Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 - Derivative Instruments and Hedging Activities

In the normal course of business, the Funds utilize derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Funds’ derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Funds are also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the three months ended September 30, 2011, the Operating Funds invested in commodity futures contracts and Chicago Mercantile Exchange Calendar Swaps.Cleared Corn Swaps have standardized terms similar to, and are priced by reference to, a corresponding Benchmark Component Futures Contract. Additionally, Other Corn Interests that do not have standardized terms and are not exchange-traded, referred to as “over-the-counter” Corn Interests, can generally be structured as the parties to the Corn Interest contract desire. Therefore, each Fund might enter into multiple Cleared Swaps and/or over-the-counter Interests intended to exactly replicate the performance of each of the Benchmark Component Futures Contracts for the Fund, or a single over-the-counter Interest designed to replicate the performance of the Benchmark as a whole. Assuming that there is no default by a counterparty to an over-the-counter Interest, the performance of the Interest will necessarily correlate exactly with the performance of the Benchmark or the applicable Benchmark Component Futures Contract. As ofSeptember 30, 2011, the Operating Funds had investments only in commodity futures contracts specifically related to each Fund.

Futures Contracts

The Funds are subject to commodity price risk in the normal course of pursuing their investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by each Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by each Fund. Futures contracts may reduce the Funds’ exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to each Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statements of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011 (unaudited) and December 31, 2010. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended September 30, 2011 (unaudited) and from commencement of operations through September 30, 2010.

At September 30, 2011, the fair value of derivative instruments was as follows:

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Corn futures contracts	$	-	$	(13,418,601	)
Natural gas futures contracts		-		(169,170	)
WTI crude oil futures contracts		-		(1,120,245	)
Soybean futures contracts		-		(308,748	)
Sugar futures contracts		-		(46,750	)
Wheat futures contracts		-		(255,239	)
Total	$	-	$	(15,318,753	)

At December 31, 2010, the fair value of derivative instruments wasas follows:

Primary underlying risk	Asset derivatives
Commodity price
Corn futures contracts	$	5,178,219

The following is a summary of realized and unrealized gains (losses) of the derivative instruments utilized by the Trust:

For the period July 1, 2011 to September 30, 2011

	Realized gain (loss) on			Net change in unrealized loss
Primary underlying risk	derivative instruments			on derivative instruments
Commodity price
Corn futures contracts	$	10,147,450		$	(8,334,377	)
Natural gas futures contracts		(213,080	)		(112,162	)
WTI crude oil futures contracts		(45,320	)		(954,906	)
Soybean futures contracts		148			(308,748	)
Sugar futures contracts		(35,682	)		(46,750	)
Wheat futures contracts		344			(255,239	)
Total	$	9,853,860		$	(10,012,182	)

For the period July1, 2010 to September 30, 2010

	Realized gain (loss) on		Net change in unrealized gain
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Corn futures contracts	$	1,289,305	$	810,334

For the period January 1, 2011 to September 30, 2011

	Realized gain (loss) on			Net change in unrealized loss
Primary underlying risk	derivative instruments			on derivative instruments
Commodity price
Corn futures contracts	$	15,823,273		$	(18,596,820	)
Natural gas futures contracts		(541,020	)		(169,170	)
Oil futures contracts		138,549			(1,120,245	)
Soybean futures contracts		148			(308,748	)
Sugar futures contracts		(35,682	)		(46,750	)
Wheat futures contracts		344			(255,239	)
Total	$	15,385,612		$	(20,496,972	)

For the period from commencement of operations (June 9, 2010) to September 30, 2010

	Realized gain (loss) on		Net change in unrealized gain
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Corn futures contracts	$	1,290,285	$	1,014,829

Volume of Derivative Activities

At September 30, 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
Corn futures contracts	$	104,315,150		3,519
Natural gas futures contracts		1,817,040		43
Crude oil futures contracts		4,760,810		59
Soybean futures contracts		2,208,638		37
Sugar futures contracts		2,408,123		90
Wheat futures contracts		2,232,175		66
Total	$	117,741,936		3,814

At December 31, 2010, the notional amounts and number of contracts, categorized by primary underlying risk, are as follows:

	Long exposure
	Notional		Number
Primary underlying risk	amounts		of contracts
Commodity price
Corn futures contracts	$	42,979,000		1,411

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 -Derivative Instruments and Hedging Activities

In the normal course of business, the Corn Fund utilizes derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Corn Fund’s derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Corn Fund is also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the three months ended September 30, 2011, the Corn Fund invested in CBOT Corn Futures Contracts and Chicago Mercantile Exchange Calendar Swaps. Cleared Corn Swaps have standardized terms similar to, and are priced by reference to, the corresponding Benchmark Component Futures Contract. Additionally, Other Corn Interests that do not have standardized terms and are not exchange-traded, referred to as “over-the-counter” Corn Interests, can generally be structured as the parties to the Corn Interest contract desire. Therefore, the Fund might enter into multiple Cleared Swaps and/or over-the-counter Interests intended to exactly replicate the performance of the Benchmark Component Futures Contracts for the Fund, or a single over-the-counter Interest designed to replicate the performance of the Benchmark as a whole. Assuming that there is no default by a counterparty to an over-the-counter Interest, the performance of the Interest will necessarily correlate exactly with the performance of the Benchmark or the applicable Benchmark Component Futures Contract. As of September 30, 2011, the Fund had investments only in commodity futures contracts.

