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Derivative Instruments and Hedging Activities (Tables) (Teucrium Soybean Fund [Member])
 3 Months Ended
Mar. 31, 2013
Teucrium Soybean Fund [Member]
  
Schedule of Fair Value of Derivative Instruments

 

As of March 31, 2013:

 

    Gross Amounts Not Offset in the
Statements of Assets and Liabilities		  
Primary Underlying Risk - Assets   Commodity Futures Contracts   Collateral, Due from Broker  
Commodity price   $ 4,075     $ 399,703    
                   
    Gross Amounts Not Offset in the
Statements of Assets and Liabilities		  
Primary Underlying Risk - Liabilities   Commodity Futures Contracts   Collateral, Due to Broker  
Commodity price   $ 85,400     $ -    
                   
                   
As of December 31, 2012:                  
                   
    Gross Amounts Not Offset in the
Statements of Assets and Liabilities		  
Primary Underlying Risk - Assets   Commodity Futures Contracts   Collateral, Due from Broker  
Commodity price   $ 63,200     $ 670,563    
                   

 

 

    Gross Amounts Not Offset in the
Statements of Assets and Liabilities		  
Primary Underlying Risk - Liabilities   Commodity Futures Contracts   Collateral, Due to Broker  
Commodity price   $ 284,575     $ -    
                   

 

 
Schedule of Realized and Unrealized Gains (Losses) of Derivative Instruments

 

Three months ended March 31, 2013

 

    Realized Loss on     Net Change in Unrealized Gain  
Primary Underlying Risk   Derivative Instruments     on Derivative Instruments  
Commodity price                
Commodity futures contracts   $ (217,575)     $ 140,050  

 

Three months ended March 31, 2012

 

    Realized Gain on     Net Change in Unrealized Gain  
Primary Underlying Risk   Derivative Instruments     on Derivative Instruments  
Commodity price                
Commodity futures contracts   $ 10,341     $ 327,472  

 
Schedule of Volume of Derivative Activities

 

At March 31, 2013, the notional amounts and number of contracts, categorized by primary underlying risk, were as follows:

 

    Long Exposure  
    Notional     Number  
Primary Underlying Risk   Amounts     of Contracts  
Commodity price                
Commodity futures contracts   $ 6,514,350       101  

 

At December 31, 2012, the notional amounts and number of contracts, categorized by primary underlying risk, were as follows:

 

    Long Exposure  
    Notional     Number  
Primary Underlying Risk   Amounts     of Contracts  
Commodity price                
Commodity futures contracts   $ 6,629,575       97