<![CDATA[Form 10-Q for iShares S&P GSCI Commodity-Indexed Trust]]>

0001193125-13-326995.txt : 20130808 0001193125-13-326995.hdr.sgml : 20130808 20130808163413 ACCESSION NUMBER: 0001193125-13-326995 CONFORMED SUBMISSION TYPE: 10-Q PUBLIC DOCUMENT COUNT: 13 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130808 DATE AS OF CHANGE: 20130808 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iShares S&P GSCI Commodity-Indexed Trust CENTRAL INDEX KEY: 0001332174 STANDARD INDUSTRIAL CLASSIFICATION: INVESTORS, NEC [6799] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-Q SEC ACT: 1934 Act SEC FILE NUMBER: 001-32947 FILM NUMBER: 131022677 BUSINESS ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 415-670-2000 MAIL ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: iShares GSCI Commodity Indexed Trust DATE OF NAME CHANGE: 20050705 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iShares S&P GSCI Commodity-Indexed Investing Pool LLC CENTRAL INDEX KEY: 0001346616 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 10-Q SEC ACT: 1934 Act SEC FILE NUMBER: 001-32948 FILM NUMBER: 131022678 BUSINESS ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 415-597-2000 MAIL ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: iShares GSCI Commodity-Indexed Investing Pool LLC DATE OF NAME CHANGE: 20051212 10-Q 1 d565384d10q.htm FORM 10-Q FOR ISHARES S&P GSCI COMMODITY-INDEXED TRUST <![CDATA[Form 10-Q for iShares S&P GSCI Commodity-Indexed Trust]]>

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

x	Quarterly report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

For the quarterly period ended June 30, 2013

¨	Transition report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

For the transition period from to

Commission file numbers: 001-32947 (registrant)

001-32948 (co-registrant)

iShares^® S&P GSCI™ Commodity-Indexed Trust

iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

(Rule 140 co-registrant)

(Exact name of registrant as specified in its charter)


		51-6573369 (registrant)
Delaware		34-2061331 (co-registrant)
(State or other jurisdiction of		(I.R.S. Employer
incorporation or organization)		Identification Numbers)

c/o BlackRock Asset Management International Inc.

400 Howard Street

San Francisco, California 94105

Attn: Product Management Team

iShares^® Product Research & Development

(Address of principal executive offices)

(415) 670-2000

(Registrant and co-registrant’s telephone number, including area code)

N/A

(Former name, former address and former fiscal year, if changed since last report)

Indicate by check mark whether the registrant and co-registrant (1) have filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant and co-registrant were required to file such reports), and (2) have been subject to such filing requirements for the past 90 days. Yes x No ¨

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files). Yes x No ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer or a smaller reporting company. See the definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act.


Large accelerated filer	x (registrant)	Accelerated filer	¨

Non-accelerated filer	¨	Smaller reporting company	¨
(Do not check if a smaller reporting company)

Indicate by check mark whether the registrant and co-registrant are shell companies (as defined in Rule 12b-2 of the Exchange Act). Yes ¨ No x

Table of Contents


		Page
PART I – FINANCIAL INFORMATION

Item 1.	Financial Statements (Unaudited)		1

	iShares^® S&P GSCI™ Commodity-Indexed Trust

	Statements of Financial Condition at June 30, 2013 and December 31, 2012		1

	Statements of Operations for the three and six months ended June 30, 2013 and 2012		2

	Statements of Changes in Shareholders’ Capital for the six months ended June 30, 2013 and the year ended December 31, 2012		3

	Statements of Cash Flows for the six months ended June 30, 2013 and 2012		4

	Notes to Financial Statements		5

	iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

	Statements of Financial Condition at June 30, 2013 and December 31, 2012		8

	Statements of Operations for the three and six months ended June 30, 2013 and 2012		9

	Statements of Changes in Members’ Equity for the six months ended June 30, 2013 and the year ended December 31, 2012		10

	Statements of Cash Flows for the six months ended June 30, 2013 and 2012		11

	Schedule of Investments at June 30, 2013		12

	Notes to Financial Statements		13

Item 2.	Management’s Discussion and Analysis of Financial Condition and Results of Operations		19

Item 3.	Quantitative and Qualitative Disclosures About Market Risk		22

Item 4.	Controls and Procedures		23

PART II – OTHER INFORMATION

Item 1.	Legal Proceedings		24

Item 1A.	Risk Factors		24

Item 2.	Unregistered Sales of Equity Securities and Use of Proceeds		41

Item 3.	Defaults Upon Senior Securities		41

Item 4.	Mine Safety Disclosures		41

Item 5.	Other Information		41

Item 6.	Exhibits		42

SIGNATURES			43

PART I – FINANCIAL INFORMATION

Item 1. Financial Statements

iShares^® S&P GSCI™ Commodity-Indexed Trust

Statements of Financial Condition (Unaudited)

At June 30, 2013 and December 31, 2012


	June 30, 2013		December 31, 2012
Assets
Current Assets
Investment in iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC	$	1,041,431,220	$	1,167,588,732

Total Assets	$	1,041,431,220	$	1,167,588,732

Liabilities and Shareholders’ Capital
Current Liabilities
Commitments and Contingent Liabilities (Note 7)	$	—	$	—
Redeemable capital Shares, no par value, unlimited amount authorized (at redemption value) – 33,650,000 issued and outstanding at June 30, 2013 and 35,550,000 issued and outstanding at December 31, 2012		1,041,431,220		1,167,588,732

Total Shareholders’ Capital		1,041,431,220		1,167,588,732

Total Liabilities and Shareholders’ Capital	$	1,041,431,220	$	1,167,588,732

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Trust

Statements of Operations (Unaudited)

For the three and six months ended June 30, 2013 and 2012


	Three Months Ended June 30,						Six Months Ended June 30,
	2013			2012			2013			2012
Investment Income Allocated from iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC
Interest	$	174,777		$	268,312		$	402,800		$	367,407

Total investment income		174,777			268,312			402,800			367,407

Expenses Allocated from iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC
Management fees		2,003,672			2,402,851			4,157,789			4,990,406
Brokerage commissions and fees		—			3,630			550			3,630

Total expenses		2,003,672			2,406,481			4,158,339			4,994,036

Net investment loss		(1,828,895	)		(2,138,169	)		(3,755,539	)		(4,626,629	)

Realized and Unrealized Gain (Loss) Allocated from iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC
Net realized gain (loss) on short-term investments		2,140			1,238			4,826			(1,604	)
Net realized loss on futures contracts		(4,110,681	)		(9,700,055	)		(6,779,712	)		(9,700,055	)
Net change in unrealized appreciation/depreciation on futures contracts		(62,881,848	)		(166,781,770	)		(56,356,987	)		(87,383,243	)

Net realized and unrealized loss		(66,990,389	)		(176,480,587	)		(63,131,873	)		(97,084,902	)

Net loss	$	(68,819,284	)	$	(178,618,756	)	$	(66,887,412	)	$	(101,711,531	)

Net loss per Share	$	(2.02	)	$	(4.50	)	$	(1.94	)	$	(2.55	)
Weighted-average Shares outstanding		34,093,956			39,680,769			34,530,663			39,933,516

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Trust

Statements of Changes in Shareholders’ Capital (Unaudited)

For the six months ended June 30, 2013

and the year ended December 31, 2012


	Six Months Ended June 30, 2013			Year Ended December 31, 2012
Shareholders’ Capital, Beginning of Period	$	1,167,588,732		$	1,313,291,939
Contributions		33,239,664			60,395,586
Redemptions		(92,509,764	)		(192,357,388	)
Net investment loss		(3,755,539	)		(8,768,838	)
Net realized gain (loss) on short-term investments		4,826			(1,661	)
Net realized loss on futures contracts		(6,779,712	)		(14,329,369	)
Net change in unrealized appreciation/depreciation on futures contracts		(56,356,987	)		9,358,463

Shareholders’ Capital, End of Period	$	1,041,431,220		$	1,167,588,732

Net Asset Value per Share, End of Period	$	30.95		$	32.84

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Trust

Statements of Cash Flows (Unaudited)

For the six months ended June 30, 2013 and 2012


	Six Months Ended June 30,
	2013			2012
Cash Flows from Operating Activities
Net loss	$	(66,887,412	)	$	(101,711,531	)
Adjustments to reconcile net loss to net cash provided by operating activities:
Decrease in investment in iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC		126,157,512			131,819,478

Net cash provided by operating activities		59,270,100			30,107,947

Cash Flows from Financing Activities
Contributions		33,239,664			40,229,595
Redemptions		(92,509,764	)		(70,337,542	)

Net cash used in financing activities		(59,270,100	)		(30,107,947	)

Net increase in cash and cash equivalents		—			—

Cash and Cash Equivalents
Beginning of period		—			—

End of period	$	—		$	—

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Trust

Notes to Financial Statements (Unaudited)

At June 30, 2013

1 - Organization

The iShares^® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) was organized as a Delaware statutory trust on July 7, 2006 and commenced operations on July 10, 2006. BlackRock Asset Management International Inc. (“BAMII”) is the “Sponsor” of the Trust and “Manager” of the iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”). BlackRock Institutional Trust Company, N.A. is the “Trustee” of the Trust. The Trust is governed by the Second Amended and Restated Trust Agreement, dated as of March 1, 2013 (the “Trust Agreement”), among the Sponsor, the Trustee and Wilmington Trust Company (the “Delaware Trustee”). The Trust issues units of beneficial interest (“Shares”) representing fractional undivided beneficial interests in its net assets. Substantially all of the net assets of the Trust consist of interests in the limited liability company interests of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”), together with cash, U.S. Treasury securities or short-term securities and similar securities that are eligible as margin deposits for the Investing Pool’s Index Future positions, referred to as “Collateral Assets.” The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”).

It is the objective of the Trust that the performance of the Shares correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index, which represents the return on a fully collateralized investment in the S&P CSCI-ER, before payment of the Trust’s and the Investing Pool’s expenses and liabilities.

The Trust and the Investing Pool are each commodity pools, as defined in the Commodity Exchange Act (the “CEA”) and the applicable regulations of the Commodity Futures Trading Commission (the “CFTC”) and are operated by BAMII, a commodity pool operator registered with the CFTC. BAMII is an indirect subsidiary of BlackRock, Inc.

The accompanying unaudited financial statements were prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information and with the instructions for Form 10-Q and the rules and regulations of the U.S. Securities and Exchange Commission (the “SEC”). In the opinion of management, all material adjustments, consisting only of normal recurring adjustments considered necessary for a fair statement of the interim period financial statements have been made. Interim period results are not necessarily indicative of results for a full-year period. These financial statements and the notes thereto should be read in conjunction with the Trust’s financial statements included in its Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 28, 2013.

The Trust is not an investment company registered under the Investment Company Act of 1940, as amended.

2 - Summary of Significant Accounting Policies

A.	Basis of Accounting

The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of its financial statements in conformity with U.S. GAAP. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.

B.	Investment in the Investing Pool

The Trust’s investment in the Investing Pool is valued at an amount equal to the value of the Trust’s capital account in the Investing Pool, which is measured at fair value.

The financial statements of the Investing Pool should be read in conjunction with the Trust’s financial statements.

At June 30, 2013, the Trust owned 99.99% of the Investing Pool’s net assets. Because the Trust invests substantially all of its assets in the Investing Pool, the accounting policies of the Investing Pool, including the Investing Pool’s valuation policies for securities and futures positions, will directly affect the recorded value of the Trust’s investment in the Investing Pool. The Trust also receives a daily allocation of its respective income, expenses and net realized and unrealized gains and losses in proportion to its investment in the Investing Pool.

iShares^® S&P GSCI™ Commodity-Indexed Trust

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

C.	Valuation

Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Trust would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Trust’s policy is to value its investments at fair value. The Trust records its investment in the Investing Pool at fair value based on the Trust’s proportionate interest in the net assets of the Investing Pool. Disclosure regarding valuation of the Investing Pool’s investment portfolio can be found in Note 10 of the Investing Pool’s Notes to Financial Statements.

D.	Income Taxes

The Trust is treated as a partnership for federal, state and local income tax purposes.

No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Trust is not subject to income taxes. Shareholders are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit.

The Sponsor has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Trust’s financial statements.

E.	Calculation of Net Asset Value

The net asset value of the Trust on any given day is obtained by subtracting the Trust’s accrued expenses and other liabilities on that day from the value of (1) the Trust’s equity investment in the Investing Pool and (2) any other assets of the Trust, as of 4:00 p.m. (New York time) that day. The Trustee determines the net asset value per Share (the “NAV”) by dividing the net asset value of the Trust on a given day by the number of Shares outstanding or deemed to be outstanding at 4:00 p.m. (New York time) that day. The NAV is calculated each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after 4:00 p.m. (New York time).

F.	Distributions

Interest and distributions received by the Investing Pool on the assets posted as margin may be used to acquire additional Index Futures and Collateral Assets or, in the discretion of the Sponsor, distributed to Shareholders. The Trust is under no obligation to make periodic distributions to Shareholders.

G.	Recent Accounting Standard

In June 2013, the FASB issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Trust for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Trust’s financial statements.

3 - Offering of the Shares

Shares are issued and redeemed continuously in one or more blocks of 50,000 Shares in exchange for Index Futures and cash (or, in the discretion of the Sponsor, other Collateral Assets in lieu of cash). The baskets of Index Futures and cash (or, in the discretion of the Sponsor, other Collateral Assets in lieu of cash) are transferred to or from the Investing Pool in exchange for limited liability company interests in the Investing Pool. Prior to April 8, 2013, the Investing Pool was required to deposit cash margin with its futures commission merchant (its “Clearing FCM”) with a value equal to 100% of the value of each Index Future position at the time such position was established. As a result of certain amendments to the CME rules for the Index Futures that became effective on April 8, 2013, the margin requirements applicable to certain market participants, such as the Investing Pool, were replaced with the initial and variation margin requirements applicable to other market participants. Collateral Assets not held at the Clearing FCM are held in the Investing Pool’s accounts.

Individual investors cannot purchase or redeem Shares in direct transactions with the Trust. The Trust transacts only with registered broker-dealers that have entered into a contractual arrangement with the Trust and the Sponsor governing, among other matters, the creation and redemption of Shares (such authorized broker-dealers are the “Authorized Participants”). Authorized Participants may redeem their Shares (as well as Shares on behalf of other investors) at any time on any business day in one or more blocks of 50,000 Shares. Redemptions of Shares in exchange for baskets of Index Futures and cash (or, in the discretion of the Sponsor, other Collateral Assets in lieu of cash) are treated as sales for financial statement purposes.

iShares^® S&P GSCI™ Commodity-Indexed Trust

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

On June 30, 2013, the Trust had 33,650,000 Shares outstanding.

4 - Trust Expenses

The Trust is not expected to directly bear any ordinary recurring expenses. The Sponsor has agreed to pay the following administrative, operational and marketing expenses: (1) the fees of the Trustee, Delaware Trustee, Trust administrator and processing agent, (2) NYSE Arca listing fees, (3) printing and mailing costs, (4) audit fees, (5) tax reporting costs, (6) license fees, and (7) up to $100,000 per annum in legal fees. The Sponsor has also paid the costs of the Trust’s organization and the initial sales of the Shares, including applicable SEC registration fees.

5 - Related Parties

The Sponsor, the Manager and the Trustee are considered to be related parties to the Trust. The Trustee’s fee is paid by the Sponsor and is not a separate expense of the Trust. The Manager is paid by the Investing Pool and that fee is an indirect expense of the Trust.

6 - Indemnification

The Sponsor and its shareholders, directors, officers, employees, affiliates (as such term is defined under the United States Securities Act of 1933, as amended) and subsidiaries are entitled to be indemnified by the Trust and held harmless against any loss, liability or expense arising out of or in connection with the performance of their obligations under the Trust Agreement or any actions taken in accordance with the provisions of the Trust Agreement and incurred without their (1) negligence, bad faith, willful misconduct or willful malfeasance or (2) reckless disregard of their obligations and duties under the Trust Agreement.

7 - Commitments and Contingent Liabilities

In the normal course of business, the Trust may enter into contracts with service providers that contain general indemnification clauses. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

8 - Net Asset Value and Financial Highlights

The Trust is presenting the following net asset values and financial highlights related to investment performance and operations for a Share outstanding for the period from January 1, 2013 to June 30, 2013. The net investment income (loss) and total expense ratios are calculated using average net assets. The net asset value presentation is calculated using daily Shares outstanding. The net investment income (loss) and total expense ratios have been annualized and include the allocation of net investment income (loss) and expenses from the Investing Pool. The total return is based on the change in net asset value of a Share during the period. An investor’s return and ratios may vary based on the timing of capital transactions.


