Derivative Instruments and Hedging Activities (Tables) (Teucrium Soybean Fund [Member])

6 Months Ended

Jun. 30, 2012

Teucrium Soybean Fund [Member]

Schedule of Fair Value of Derivative Instruments

At June 30, 2012, the fair value of derivative instruments was as follows:

Primary Underlying Risk	Asset Derivatives		Liability Derivatives		Net Derivatives
Commodity price
Soybean futures contracts	$	148,038	$	-	$	148,038

At December 31, 2011, the fair value of derivative instruments was as follows:

Primary Underlying Risk	Asset Derivatives		Liability derivatives			Net Derivatives
Commodity price
Soybean futures contracts	$	9,994	$	(164,663	)	$	(154,669	)

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

For the period from April 1, 2012 to June 30, 2012

	Realized Gain on		Net Change in Unrealized Loss
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity price
Soybean futures contracts	$	67,640	$	(24,765)

For the period from January 1, 2012 to June 30, 2012

	Realized Gain on		Net Change in Unrealized Gain
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity price
Soybean futures contracts	$	77,981	$	302,707

Schedule of Volume of Derivative Activities

At June 30, 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
Soybean futures contracts	$	2,452,425		36

At December 31, 2011, 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
Soybean futures contracts	$	2,177,038		36