Futures Contracts

The Corn Fund is subject to commodity price risk in the normal course of pursuing its investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by the Corn Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by the Corn Fund. Futures contracts may reduce the Corn Fund’s exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to the Corn Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statements of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011 (unaudited) and December 31, 2010. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended September 30, 2011 (unaudited) and from commencement of operations through September 30, 2010.

The fair value of derivative instruments was as follows:

At September 30, 2011

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Commodity futures contracts	$	-	$	(13,418,601	)

At December 31, 2010

Primary Underlying Risk	Asset Derivatives
Commodity Price
Commodity futures contracts	$	5,178,219

The following is a summary of realized and unrealized gains and losses of the derivative instruments utilized by the Corn Fund:

Period July 1, 2011 to September 30, 2011

	Realized Gain on		Net Change in Unrealized Loss
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity Price
Commodity futures contracts	$	10,147,450	$	(8,334,377	)

Period January 1, 2011 to September 30, 2011

	Realized Gain on		Net Change in Unrealized Loss
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity Price
Commodity futures contracts	$	15,823,273	$	(18,596,820	)

Period July 1, 2010 to September 30, 2010

	Realized Gain on		Net Change in Unrealized Gain
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity Price
Commodity futures contracts	$	1,289,305	$	810,334

Period commencement of operations (June 9, 2010) through September 30, 2010

	Realized Gain on		Net Change in Unrealized Gain
Primary Underlying Risk	Derivative Instruments		on Derivative Instruments
Commodity Price
Commodity futures contracts	$	1,290,285	$	1,014,829

Volume of Derivative Activities

The notional amounts and number of contracts, categorized by primary underlying risk, were as follows:

At September 30, 2011

	Long exposure
	Notional		Number
Primary underlying risk	amounts		of contracts
Commodity price
Commodity futures contracts	$	104,315,150		3,519

At December 31, 2010

	Long exposure
	Notional		Number
Primary underlying risk	amounts		of contracts
Commodity price
Commodity futures contracts	$	42,979,000		1,411

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 -Derivative Instruments and Hedging Activities

In the normal course of business, the Fund utilizes derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Fund’s derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Fund is also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the period ended September 30, 2011, the Fund had invested only in natural gas commodity futures contracts.

Futures Contracts

The Fund is subject to commodity price risk in the normal course of pursuing its investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by the Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by the Fund. Futures contracts may reduce the Fund’s exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to the Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statement of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended, September 30, 2011 (unaudited).

At September 30, 2011, the fair value of derivative instruments were as follows:

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Commodity futures contracts	$	-	$	(169,170	)

The following is a summary of realized and unrealized gains and losses of the derivative instruments utilized by the Fund:

For the period July1,2011 to September 30, 2011

	Realized loss on			Net change in unrealized loss
Primary underlying risk	derivative instruments			on derivative instruments
Commodity price
Commodity futures contracts	$	(213,080	)	$	(112,162	)

For the period from commencement of operations (February 1, 2011) to September 30, 2011

	Realized loss on			Net change in unrealized loss
Primary underlying risk	derivative instruments			on derivative instruments
Commodity price
Commodity futures contracts	$	(541,020	)	$	(169,170	)

Volume of Derivative Activities

At September 30, 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	$	1,817,040		43

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 -Derivative Instruments and Hedging Activities

In the normal course of business, the Fund utilizes derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Fund’s derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Fund is also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the period ended September 30, 2011, the Fund had invested only in crude oil commodity futures contracts.

Futures Contracts

The Fund is subject to commodity price risk in the normal course of pursuing its investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by the Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by the Fund. Futures contracts may reduce the Fund’s exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to the Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statement of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended September 30, 2011.

At September 30, 2011, the fair value of derivative instruments was as follows:

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Commodity futures contracts	$	-	$	(1,120,245	)

The following is a summary of realized and unrealized gains and losses of the derivative instruments utilized by the Fund:

For the period July 1, 2011 to September 30, 2011

	Realized loss on		Net change in unrealized loss
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Commodity futures contracts	$	(45,320)	$	(954,906	)

For the period from commencement of operations (February 23, 2011) to September 30, 2011

	Realized gain on		Net change in unrealized loss
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Commodity futures contracts	$	138,549	$	(1,120,245	)

Volume of Derivative Activities

At September 30, 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	$	4,760,810		59

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 -Derivative Instruments and Hedging Activities

In the normal course of business, the Fund utilizes derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Fund’s derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Fund is also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the period ended September 30, 2011, the Fund had invested only in soybean commodity futures contracts.