Net asset value per Share, beginning of period	$	32.84

Net investment loss		(0.11	)
Realized and unrealized loss		(1.78	)

Net decrease in net assets from operations		(1.89	)

Net asset value per Share, end of period	$	30.95


Ratio to average net assets:
Net investment loss^(a)		(0.68	)%
Expenses^(a)		0.75	%

Total return, at net asset value^(b)		(5.76	)%

^(a)	Percentage is annualized.

^(b)	Percentage is not annualized.

iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

Statements of Financial Condition (Unaudited)

At June 30, 2013 and December 31, 2012


	June 30, 2013		December 31, 2012
Assets
Current Assets
Cash and cash equivalents	$	1,328,594	$	204,654
Cash and cash equivalents held at brokers (restricted)		11,128,448		53,468,750
Short-term investments		984,373,979		—
Short-term investments held at brokers (restricted)		52,498,750		1,111,734,878
Receivable for variation margin on open futures contracts (Note 9)		—		2,942,400
Interest receivable		—		161

Total Assets	$	1,049,329,771	$	1,168,350,843

Liabilities and Members’ Equity
Current Liabilities
Payable for variation margin on open futures contracts (Note 9)	$	7,229,218	$	—
Management fees payable		653,673		745,492

Total Liabilities		7,882,891		745,492

Commitments and Contingent Liabilities (Note 7)		—		—
Members’ Equity
General member		15,660		16,619
Limited member		1,041,431,220		1,167,588,732

Total Members’ Equity		1,041,446,880		1,167,605,351

Total Liabilities and Members’ Equity	$	1,049,329,771	$	1,168,350,843

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

Statements of Operations (Unaudited)

For the three and six months ended June 30, 2013 and 2012


	Three Months Ended June 30,						Six Months Ended June 30,
	2013			2012			2013			2012
Investment Income
Interest	$	174,779		$	268,316		$	402,804		$	367,412

Total investment income		174,779			268,316			402,804			367,412

Expenses
Management fees		2,003,702			2,402,881			4,157,850			4,990,469
Brokerage commissions and fees		—			3,630			550			3,630

Total expenses		2,003,702			2,406,511			4,158,400			4,994,099

Net investment loss		(1,828,923	)		(2,138,195	)		(3,755,596	)		(4,626,687	)

Realized and Unrealized Gain (Loss)
Net realized gain (loss) on short-term investments		2,140			1,238			4,826			(1,604	)
Net realized loss on futures contracts		(4,110,743	)		(9,700,180	)		(6,779,813	)		(9,700,180	)
Net change in unrealized appreciation/depreciation on futures contracts		(62,882,758	)		(166,783,860	)		(56,357,788	)		(87,384,310	)

Net realized and unrealized loss		(66,991,361	)		(176,482,802	)		(63,132,775	)		(97,086,094	)

Net loss	$	(68,820,284	)	$	(178,620,997	)	$	(66,888,371	)	$	(101,712,781	)

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

Statements of Changes in Members’ Equity (Unaudited)

For the six months ended June 30, 2013

and the year ended December 31, 2012


	General Member			Limited Member			Total Members’ Equity
Members’ Equity, December 31, 2012	$	16,619		$	1,167,588,732		$	1,167,605,351
Contributions		—			33,239,664			33,239,664
Redemptions		—			(92,509,764	)		(92,509,764	)
Net investment loss		(57	)		(3,755,539	)		(3,755,596	)
Net realized gain on short-term investments		—			4,826			4,826
Net realized loss on futures contracts		(101	)		(6,779,712	)		(6,779,813	)
Net change in unrealized appreciation/depreciation on futures contracts		(801	)		(56,356,987	)		(56,357,788	)

Members’ Equity, June 30, 2013	$	15,660		$	1,041,431,220		$	1,041,446,880


	General Member			Limited Member			Total Members’ Equity
Members’ Equity, December 31, 2011	$	16,718		$	1,313,291,939		$	1,313,308,657
Contributions		—			60,395,586			60,395,586
Redemptions		—			(192,357,388	)		(192,357,388	)
Net investment loss		(114	)		(8,768,838	)		(8,768,952	)
Net realized loss on short-term investments		—			(1,661	)		(1,661	)
Net realized loss on futures contracts		(191	)		(14,329,369	)		(14,329,560	)
Net change in unrealized appreciation/depreciation on futures contracts		206			9,358,463			9,358,669

Members’ Equity, December 31, 2012	$	16,619		$	1,167,588,732		$	1,167,605,351

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

Statements of Cash Flows (Unaudited)

For the six months ended June 30, 2013 and 2012


	Six Months Ended June 30,
	2013			2012
Cash Flows from Operating Activities
Net loss	$	(66,888,371	)	$	(101,712,781	)
Adjustments to reconcile net loss to net cash provided by operating activities:
Purchases of short-term investments		(1,851,182,418	)		(1,715,436,239	)
Sales/maturities of short-term investments		1,926,439,112			1,919,353,524
Accretion of discount		(389,719	)		(317,729	)
Net realized (gain) loss on short-term investments		(4,826	)		1,604
Change in operating assets and liabilities:
Cash and cash equivalents held at brokers (restricted)		42,340,302			(4,924,135	)
Receivable for variation margin on open futures contracts		2,942,400			(61,741,680	)
Interest receivable		161			(116	)
Payable for variation margin on open futures contracts		7,229,218			(552,020	)
Management fees payable		(91,819	)		(136,045	)

Net cash provided by operating activities		60,394,040			34,534,383

Cash Flows from Financing Activities
Contributions		33,239,664			40,229,595
Redemptions		(92,509,764	)		(70,337,542	)

Net cash used in financing activities		(59,270,100	)		(30,107,947	)

Net increase in cash and cash equivalents		1,123,940			4,426,436

Cash and Cash Equivalents
Beginning of period		204,654			94,645

End of period	$	1,328,594		$	4,521,081

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC

Schedule of Investments (Unaudited)

At June 30, 2013


Face Amount		Security Description	Fair Value
		United States Treasury bills:
	$357,446,000	0.04% - 0.05% due 8/01/13	$	357,430,997
	425,000,000	0.05% due 9/05/13		424,964,938
	254,500,000	0.04% - 0.05% due 9/19/13		254,476,794

		Total United States Treasury bills – 99.56%^(a)	$	1,036,872,729

^(a)	Percentage is based on members’ equity.

^Ÿ	As of June 30, 2013, the open futures contracts were as follows:


Contracts	Expiration Date	Current Notional Amount		Net Unrealized Loss
23,178	March 2014	$	1,041,531,244	$	120,860,748

See notes to financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Pool LLC

Notes to Financial Statements (Unaudited)

At June 30, 2013

1 - Organization

The iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”) is a limited liability company organized under the laws of the State of Delaware on July 7, 2006 and commenced operations on July 10, 2006. BlackRock Asset Management International Inc. (the “Manager”) is responsible for the administration of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”). In order to support margin requirements applicable to its Index Future positions, the Investing Pool also holds “Collateral Assets,” which consist of cash, U.S. Treasury securities or other short-term securities and similar securities that are eligible as margin deposits for those Index Future positions. The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”).

It is the objective of the Investing Pool that its performance will correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index (the “Index”) before payment of the Investing Pool’s expenses and liabilities.

The Investing Pool is a commodity pool, as defined in the Commodity Exchange Act (the “CEA”) and the applicable regulations of the Commodity Futures Trading Commission (the “CFTC”) and is operated by the Manager, a commodity pool operator registered with the CFTC. The Manager is an indirect subsidiary of BlackRock, Inc. BlackRock Fund Advisors (the “Advisor”), an indirect subsidiary of BlackRock, Inc., serves as the commodity trading advisor of the Investing Pool and is registered with the CFTC.

The Investing Pool is not an investment company registered under the Investment Company Act of 1940, as amended.

2 - Summary of Significant Accounting Policies

A.	Basis of Accounting

The following is a summary of significant accounting policies consistently followed by the Investing Pool in the preparation of its financial statements in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.

B.	Investment in Index Futures

iShares^® S&P GSCI™ Commodity-Indexed Pool LLC

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

difference between the value of the Index Future at the time it was opened and the value at the time it was closed. The Investing Pool deposits with the Clearing FCM the required margin for the Index Futures in the form of cash or other Collateral Assets. Index Futures are derivative instruments valued at fair value, which the Manager has determined to be that day’s announced CME settlement price for the Index Future. If there is no announced CME settlement price for the Index Future on that day, the Manager will use the most recently announced CME settlement price unless the Manager determines that the price is inappropriate as a basis for the valuation of the Index Futures. The Investing Pool’s investments in Index Futures have not been designated as hedging instruments. As a result, all changes in the fair value are reflected in the Statements of Operations.

The investment objective of the Investing Pool is to seek investment results that correspond generally, but will not necessarily be identical, to the performance of the Index before payment of the Investing Pool’s expenses and liabilities, through holdings of long positions in Index Futures and related Collateral Assets.

For futures contracts, counterparty credit risk is mitigated because futures contracts are exchange-traded and the exchange’s clearing house acts as central counterparty to all exchange-traded futures contracts (although customers continue to have credit exposure to the clearing member who holds their account).

Please refer to Note 9 for additional disclosures regarding the Investing Pool’s investments in Index Futures.

C.	Cash and Cash Equivalents

The Investing Pool considers cash and cash equivalents to be highly liquid investments with original maturities of three months or less.

As of June 30, 2013 and December 31, 2012, the Investing Pool had cash and cash equivalents held at brokers of $11,128,448 and $53,468,750 respectively, which were posted as margin for the Investing Pool’s Index Future positions.

D.	Short-Term Investments

Short-term investments on the Statements of Financial Condition consist principally of short-term fixed income securities with original maturities of one year or less. These investments are valued at fair value.

As of June 30, 2013 and December 31, 2012, the Investing Pool had short-term investments held at brokers of $52,498,750 and $1,111,734,878, respectively, which were posted as margin for the Investing Pool’s Index Future positions.

E.	Securities Transactions, Income and Expense Recognition

Securities transactions are accounted for on the trade date. Realized gains and losses on investment transactions are determined using the specific identification method. Other income and expenses are recognized on the accrual basis.

F.	Income Taxes

The Investing Pool is treated as a partnership for federal, state and local income tax purposes.

No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Investing Pool is not subject to income taxes. Holders of interests in the Investing Pool are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit.

The Manager has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Investing Pool’s financial statements.

iShares^® S&P GSCI™ Commodity-Indexed Pool LLC

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

G.	Calculation of Net Asset Value

The net asset value of the Investing Pool on any given day is obtained by subtracting the Investing Pool’s accrued expenses and other liabilities on that day from the value of the assets of the Investing Pool, calculated as of 4:00 p.m. (New York time) on each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after that time.

H.	Recent Accounting Standard

In June 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Investing Pool for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Investing Pool’s financial statements.

3 - Offering of the Investing Pool Interests

Interests in the Investing Pool (“Investing Pool Interests”) are issued only to and redeemable only by the iShares^® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) in exchange for Index Futures and Collateral Assets. The baskets of Index Futures and Collateral Assets are transferred to or from the Trust in exchange for Investing Pool Interests. Individual investors cannot purchase or redeem Investing Pool Interests. The Investing Pool transacts only with the Trust and the Manager.

Redemptions of Investing Pool Interests in exchange for Index Futures and Collateral Assets are treated as sales for financial statement purposes.

4 - Investing Pool Expenses

The Manager pays the amounts that would otherwise be considered the ordinary operating expenses, if any, of the Investing Pool. The Manager receives an allocation from the Investing Pool that accrues daily at an annualized rate equal to 0.75% of the net asset value of the Investing Pool.

5 - Related Parties

BlackRock Institutional Trust Company, N.A. is the “Administrator” of the Investing Pool. The Manager and the Administrator are considered to be related parties to the Trust and Investing Pool. The Advisor is considered to be a related party to the Investing Pool. The Administrator’s and Advisor’s fees are paid by the Manager from the Investing Pool’s expense allocation to the Manager and are not a separate expense of the Investing Pool.

6 - Indemnification

The Trust, the Manager and any officers, agents and delegates of the Investing Pool (the “Indemnitees”) are entitled to indemnification from the Investing Pool for any loss, damage, claim or expense (including reasonable attorney’s fees) incurred by any Indemnitee by reason of any act or omission performed or omitted by such Indemnitee on behalf of the Investing Pool, unless such act or omission is the result of such Indemnitee’s gross negligence, bad faith or willful misconduct, and provided that such indemnity shall be provided out of, and only to the extent of, the Investing Pool’s assets.

7 - Commitments and Contingent Liabilities

In the normal course of business, the Investing Pool may enter into contracts with service providers that contain general indemnification clauses. The Investing Pool’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Investing Pool that have not yet occurred.

iShares^® S&P GSCI™ Commodity-Indexed Pool LLC

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

8 - Financial Highlights

The Investing Pool is presenting the following financial highlights related to investment performance and operations for the period from January 1, 2013 to June 30, 2013. The net investment income (loss) and total expense ratios are calculated using average net assets and have been annualized. The total return is based on the change in the net asset value during the period.


Ratio to average net assets:
Net investment loss^(a)	(0.68	)%
Expenses^(a)	0.75	%

Total return^(b)	(5.83	)%

^(a)	Percentage is annualized.

^(b)	Percentage is not annualized.

9 - Investing in Index Futures

Substantially all of the Investing Pool’s assets are invested in Index Futures. The Index Futures’ settlement value at expiration is based on the value of S&P GSCI-ER at that time. Therefore, the value of the Investing Pool will fluctuate based upon the value of the S&P GSCI-ER and the prices of the commodities underlying the S&P GSCI-ER. The commodities markets have historically been extremely volatile. For the six months ended June 30, 2013 and the year ended December 31, 2012, the average month-end notional amounts of open Index Futures were $1,113,478,681 and $1,293,502,033, respectively.

The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:


	Asset Derivatives	Fair Value		Liability Derivatives	Fair Value
June 30, 2013
Commodity contracts	Receivable for variation margin on open futures contracts	$	—	Payable for variation margin on open futures contracts	$	7,229,218

December 31, 2012
Commodity contracts	Receivable for variation margin on open futures contracts	$	2,942,400	Payable for variation margin on open futures contracts	$	—

iShares^® S&P GSCI™ Commodity-Indexed Pool LLC

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:


Six Months Ended June 30, 2013	Statements of Operations Location	Realized Gain (Loss)			Change in Unrealized Appreciation / Depreciation
Commodity contracts	Net realized loss on futures contracts	$	(6,779,813	)	$	—
	Net change in unrealized appreciation/depreciation on futures contracts		—			(56,357,788	)

Six Months Ended June 30, 2012
Commodity contracts	Net realized loss on futures contracts	$	(9,700,180	)	$	—
	Net change in unrealized appreciation/depreciation on futures contracts		—			(87,384,310	)

10 - Investment Valuation

FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Investing Pool would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Investing Pool’s policy is to value its investments at fair value.

Investments in Index Futures are measured at fair value using the last reported CME settlement price for Index Futures.

U.S. Treasury bills are valued at the last available bid price received from independent pricing services. In determining the value of a fixed income investment, pricing services may use certain information with respect to transactions in such investments, quotations from dealers, pricing matrixes, market transactions in comparable investments, various relationships observed in the market between investments and calculated yield measures.

iShares^® S&P GSCI™ Commodity-Indexed Pool LLC

Notes to Financial Statements (Unaudited) (Continued)

At June 30, 2013

Various inputs are used in determining the fair value of financial investments. Inputs may be based on independent market data (“observable inputs”) or they may be internally developed (“unobservable inputs”). These inputs are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting purposes. The level of a value determined for a financial instrument within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are as follows:


Level 1	–	Unadjusted quoted prices in active markets for identical assets or liabilities;

Level 2	–	Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability, and inputs that are derived principally from or corroborated by observable market data by correlation or other means; and

Level 3	–	Unobservable inputs that are unobservable for the asset or liability, including the Investing Pool’s assumptions used in determining the fair value of investments.

Fair value pricing could result in a difference between the prices used to calculate the Investing Pool’s net asset value and the prices used by the Investing Pool’s underlying index, which in turn could result in a difference between the Investing Pool’s performance and the performance of the Investing Pool’s underlying index.

The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:


	Level 1			Level 2		Level 3		Total
June 30, 2013
Futures^(a)	$	(120,860,748	)	$	—	$	—	$	(120,860,748	)
U.S. Treasury bills		—			1,036,872,729		—		1,036,872,729

December 31, 2012
Futures^(a)	$	(64,502,960	)	$	—	$	—	$	(64,502,960	)
U.S. Treasury bills		—			1,111,734,878		—		1,111,734,878

^(a)	Futures are valued at unrealized appreciation (depreciation).

Item 2.

