | Observable | Unobservable | |||||||||||||||
Assets | (Level 1) | Inputs (Level 2) | Inputs (Level 3) | Totals | |||||||||||||
U.S. Treasuries | $ | - | $ | 199,998,800 | $ | - | $ | 199,998,800 | |||||||||
Futures Contracts | (4,055,188 | ) | - | - | (4,055,188 | ) | |||||||||||
Total | $ | (4,055,188 | ) | $ | 199,998,800 | $ | - | $ | 195,943,612 | ||||||||
There were no transfers between Level 1 and Level 2 for the Fund during the year ended December 31, 2013. The Fund did not hold any Level 3 securities during the year ended December 31, 2013. |
Derivative_Instruments_and_Hed
Derivative Instruments and Hedging Activities | 12 Months Ended | ||||||||||||
Dec. 31, 2014 | |||||||||||||
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 December 31, 2014, the Fund was invested in futures contracts. | |||||||||||||
At December 31, 2014, the fair value of derivative instruments were as follows: | |||||||||||||
Derivative Instruments | Asset Derivatives | Liability Derivatives | Net Derivatives | ||||||||||
Futures Contracts | $ | (27,249,076 | ) | $ | - | $ | (27,249,076 | ) | |||||
The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the year ended December 31, 2014: | |||||||||||||
Realized Loss | |||||||||||||
on Derivative | Net Change in Unrealized Loss | ||||||||||||
Derivative Instruments | Instruments | on Derivative Instruments | |||||||||||
Futures Contracts | $ | (12,125,640 | ) | $ | (23,193,888 | ) | |||||||
At December 31, 2013, the fair value of derivative instruments were as follows: | |||||||||||||
Derivative Instruments | Asset Derivatives | Liability Derivatives | Net Derivatives | ||||||||||
Futures Contracts | $ | (4,055,188 | ) | $ | - | $ | (4,055,188 | ) | |||||
The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the year ended December 31, 2013: | |||||||||||||
Realized Loss on | Net Change in Unrealized Gain | ||||||||||||
Derivative Instruments | Derivative Instruments | on Derivative Instruments | |||||||||||
Futures Contracts | $ | (53,539,832 | ) | $ | 8,459,270 | ||||||||
The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the year ended December 31, 2012: | |||||||||||||
Realized Loss on | Net Change in Unrealized Gain | ||||||||||||
Derivative Instruments | Derivative Instruments | on Derivative Instruments | |||||||||||
Futures Contracts | $ | (55,222,884 | ) | $ | 32,487,331 |
Financial_Instrument_Risk
Financial Instrument Risk | 12 Months Ended |
Dec. 31, 2014 | |
Investments, All Other Investments [Abstract] | |
Financial Instrument Risk | (6) Financial Instrument Risk |
In the normal course of its business, the Fund is party to financial instruments with off-balance sheet risk. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. The financial instruments used by the Fund are commodity futures, whose values are based upon an underlying asset and generally represent future commitments that have a reasonable possibility to be settled in cash or through physical delivery. These instruments are traded on an exchange and are standardized contracts. | |
Market risk is the potential for changes in the value of the financial instruments traded by the Fund due to market changes, including fluctuations in commodity prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and the Managing Owner was unable to offset such positions, the Fund could experience substantial losses. | |
Credit risk is the possibility that a loss may occur due to the failure of an exchange clearinghouse to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as counterparty to the transactions. The Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the statement of assets and liabilities and not represented by the contract or notional amounts of the instruments. | |
The Fund and the Master Fund have not utilized, nor do they expect to utilize in the future, special purpose entities to facilitate off-balance sheet financing arrangements and have no loan guarantee arrangements or off-balance sheet arrangements of any kind other than agreements entered into in the normal course of business. |
Share_Creations_and_Redemption
Share Creations and Redemptions | 12 Months Ended | ||
Dec. 31, 2014 | |||
Share Creations And Redemptions [Abstract] | |||