Futures Contracts

The Fund is subject to commodity price risk in the normal course of pursuing its investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by the Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by the Fund. Futures contracts may reduce the Fund’s exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to the Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statement of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended September 30, 2011.

At September 30, 2011, the fair value of derivative instruments was as follows:

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Commodity futures contracts	$	-	$	(308,748	)

The following is a summary of realized and unrealized gains and losses of the derivative instruments utilized by the Fund:

For the period from commencement of operations (September 19, 2011) to September 30, 2011

	Realized gain on		Net change in unrealized loss
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Commodity futures contracts	$	148	$	(308,748	)

Volume of Derivative Activities

At September 30, 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	$	2,208,638		37

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 -Derivative Instruments and Hedging Activities

In the normal course of business, the Fund utilizes derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Fund’s derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Fund is also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the period ended September 30, 2011, the Fund had invested only in sugar commodity futures contracts.

Futures Contracts

The Fund is subject to commodity price risk in the normal course of pursuing its investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by the Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by the Fund. Futures contracts may reduce the Fund’s exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to the Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statement of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended September 30, 2011.

At September 30, 2011, the fair value of derivative instruments was as follows:

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Commodity futures contracts	$	-	$	(46,750	)

The following is a summary of realized and unrealized gains and losses of the derivative instruments utilized by the Fund:

For the period from commencement of operations (September 19, 2011) to September 30, 2011

	Realized loss on		Net change in unrealized loss
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Commodity futures contracts	$	(35,682)	$	(46,750	)

Volume of Derivative Activities

At September 30, 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	$	2,408,123		90

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4 -Derivative Instruments and Hedging Activities

In the normal course of business, the Fund utilizes derivative contracts in connection with its proprietary trading activities. Investments in derivative contracts are subject to additional risks that can result in a loss of all or part of an investment. The Fund’s derivative activities and exposure to derivative contracts are classified by the following primary underlying risks: interest rate, credit, commodity price, and equity price risks. In addition to its primary underlying risks, the Fund is also subject to additional counterparty risk due to inability of its counterparties to meet the terms of their contracts. For the period ended September 30, 2011, the Fund had invested only in wheat commodity futures contracts.

Futures Contracts

The Fund is subject to commodity price risk in the normal course of pursuing its investment objectives. A futures contract represents a commitment for the future purchase or sale of an asset at a specified price on a specified date.

The purchase and sale of futures contracts requires margin deposits with a Futures Commission Merchant (“FCM”). Subsequent payments (variation margin) are made or received by the Fund each day, depending on the daily fluctuations in the value of the contract, and are recorded as unrealized gains or losses by the Fund. Futures contracts may reduce the Fund’s exposure to counterparty risk since futures contracts are exchange-traded; and the exchange’s clearinghouse, as the counterparty to all exchange-traded futures, guarantees the futures against default.

The Commodity Exchange Act requires an FCM to segregate all customer transactions and assets from the FCM's proprietary activities. A customer's cash and other equity deposited with an FCM are considered commingled with all other customer funds subject to the FCM’s segregation requirements. In the event of an FCM’s insolvency, recovery may be limited to the Fund’s pro rata share of segregated customer funds available. It is possible that the recovery amount could be less than the total of cash and other equity deposited.

The following tables identify the fair value amounts of derivative instruments included in the statement of assets and liabilities as derivative contracts, categorized by primary underlying risk, at September 30, 2011. Balances are presented on a gross basis, prior to the application of the impact of counterparty and collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of master netting arrangements and have been reduced by the application of cash collateral receivables and payables with its counterparties. The following tables also identify the net gain and loss amounts included in the statement of operations as realized and unrealized gain on trading of commodity futures contracts, categorized by primary underlying risk, for the period ended September 30, 2011.

At September 30, 2011, the fair value of derivative instruments was as follows:

Primary underlying risk	Asset derivatives		Liability derivatives
Commodity price
Commodity futures contracts	$	-	$	(255,239	)

The following is a summary of realized and unrealized gains and losses of the derivative instruments utilized by the Fund:

For the period from commencement of operations (September 19, 2011) to September 30, 2011

	Realized gainon		Net change in unrealized loss
Primary underlying risk	derivative instruments		on derivative instruments
Commodity price
Commodity futures contracts	$	344	$	(255,239	)

Volume of Derivative Activities

At September 30, 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	$	2,232,175		66