Management’s Discussion and Analysis of Financial Condition and Results of Operations

This information should be read in conjunction with the financial statements and notes to financial statements included in Item 1 of Part I of this Form 10-Q. The discussion and analysis that follows may contain statements that relate to future events or future performance. In some cases, such forward-looking statements can be identified by terminology such as “may,” “should,” “expect,” “plan,” “anticipate,” “believe,” “estimate,” “predict,” “potential” or the negative of these terms or other comparable terminology. None of the Trust, the Investing Pool, the Sponsor, the Manager, the Advisor, the Trust Administrator, the Trustee or the Delaware Trustee assumes responsibility for the accuracy or completeness of any forward-looking statements. Except as required by applicable disclosure laws, none of the Trust, the Investing Pool, the Sponsor, the Manager, the Advisor, the Trust Administrator, the Trustee or the Delaware Trustee is under a duty to update any of the forward-looking statements to conform such statements to actual results or to a change in expectations or predictions.

Introduction

The iShares^® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) is a Delaware statutory trust that issues units of beneficial interest (“Shares”) representing fractional undivided beneficial interests in its net assets. Substantially all of the assets of the Trust consist of interests in the iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”). The Investing Pool holds long positions in exchange-traded index futures contracts, which may be of various expirations (“Index Futures”) on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”), together with cash, U.S Treasury securities or other short-term and similar securities that are eligible as margin deposits for the Investing Pool’s Index Future positions, referred to as “Collateral Assets.” The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”). It is the objective of the Trust that the performance of the Shares correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index (the “Index”) before payment of the Trust’s and the Investing Pool’s expenses and liabilities. The Index is intended to reflect the performance of a diversified group of commodities. BlackRock Asset Management International Inc. (“BAMII”) is the “Sponsor” of the Trust and the “Manager” of the Investing Pool. BlackRock Institutional Trust Company, N.A. is the “Trustee” of the Trust. The Trust and the Investing Pool are commodity pools, as defined in the regulations of the Commodity Futures Trading Commission (the “CFTC”) and are operated by BAMII, a commodity pool operator registered with the CFTC. The Trust and the Investing Pool have delegated some of the administration to State Street Bank and Trust Company (the “Trust Administrator” or “Investing Pool Administrator”). Wilmington Trust Company, a Delaware banking corporation, serves as the “Delaware Trustee” of the Trust. Neither the Trust nor the Investing Pool is an investment company registered under the Investment Company Act of 1940, as amended.

The Trust intends to offer Shares on a continuous basis but is not required to do so and may suspend the offering of Shares at any time. The Trust issues and redeems Shares only in one or more blocks of 50,000 Shares (“Baskets”). These transactions are generally in exchange for consideration (or redemption proceeds) consisting of Index Futures and cash (or, at the discretion of the Sponsor, other Collateral Assets in lieu of cash) with a value equal to the net asset value per Basket on the date the creation or redemption order is received in proper form. Only certain institutions, called “Authorized Participants,” that enter into an agreement with the Trust may purchase or redeem Baskets. Owners of beneficial interests in Shares (“Shareholders”) who are not Authorized Participants have no right to redeem their Shares; they may redeem their Shares only through an Authorized Participant and only in Baskets.

Shares of the Trust trade on NYSE Arca, Inc. (“NYSE Arca”) under the symbol “GSG.”

Valuation of Index Futures; Computation of Trust’s Net Asset Value

The Trustee determines the net asset value of the Trust and the net asset value per Share, or “NAV,” as of 4:00 p.m. (New York time), on each Business Day on which NYSE Arca is open for regular trading, as soon as practicable after that time. A “Business Day” is a day (1) on which none of the following occurs: (a) NYSE Arca is closed for regular trading, (b) the CME is closed for regular trading or (c) the Federal Reserve wire transfer system is closed for cash wire transfers, or (2) that the Trustee determines that it is able to conduct business. The Trustee values the Trust’s assets based upon the determination by the Manager, which may act through the Investing Pool Administrator, of the net asset value of the Investing Pool. The Manager determines the net asset value of the Investing Pool as of the same time that the Trustee determines the net asset value of the Trust.

The Manager values the Investing Pool’s long position in Index Futures on the basis of that day’s announced CME settlement price for the Index Futures held by the Investing Pool. The value of the Investing Pool’s position in any particular Index Future contract (including any related margin) equals the product of (a) the number of such Index Futures owned by the Investing Pool, (b) the settlement price of such Index Future on the date of calculation and (c) the multiplier of such Index Future. If there is no announced CME settlement price for a particular Index Future on a Business Day, the Manager uses the most recently announced CME settlement price unless the Manager determines that such price is inappropriate as a basis for valuation. The daily settlement price for the Index Future is established by the CME shortly after the close of trading in Chicago on each trading day.

The Manager values all other property of the Investing Pool at (a) its current market value, if quotations for such property are readily available, or (b) its fair value, as reasonably determined by the Manager, if the current market value cannot be determined.

Once the value of the Index Futures and interest earned on any Collateral Assets and any other assets of the Investing Pool have been determined, the Manager subtracts all accrued expenses and liabilities of the Investing Pool as of the time of calculation in order to calculate the net asset value of the Investing Pool. The Manager, or the Investing Pool Administrator on its behalf, then calculates the value of the Trust’s interests in the Investing Pool (“Investing Pool Interests”) and provides this information to the Trustee.

Once the value of the Trust’s Investing Pool Interests has been determined and provided to the Trustee, the Trustee subtracts all accrued expenses and other liabilities of the Trust from the total value of the assets of the Trust, in each case as of the calculation time. The resulting amount is the net asset value of the Trust. The Trustee determines the NAV by dividing the net asset value of the Trust by the number of Shares outstanding at the time the calculation is made. Any changes to NAV that may result from creation and redemption activity are not reflected in the NAV calculations for purposes of the Trust’s and the Investing Pool’s operations for the Business Day on which they occur, but are reflected in the Trust’s and Investing Pool’s financial statements as of such Business Day. Creation and redemption orders received after 2:40 p.m. New York time are not deemed to be received and the related creation or redemption will not be deemed to occur until the following Business Day. Subject to the approval of the Trustee, Baskets may be created solely for cash, but the related creation orders will be deemed received as of the following Business Day unless received by 10:00 a.m. New York time. Orders are expected to settle by 11:00 a.m. New York time on the Business Day following the Business Day on which such orders are deemed to be received.

Results of Operations

The Quarter Ended June 30, 2013

The Trust’s net asset value decreased from $1,145,825,199 at March 31, 2013 to $1,041,431,220 at June 30, 2013. The decrease in the Trust’s net asset value resulted primarily from a decrease in the price of the March 2014 Index Futures from $477.30 at March 31, 2013 to $449.36 at June 30, 2013, a 5.85% decrease. The Trust’s net asset value was also affected by a decrease in outstanding Shares, which fell from 34,800,000 Shares at March 31, 2013 to 33,650,000 Shares at June 30, 2013, a consequence of 350,000 Shares (7 Baskets) being created and 1,500,000 Shares (30 Baskets) being redeemed during the quarter.

Net loss for the quarter ended June 30, 2013 was $68,819,284, resulting from a net investment loss of $1,828,895 and net realized and unrealized losses of $66,990,389 allocated from the Investing Pool. For the quarter ended June 30, 2013, the Trust had a net realized gain of $2,140 on short-term investments and net realized and unrealized losses of $66,992,529 on futures contracts allocated from the Investing Pool. Other than the management fees of $2,003,672 allocated from the Investing Pool, the Trust had no expenses during the quarter.

The Six Months Ended June 30, 2013

The Trust’s net asset value decreased from $1,167,588,732 at December 31, 2012 to $1,041,431,220 at June 30, 2013. The decrease in the Trust’s net asset value resulted primarily from a decrease in the price of the March 2014 Index Futures from $475.30 at December 31, 2012 to $449.36 at June 30, 2013, a 5.46% decrease. The Trust’s net asset value was also affected by a decrease in outstanding Shares, which fell from 35,550,000 Shares at December 31, 2012 to 33,650,000 Shares at June 30, 2013, a consequence of 1,000,000 Shares (20 Baskets) being created and 2,900,000 Shares (58 Baskets) being redeemed during the period.

Net loss for the six months ended June 30, 2013 was $66,887,412, resulting from a net investment loss of $3,755,539 and net realized and unrealized losses of $63,131,873 allocated from the Investing Pool. For the six months ended June 30, 2013, the Trust had a net realized gain of $4,826 on short-term investments and net realized and unrealized losses of $63,136,699 on futures contracts allocated from the Investing Pool. Other than the management fees of $4,157,789 and brokerage commissions and fees of $550 allocated from the Investing Pool, the Trust had no expenses during the period.

Liquidity and Capital Resources

The Trust’s sole asset as of June 30, 2013 was its investment in the Investing Pool. The Investing Pool’s assets consist of Index Futures and Collateral Assets used to satisfy applicable margin requirements for the Investing Pool’s Index Future positions. The Trust and the Investing Pool do not anticipate any further need for liquidity, because creations and redemptions of Shares generally occur in kind and ordinary expenses are met by cash on hand. Interest earned on the assets posted as collateral is paid to the Investing Pool and is used to pay the fixed fee to the Manager and purchase additional Index Futures and Collateral Assets, or, in the discretion of the Sponsor, distributed to Shareholders. In exchange for a fee based on the net asset value of the Investing Pool, the Manager has assumed most of the ordinary expenses incurred by the Investing Pool. The Sponsor has also agreed to assume most of the ordinary expenses incurred by the Trust. In the case of an extraordinary expense and/or insufficient interest income to cover ordinary expenses, however, the Investing Pool could be forced to liquidate its positions in Index Futures and Collateral Assets to pay such expenses. As of June 30, 2013, the market for Index Futures had not developed significant liquidity and the Investing Pool represented substantially all of the long-side open interest in Index Futures. In addition, it is expected that Goldman, Sachs & Co. or its accountholders may represent, directly or indirectly, a substantial portion of the short-side interest in such market. The existence of such a limited number of market participants could cause or exacerbate losses to the Trust and the Investing Pool if the Investing Pool were required to liquidate its Index Future positions.

The Sponsor is unaware of any other trends, demands, conditions or events that are reasonably likely to result in material changes to the Trust’s or the Investing Pool’s liquidity needs.

Because the Investing Pool trades Index Futures, its capital is at risk due to changes in the value of the Index Futures or other assets (market risk) or the inability of counterparties to perform (credit risk).

Market Risk

The Investing Pool holds Index Future positions and Collateral Assets to satisfy applicable margin requirements on those Index Future positions. Because of this limited diversification of the Investing Pool’s assets, fluctuations in the value of the Index Futures are expected to directly affect the value of the Shares. The value of the Index Futures is expected to track generally the S&P GSCI-ER, although this correlation may not be exact. The S&P GSCI-ER, in turn, reflects the value of a diversified group of commodities. The Investing Pool’s exposure to market risk will be influenced by a number of factors, including the lack of liquidity of the Index Future market and activities of other market participants.

Credit Risk

When the Investing Pool purchases or holds Index Futures, it is exposed to the credit risk of a default by the CME’s clearing house, which serves as the counterparty to each Index Future position, and of a default by its clearing futures commission merchant (the “Clearing FCM”). In the case of such a default, the Investing Pool may be unable to recover amounts due to it on its Index Future positions and Collateral Assets posted as margin. The Investing Pool is also exposed to credit risk as a result of its ownership of U.S. Treasury bills.

Off-Balance Sheet Arrangements and Contractual Obligations

The Trust and the Investing Pool have not used, nor do they expect to use, special purpose entities to facilitate off-balance sheet financing arrangements. The Trust and the Investing Pool have no loan guarantee arrangements or other off-balance sheet arrangements of any kind other than agreements entered into in the normal course of business, which may include indemnification provisions related to certain risks service providers undertake in performing services for the benefit of, or on behalf of, the Trust and the Investing Pool. While the Trust’s and the Investing Pool’s exposure under such indemnification provisions cannot be estimated, these general business indemnifications are not expected to have a material impact on either the Trust’s or the Investing Pool’s financial position.

Critical Accounting Policies

The financial statements and accompanying notes are prepared in accordance with accounting principles generally accepted in the United States of America. The preparation of these financial statements relies on estimates and assumptions that impact the Trust’s and the Investing Pool’s financial position and results of operations. These estimates and assumptions affect the Trust’s and the Investing Pool’s application of accounting policies. In addition, please refer to Note 2 to the financial statements of the Trust and the Investing Pool for further discussion of the Trust’s and the Investing Pool’s accounting policies.

Item 3. Quantitative and Qualitative Disclosures About Market Risk

Quantitative Disclosure

The Trust and Investing Pool are exposed to commodity price risk through the Investing Pool’s holdings of Index Futures. The following table provides information about the Investing Pool’s futures contract positions, which are sensitive to changes in commodity prices. As of June 30, 2013, the Investing Pool’s open Index Future positions (long) were as follows:


Number of Contracts:		23,178
Expiration Date:		March 2014
Weighted-Average Price per Contract:	$	501.51
Notional Amount (Fair Value):	$	1,041,531,244

The notional amount is calculated using the settlement price for the Index Futures on the CME on June 30, 2013, which was $449.36 per contract, and the $100 multiplier applicable under the contract terms.

Qualitative Disclosure

As described herein, it is the objective of the Trust, through its investment in the Investing Pool that the performance of the Shares will correspond generally, but will not necessarily be identical, to the performance of the Index, before payment of expenses and liabilities. The Index itself is intended to reflect the performance of a diversified group of physical commodities, including energy commodities, precious and industrial metal commodities, agricultural commodities and livestock commodities. The Trust obtains this exposure to commodity prices through the Investing Pool’s Index Future positions. As a result, fluctuations in the value of the Index Futures are expected to directly affect the value of the Shares.

Neither the Trust nor the Investing Pool will engage in any activities designed to obtain a profit from, or ameliorate losses caused by, changes in the value of the Index Futures, any commodities underlying the Index or the S&P GSCI-ER, or any Collateral Assets. The Investing Pool’s exposure to market risk may be influenced by a number of factors, including the lack of liquidity of the Index Future market and activities of other market participants.

Item 4. Controls and Procedures

The duly authorized officers of the Sponsor and Manager performing functions equivalent to those a principal executive officer and principal financial officer of the Trust and the Investing Pool would perform if the Trust and the Investing Pool had any officers, and with the participation of the Trustee and the Investing Pool Administrator, have evaluated the effectiveness of the Trust’s and Investing Pool’s disclosure controls and procedures, and have concluded that the disclosure controls and procedures of the Trust and the Investing Pool were effective as of the end of the period covered by this report to provide reasonable assurance that information required to be disclosed in the reports that the Trust and the Investing Pool file or submit under the Securities Exchange Act of 1934, as amended, is recorded, processed, summarized and reported, within the time periods specified in the applicable rules and forms, and that it is accumulated and communicated to the duly authorized officers of the Sponsor and Manager performing functions equivalent to those a principal executive officer and principal financial officer of the Trust and the Investing Pool would perform if the Trust and the Investing Pool had any officers, as appropriate to allow timely decisions regarding required disclosure.

There are inherent limitations to the effectiveness of any system of disclosure controls and procedures, including the possibility of human error and the circumvention or overriding of the controls and procedures.

There were no changes in the Trust’s and Investing Pool’s internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Trust’s and Investing Pool’s internal control over financial reporting.

PART II – OTHER INFORMATION

Item 1. Legal Proceedings

None.

Item 1A. Risk Factors

The capitalized terms used below, but not defined therein, are defined in Item 2 of Part I of this Form 10-Q.

Risk Factors Relating to Commodities Markets

The value of the Shares depends on the value of Index Futures, which fluctuates based on the prices of commodity futures contracts reflected in the S&P GSCI-ER. These prices may be volatile, thereby creating the potential for losses regardless of the length of time you intend to hold your Shares.

Because the price of the Shares depends on the value of the Index Futures held by the Investing Pool, the value of the Shares fluctuates based on the prices of commodity futures contracts reflected in the S&P GSCI-ER. The value of the S&P GSCI-ER has been extremely volatile at times during the past several years. Commodity prices are generally affected by, among other factors, the cost of producing, transporting and storing commodities, changes in consumer or commercial demand for commodities, the hedging and trading strategies of producers and consumers of commodities, speculative trading in commodities by commodity pools and other market participants, disruptions in commodity supply, weather, political and other global events, global economic factors and government intervention in or regulation of the commodity or commodity futures markets. These factors cannot be controlled by the Trust or the Investing Pool. Accordingly, the price of the Shares could change substantially and in a rapid and unpredictable manner. This exposes you to a potential loss on your investment in the Shares, regardless of the length of time you intend to hold your Shares.