Creation and Redemption of Shares from the Fund | (7) Share Creations and Redemptions | ||
(a) | Creation of shares | ||
The Fund will issue Shares in baskets of 50,000 Shares (“Baskets”) only to Authorized Participants continuously as of noon, New York time, on the business day immediately following the date on which a valid order to create a Basket is accepted by the Fund. 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. | |||
The total payment required to create each Basket is the value of the Fund’s Net Asset Value per share for 50,000 Shares as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date. Baskets will be issued as of 12:00 p.m., New York time, on the business day immediately following the creation order date at Net Asset Value per share as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date during the continuous offering period, but only if the required payment has been timely received. | |||
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 creation 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 creation order is submitted and the time the amount of the creation price in respect thereof is determined. | |||
On any business day, an Authorized Participant may place an order with the Distributor to create one or more Baskets. Creation orders must be placed by 10:00 a.m., New York time. The day on which the Distributor receives a valid creation order is the creation order date. | |||
The Administrator may reject a creation order if: | |||
(i) | it determines that the creation order is not in proper form; | ||
(ii) | the Managing Owner believes that the creation 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 creation order. | |||
(b) | Redemption of Shares | ||
The procedures by which an Authorized Participant can redeem one or more Baskets mirror the procedures for the creation of Baskets. On any business day, an Authorized Participant may place an order with the Distributor to redeem one or more Baskets. Redemption orders must be placed by 10:00 a.m., New York time. The day on which the Distributor receives a valid redemption order is the redemption order date. | |||
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 noon, 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 distribution, an Authorized Participant’s DTC account will be charged the non-refundable transaction fee due for the redemption order. | |||
The redemption distribution from the Fund consists of the cash redemption amount. 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. The Fund will distribute the cash redemption amount at noon, New York time, on the business day immediately following the redemption order date through DTC to the account of the Authorized Participant as recorded on DTC’s book entry system. | |||
The redemption distribution due from the Fund is delivered to the Authorized Participant at noon, New York time, on the business day immediately following the redemption order date if, by such time on such business day immediately following the redemption order date, the Fund’s DTC account has been credited with the Baskets to be redeemed. If the Fund’s DTC account has not been credited with all of the Baskets to be redeemed by such time, the redemption distribution is delivered to the extent of whole Baskets received. Any remainder of the redemption distribution is delivered on the next business day to the extent of remaining whole Baskets received if the Administrator receives the fee applicable to the extension of the redemption distribution date which the Managing Owner may, from time to time, determine and the remaining Baskets to be redeemed are credited to the Fund’s DTC account by noon, New York time, on such next business day. Any further outstanding amount of the redemption order shall be canceled. The Administrator is also authorized to deliver the redemption distribution notwithstanding that the Baskets to be redeemed are not credited to the Fund’s DTC account by noon, New York time, on the business day immediately following the redemption order date if the Authorized Participant has collateralized its obligation to deliver the Baskets through DTC’s book entry system on such terms as the Administrator and the Managing Owner may from time to time agree upon. | |||
