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Derivative Instruments and Hedging Activities (Tables) (Teucrium WTI Crude Oil Fund [Member])
 3 Months Ended
Mar. 31, 2013
Teucrium WTI Crude Oil 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   $ 59,032     $ 64,263    
                   
    Gross Amounts Not Offset in the
Statements of Assets and Liabilities		  
Primary Underlying Risk - Liabilities   Commodity Futures Contracts   Collateral, Due to Broker  
Commodity price   $ 19,640     $ -    
                   

 

 

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   $ 44,872     $ 137,328    
                   
    Gross Amounts Not Offset in the
Statements of Assets and Liabilities		  
Primary Underlying Risk - Liabilities   Commodity Futures Contracts   Collateral, Due to Broker  
Commodity price   $ 58,090     $ -    
                   

 

 
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   $ (9,320)   $ 52,610

 

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   $ 5,610   $ 224,520

 
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   $ 1,989,850       21  

 

 

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   $ 2,041,180       22