The following events, among others, would generally result in a decline in the price of the Shares:

•

A significant increase in hedging activity by producers of the underlying commodities. Should producers of the commodities underlying the S&P GSCI™ Commodity Index, or the “S&P GSCI™,” increase their hedging of their future production through forward sales or other short positions, this increased selling pressure could depress the price of one or more of the underlying commodities, which could adversely affect the price of the Shares.

•

A significant change in the attitude of speculators and investors toward the S&P GSCI™ underlying futures contracts or commodities. Should the speculative community take a negative view towards one or more of the underlying futures contracts or commodities, it could cause a decline in the price of the Index Futures, which may reduce the price of the Shares.

•

Significant reductions in the size of positions permitted to be owned by the Investing Pool or others in Index Futures or in the futures contracts and/or commodities comprising the S&P GSCI™, for example as a result of more restrictive position limits or position limit exemptions or more expansive position aggregation requirements, could reduce liquidity and depress the price of the S&P GSCI™ and/or the underlying futures contracts or commodities, adversely affecting the value of your Shares.

Conversely, several factors could trigger a temporary increase in the price of the futures contracts or commodities underlying the S&P GSCI™ and, consequently, the Index Futures. In that case, you could buy Shares at prices affected by the temporarily high commodity prices, and you could subsequently incur losses when the causes for the temporary increase disappear.

Historical performance of the Index and the S&P GSCI-ER is no guide to their future performance or to the performance of the Shares.

Past performance of the Index and the S&P GSCI-ER is not necessarily indicative of their future performance or of the performance of the Shares. There can be no guarantee that the level of the Index or the S&P GSCI-ER will increase. You may lose some or all of your investment in the Shares.

Commodity futures trading may be illiquid. In addition, suspensions or disruptions of market trading in the commodities markets and related futures markets may adversely affect the value of your Shares.

The commodity futures markets are subject to temporary distortions or other disruptions due to various factors, including the lack of liquidity, congestion, disorderly markets, limitations on deliverable supplies, the participation of speculators, government regulation and intervention, technical and operational or system failures, nuclear accidents, terrorism, riots and acts of God. In addition, U.S. futures exchanges and some foreign exchanges have regulations that limit the amount of fluctuation in futures contract prices that may occur during a single business day. These limits are generally referred to as “daily price fluctuation limits,” and the maximum or minimum price of a contract on any given day as a result of these limits is referred to as a “limit price.” Once the limit price has been reached in a particular contract, it is possible that no trades may be made at a different price. It is not certain how long any such price limits would remain in effect. Limit prices may have the effect of precluding trading in a particular contract or forcing the liquidation of contracts at disadvantageous times or prices, consequently affecting the value of the S&P GSCI-ER. Further, the Clearing FCM or its account holders may represent, directly or indirectly, a substantial portion of the short-side interest in the Index Futures market. The existence of a limited number of market participants could cause or exacerbate temporary distortions, especially those distortions that result from illiquidity.

Any of these circumstances could adversely affect the value of the Index Futures held by the Investing Pool and, therefore, the value of your Shares. In addition, these circumstances could also limit trading in the Index Futures, which could affect the NAV and the trading price of the Shares. Accordingly, these limits may result in an NAV that differs, and may differ significantly, from the NAV that would prevail in the absence of such limits. If Baskets are created or redeemed at a time when these price limits are in effect, the creation or redemption price will reflect the price limits as well.

In calculating the S&P GSCI-ER, if the relevant trading facility does not publish a settlement price as scheduled, or publishes a settlement price that, in the reasonable judgment of the “Index Sponsor,” S&P Dow Jones Indices LLC, a subsidiary of the McGraw-Hill Companies, is manifestly incorrect, the Index Sponsor may determine the settlement price in its reasonable judgment. In addition, if any day on which the Index Sponsor calculates the S&P GSCI-ER is a day on which a relevant trading facility for a contract on a commodity that underlies the S&P GSCI-ER is not open, then the Index Sponsor uses the settlement price for that contract as of the last day on which that trading facility was open. In these circumstances, the value of the Index Futures and the value of your Shares may be adversely affected.

During a period when commodity prices are fairly stationary, an absence of “backwardation” in the prices of the commodities included in the S&P GSCI-ER may itself cause the price of your Shares to decrease.

As the futures contracts that underlie the S&P GSCI-ER near expiration, they are replaced by contracts that have a later expiration. Thus, for example, a contract purchased in March may specify a June expiration. As that contract nears expiration, it may be replaced by selling the June contract and purchasing the contract expiring in September. This process is referred to as “rolling.” Historically, the prices of some futures contracts (generally those relating to commodities that are typically consumed immediately rather than stored) have frequently been higher for contracts with shorter-term expirations than for contracts with longer-term expirations, which is referred to as “backwardation.” In these circumstances, absent other factors, the sale of the earlier contract would take place at a price that is higher than the price at which the later contract is purchased, thereby allowing the contract holder to purchase a greater quantity of the later contract. While some of the contracts included in the S&P GSCI-ER have historically exhibited periods of backwardation, backwardation will likely not exist at all times. Moreover, some of the commodities reflected in the S&P GSCI-ER have historically exhibited characteristics typical of “contango” markets rather than backwardation. Contango markets are those in which the prices of contracts are higher in the distant delivery months than in the nearer delivery months due to the costs of long-term storage of a physical commodity prior to delivery or other factors. The forward price of a commodity futures contract may also fluctuate between backwardation and contango.

The absence of backwardation, or the existence of contango, in the commodity markets could result in losses, which could adversely affect the value of the S&P GSCI-ER and, accordingly, decrease the value of your Shares. Moreover, because the Trust and the Investing Pool must pay certain ongoing fees and expenses, the value of the Shares may decrease even in periods where commodity prices are otherwise stationary.

Regulatory developments with respect to the futures and over-the-counter derivatives markets, and in particular, with respect to speculative trading in futures contracts and over-the-counter derivatives involving commodities and commodity indices, could adversely affect the value of your Shares.

In recent years, many bills have been introduced in the U.S. Congress targeting excessive speculation in commodities and commodity indices, including by institutional “index funds,” on regulated futures markets and in the over-the-counter (“OTC”) derivatives markets. Many of these legislative proposals have not been enacted but could be in the future.

In 2010, Congress adopted some anti-speculative proposals in the Dodd-Frank Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”). These provisions of the Dodd-Frank Act have been interpreted by the CFTC to require the CFTC to expand its speculative position limits, as appropriate, to a wider range of listed futures and options on physical commodities (including certain energy, metals and agricultural products) as well as to economically equivalent swaps while significantly narrowing the bona fide hedging exemptions to a narrower category of commercial market participants and physical hedging strategies.

Pursuant to the provisions of the Dodd-Frank Act described above, the CFTC adopted regulations in October 2011 (the “Position Limits Rules”) that impose new federal position limits on futures and options on a subset of energy, metal, and agricultural commodities and economically equivalent swaps (collectively, “referenced contracts”). The Position Limits Rules, which were scheduled to phase in beginning October 12, 2012, were vacated by the U.S. District Court for the District of Columbia in a decision dated September 28, 2012, and remanded to the CFTC for determination on whether the CFTC should impose position limits without a finding of necessity and appropriateness, in the context of the statutory provisions of the Commodity Exchange Act (the “CEA”). On November 15, 2012, the CFTC filed a notice of appeal of the district court decision.

The referenced contracts that were subject to the vacated Position Limits Rules represented a number of the futures contracts included in the S&P GSCI-ER and a substantial portion of the weight of the S&P GSCI-ER. Consequently, to the extent similar rules are adopted in the future, the maximum positions that market participants can hold in the referenced contracts that underlie the S&P GSCI-ER may be limited, which could reduce the liquidity of such referenced contracts and adversely affect the performance of the S&P GSCI-ER and the value of your Shares. Moreover, because the relative weights of the commodities in the S&P GSCI-ER are largely determined based on the trading volume of the futures contracts designated for such commodities, a reduction in the trading volume of such futures contracts could significantly alter the weights of the futures contracts underlying the S&P GSCI-ER, which could have further adverse effects on the level of the S&P GSCI-ER and the value of your Shares.

The vacated Position Limits Rules also expanded the circumstances requiring persons to aggregate referenced contracts that are owned or controlled by such persons. Specifically, the Position Limits Rules required a person holding positions in multiple commodity pools with identical trading strategies to aggregate the pools’ positions in referenced contracts with other positions in referenced contracts held or controlled by such person. Although Index Futures were not among the referenced contracts identified in the vacated Position Limits Rules, if similar aggregation requirements are adopted in the future, it could nonetheless impair the abilities of some participants in the market for Index Futures to hedge their exposure, which could reduce liquidity in such Index Futures and the futures contracts and commodities underlying the S&P GSCI-ER and adversely affect the value of the Shares.

The vacated Position Limits Rules also narrowed the existing bona fide hedge exemption for referenced contracts. A similar measure, if adopted, may affect the hedging and investing activities of participants in the markets for the Index Futures and the futures contracts and commodities underlying the S&P GSCI-ER, which in turn could reduce the liquidity and adversely affect the pricing of the Index Futures and such futures contracts and commodities. Any of these effects could increase volatility in and otherwise adversely affect the price of the Shares.

The CFTC may lower the applicable position limits, apply position limits to a broader range of contracts (including commodity index contracts such as the Index Futures) or further restrict position limit exemptions. If any of these actions is taken, such measures could further reduce the size of positions that the Investing Pool and other investors could hold directly in Index Futures and the underlying futures contracts and commodities, with potential reductions in liquidity and adverse effects on the pricing of Index Futures. See also “—The value of the Shares depends on the value of Index Futures, which fluctuates based on the prices of commodity futures contracts reflected in the S&P GSCI-ER. These prices may be volatile, thereby creating the potential for losses regardless of the length of time you intend to hold your Shares.”

From August 24, 2009 to April 26, 2010, the Trust suspended the issuance of new Baskets because it could not invest the proceeds of such issuances in additional Index Future positions due to restrictions on speculative position limits imposed by the CME.

Certain other rules proposed pursuant to the Dodd-Frank Act also may have an impact on the Trust, the Investing Pool and the value and continued availability of the Shares. On December 22, 2010, the CFTC proposed rules (the “DCM Proposed Rules”) that would require that at least 85% of the total volume of any contract listed on a “designated contract market,” or “DCM,” including the Index Futures, be executed through the central order book, rather than as a block transaction or other non-competitively executed transaction. Contracts that do not meet the 85% threshold would be required to be delisted by the DCM and transferred to a swap execution facility or liquidated. Generally, the Investing Pool’s transactions in Index Futures are expected to be executed through block or “exchange for related positions” or “EFRP” transactions that are not executed through the CME’s central order book. While subject to revision by the CFTC in response to public comment, this provision of the DCM Proposed Rules could, if adopted as proposed, significantly and adversely affect the availability, liquidity and price of Index Futures, as well as futures contracts currently included or which may in the future be included in the S&P GSCI-ER, and could inhibit the Trust’s ability to redeem and offer Shares, which in turn could adversely affect the value and continued availability of the Shares.

On April 9, 2012, the CFTC adopted rules regarding the risk management practices of clearing members (the “FCM Rules”), some of which became effective on October 1, 2012 and others of which have been stayed by temporary no-action relief through no later than June 1, 2013. The FCM Rules require the Investing Pool’s Clearing FCM to establish risk-based limits on position and order size, amongst other measures. The FCM Rules may lead the Investing Pool’s Clearing FCM to reduce its internal limits on the size of the Index Future positions it executes or clears for the Investing Pool, reducing the Investing Pool’s and other market participants’ ability to transact in Index Futures, and potentially adversely affecting the price of Shares. In the event that the Investing Pool’s Clearing FCM does reduce its internal limits on the size of Index Future positions, the Investing Pool may deem it feasible to use additional clearing FCMs. If this happens, it could substantially increase the costs of clearing for the Investing Pool.

Other regulatory measures under the Dodd-Frank Act could increase the costs of the Investing Pool, result in significant direct limitations on the maximum permitted size of the Investing Pool’s futures positions and therefore on the size of the Trust, or affect liquidity in the market for the Index Futures or the underlying futures contracts, as well as the correlation between the price of the Shares and the net asset value of the Trust. Any such measures could adversely affect the value of your Shares.

Risk Factors Relating to Index Futures and the S&P GSCI-ER

The trading of various Index Futures presents risks unrelated to the S&P GSCI-ER that could adversely affect the value of your Shares.

Although Index Futures are based on the S&P GSCI-ER, the value of the Index Futures could be affected by factors that do not directly affect the S&P GSCI-ER and accordingly, the value of the Index Futures and the level of the S&P GSCI-ER may vary from each other. The activities of market participants in trading Index Futures, or in trading other instruments related to the S&P GSCI-ER, could affect the value of the Index Futures independent of any change in the S&P GSCI-ER and adversely affect the correlation between the value of the Index Futures and the level of the S&P GSCI-ER.

The prices of the various Index Futures are expected to reflect supply and demand in the market for such Index Futures, which in turn may reflect market expectations at any given time about prospective changes in the level of the S&P GSCI-ER and other market conditions. In this way, trading in the market for an Index Future might cause a divergence between the price of such Index Future and the level of the S&P GSCI-ER. Similarly, actions by the CME with respect to Index Futures, such as the imposition of trading or price limits, could adversely affect this correlation. In these circumstances, it is possible that changes in the NAV, which is calculated based on the value of the Index Futures, will not adequately reflect changes in the level of the S&P GSCI-ER. In the event of market disruptions with respect to the Index Futures, such as a suspension of trading by the CME as a result of market activity, systems or communications failures or other causes, the value of the Index Futures and the level of the S&P GSCI-ER could diverge, which could adversely affect the value of the Shares.

Although arbitrage activity by market participants is expected to have the effect of reducing or mitigating divergence between the value of the Index Futures and the level of the S&P GSCI-ER, such arbitrage activity may not fully offset any divergence at all times during which the Shares are outstanding. During any period the Investing Pool is trading Index Futures of more than one type, differences in the settlement values of such Index Futures, to the extent not offset by arbitrage activity between such Index Futures may limit the expected benefits of, or otherwise adversely affect, arbitrage activity between the Shares and the Index Futures. In the event that any such divergence between the value of the Index Futures and the level of the S&P GSCI-ER exists from time to time, changes in the NAV, which is calculated based on the value of the Index Futures, may not adequately reflect changes in the level of the S&P GSCI-ER, which could adversely affect the value of the Shares. The impact of certain of these considerations may be heightened in cases where the Investing Pool’s positions are concentrated in a particular Index Future or in cases where the Investing Pool represents a substantial portion of the open interest in a particular Index Future.

In addition, other actions taken by the CME, including rule changes relating to clearing fees, margin requirements, or the minimum price fluctuations applicable to an Index Future, may result in economic, tax or other consequences to market participants that trade or hold Index Futures. Such actions may result in consequences that adversely affect Shareholders without necessarily affecting the correlation between the settlement price of the Index Futures and the level of the S&P GSCI-ER.

The S&P GSCI-ER may in the future include contracts that are not traded on regulated futures exchanges and that offer different or diminished protections to investors.

The S&P GSCI-ER is comprised exclusively of futures contracts traded on DCMs, or regulated futures exchanges. However, the S&P GSCI-ER may in the future include contracts (such as swaps and forward contracts) traded in the over-the-counter market or on trading facilities that are subject to lesser degrees of regulation or, in some cases, no substantive regulation. As a result, trading in such contracts, and the manner in which prices and volumes are reported by the relevant trading facilities, may not be subject to the same provisions of, and the protections afforded by, the CEA or other applicable statutes and related regulations that govern trading on regulated futures exchanges. In addition, many electronic trading facilities have only recently initiated trading and do not have significant trading histories. As a result, the trading of contracts on such facilities and the inclusion of such contracts in the S&P GSCI-ER may be subject to risks not presented by most exchange-traded futures contracts, including risks related to the liquidity and price histories of the relevant contracts.

Changes in the composition and valuation of the S&P GSCI-ER may adversely affect your Shares.

The composition of the S&P GSCI-ER may change over time as additional commodities satisfy the eligibility criteria or commodities currently included in the S&P GSCI-ER fail to satisfy those criteria. The weighting factors applied to each commodity included in the S&P GSCI-ER change annually, based on changes in commodity production statistics. In addition, the Index Sponsor may modify the method for determining the composition and weighting of the S&P GSCI-ER and for calculating its value. A number of modifications to the methodology for determining the contracts to be included in the S&P GSCI-ER, and for valuing the S&P GSCI-ER, have been made in the past several years, and further modifications may be made. Such changes could adversely affect the value of your Shares.

A cessation of publication of the S&P GSCI-ER could materially and adversely affect the activities of the Trust.

