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Derivative Instruments and Hedging Activities (Tables) (Teucrium Corn Fund [Member])
 3 Months Ended
Mar. 31, 2013
Teucrium Corn 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   $ -     $ 3,572,300    
                   
                   
    Gross Amounts Not Offset in the Statements of
Assets and Liabilities		  
Primary Underlying Risk - Liabilities   Commodity Futures Contracts   Collateral, Due to Broker  
Commodity price   $ 2,824,800     $ -    
                   

 

 

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   $ -     $ 5,106,775    
                   
                   
    Gross Amounts Not Offset in the Statements of
Assets and Liabilities		  
Primary Underlying Risk - Liabilities   Commodity Futures Contracts   Collateral, Due to Broker  
Commodity price   $ 2,213,775     $ -    
                   

 

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

 

Three months ended March 31, 2013

    Realized Loss on     Net Change in Unrealized Loss  
Primary Underlying Risk   Derivative Instruments     on Derivative Instruments  
Commodity Price                
Commodity futures contracts   $ (1,859,822)     $ (611,025)  

 

Three months ended March 31, 2012

    Realized Loss on     Net Change in Unrealized Loss  
Primary Underlying Risk   Derivative Instruments     on Derivative Instruments  
Commodity Price                
Commodity futures contracts   $ (2,136,224)     $ (1,442,778)  

 

Volume of Derivative Activities

 
Schedule of Volume of Derivative Activities

 

At March 31, 2013, the fair value of derivative instruments was as follows:

    Long Exposure  
    Notional     Number  
Primary Underlying Risk   Amounts     of Contracts  
Commodity price                
Commodity futures contracts   $ 39,975,000       1,373  

 

At December 31, 2012, the fair value of derivative instruments was as follows:

    Long Exposure  
    Notional     Number  
Primary Underlying Risk   Amounts     of Contracts  
Commodity price                
Commodity futures contracts   $ 37,724,525       1,142