The Distributor may, in its discretion, and will when directed by the Managing Owner, suspend the right of redemption or postpone the redemption settlement date, (1) for any period during which an emergency exists as a result of which the redemption distribution is not reasonably practicable, or (2) for such other period as the Managing Owner determines to be necessary for the protection of the Shareholders. In addition, the Distributor will reject a redemption order if the order is not in proper form as described in the Participant Agreement or if the fulfillment of the order, in the opinion of its counsel, might be unlawful. Any such postponement, suspension or rejection could adversely affect a redeeming Authorized Participant. For example, the resulting delay may adversely affect the value of the Authorized Participant’s redemption proceeds if the net asset value of the Fund declines during the period of the delay. Under the Distribution Services Agreement, the Managing Owner and the Distributor may disclaim any liability for any loss or damage that may result from any such suspension or postponement. |
Operating_Expenses
Operating Expenses | 12 Months Ended | |
Dec. 31, 2014 | ||
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 is paid in consideration of the use of the license for the Thomson Reuters Continuous Commodity Index held by GreenHaven, LLC, a Georgia limited liability company formed in August 2005, and its subsidiary GreenHaven Commodity Services, LLC, as well as for commodity futures trading advisory services. The management fees incurred for the years ended December 31, 2014, 2013 and 2012 were $2,835,654, $3,500,487 and $4,637,997, 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 sole member of the Managing Owner. The Fund does not have an obligation to reimburse GreenHaven, LLC or its affiliates for organization and offering expenses paid on their behalf. | ||
(c) Brokerage Commissions, Fees, and Routine Operational, Administrative, and Other Ordinary Expenses | ||
The Managing Owner currently does not expect brokerage commissions and fees as well as routine operational, administrative and other ordinary expenses for which the Funds are responsible, including, but not limited to, the fees and expenses of the Trustee, legal and accounting fees and expenses, tax preparation expenses, filing fees, and printing, mailing and duplication costs, to exceed 0.20% of the net asset value of the Master Fund in any year, although the actual amount of such fees and expenses in any year may be greater. The Fund’s brokerage commissions and fees and routine operational, administrative and other ordinary expenses are accrued at a rate of 0.20% per annum in the aggregate. Of the amounts so accrued, the Fund first pays brokerage fees, and secondly from the remainder of the amounts so accrued, reimburses the Managing Owner for the Fund’s and Master Fund’s routine operational, administrative, and other ordinary expenses paid by the Managing Owner. | ||
Brokerage commissions and fees are charged against the Fund’s assets on a per transaction basis. The brokerage commissions, trading fees and routine operational, administrative, and other ordinary expenses incurred for the years ended December 31, 2014, 2013 and 2012 were $667,213, $823,644 and $377,195, respectively. | ||
(d) Unusual Fees and Expenses | ||
The Fund will pay all the unusual fees and expenses, if any, of the Fund. Such unusual fees and expenses, by their nature, are unpredictable in terms of timing and amount. There have been no unusual fees or expenses since the Fund commenced investment operations on January 23, 2008. |
Termination
Termination | 12 Months Ended |
Dec. 31, 2014 | |
Termination [Abstract] | |
Termination | (9) Termination |
The term of the Fund is perpetual, unless terminated in certain circumstances as defined in the Trust Agreement. |
Profit_and_Loss_Allocations_an
Profit and Loss Allocations and Distributions | 12 Months Ended |
Dec. 31, 2014 | |
Profit and Loss Allocations and Distributions [Abstract] | |
Profit and Loss Allocations and Distributions | (10) Profit and Loss Allocations and Distributions |