The S&P GSCI-ER is administered, calculated and published by the Index Sponsor, which has the right to cease publication of the S&P GSCI-ER at its discretion at any time. Under the terms of its agreement with the CME, the Index Sponsor is required, if it ceases publication of the S&P GSCI-ER, to negotiate in good faith with the CME to permit the CME to continue to calculate the S&P GSCI-ER in order to permit Index Futures on the S&P GSCI-ER to continue to trade. However, even if the Index Sponsor satisfies its obligations under its agreement with the CME, the Manager may determine that, upon a cessation of publication of the S&P GSCI-ER, it is no longer advisable to invest in Index Futures and no other futures contract that reflects the performance of a successor or reasonably similar index presents an acceptable alternative investment, in which event the Investing Pool and the Trust may be liquidated.

Futures contracts (including the Index Futures) are not assets with intrinsic value.

Trading in futures transfers the risk of future price movements from one market participant to another. This means that for every gain, there is an equal and offsetting loss. Futures contracts themselves (including Index Futures) are not assets with intrinsic value, and simply reflect, in the case of cash-settled contracts, certain rights to payment or obligations to make payments to the other party to the contract, and in the case of physically-settled contracts, such as the futures contracts underlying the Index, an agreement to make or take delivery of a particular asset at a specified price. Accordingly, market participants taking the opposite side of the Investing Pool’s Index Future trades may believe that the price of such Index Future will move against the Investing Pool, and the Investing Pool may be at an informational or other disadvantage relative to such market participants.

The Investing Pool’s trading activity in Index Futures could expose it to additional risks.

In order for the Trust to achieve its investment objective on an ongoing basis, it is anticipated that existing positions in Index Futures will need to be closed out and new positions in Index Futures will need to be established from time to time. The Investing Pool may further close out of existing positions and establish new positions in Index Futures from time to time, including new positions in earlier expiring Index Futures, which may allow it to reduce its concentration in any particular Index Future or to benefit from more liquid markets or otherwise beneficial market activity in Index Futures listed with different expirations or on different DCMs. This activity is expected to cause the Investing Pool to incur transaction costs, such as brokerage fees and commissions, and may cause the Shares to under-perform the Index. In particular, the prices obtained in connection with rolling Index Future positions may be adversely affected by market conditions (including the possibility of market disruptions) and by the trading activities of other market participants, which may reflect market awareness of the Investing Pool’s position in its Index Futures. For example, if other market participants are able to anticipate the timing of the Investing Pool’s transactions, they may be able to execute transactions in advance of the Investing Pool, which would allow these market participants to benefit from the transactions executed by the Investing Pool but adversely affect the prices obtained by the Investing Pool. In addition, if the Investing Pool’s Index Future positions represents a significant part of the open long interest in such Index Future, as has been historically been the case from time to time, other market participants may take this into account, with a potential adverse impact on the prices at which the Investing Pool is able to execute such transactions. There can be no assurance that the Investing Pool will be able to effect its transactions in a manner that will allow it to avoid these risks. The CME or other DCMs may cease to list other Index Futures that the Investing Pool will be able to roll its positions into, and any Index Futures listed by a DCM in the future may have terms that differ from those currently held by the Investing Pool.

The liquidation of Index Futures could expose the Investing Pool to the effects of temporary aberrations or distortions in the market, which could adversely affect the prices at which the Investing Pool’s Index Future positions are liquidated.

If the Investing Pool liquidates positions in Index Futures in order to satisfy redemption requests or to pay expenses and liabilities, it does so by entering sell orders with the Clearing FCM for execution on the applicable DCM. The resulting sales serve to offset a portion of the Investing Pool’s long positions in Index Futures. However, in entering sell orders, the Investing Pool is subject to the risk that temporary aberrations or distortions will occur in the market at the time these sales are effected and that the prices received by the Investing Pool on its sales could be adversely affected, thereby adversely affecting the value of the Shares. Such aberrations or distortions could occur as a result of trading activities by other market participants or actions taken by the Clearing FCM, a DCM, other self-regulatory organizations or regulatory authorities, including the liquidation of the Index Futures to satisfy applicable margin requirements. If the Index Futures are liquidated at inopportune times or in a manner that causes a temporary market distortion, this may adversely affect the NAV and the value of your Shares.

The Clearing FCM or an Exchange’s clearing house could fail.

In the event of the bankruptcy of the Clearing FCM or the CME’s clearing house, the Investing Pool could be exposed to a risk of loss with respect to its assets that are posted as margin. If such a bankruptcy were to occur, the Investing Pool would be afforded the protections granted to customers of a futures commission merchant (“FCM”), and participants to transactions cleared through a clearing house, under the United States Bankruptcy Code and applicable CFTC regulations. Such provisions generally provide for a pro rata distribution to customers of customer property held by the bankrupt FCM or an Exchange’s clearing house if the customer property held by the FCM or the clearing house is insufficient to satisfy all customer claims. In any case, there can be no assurance that these protections will be effective in allowing the Investing Pool to recover all, or even any, of the amounts it has deposited as margin.

Bankruptcy of the Investing Pool’s Clearing FCM can be caused by, among other things, the default of one of the Clearing FCM’s customers. In this event, CME’s clearing house is permitted to use the entire amount of margin posted by the Investing Pool (as well as margin posted by other customers of the Clearing FCM) to cover the amounts owed by the bankrupt Clearing FCM. Consequently, the Investing Pool could be unable to recover amounts due to it on its Index Future positions, including assets posted as margin, and could sustain substantial losses, even if the level of the S&P GSCI-ER increases.

On November 14, 2012, the CFTC proposed regulations relating to enhanced customer protections, risk management programs, internal monitoring and controls, capital and liquidity standards, customer disclosures and auditing and examination programs for FCMs. There can be no assurance that the adoption or implementation of any such regulations would prevent losses to, or not materially adversely affect, the Investing Pool, the Trust or the Shareholders.

You have no recourse to the Index Sponsor.

You have no rights against the Index Sponsor or its successors.

The Shares are not sponsored, endorsed, sold or promoted by the Index Sponsor. The Index Sponsor makes no representation or warranty, express or implied, to the owners of the Shares or any member of the public regarding the advisability of investing in securities generally or in the Shares particularly or the ability of the S&P GSCI™, the S&P GSCI-ER or the Index, including, without limitation, all sub-indices, to track the appropriate market performance. The Index Sponsor’s only relationship to BAMII, the Trustee, the Trust or the Investing Pool is the licensing of certain trademarks, trade names of the Index Sponsor and the S&P GSCI™ and other intellectual property. The S&P GSCI™, the S&P GSCI-ER and the Index are determined and composed by the Index Sponsor and calculated by the Index Sponsor or its agents without regard to BAMII, the Trustee, the Trust or the Investing Pool. The Index Sponsor has no obligation to take the needs of BAMII, the Trustee, the Trust, the Investing Pool or the Shareholders into

consideration in determining, composing or calculating the S&P GSCI™, the S&P GSCI-ER or the Index. The Index Sponsor is not responsible for and has not participated in the determination of the prices and the number of Shares or the timing of the issuance of sale of Shares or in the determination or calculation of the NAV or the composition of the Index Futures and Collateral Assets for which Shares are created or redeemed. The Index Sponsor has no obligation or liability in connection with the administration, marketing or trading of the Shares.

The Index Sponsor does not guarantee the accuracy or the completeness of the S&P GSCI™, the S&P GSCI-ER or the Index or any data included therein, and the Index Sponsor disclaims any and all liability for any errors, omissions, or interruptions therein. The Index Sponsor makes no warranty, express or implied, as to the results to be obtained by the Trust, the Investing Pool, the Shareholders or any other person or entity from use of the S&P GSCI™, the S&P GSCI-ER or the Index or any data included therein. The Index Sponsor makes no express or implied warranties, and expressly disclaims all warranties of merchantability or fitness for a particular purpose or use with respect to the S&P GSCI™, the S&P GSCI-ER or the Index or any data included therein. Without limiting any of the foregoing, the Index Sponsor expressly disclaims any and all liability for any special, punitive, indirect, or consequential damages (including lost profits), even if notified of the possibility of such damages.

Risk Factors Relating to the Trust and the Investing Pool

The returns on the Shares will not precisely correlate with the performance of the Index.

The value of and returns on the Shares are expected to reflect the value of and returns on the Trust’s underlying investments, held through the Investing Pool, in Index Futures and the cash or other Collateral Assets held to collateralize the Index Future positions. The returns on the Shares will not precisely correlate with the performance of the Index due to, among other factors, differences between the return on the Collateral Assets and the U.S. Treasury rate used to calculate the U.S. Treasury return component of the Index, timing differences, differences between the portion of the Investing Pool’s assets invested in Index Futures versus the portion of the return of the Index contributed by the S&P GSCI-ER, differences between the settlement price of Index Futures and the closing level of the S&P GSCI-ER and the payment of expenses and liabilities by the Trust and the Investing Pool.

Because the Trust and the Investing Pool are passive investment vehicles, the value of the Shares may be adversely affected by losses that, if these vehicles had been actively managed, might have been possible to avoid.

The Trustee passively invests substantially all of the Trust’s assets in Investing Pool Interests, and BlackRock Fund Advisors, the Investing Pool’s commodity trading advisor, or the “Advisor,” manages the Investing Pool’s assets in a manner that seeks to obtain returns that correspond generally to the performance of the Index, before the payment of expenses and liabilities of the Trust and the Investing Pool. This means that the net asset value of the Investing Pool and, consequently, the NAV are intended to generally track the Index when it is flat or declining, as well as when it is rising, and, therefore, it is highly likely that the value of the Shares will be adversely affected by a decline in commodity futures prices reflected in the Index. The Advisor does not engage in any activity designed to obtain a profit from, or to ameliorate losses caused by, changes in the level of the Index or the S&P GSCI-ER or the value of the Collateral Assets, including making use of any of the hedging techniques available to professional commodity futures traders to attempt to reduce the risks of losses resulting from commodity price decreases.

Fees and expenses payable by the Investing Pool are charged regardless of profitability and may result in a depletion of its assets.

The Investing Pool is subject to the fees and expenses described in this prospectus, which are payable irrespective of profitability. These fees and expenses include an allocation to the Manager that accrues daily at an annualized rate equal to 0.75% of the net asset value of the Investing Pool and is payable by the Investing Pool monthly in arrears.

Interest earned on the assets posted as collateral is paid to the Investing Pool and is used to pay the fixed fee to the Manager. A prolonged decline in interest rates could materially affect the amount of interest paid to the Investment Pool. In the case of either an extraordinary expense and/or insufficient interest income to cover ordinary expenses, the Investing Pool could be forced to liquidate its Index Future positions to pay such expenses.

The ability of the Trust and the Investing Pool to operate is dependent on the Sponsor, the Trustee, the Manager, the Advisor and certain other key service providers and other parties.

The ability of the Trust and the Investing Pool to operate and the ability of the Trust to achieve its investment objective is dependent on a number of parties, including:

•

BlackRock Asset Management International Inc., who exercises general oversight and authority over the Trust as its Sponsor, and over the Investing Pool as its Manager;

•

BlackRock Institutional Trust Company, N.A., who is responsible for the day-to-day administration of the Trust as its Trustee, and over the Investing Pool as its Administrator;

•

State Street Bank and Trust Company, who provides certain administrative and custodial services to the Trust and the Investing Pool;

•

BlackRock Fund Advisors, as Advisor, who exercises general oversight over the Investing Pool’s investment activities;

•

Goldman, Sachs & Co., as Clearing FCM, through which the Investing Pool transacts in Index Futures and maintains its Index Future positions;

•

the CME, through which the Investing Pool’s Index Future transactions clear and settle;

•

S&P Dow Jones Indices LLC, as Index Sponsor, who maintains the Index, and whose affiliate owns the intellectual property rights to the Index on which the Trust’s investment objective is based;

•

the Authorized Participants, whose creation and redemption activities allow Index Futures and Collateral Assets to be converted to Shares and vice versa, to help maintain the relationship between the Index and the Shares;

•

SEI Investments Distribution Co., as “Processing Agent,” who performs certain functions in connection with processing creation and redemption orders; and

•

PricewaterhouseCoopers LLP, who provides tax reporting and related services.

Disruptions in the business of any of the foregoing parties or the termination of the Trust’s relationship with any of the foregoing parties could adversely affect the Trust’s operations. Shared ownership of a number of the foregoing parties may heighten this risk. BAMII, the Trustee and the Advisor are commonly controlled subsidiaries of BlackRock, Inc. The Clearing FCM and its affiliate are Authorized Participants. A number of the foregoing parties are publicly traded companies or subsidiaries of publicly traded companies, and a portion of their shares may be owned by one or more of the other foregoing parties.

The Trust is exposed to various operational risks.

The Trust is exposed to various operational risks, including human error, information technology failures and failure to comply with formal procedures intended to mitigate these risks, and is particularly dependent on electronic means of communicating, record-keeping and otherwise conducting business. In addition, the Trust generally exculpates, and in some cases indemnifies, its counterparties with respect to losses arising from unforeseen circumstances and events, which may include the interruption, suspension or restriction of trading on or the closure of NYSE Arca, an Exchange, or an exchange on which the futures contracts underlying the Index trade, power or other mechanical or technological failures or interruptions, computer viruses, communications disruptions, work stoppages, natural disasters, fire, war, terrorism, riots, rebellions or other circumstances beyond its or its counterparties’ control. Accordingly, the Trust generally bears the risk of loss with respect to these unforeseen circumstances and events to the extent relating to the Trust or the Shares, which may limit or prevent the Trust from generating returns corresponding to those of the Index or otherwise expose it to loss.

Although it is generally expected that the Trust’s direct counterparties will generally have disaster recovery or similar programs or safeguards in place to mitigate the effect of such unforeseen circumstances and events, there can be no assurance that these safeguards are in place for all parties whose activities may affect the performance of the Trust, or that these safeguards, even if implemented, will be successful in preventing losses associated with such unforeseen circumstances and events. Nor can there be any assurance that the systems and applications on which the Trust relies will continue to operate as intended. In addition to potentially causing performance failures at, or direct losses to, the Trust, any such unforeseen circumstances and events or operational failures may further distract the counterparties or personnel on which the Trust relies, reducing their ability to conduct the activities on which the Trust is dependent. These risks cannot be fully mitigated or prevented, and further efforts or expenditures to do so may not be cost-effective, whether due to reduced benefits from implementing additional or redundant safeguards or due to increases in associated maintenance requirements and other expenses that may make it more costly for the Trust to operate in more typical circumstances

The price you receive upon the sale of your Shares may be less than their NAV.

Shares may trade at, above or below their NAV. The NAV fluctuates with changes in the market value of the Investing Pool’s assets. The trading price of Shares fluctuates in accordance with changes in the NAV, intraday changes in the value of the Index Futures and market supply and demand. The amount of the discount or premium in the trading price of the Shares relative to their NAV may be influenced by non-concurrent trading hours between NYSE Arca, the exchange on which the Shares trade, the DCMs on which Index Futures trade, and the principal commodities markets on which the futures contracts in the S&P GSCI-ER trade. While the Shares are expected to trade on NYSE Arca until 4:00 p.m. (New York time), liquidity in the markets for the Index Futures and the futures contracts underlying the S&P GSCI-ER is expected to be reduced whenever the principal markets for those contracts are closed. As a result, trading spreads, and the resulting premium or discount on Shares, may widen during these “gaps” in market trading hours.

The Trust is not obligated to pay periodic distributions or dividends to Shareholders.

Interest or other income received with respect to the Trust’s assets (held directly or through the Investing Pool) may be used to acquire additional Index Futures or Collateral Assets or, in the discretion of the Sponsor, distributed to the Shareholders. The Trust is not obligated, however, to make any distributions to Shareholders at any time prior to the dissolution of the Trust.

The Trust could be liquidated at a time when the disposition of its interests will result in losses to investors in Shares.

Certain events, such as the delisting of the Shares, the election by 75% of the Shareholders to dissolve the Trust, the resignation by the Trustee without a successor, the Trust becoming subject to regulation as an “investment company,” the liquidation of the Investing Pool, the Trust or the Investing Pool becoming subject to taxation as an association taxable as a corporation, or the DTC

becoming unable or unwilling to perform its functions, may prompt the Trust’s dissolution. Upon dissolution of the Trust, the Trust will in most circumstances redeem its holdings in Investing Pool Interests, and the Investing Pool will sell the Index Futures and securities held by it in the amount necessary to cover all expenses of liquidation and to pay any outstanding liabilities of the Trust. The remaining assets will be distributed among investors surrendering Shares. In the event the Trustee cannot distribute such assets proportionately among the Shareholders entitled thereto or if the Trustee determines that such distribution is not lawful or feasible, the Trustee may use any other method of distribution that it deems to be lawful, equitable and feasible, including the public or private sale of Trust assets and the distribution of the proceeds thereof. Any property remaining in the possession of the Trustee after ninety days may be sold by the Trustee, and the proceeds of the sale will be held by the Trustee until claimed by any remaining Shareholders.

