Derivative Instruments and Hedging Activities (Tables) (Teucrium WTI Crude Oil Fund [Member])

12 Months Ended

Dec. 31, 2012

Teucrium WTI Crude Oil Fund [Member]

Schedule of Fair Value of Derivative Instruments

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

Primary Underlying Risk	Asset Derivatives		Liability Derivatives			Net Derivatives
Commodity price
Commodity futures contracts	$	44,872	$	(58,090	)	$ (13,218	)

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

Primary Underlying Risk	Asset Derivatives		Liability Derivatives			Net Derivatives
Commodity price
Commodity futures contracts	$	116,142	$	(168	)	$ 115,974

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

For the year ended December 31, 2012

	Realized Loss on		Net Change in Unrealized Loss
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity price
Commodity futures contracts	$	(8,348)	$	(129,192	)

From the commencement of operations (February 23, 2011) to December 31, 2011

	Realized Loss on		Net Change in Unrealized Gain
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity price
Commodity futures contracts	$	(162,359)	$	115,974

Schedule of Volume of Derivative Activities

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

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
Commodity futures contracts	$	4,481,380		46