The Managing Owner and the Shareholders share in any profits and losses of the Fund in proportion to the percentage interest owned by each. Distributions may be made at the sole discretion of the Managing Owner on a pro-rata basis in accordance with the respective capital balances of the shareholders. |
Commitments_and_Contingencies
Commitments and Contingencies | 12 Months Ended |
Dec. 31, 2014 | |
Commitments and Contingencies Disclosure [Abstract] | |
Commitments and Contingencies | (11) Commitments and Contingencies |
The Managing Owner has entered into various service agreements that contain a variety of representations, or provide indemnification provisions related to certain risks service providers undertake in performing services which are in the best interest of the Fund. As of December 31, 2014, 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_
Net Asset Value and Financial Highlights | 12 Months Ended | ||||||||||||
Dec. 31, 2014 | |||||||||||||
Net Asset Value and Financial Highlights [Abstract] | |||||||||||||
Net Asset Value and Financial Highlights | (12) Net Asset Value and Financial Highlights | ||||||||||||
The Fund is presenting the following net asset value and financial highlights related to investment performance and operations for a Share outstanding for the years ended December 31, 2014, 2013 and 2012. The net investment loss and total expense ratios have been annualized. The total return at net asset value is based on the change in net asset value of the Shares during the period and the total return at market value is based on the change in market value of the Shares on the NYSE Arca during the period. An individual investor’s return and ratios may vary based on the timing of capital transactions. | |||||||||||||
Year | Year | Year | |||||||||||
Ended | Ended | Ended | |||||||||||
December | December | December | |||||||||||
31, 2014 | 31, 2013 | 31, 2012 | |||||||||||
Net Asset Value | |||||||||||||
Net asset value per Limited Share, beginning of year | $ | 25.7 | $ | 28.85 | $ | 29.96 | |||||||
Net realized and change in unrealized loss from investments | (2.62 | ) | (2.88 | ) | (0.85 | ) | |||||||
Net investment loss on U.S. Treasury Obligations | (0.27 | ) | (0.27 | ) | (0.26 | ) | |||||||
Net decrease in net assets from operations | (2.89 | ) | (3.15 | ) | (1.11 | ) | |||||||
Net asset value per Limited Share, end of year | $ | 22.81 | $ | 25.7 | $ | 28.85 | |||||||
Market value per Limited Share, beginning of year | $ | 25.7 | $ | 28.83 | $ | 29.92 | |||||||
Market value per Limited Share, end of year | $ | 22.86 | $ | 25.7 | $ | 28.83 | |||||||
Ratio to average net assets | |||||||||||||
Net investment loss* | -1.04 | % | (1.01 | )% | (0.86 | )% | |||||||
Total expenses | 1.05 | % | 1.05 | % | 0.92 | % | |||||||
Total Return, at net asset value | (11.25 | )% | (10.92 | )% | (3.70 | )% | |||||||
Total Return, at market value | (11.05 | )% | (10.86 | )% | (3.64 | )% | |||||||
*Net investment loss is calculated by subtracting the Fund expenses from U.S. Treasury Obligations income |
Summary_of_Significant_Account1
Summary of Significant Accounting Policies (Policies) | 12 Months Ended |
Dec. 31, 2014 | |
Accounting Policies [Abstract] | |
Use of Estimates | (a) Use of Estimates |
The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the period. Actual results could differ from those estimates. | |
Cash Held by Broker | (b) Cash Held by Broker |
The Fund defines cash held by broker to be cash and highly liquid investments with remaining maturities of three months or less when acquired. MS&Co. allows the Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co and are not insured by the Federal Deposit Insurance Corporation. | |
United States Treasury Obligations | (c) United States Treasury Obligations |
The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on quoted market closing prices. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin and for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations. | |
Income Taxes | (d) Income Taxes |
The Fund and Master Fund are classified as a grantor trust and a partnership respectively, for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state, or local income taxes. No provision for federal, state, or local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items. | |