In connection with any such liquidation, Trust property may be sold for prices that are less than the portion of the NAV attributable to such Trust property. Accordingly, the liquidation of Trust property may result in losses, or adversely affect your gains, on your investment in Shares.

The Manager has broad discretion to liquidate the Investing Pool at any time.

The limited liability company agreement of the Investing Pool provides the Manager with broad discretion to liquidate the Investing Pool at any time the Manager determines that liquidation of the Investing Pool is advisable. Subject to certain exceptions, any liquidation of the Investing Pool will require the Trustee to dissolve the Trust and redeem your Shares. It cannot be predicted when or under what circumstances, if any, the Manager would use this discretion to liquidate the Investing Pool. Any such liquidation may occur at a time when you are suffering a loss on your investment in the Shares and may upset the overall maturity and timing of your investment portfolio.

Shareholders with large holdings may choose to dissolve the Trust and thereby adversely affect your investment in the Shares.

Owners of 75% or more of the Shares have the power to dissolve the Trust. This power may be exercised by a relatively small number of holders. If it is so exercised, investors who wished to continue to invest in the performance of the Index through the vehicle of the Trust will have to find another vehicle, and may not be able to find another vehicle that offers the same features as the Trust. Moreover, such a dissolution may occur at a time when you are suffering a loss on your investment in the Shares and may upset the overall maturity and timing of your investment portfolio.

The Shares may not provide anticipated benefits of diversification from other asset classes.

Historically, the performance of physical commodity futures prices generally has not been correlated to the performance of financial asset classes, such as stocks and bonds. Non-correlation means that there is no statistically significant relationship, positive or negative, between the past performance of futures contracts on physical commodities, on the one hand, and stocks or bonds, on the other hand. Despite this lack of correlation, Shares cannot be expected to be automatically profitable during unfavorable periods for the stock or bond markets, or automatically unprofitable during favorable periods for the stock or bond markets. The commodity futures markets are fundamentally different from the securities markets in that for every gain in commodity futures trading, there is an equal and offsetting loss. The performance of the Shares may reflect positive or negative correlation to one or more financial asset classes, in which case any investment strategy relying on the absence of any such correlation may not be successful.

The liquidity of the Shares may be affected by the withdrawal from participation of Authorized Participants or by the suspension of issuance, transfers or redemptions of Shares by the Trustee.

If one or more Authorized Participants withdraw from participation, it may become more difficult to create or redeem Baskets, which may reduce the liquidity of the Shares. If it becomes more difficult to create or redeem Baskets, the correlation between the price of the Shares and the NAV may be affected, which may affect the trading market for the Shares. Having fewer participants in the market for the Shares could also adversely affect the ability to arbitrage any price difference between the Index Futures and the Shares, which may affect the trading market and liquidity of the Shares.

In addition, the Trustee has the power to suspend the delivery of Shares, registration of transfers of Shares and surrenders of Shares for the purpose of withdrawing Trust property generally, or to refuse a particular deposit, transfer or withdrawal at any time, if the Trustee or the Sponsor determines that it is advisable to do so for any reason. From August 24, 2009 to April 26, 2010, the Trust suspended the issuance of new Shares because the Trust could not invest the proceeds of new issuances in additional Index Future positions due to restrictions on speculative position limits imposed by the CME. The liquidity of the Shares and the correlation between the value of the Shares and the level of the Index may be adversely affected in the event of any such suspension of issuance, transfer or redemption.

The lack of an active trading market for the Shares may result in losses on your investment at the time of disposition of your Shares.

Although the Shares are listed on NYSE Arca, there can be no guarantee that an active trading market for the Shares will develop or be maintained. If you need to sell your Shares at a time when no active market for them exists, the price you receive for your Shares, assuming that you are able to sell them, will likely be lower than that you would receive if an active market did exist.

You may be adversely affected by redemption orders that are subject to postponement, suspension or rejection under certain circumstances.

The Trustee may suspend the right of redemption or postpone the redemption settlement date for such periods as it or the Sponsor deems to be necessary for any reason. In addition, the Trustee has the absolute right to reject any redemption order, for reasons including, among others, (1) the related order not being in the proper form prescribed by the agreements with the Authorized Participants, (2) market conditions or other circumstances that make transactions in or delivery of the Shares or the Index Futures impossible or impractical, (3) a determination by the Trustee that the acceptance of the related order would have adverse tax or other consequences to the Trust, the Investing Pool or the Shareholders, or (4) circumstances that would cause the acceptance of the related order to result in a violation of law in the opinion of counsel to the Trustee, the Sponsor, the Trust Administrator or the Processing Agent. Any such postponement, suspension or rejection could adversely affect a redeeming Authorized Participant. For example, the resulting delay may adversely affect the value of the redemption proceeds if the NAV declines during the period of the delay. Under the agreements with the Authorized Participants, the Trustee disclaims any liability that may result from any such suspension, postponement or rejection.

Competition from other commodities-related investments could limit the market for, and reduce the liquidity of, the Shares.

Demand for the Shares is expected to be affected by the attractiveness of an investment in the Shares relative to other investment vehicles, including other commodity pools, hedge funds, traditional debt and equity securities issued by companies in the commodities industry, other securities backed by or linked to commodities, and direct investments in commodities or commodity futures contracts. Market, financial and other conditions or factors may make it more attractive to invest in other investment vehicles or to invest in such commodities directly, which could limit the market for, and reduce the liquidity of, the Shares.

The price of the Shares could decrease if unanticipated operational or trading problems arise.

If the processes of creation and redemption of Shares encounter any unanticipated difficulties, potential market participants who would otherwise be willing to purchase or redeem Baskets to take advantage of any arbitrage opportunity arising from discrepancies between the price of the Shares and the price of the underlying Index Futures may choose not to do so. If this is the case, the price of the Shares may vary from the price of an equivalent position in Index Futures and may trade at a discount to their NAV. In addition, in some circumstances, such as the failure of the registration statement covering the Shares to be effective, the Trust may be unable to create or redeem Shares, which may have similar consequences.

Exchange position limits and other rules may restrict the creation of Baskets and the operation of the Investing Pool.

The CME imposes speculative position limits on market participants trading in Index Futures, including the Investing Pool, that typically prohibit any person from holding a position of more than 59,000 contracts. The Investing Pool has obtained a risk management exemption from these position limits that should permit the Investing Pool to hold up to 119,000 contracts. Position limits may also apply to other Index Futures traded by the Investing Pool. The Trust’s ability to issue new Baskets or reinvest income in additional Index Futures may be limited to the extent these activities would cause the Investing Pool to exceed the position limits then applicable to those Index Futures. The Investing Pool may also be required to liquidate any existing contracts in excess of the then-applicable position limits, including as a result of changes to applicable position limits or as a result of the loss of an exemption, or take other actions with potentially adverse effects on the liquidity or value of the Shares.

Additionally, legislative or regulatory action, actions by a DCM or actions by the Clearing FCM may impose limitations on the size of positions that the Investing Pool may take in Index Futures and/or impose limitations on the size of positions that may be carried by other market participants, adversely affecting the liquidity and price of Index Futures and the underlying futures. Such events could force the Investing Pool or other market participants to sell Index Futures, or encourage market participants to sell or redeem their Shares. The CFTC has proposed that any risk management exemptions granted by designated contract markets, such as the exemption applicable to the Investing Pool’s positions in Index Futures, would be subject to CFTC review and approval. As a result, if adopted, the maximum position in Index Futures permitted to be held by the Investing Pool could be significantly reduced in size, which could in turn require the Investing Pool to liquidate some or all of its positions in Index Futures. Any such reduction could affect the liquidity of Index Futures and adversely impact the price of the Shares as well as the correlation between the price of the Shares and the net asset value of the Trust. See also “Risk Factors Relating to Commodities Markets—Regulatory developments with respect to the futures and over-the-counter derivatives markets, and in particular, with respect to speculative trading in futures contracts and over-the-counter derivatives involving commodities and commodity indices, could adversely affect the value of your Shares.”

DCMs may also take steps, such as requiring liquidation of open positions, in the case of disorderly markets, market congestion and other market disruptions. These actions could require the Investing Pool to liquidate all or part of its Index Future positions or require holders of positions in the futures contracts underlying the S&P GSCI-ER to liquidate their positions. This could affect the level of the Index and the NAV. See also “Risk Factors Relating to Commodities Markets—Regulatory developments with respect to the futures and over-the-counter derivatives markets, and in particular, with respect to speculative trading in futures contracts and over-the-counter derivatives involving commodities and commodity indices, could adversely affect the value of your Shares.”

Shareholders do not have the rights normally associated with ownership of common shares.

Shareholders are not entitled to the same rights as owners of shares issued by a corporation. By acquiring Shares, you are not acquiring the right to elect directors, to receive dividends, to vote on certain matters regarding the Trust or to take other actions normally associated with the ownership of common shares.

Additionally, the Sponsor and the Trustee exercise substantial control over the Trust’s activities, and the Manager exercises substantial control over the Investing Pool’s activities. Among other things, the trust agreement of the Trust authorizes the Sponsor to determine whether to make distributions to Shareholders, gives the Trustee oversight over NAV calculations and the creation and redemption process and the investing pool gives the Manager the right to liquidate the Investing Pool if it deems such liquidation advisable. The Sponsor and the Trustee may amend the provisions of the Trust’s trust agreement, including in a manner adverse to Shareholders, without Shareholder consent, and the Manager and the Trust may amend the provisions of the Investing Pool’s limited liability company agreement, including to change the assets through which the Trust seeks to achieve its investment objective, which may alter the nature of an investment in, and the performance of, the Shares.

The Trust’s trust agreement provides that in the case of a conflict of interest between the Trustee, the Sponsor and their affiliates, on the one hand, and the holders of Shares, on the other, the Trustee and the Sponsor will resolve such conflict considering the relevant interests of each party (including their own interests) and related benefits and burdens, any customary or accepted industry practices, and any applicable generally accepted accounting practices or principles. The Trust’s trust agreement further provides that in the absence of bad faith by the Trustee or the Sponsor, such a resolution will not constitute a breach of the trust agreement or any duty or obligation of the Trustee or the Sponsor.

Shareholders do not have the protections normally associated with the ownership of shares in an investment company registered under the Investment Company Act.

Neither the Trust nor the Investing Pool is registered as an investment company for purposes of United States federal securities laws, and neither is subject to regulation by the Securities and Exchange Commission (the “SEC”) as an investment company. Consequently, Shareholders do not have the regulatory protections provided to investors in investment companies registered under the Investment Company Act. For example, the provisions of the Investment Company Act that limit transactions with affiliates, prohibit the suspension of redemptions (except under limited circumstances) and limit sales loads do not apply to the Trust or the Investing Pool. BlackRock Asset Management International Inc., as the Sponsor and the Manager, is registered with the CFTC as a commodity pool operator, and BlackRock Fund Advisors, as the Advisor, is registered with the CFTC as a commodity trading advisor. The CFTC therefore has jurisdiction over these entities and regulatory authority over certain activities of the Trust and the Investing Pool. The nature and degree of this regulation differs from the regulatory scheme imposed under the Investment Company Act.

Competing claims over ownership of relevant intellectual property rights could adversely affect the Trust, the Investing Pool or an investment in the Shares.

While the Sponsor believes that it has all the intellectual property rights needed to operate the Trust and the Investing Pool in the manner described in this prospectus, third parties may allege or assert ownership of intellectual property rights that may be related to the design, structure and operation of the Trust, the Investing Pool or the Index. To the extent any claims of such ownership are brought or any proceedings are instituted to assert such claims, the negotiation, litigation or settlement of such claims, the issuance of any restraining orders or injunctions, or the ultimate disposition of such claims in a court of law, may adversely affect the Trust, the Investing Pool and the value of the Shares. For example, such actions could result in expenses or damages payable by the Trust or the Investing Pool or the suspension of activities or dissolution of the Trust or the Investing Pool.

The value of the Shares will be adversely affected if the Trust is required to indemnify the Sponsor or if the Investing Pool is required to indemnify the Manager.

Under the Trust’s trust agreement, the Sponsor has the right to be indemnified by the Trust for any liability or expense it incurs without negligence, bad faith or willful misconduct on its part. That means the Sponsor may require the assets of the Trust to be sold in order to cover losses or liability suffered by it, which would reduce the net asset value of the Trust and the value of the Shares. Likewise, under the Investing Pool’s limited liability company agreement, the Manager and agents of the Investing Pool have the right to be indemnified by the Investing Pool for any liability or expense they incur without gross negligence, bad faith or willful misconduct on their part. That means the Manager may require the assets of the Investing Pool to be sold in order to cover losses or liabilities suffered by it, which would reduce the net asset value of the Investing Pool and thereby affect the net asset value of the Trust and the value of the Shares.

Regulatory changes or actions may affect the Shares.

The futures markets are subject to comprehensive regulation. In addition, the CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, implementing retroactively speculative position limits or higher margin requirements, establishing daily price limits and suspending trading. The regulation of futures transactions in the United States is subject to modification by government, exchange and judicial action. The effect of any future regulatory change on the Trust or the Investing Pool could be substantial and adverse. See also “—Exchange position limits and other rules may restrict the creation of Baskets and the operation of the Investing Pool” above and “Risk Factors Relating to Commodities

Markets—Regulatory developments with respect to the futures and over-the-counter derivatives markets, and in particular, with respect to speculative trading in futures contracts and over-the-counter derivatives involving commodities and commodity indices, could adversely affect the value of your Shares.”

NYSE Arca may halt trading in the Shares, which would adversely impact your ability to sell your Shares.

The Shares are listed for trading on NYSE Arca under the symbol “GSG.” Trading in the Shares may be halted due to market conditions or, in light of NYSE Arca rules and procedures, for reasons that, in the view of NYSE Arca, make trading in the Shares inadvisable, or in the event certain information about the Index, the value of the Shares and the NAV is not made available as required by such rules and procedures. In addition, trading generally on NYSE Arca is subject to trading halts caused by extraordinary market volatility pursuant to “circuit breaker” rules that require trading to be halted for a specified period based on a specified market decline. There can be no assurance that the requirements necessary to maintain the listing of the Shares will continue to be met or will remain unchanged. The Trust will be dissolved if the Shares are delisted from NYSE Arca and are not approved for listing on another national securities exchange within five business days of their delisting.

Risk Factors Relating to Conflicts of Interest

The relationships between the Sponsor and the Trustee and the Manager and the Advisor and the proprietary and managed trading activities of the Sponsor and its affiliates could conflict with your interests as a Shareholder.

The Sponsor is an affiliate of the Trustee and therefore may have a conflict of interest with respect to its oversight of the Trustee. In particular, the Sponsor, which has authority to remove the Trustee in its discretion, has an incentive not to exercise this authority, even when it is in the best interests of the Shareholders to do so, because of the affiliation between the entities. The Trustee is authorized to appoint an unaffiliated agent to carry out all or some of its duties, but is not required to delegate any of its duties to an unaffiliated third party.

The Manager is an affiliate of the Advisor and therefore may have a similar conflict of interest with respect to its oversight of the Advisor. For example, although the Manager has the authority to terminate the Investing Pool’s advisory agreement with the Advisor, it has an incentive not to exercise this authority, even when it is in the best interests of the Shareholders to do so, because of the affiliation between the entities.

As described elsewhere in this prospectus, in return for paying certain amounts that would otherwise be considered ordinary operating expenses of the Trust and the Investing Pool, the Manager receives an allocation from the Investing Pool that accrues daily at an annualized rate equal to 0.75% of the net asset value of the Investing Pool and is payable monthly in arrears. The allocation received by the Manager from the Investing Pool may be higher than the amount the Investing Pool would negotiate with an unaffiliated third party manager on an arms-length basis.

In addition, BAMII, as Sponsor and Manager, and its affiliates (including the Trustee and the Advisor) collectively exercise substantial control over the Trust and the Investing Pool. To the extent the interests of BAMII and its affiliates conflict with those of the Trust and the Shareholders, the risks associated with such conflicts may be greater than they would otherwise be for a party that cannot exercise such control over the Trust and the Investing Pool. The Trust’s trust agreement provides that in the case of a conflict of interest between the Trustee, the Sponsor and their affiliates, on the one hand, and the holders of Shares, on the other, the Trustee and the Sponsor will resolve such conflict considering the relevant interests of each party (including their own interests) and related benefits and burdens, any customary or accepted industry practices, and any applicable generally accepted accounting practices or principles. The Trust’s trust agreement further provides that in the absence of bad faith by the Trustee or the Sponsor, such a resolution will not constitute a breach of the trust agreement or any duty or obligation of the Trustee or the Sponsor.