The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund recognizes the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. Management’s reassessment of the Fund’s tax positions has not had a material impact on the Fund’s financial condition, results of operations or liquidity in any year presented. | |
Futures Contracts | (e) Futures Contracts |
The Master Fund purchases and holds commodity futures contracts for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the consolidated statements of financial condition, futures contracts are presented at their published settlement prices on the last business day of the period, in accordance with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. (See Note 4 – Fair Value Measurements) | |
However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable provided such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statements of income and expenses in the period in which the contract is closed or the changes occur, respectively. | |
Basis of Presentation and Consolidation | (f) Basis of Presentation and Consolidation |
All of the capital raised by the Fund is used to purchase common units of beneficial interest in the Master Fund. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with SEC reporting requirements as the Master Fund is a separate SEC registrant. | |
Subsequent Events | (g) Subsequent Events |
For purposes of disclosure in the consolidated financial statements, the Fund has evaluated events occurring between the year ended December 31, 2014 and when the financial statements were issued. | |
During that period 150,000 Limited Shares were created and 450,000 Limited Shares were redeemed resulting in 11,400,000 Limited Shares outstanding. | |
Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments. |
Fair_Value_Measurements_Tables
Fair Value Measurements (Tables) | 12 Months Ended | ||||||||||||||||
Dec. 31, 2014 | |||||||||||||||||
Fair Value Disclosures [Abstract] | |||||||||||||||||
Schedule of the summary of the Fund's assets and liabilities at fair value, classified according to the levels used to value them | A summary of the Fund’s assets and liabilities at fair value as of December 31, 2014, classified according to the levels used to value them, is as follows: | ||||||||||||||||
Other | |||||||||||||||||
Quoted Prices in | Significant | Significant | |||||||||||||||
Active Market | Observable | Unobservable | |||||||||||||||
Assets | (Level 1) | Inputs (Level 2) | Inputs (Level 3) | Totals | |||||||||||||
U.S. Treasuries | $ | - | $ | 199,995,250 | $ | - | $ | 199,995,250 | |||||||||
Futures Contracts | (27,249,076 | ) | - | - | (27,249,076 | ) | |||||||||||
Total | $ | (27,249,076 | ) | $ | 199,995,250 | $ | - | $ | 172,746,174 | ||||||||
A summary of the Fund’s assets and liabilities at fair value as of December 31, 2013, classified according to the levels used to value them, is as follows: | |||||||||||||||||
Other | |||||||||||||||||
Quoted Prices in | Significant | Significant | |||||||||||||||
Active Market | Observable | Unobservable | |||||||||||||||
Assets | (Level 1) | Inputs (Level 2) | Inputs (Level 3) | Totals | |||||||||||||
U.S. Treasuries | $ | - | $ | 199,998,800 | $ | - | $ | 199,998,800 | |||||||||
Futures Contracts | (4,055,188 | ) | - | - | (4,055,188 | ) | |||||||||||
Total | $ | (4,055,188 | ) | $ | 199,998,800 | $ | - | $ | 195,943,612 | ||||||||
Derivative_Instruments_and_Hed1
Derivative Instruments and Hedging Activities (Tables) | 12 Months Ended | ||||||||||||
Dec. 31, 2014 | |||||||||||||
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |||||||||||||
Schedule of the fair value of derivative instruments held | At December 31, 2014, the fair value of derivative instruments were as follows: | ||||||||||||
Derivative Instruments | Asset Derivatives | Liability Derivatives | Net Derivatives | ||||||||||
Futures Contracts | $ | (27,249,076 | ) | $ | - | $ | (27,249,076 | ) | |||||
At December 31, 2013, the fair value of derivative instruments were as follows: | |||||||||||||
Derivative Instruments | Asset Derivatives | Liability Derivatives | Net Derivatives | ||||||||||
Futures Contracts | $ | (4,055,188 | ) | $ | - | $ | (4,055,188 | ) | |||||
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, categorized by risk exposure, for the year ended December 31, 2014: | ||||||||||||
Realized Loss | |||||||||||||
on Derivative | Net Change in Unrealized Loss | ||||||||||||
Derivative Instruments | Instruments | on Derivative Instruments | |||||||||||
Futures Contracts | $ | (12,125,640 | ) | $ | (23,193,888 | ) | |||||||
The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the year ended December 31, 2013: | |||||||||||||
Realized Loss on | Net Change in Unrealized Gain | ||||||||||||
Derivative Instruments | Derivative Instruments | on Derivative Instruments | |||||||||||
Futures Contracts | $ | (53,539,832 | ) | $ | 8,459,270 | ||||||||
The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the year ended December 31, 2012: | |||||||||||||
Realized Loss on | Net Change in Unrealized Gain | ||||||||||||
Derivative Instruments | Derivative Instruments | on Derivative Instruments | |||||||||||
Futures Contracts | $ | (55,222,884 | ) | $ | 32,487,331 | ||||||||
Net_Asset_Value_and_Financial_1
Net Asset Value and Financial Highlights (Tables) | 12 Months Ended | ||||||||||||
Dec. 31, 2014 | |||||||||||||
Net Asset Value and Financial Highlights [Abstract] | |||||||||||||
Schedule of net asset value and financial highlights | Year | Year | Year | ||||||||||
Ended | Ended | Ended | |||||||||||
December | December | December | |||||||||||
31, 2014 | 31, 2013 | 31, 2012 | |||||||||||
Net Asset Value | |||||||||||||
Net asset value per Limited Share, beginning of year | $ | 25.7 | $ | 28.85 | $ | 29.96 | |||||||
Net realized and change in unrealized loss from investments | (2.62 | ) | (2.88 | ) | (0.85 | ) | |||||||
Net investment loss on U.S. Treasury Obligations | (0.27 | ) | (0.27 | ) | (0.26 | ) | |||||||
Net decrease in net assets from operations | (2.89 | ) | (3.15 | ) | (1.11 | ) | |||||||
Net asset value per Limited Share, end of year | $ | 22.81 | $ | 25.7 | $ | 28.85 | |||||||
Market value per Limited Share, beginning of year | $ | 25.7 | $ | 28.83 | $ | 29.92 | |||||||
Market value per Limited Share, end of year | $ | 22.86 | $ | 25.7 | $ | 28.83 | |||||||
Ratio to average net assets | |||||||||||||
Net investment loss* | -1.04 | % | (1.01 | )% | (0.86 | )% | |||||||
Total expenses | 1.05 | % | 1.05 | % | 0.92 | % | |||||||
Total Return, at net asset value | (11.25 | )% | (10.92 | )% | (3.70 | )% | |||||||
Total Return, at market value | (11.05 | )% | (10.86 | )% | (3.64 | )% | |||||||
*Net investment loss is calculated by subtracting the Fund expenses from U.S. Treasury Obligations income |
Organization_Detail_Textuals
Organization (Detail Textuals) (USD $) | 1 Months Ended | |||
Jun. 23, 2008 | Dec. 31, 2014 | Dec. 31, 2013 | Oct. 27, 2006 | |
Organization [Line Items] | ||||
General units of the fund (in units) | 50 | 50 | ||
Greenhaven Continuous Commodity Index Master Fund | ||||
Organization [Line Items] | ||||
General units of the fund (in units) | 50 | 50 | 50 | |
Capital contribution in exchange for general units issued | $1,500 | |||
Number of shares offered for investment operations (in shares) | 350,000 | |||
Value of shares offered for investment operations | $10,500,000 |
Summary_of_Significant_Account2
Summary of Significant Accounting Policies (Detail Textuals) | Dec. 31, 2014 |
Subsequent Events [Abstract] | |
Subsequent event, limited shares created (in shares) | 150,000 |
Subsequent event, limited shares redeemed (in shares) | 450,000 |
Subsequent event, limited shares outstanding (in shares) | 11,400,000 |
Fair_Value_Measurements_Detail
Fair Value Measurements (Details) (USD $) | Dec. 31, 2014 | Dec. 31, 2013 |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | $172,746,174 | $195,943,612 |
U.S. Treasuries | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | 199,995,250 | 199,998,800 |
Futures Contracts | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | -27,249,076 | -4,055,188 |
Quoted Prices in Active Market (Level 1) | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | -27,249,076 | -4,055,188 |
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) | Futures Contracts | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | -27,249,076 | -4,055,188 |
Other Significant Observable Inputs (Level 2) | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | 199,995,250 | 199,998,800 |