BAMII and its affiliates may also engage in trading activities relating to the Index Futures, the components of the Index or the S&P GSCI-ER or other derivative instruments related to those indices that are not for the account of, or on behalf of, the Trust, the Investing Pool or the Shareholders and that may compete with trading activity in the Shares. These activities may present a conflict between the Shareholders’ interest in the Shares and the interest of BAMII and its affiliates in their proprietary accounts, in facilitating transactions, including derivatives transactions, for their customers’ accounts and in accounts under their management. These trading activities could be adverse to the interests of the Shareholders. Moreover, BAMII and its affiliates have published and in the future expect to publish research reports with respect to commodities markets. This research may express opinions or provide recommendations that are inconsistent with purchasing or holding Shares. The research should not be viewed as a recommendation or endorsement of the Shares in any way, and investors must make their own independent investigation of the merits of this investment. Any of these activities by BAMII and its affiliates may affect the level of the S&P GSCI-ER or its components and, therefore, the value of the Index Futures and the price of the Shares.

Proprietary trading and other activities by Goldman, Sachs & Co. and its affiliates could conflict with your interests as a Shareholder.

Activities conducted by Goldman, Sachs & Co. and its affiliates may conflict with your interests as a Shareholder. For example, the Advisor may execute a substantial amount, and potentially all, of the purchases and sales of Index Futures through Goldman, Sachs & Co., as the Investing Pool’s Clearing FCM. In addition, it is expected that Goldman, Sachs & Co. or its accountholders will represent, directly or indirectly, a substantial portion of the short-side market for Index Futures. Further, Goldman, Sachs & Co. and its affiliates actively trade futures contracts and options on futures contracts on the commodities that underlie the S&P GSCI™, over-the-counter contracts on these commodities, the underlying commodities included in the S&P GSCI™ and other instruments and derivative products based on the S&P GSCI™ and the S&P GSCI-ER. Any of these activities of Goldman, Sachs & Co. or its affiliates could adversely affect the level of the S&P GSCI-ER or Index Futures, directly or indirectly, by affecting the price of the underlying commodities and, therefore, the value of the S&P GSCI-ER, Index Futures and the price of the Shares.

Goldman, Sachs & Co. and its affiliates may also issue or underwrite other securities or financial or derivative instruments with returns indexed to the S&P GSCI™, the S&P GSCI-ER or the Index, which would compete with the Shares. By introducing competing products into the marketplace, Goldman, Sachs & Co. and its affiliates could adversely affect the price of the Shares. To the extent that Goldman, Sachs & Co. or its affiliates serve as issuer, agent or underwriter of those securities or other similar instruments, their interests with respect to those products may be adverse to your interests as a Shareholder.

Risk Factors Relating to Taxes

Additional information relating to the potential U.S. federal income tax consequences of the purchase, ownership and disposition of the Shares is contained in the Registration Statement of the Trust and the Investing Pool filed on Form S-3 with the SEC on April 10, 2013.

Your tax liability could exceed cash distributions on your Shares.

You will be required to pay U.S. federal income taxes on your allocable share of the Trust’s and the Investing Pool’s income, without regard to the receipt of cash distributions on the Shares. There is no obligation to make distributions on the Shares. Accordingly, it is anticipated that you will not receive cash distributions sufficient to cover your allocable share of such taxable income or even the tax liability resulting from that income.

The IRS could adjust or reallocate items of income, gain, deduction, loss and credit with respect to the Shares if the IRS does not accept the assumptions or conventions utilized by the Trust or the Investing Pool.

The U.S. tax rules that apply to partnerships are complex and their application is not always clear. Moreover, the rules generally were not written for, and in some respects are difficult to apply to, publicly traded interests in partnerships. In addition, the Trust

will report tax information to you on Internal Revenue Service (“IRS”) Schedule K-1 with respect to the Shares. The Trustee shall deliver or cause to be delivered to each Shareholder an IRS Schedule K-1 as soon as practicable following each fiscal year but generally not later than March 15. Reporting on IRS Schedule K-1 may be somewhat more complex than comparable reporting on IRS Form 1099. Each Shareholder, by its acquisition of Shares, will be deemed to agree to allow brokers and nominees to provide to the Trust its name and address and the other information and forms as may be reasonably requested by the Trust for purposes of complying with their tax reporting and withholding obligations (and to waive any confidentiality rights with respect to the information and forms for this purpose) and to provide information or forms upon request. Given the lack of authority addressing structures similar to that of the Trust, it is not certain that the IRS will agree with the manner in which tax reporting by the Trust will be undertaken. Therefore, Shareholders should be aware that future IRS interpretations or revisions to Treasury regulations could alter the manner in which tax reporting by the Trust and any nominee will be undertaken.

Investors in the Shares should consult their tax advisors in determining how to use the information reported on IRS Schedule K-1 to complete their income tax returns. The Trust and the Investing Pool will apply certain assumptions and conventions intended to comply with the intent of the rules and to report income, gain, deduction, loss and credit to investors in a manner that reflects the investors’ economic gains and losses, but these assumptions and conventions may not comply with all aspects of the applicable Treasury regulations. It is possible therefore that the IRS will successfully assert that these assumptions or conventions do not satisfy the technical requirements of the United States Internal Revenue Code of 1986, as amended (the “Code”) or the Treasury regulations and will require that items of income, gain, deduction, loss and credit be adjusted or reallocated in a manner that could be adverse to you.

If the Trust were to fail to qualify as a partnership for U.S. federal income tax purposes, the Trust’s income and items of deduction would not pass through to the Shareholders, the Trust would be required to pay tax at corporate rates on any portion of the Trust’s net income that does not constitute tax-exempt income, and distributions by the Trust to the Trust’s Shareholders would be taxable dividends to the extent of the Trust’s earnings and profits.

It is expected that the Trust will operate and be classified as a partnership for U.S. federal income tax purposes. So long as the Trust qualifies as a partnership, it will be able to pass through its income, including the Trust’s federally tax-exempt income, if any, and deductions to the Shareholders. The Trust’s qualification as a partnership for U.S. federal income tax purposes involves the application of numerous technical provisions under which there is a lack of direct authority. In general, if a partnership is “publicly traded,” as defined in the Code, it will be treated as a corporation for U.S. federal income tax purposes. It is expected that the Trust will be treated as a publicly traded partnership. A publicly traded partnership will, however, be taxed as a partnership, and not as a corporation for U.S. federal income tax purposes, so long as 90% or more of its gross income for each taxable year constitutes “qualifying income” within the meaning of Section 7704(d) of the Code and the partnership is not required to register under the Investment Company Act. This exception is referred to as the “qualifying income exception.” Qualifying income generally includes interest (other than certain contingent interest and interest derived in the conduct of a financial or insurance business), dividends, real property rents, and income from certain commodities transactions.

If less than 90% of the Trust’s gross income for any tax year constitutes qualifying income, for any reason, other than a failure that is determined to be inadvertent and that is cured within a reasonable time after discovery, or if the Trust is required to register under the Investment Company Act, the Trust’s items of income and deduction would not pass through to the Trust’s Shareholders and the Trust’s Shareholders would be treated for U.S. federal income tax purposes as stockholders in a corporation. The Trust would be required to pay income tax at corporate rates on its net taxable income. Distributions by the Trust to its Shareholders would constitute dividend income taxable to such holders to the extent of the Trust’s earnings and profits and the payment of these distributions would not be deductible by the Trust. These consequences could have a material adverse effect on the Trust, its Shareholders and the value of the Shares.

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds

None.

b)	Not applicable.

c)	1,500,000 Shares (30 Baskets) were redeemed during the quarter ended June 30, 2013.


Period	Total Number of Shares Redeemed		Average Price Per Share
4/01/13 to 4/30/13		750,000	$	30.46
5/01/13 to 5/31/13		450,000		31.39
6/01/13 to 6/30/13		300,000		31.94

Total		1,500,000		31.04

Item 3. Defaults Upon Senior Securities

None.

Item 4. Mine Safety Disclosures

Not Applicable.

Item 5. Other Information

None.

Item 6. Exhibits


Exhibit No.		Description
3.1		Restated Certificate of Trust of iShares^® S&P GSCI™ Commodity-Indexed Trust is incorporated by reference to Exhibit 3.1(i) to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on May 9, 2007
3.2		Amended and Restated Certificate of Formation of iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC is incorporated by reference to Exhibit 3.2(i) to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on May 9, 2007
4.1		Second Amended and Restated Trust Agreement is incorporated by reference to Exhibit 4.1 to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
4.2		Amended and Restated Limited Liability Company Agreement is incorporated by reference to Exhibit 4.2 to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
4.3		Form of Authorized Participant Agreement is incorporated by reference to Exhibit 4.3 to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
10.1		Amended and Restated Investment Advisory Agreement is incorporated by reference to Exhibit 10.1 to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
10.2		Form of Sublicense Agreement is incorporated by reference to Exhibit 10.2 to the registrants’ Registration Statement Form S-1 (Nos. 333-126810, 333-126810-01) filed with the Securities and Exchange Commission on May 26, 2006
10.3		Form of Sublicense Agreement is incorporated by reference to Exhibit 10.3 to the registrants’ Registration Statement Form S-1 (Nos. 333-126810, 333-126810-01) filed with the Securities and Exchange Commission on May 26, 2006
10.4		Amended and Restated Futures and Options Account Agreement is incorporated by reference to Exhibit 10.4 to the registrants’ Current Report Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
10.5		Service Module for Custodial Services is incorporated by reference to Exhibit 10.5 to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
10.6		Master Services Agreement is incorporated by reference to Exhibit 10.6 to the registrants’ Current Report on Form 8-K filed with the Securities and Exchange Commission on March 4, 2013
31.1		Certification by Principal Executive Officer Pursuant to Rule 13a-14(a) under the Securities Exchange Act of 1934, as amended, for iShares^® S&P GSCI™ Commodity-Indexed Trust
31.2		Certification by Principal Financial Officer Pursuant to Rule 13a-14(a) under the Securities Exchange Act of 1934, as amended, for iShares^® S&P GSCI™ Commodity-Indexed Trust
31.3		Certification by Principal Executive Officer Pursuant to Rule 13a-14(a) under the Securities Exchange Act of 1934, as amended, for iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC
31.4		Certification by Principal Financial Officer Pursuant to Rule 13a-14(a) under the Securities Exchange Act of 1934, as amended, for iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC
32.1		Certification by Principal Executive Officer Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002
32.2		Certification by Principal Financial Officer Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002
101.INS		XBRL Instance Document
101.SCH		XBRL Taxonomy Extension Schema Document
101.CAL		XBRL Taxonomy Extension Calculation Linkbase Document
101.DEF		XBRL Taxonomy Extension Definition Linkbase Document
101.LAB		XBRL Taxonomy Extension Label Linkbase Document
101.PRE		XBRL Taxonomy Extension Presentation Linkbase Document

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant and co-registrant have duly caused this report to be signed on their behalf by the undersigned in the capacities* indicated, thereunto duly authorized.

BlackRock Asset Management International Inc.

Sponsor of the iShares^® S&P GSCI™ Commodity-Indexed Trust (registrant)

Manager of the iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (co-registrant)

/s/ Michael A. Latham

Michael A. Latham

President and Chief Executive Officer

(Principal executive officer)

Date: August 8, 2013

/s/ Jack Gee

Jack Gee

Chief Operating Officer and Chief Financial Officer

(Principal financial and accounting officer)

Date: August 8, 2013

^*	The registrant is a trust and the co-registrant is a limited liability company, and the persons are signing in their capacities as officers of BlackRock Asset Management International Inc., the Sponsor of the registrant and Manager of the co-registrant.

EX-31.1 2 d565384dex311.htm CERTIFICATION BY PRINCIPAL EXECUTIVE OFFICER PURSUANT TO RULE 13A-14(A) Certification by Principal Executive Officer Pursuant to Rule 13a-14(a)

Exhibit 31.1

CERTIFICATIONS

I, Michael A. Latham, certify that:

I have reviewed this report on Form 10-Q of iShares^® S&P GSCI™ Commodity-Indexed Trust;

Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

The other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

The other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors, the board of directors of BlackRock Asset Management International Inc. (“BAMII”), the auditors of BAMII, BlackRock Institutional Trust Company, N.A. (“BTC”) and BlackRock, Inc. (“BlackRock”), the audit committee of the board of directors of BlackRock and the audit committee of the board of directors of BTC (or persons performing the equivalent functions):

All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

Any fraud, whether or not material, that involves persons who have a significant role in the registrant’s internal control over financial reporting.

Date: August 8, 2013

/s/ Michael A. Latham

Michael A. Latham

President and Chief Executive Officer

BlackRock Asset Management International Inc., as

Sponsor of the registrant

EX-31.2 3 d565384dex312.htm CERTIFICATION BY PRINCIPAL FINANCIAL OFFICER PURSUANT TO RULE 13A-14(A) Certification by Principal Financial Officer Pursuant to Rule 13a-14(a)

Exhibit 31.2

CERTIFICATIONS

I, Jack Gee, certify that:

I have reviewed this report on Form 10-Q of iShares^® S&P GSCI™ Commodity-Indexed Trust;

Any fraud, whether or not material, that involves persons who have a significant role in the registrant’s internal control over financial reporting.

Date: August 8, 2013

/s/ Jack Gee

Jack Gee

Chief Operating Officer and Chief Financial Officer

BlackRock Asset Management International Inc., as

Sponsor of the registrant

EX-31.3 4 d565384dex313.htm CERTIFICATION BY PRINCIPAL EXECUTIVE OFFICER PURSUANT TO RULE 13A-14(A) Certification by Principal Executive Officer Pursuant to Rule 13a-14(a)

Exhibit 31.3

CERTIFICATIONS

I, Michael A. Latham, certify that:

I have reviewed this report on Form 10-Q of iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC;

Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the co-registrant as of, and for, the periods presented in this report;

Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the co-registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

Evaluated the effectiveness of the co-registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

Disclosed in this report any change in the co-registrant’s internal control over financial reporting that occurred during the co-registrant’s most recent fiscal quarter (the co-registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the co-registrant’s internal control over financial reporting; and

The other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the co-registrant’s auditors, the board of directors of BlackRock Asset Management International Inc. (“BAMII”), the auditors of BAMII, BlackRock Institutional Trust Company, N.A. (“BTC”) and BlackRock, Inc. (“BlackRock”), the audit committee of the board of directors of BlackRock and the audit committee of the board of directors of BTC (or persons performing the equivalent functions):

All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the co-registrant’s ability to record, process, summarize and report financial information; and

Any fraud, whether or not material, that involves persons who have a significant role in the co-registrant’s internal control over financial reporting.

Date: August 8, 2013

/s/ Michael A. Latham

Michael A. Latham

President and Chief Executive Officer

BlackRock Asset Management International Inc., as

Manager of the co-registrant

EX-31.4 5 d565384dex314.htm CERTIFICATION BY PRINCIPAL FINANCIAL OFFICER PURSUANT TO RULE 13A-14(A) Certification by Principal Financial Officer Pursuant to Rule 13a-14(a)

Exhibit 31.4

CERTIFICATIONS

I, Jack Gee, certify that:

I have reviewed this report on Form 10-Q of iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC;

Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the co-registrant as of, and for, the periods presented in this report;

Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the co-registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the co-registrant’s ability to record, process, summarize and report financial information; and

Any fraud, whether or not material, that involves persons who have a significant role in the co-registrant’s internal control over financial reporting.

Date: August 8, 2013

/s/ Jack Gee

Jack Gee

Chief Operating Officer and Chief Financial Officer

BlackRock Asset Management International Inc., as

Manager of the co-registrant

EX-32.1 6 d565384dex321.htm CERTIFICATION BY PRINCIPAL EXECUTIVE OFFICER PURSUANT TO 18 U.S.C. SECTION 1350 Certification by Principal Executive Officer Pursuant to 18 U.S.C. Section 1350

Exhibit 32.1

Certification Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

In connection with the Quarterly Report of the iShares^® S&P GSCI^™Commodity-Indexed Trust (the “Trust”) and iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”) on Form 10-Q for the period ended June 30, 2013 as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Michael A. Latham, Chief Executive Officer of BlackRock Asset Management International Inc., the Sponsor of the Trust and Manager of the Investing Pool, certify, pursuant to 18 U.S.C. § 1350, as adopted pursuant to § 906 of the Sarbanes-Oxley Act of 2002, that:

1. The Report fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust and Investing Pool.

Date: August 8, 2013

/s/ Michael A. Latham

Michael A. Latham*

President and Chief Executive Officer

(Principal executive officer)

^*	The registrant is a trust and the co-registrant is a limited liability company and Mr. Latham is signing in his capacity as an officer of BlackRock Asset Management International Inc., the Sponsor of the registrant and Manager of the co-registrant.