Other Significant Observable Inputs (Level 2) | U.S. Treasuries | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives | 199,995,250 | 199,998,800 |
Other Significant Observable Inputs (Level 2) | 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) | Futures Contracts | ||
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ||
Asset Derivatives |
Derivative_Instruments_and_Hed2
Derivative Instruments and Hedging Activities (Details) (USD $) | Dec. 31, 2014 | Dec. 31, 2013 |
Derivative [Line Items] | ||
Asset Derivatives | $172,746,174 | $195,943,612 |
Futures Contracts | ||
Derivative [Line Items] | ||
Asset Derivatives | -27,249,076 | -4,055,188 |
Liability Derivatives | ||
Net Derivatives | ($27,249,076) | ($4,055,188) |
Derivative_Instruments_and_Hed3
Derivative Instruments and Hedging Activities (Details 1) (USD $) | 12 Months Ended | ||
Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | |
Derivative [Line Items] | |||
Realized Gain/Loss on Derivative Instruments | ($12,125,640) | ($53,539,832) | ($55,222,884) |
Net Change in Unrealized Gain (Loss) on Derivative Instruments | -23,195,142 | 8,445,724 | 32,503,311 |
Futures Contracts | |||
Derivative [Line Items] | |||
Realized Gain/Loss on Derivative Instruments | -12,125,640 | -53,539,832 | -55,222,884 |
Net Change in Unrealized Gain (Loss) on Derivative Instruments | ($23,193,888) | $8,459,270 | $32,487,331 |
Share_Creations_and_Redemption1
Share Creations and Redemptions (Detail Textual) | 12 Months Ended |
Dec. 31, 2014 | |
Share Creations And Redemptions [Abstract] | |
Number of shares purchased from fund by authorized participants in specified quantity | 50,000 |
Description of calculations methodology use in NAV at time of purchase | The Baskets will be valued as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the date that a valid order to create a Basket is accepted by the Fund. |
Description of calculations methodology use in NAV at time of redemption | The cash redemption amount is equal to the Net Asset Value of the number of Basket(s) requested in the Authorized Participant's redemption order as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the redemption order date. |
Operating_Expenses_Organizatio
Operating Expenses, Organizational and Offering Costs (Detail Textual) (USD $) | 12 Months Ended | ||
Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | |
Operating Expenses and Offering Costs [Line Items] | |||
Management fee to related party | $2,835,654 | $3,500,487 | $4,637,997 |
Brokerage fees and expenses | 667,213 | 823,644 | 377,195 |
Greenhaven Continuous Commodity Index Master Fund | |||
Operating Expenses and Offering Costs [Line Items] | |||
Management fees paid to managing owner as percentage of NAV of fund | 0.85% | ||
Management fee to related party | 2,835,654 | 3,500,487 | 4,637,997 |
Percentage of brokerage commissions and fees charge on NAV | 0.20% | ||
Percentage of accrued brokerage commissions and fees | 0.20% | ||
Brokerage fees and expenses | $667,213 | $823,644 | $377,195 |
Net_Asset_Value_and_Financial_2
Net Asset Value and Financial Highlights (Details) (USD $) | 12 Months Ended | |||||
Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012 | ||||
Net Asset Value | ||||||
Net asset value per Limited Share, beginning of year | $25.70 | $28.85 | $29.96 | |||
Net realized and change in unrealized loss from investments | ($2.62) | ($2.88) | ($0.85) | |||
Net investment loss on U.S. Treasury Obligations | ($0.27) | ($0.27) | ($0.26) | |||
Net decrease in net assets from operations | ($2.89) | ($3.15) | ($1.11) | |||
Net asset value per Limited Share, end of year | $22.81 | $25.70 | $28.85 | |||
Market value per Limited Share, beginning of year | $25.70 | $28.83 | $29.92 | |||
Market value per Limited Share, end of year | $22.86 | $25.70 | $28.83 | |||
Ratio to average net assets | ||||||
Net investment loss | -1.04% | [1] | -1.01% | [1] | -0.86% | [1] |
Total expenses | 1.05% | 1.05% | 0.92% | |||
Total Return, at net asset value | -11.25% | -10.92% | -3.70% | |||
Total Return, at market value | -11.05% | -10.86% | -3.64% | |||
[1] | Net investment loss is calculated by subtracting the Fund expenses from U.S. Treasury Obligations income |