EX-32.2 7 d565384dex322.htm CERTIFICATION BY PRINCIPAL FINANCIAL OFFICER PURSUANT TO 18 U.S.C. SECTION 1350 Certification by Principal Financial Officer Pursuant to 18 U.S.C. Section 1350

Exhibit 32.2

Certifications Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

In connection with the Quarterly Report of the iShares^® S&P GSCI^™Commodity-Indexed Trust (the “Trust”) and iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”) on Form 10-Q for the period ended June 30, 2013 as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Jack Gee, Chief Financial Officer of BlackRock Asset Management International Inc., the Sponsor of the Trust and Manager of the Investing Pool, certify, pursuant to 18 U.S.C. § 1350, as adopted pursuant to § 906 of the Sarbanes-Oxley Act of 2002, that:

1. The Report fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust and Investing Pool.

Date: August 8, 2013

/s/ Jack Gee

Jack Gee*

Chief Operating Officer and Chief Financial Officer

(Principal financial officer)

^*	The registrant is a trust and co-registrant is a limited liability company and Mr. Gee is signing in his capacity as an officer of BlackRock Asset Management International Inc., the Sponsor of the registrant and Manager of the co-registrant.

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<div> 7 - Commitments and Contingent Liabilities In the normal course of business, the Investing Pool may enter into contracts with service providers that contain general indemnification clauses. The Investing Pool’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Investing Pool that have not yet occurred. </div>

<div> The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="38%"></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Asset Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Liability Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,229,218</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,942,400</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table> </div>

<div> 10 - Investment Valuation FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Investing Pool would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Investing Pool’s policy is to value its investments at fair value. Investments in Index Futures are measured at fair value using the last reported CME settlement price for Index Futures. U.S. Treasury bills are valued at the last available bid price received from independent pricing services. In determining the value of a fixed income investment, pricing services may use certain information with respect to transactions in such investments, quotations from dealers, pricing matrixes, market transactions in comparable investments, various relationships observed in the market between investments and calculated yield measures.   Various inputs are used in determining the fair value of financial investments. Inputs may be based on independent market data (“observable inputs”) or they may be internally developed (“unobservable inputs”). These inputs are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting purposes. The level of a value determined for a financial instrument within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are as follows:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="6%"></td> <td valign="bottom" width="1%"></td> <td></td> <td valign="bottom" width="1%"></td> <td width="92%"></td> </tr> <tr> <td valign="top">Level 1</td> <td valign="bottom">  </td> <td valign="top">–</td> <td valign="bottom">  </td> <td valign="top">Unadjusted quoted prices in active markets for identical assets or liabilities;</td> </tr> <tr> <td height="8"></td> <td height="8" colspan="2"></td> <td height="8" colspan="2"></td> </tr> <tr> <td valign="top"> Level 2 </td> <td valign="bottom">  </td> <td valign="top">–</td> <td valign="bottom">  </td> <td valign="top">Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability, and inputs that are derived principally from or corroborated by observable market data by correlation or other means; and</td> </tr> <tr> <td height="8"></td> <td height="8" colspan="2"></td> <td height="8" colspan="2"></td> </tr> <tr> <td valign="top"> Level 3 </td> <td valign="bottom">  </td> <td valign="top">–</td> <td valign="bottom">  </td> <td valign="top">Unobservable inputs that are unobservable for the asset or liability, including the Investing Pool’s assumptions used in determining the fair value of investments.</td> </tr> </table> Fair value pricing could result in a difference between the prices used to calculate the Investing Pool’s net asset value and the prices used by the Investing Pool’s underlying index, which in turn could result in a difference between the Investing Pool’s performance and the performance of the Investing Pool’s underlying index. The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="58%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> <td valign="bottom"> </td> </tr> <tr> <td valign="top"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Futures are valued at unrealized appreciation (depreciation). </td> </tr> </table> </div>

<div> 3 - Offering of the Investing Pool Interests Interests in the Investing Pool (“Investing Pool Interests”) are issued only to and redeemable only by the iShares® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) in exchange for Index Futures and Collateral Assets. The baskets of Index Futures and Collateral Assets are transferred to or from the Trust in exchange for Investing Pool Interests. Individual investors cannot purchase or redeem Investing Pool Interests. The Investing Pool transacts only with the Trust and the Manager. Redemptions of Investing Pool Interests in exchange for Index Futures and Collateral Assets are treated as sales for financial statement purposes. </div>

<div> 9 - Investing in Index Futures Substantially all of the Investing Pool’s assets are invested in Index Futures. The Index Futures’ settlement value at expiration is based on the value of S&P GSCI-ER at that time. Therefore, the value of the Investing Pool will fluctuate based upon the value of the S&P GSCI-ER and the prices of the commodities underlying the S&P GSCI-ER. The commodities markets have historically been extremely volatile. For the six months ended June 30, 2013 and the year ended December 31, 2012, the average month-end notional amounts of open Index Futures were $1,113,478,681 and $1,293,502,033, respectively. The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="38%"></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Asset Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Liability Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,229,218</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,942,400</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table>   The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="37%"></td> <td valign="bottom" width="10%"></td> <td width="23%"></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2013 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Statements of Operations Location </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Realized Gain (Loss)</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Change in Unrealized Appreciation / Depreciation</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(6,779,813</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(56,357,788</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(9,700,180</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(87,384,310</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table> </div>

60394040

<div> 5 - Related Parties BlackRock Institutional Trust Company, N.A. is the “Administrator” of the Investing Pool. The Manager and the Administrator are considered to be related parties to the Trust and Investing Pool. The Advisor is considered to be a related party to the Investing Pool. The Administrator’s and Advisor’s fees are paid by the Manager from the Investing Pool’s expense allocation to the Manager and are not a separate expense of the Investing Pool. </div>

<div> 2 - Summary of Significant Accounting Policies   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">A.</td> <td valign="top" align="left">Basis of Accounting</td> </tr> </table> The following is a summary of significant accounting policies consistently followed by the Investing Pool in the preparation of its financial statements in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">B.</td> <td valign="top" align="left">Investment in Index Futures</td> </tr> </table> Index Futures are futures contracts listed on the CME whose settlement at expiration is based on the value of the S&P GSCI-ER at that time. Prior to April 8, 2013, the terms of the Index Futures required the Investing Pool to deposit initial margin with a value equal to 100% of the value of each Index Future position at the time the position was established, thereby making additional payments or receipts of cash (known as “variation margin”) unnecessary. On January 31, 2013 and February 8, 2013, the CME proposed amended rules for the Index Futures, including the Index Futures held by the Investing Pool. The changes relating to these amendments included eliminating the performance bond requirement that requires certain market participants, such as the Investing Pool, to deposit 100% margin in respect of their long positions in Index Futures, replacing it with the margin requirements applicable to other market participants. These amendments became effective on April 8, 2013. In connection with these changes on April 8, 2013, the excess Collateral Assets that were held as margin by the Investing Pool’s clearing futures commission merchant (“Clearing FCM”) were returned to the Investing Pool. On a daily basis, the Investing Pool is obligated to pay, or entitled to receive, variation margin in an amount equal to the daily settlement level of its Index Futures positions. Such payments or receipts are recorded as unrealized appreciation or depreciation. When an Index Future is closed, the Investing Pool records a realized gain or loss based on the difference between the value of the Index Future at the time it was opened and the value at the time it was closed. The Investing Pool deposits with the Clearing FCM the required margin for the Index Futures in the form of cash or other Collateral Assets. Index Futures are derivative instruments valued at fair value, which the Manager has determined to be that day’s announced CME settlement price for the Index Future. If there is no announced CME settlement price for the Index Future on that day, the Manager will use the most recently announced CME settlement price unless the Manager determines that the price is inappropriate as a basis for the valuation of the Index Futures. The Investing Pool’s investments in Index Futures have not been designated as hedging instruments. As a result, all changes in the fair value are reflected in the Statements of Operations. The investment objective of the Investing Pool is to seek investment results that correspond generally, but will not necessarily be identical, to the performance of the Index before payment of the Investing Pool’s expenses and liabilities, through holdings of long positions in Index Futures and related Collateral Assets. For futures contracts, counterparty credit risk is mitigated because futures contracts are exchange-traded and the exchange’s clearing house acts as central counterparty to all exchange-traded futures contracts (although customers continue to have credit exposure to the clearing member who holds their account). Please refer to Note 9 for additional disclosures regarding the Investing Pool’s investments in Index Futures.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">C.</td> <td valign="top" align="left">Cash and Cash Equivalents</td> </tr> </table> The Investing Pool considers cash and cash equivalents to be highly liquid investments with original maturities of three months or less. As of June 30, 2013 and December 31, 2012, the Investing Pool had cash and cash equivalents held at brokers of $11,128,448 and $53,468,750 respectively, which were posted as margin for the Investing Pool’s Index Future positions.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">D.</td> <td valign="top" align="left">Short-Term Investments</td> </tr> </table> Short-term investments on the Statements of Financial Condition consist principally of short-term fixed income securities with original maturities of one year or less. These investments are valued at fair value. As of June 30, 2013 and December 31, 2012, the Investing Pool had short-term investments held at brokers of $52,498,750 and $1,111,734,878, respectively, which were posted as margin for the Investing Pool’s Index Future positions.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">E.</td> <td valign="top" align="left">Securities Transactions, Income and Expense Recognition</td> </tr> </table> Securities transactions are accounted for on the trade date. Realized gains and losses on investment transactions are determined using the specific identification method. Other income and expenses are recognized on the accrual basis.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Income Taxes</td> </tr> </table> The Investing Pool is treated as a partnership for federal, state and local income tax purposes. No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Investing Pool is not subject to income taxes. Holders of interests in the Investing Pool are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit. The Manager has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Investing Pool’s financial statements.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">G.</td> <td valign="top" align="left">Calculation of Net Asset Value</td> </tr> </table> The net asset value of the Investing Pool on any given day is obtained by subtracting the Investing Pool’s accrued expenses and other liabilities on that day from the value of the assets of the Investing Pool, calculated as of 4:00 p.m. (New York time) on each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after that time.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">H.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Investing Pool for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Investing Pool’s financial statements. </div>

<div> The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="58%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> <td valign="bottom"> </td> </tr> <tr> <td valign="top"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Futures are valued at unrealized appreciation (depreciation). </td> </tr> </table> </div>

<div> The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="37%"></td> <td valign="bottom" width="10%"></td> <td width="23%"></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2013 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Statements of Operations Location </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Realized Gain (Loss)</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Change in Unrealized Appreciation / Depreciation</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(6,779,813</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(56,357,788</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(9,700,180</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(87,384,310</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table> </div>

402804

-2942400

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402804

1851182418

33239664

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-161

-66888371

4826

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1926439112

4158400

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<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">D.</td> <td valign="top" align="left">Short-Term Investments</td> </tr> </table> Short-term investments on the Statements of Financial Condition consist principally of short-term fixed income securities with original maturities of one year or less. These investments are valued at fair value. As of June 30, 2013 and December 31, 2012, the Investing Pool had short-term investments held at brokers of $52,498,750 and $1,111,734,878, respectively, which were posted as margin for the Investing Pool’s Index Future positions. </div> <div> 4 - Investing Pool Expenses The Manager pays the amounts that would otherwise be considered the ordinary operating expenses, if any, of the Investing Pool. The Manager receives an allocation from the Investing Pool that accrues daily at an annualized rate equal to 0.75% of the net asset value of the Investing Pool. </div> <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">G.</td> <td valign="top" align="left">Calculation of Net Asset Value</td> </tr> </table> The net asset value of the Investing Pool on any given day is obtained by subtracting the Investing Pool’s accrued expenses and other liabilities on that day from the value of the assets of the Investing Pool, calculated as of 4:00 p.m. (New York time) on each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after that time. </div> 92509764 92509764 <div> 6 - Indemnification The Trust, the Manager and any officers, agents and delegates of the Investing Pool (the “Indemnitees”) are entitled to indemnification from the Investing Pool for any loss, damage, claim or expense (including reasonable attorney’s fees) incurred by any Indemnitee by reason of any act or omission performed or omitted by such Indemnitee on behalf of the Investing Pool, unless such act or omission is the result of such Indemnitee’s gross negligence, bad faith or willful misconduct, and provided that such indemnity shall be provided out of, and only to the extent of, the Investing Pool’s assets. </div> <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">H.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Investing Pool for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Investing Pool’s financial statements. </div> <div> 8 - Financial Highlights The Investing Pool is presenting the following financial highlights related to investment performance and operations for the period from January 1, 2013 to June 30, 2013. The net investment income (loss) and total expense ratios are calculated using average net assets and have been annualized. The total return is based on the change in the net asset value during the period.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="68%" align="center"> <tr> <td width="91%"></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Ratio to average net assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Net investment loss(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.68</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Expenses(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">0.75</td> <td valign="bottom" nowrap="nowrap">% </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Total return(b) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5.83</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Percentage is annualized. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(b) </td> <td valign="top" align="left"> Percentage is not annualized. </td> </tr> </table> </div> 0.0075 <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="68%" align="center"> <tr> <td width="91%"></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Ratio to average net assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Net investment loss(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.68</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Expenses(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">0.75</td> <td valign="bottom" nowrap="nowrap">% </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Total return(b) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5.83</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Percentage is annualized. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(b) </td> <td valign="top" align="left"> Percentage is not annualized. </td> </tr> </table> </div> -0.0068 -0.0583 <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">E.</td> <td valign="top" align="left">Securities Transactions, Income and Expense Recognition</td> </tr> </table> Securities transactions are accounted for on the trade date. Realized gains and losses on investment transactions are determined using the specific identification method. Other income and expenses are recognized on the accrual basis. </div> March 2014

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92509764 2013-08-01 2013-09-05 2013-09-19

126157512

<div> 7 - Commitments and Contingent Liabilities In the normal course of business, the Trust may enter into contracts with service providers that contain general indemnification clauses. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred. </div>

-1.94

<div> 3 - Offering of the Shares Shares are issued and redeemed continuously in one or more blocks of 50,000 Shares in exchange for Index Futures and cash (or, in the discretion of the Sponsor, other Collateral Assets in lieu of cash). The baskets of Index Futures and cash (or, in the discretion of the Sponsor, other Collateral Assets in lieu of cash) are transferred to or from the Investing Pool in exchange for limited liability company interests in the Investing Pool. Prior to April 8, 2013, the Investing Pool was required to deposit cash margin with its futures commission merchant (its “Clearing FCM”) with a value equal to 100% of the value of each Index Future position at the time such position was established. As a result of certain amendments to the CME rules for the Index Futures that became effective on April 8, 2013, the margin requirements applicable to certain market participants, such as the Investing Pool, were replaced with the initial and variation margin requirements applicable to other market participants. Collateral Assets not held at the Clearing FCM are held in the Investing Pool’s accounts. Individual investors cannot purchase or redeem Shares in direct transactions with the Trust. The Trust transacts only with registered broker-dealers that have entered into a contractual arrangement with the Trust and the Sponsor governing, among other matters, the creation and redemption of Shares (such authorized broker-dealers are the “Authorized Participants”). Authorized Participants may redeem their Shares (as well as Shares on behalf of other investors) at any time on any business day in one or more blocks of 50,000 Shares. Redemptions of Shares in exchange for baskets of Index Futures and cash (or, in the discretion of the Sponsor, other Collateral Assets in lieu of cash) are treated as sales for financial statement purposes.   On June 30, 2013, the Trust had 33,650,000 Shares outstanding. </div>

59270100

<div> 1 - Organization The iShares® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) was organized as a Delaware statutory trust on July 7, 2006 and commenced operations on July 10, 2006. BlackRock Asset Management International Inc. (“BAMII”) is the “Sponsor” of the Trust and “Manager” of the iShares® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”). BlackRock Institutional Trust Company, N.A. is the “Trustee” of the Trust. The Trust is governed by the Second Amended and Restated Trust Agreement, dated as of March 1, 2013 (the “Trust Agreement”), among the Sponsor, the Trustee and Wilmington Trust Company (the “Delaware Trustee”). The Trust issues units of beneficial interest (“Shares”) representing fractional undivided beneficial interests in its net assets. Substantially all of the net assets of the Trust consist of interests in the limited liability company interests of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”), together with cash, U.S. Treasury securities or short-term securities and similar securities that are eligible as margin deposits for the Investing Pool’s Index Future positions, referred to as “Collateral Assets.” The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”). It is the objective of the Trust that the performance of the Shares correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index, which represents the return on a fully collateralized investment in the S&P CSCI-ER, before payment of the Trust’s and the Investing Pool’s expenses and liabilities. The Trust and the Investing Pool are each commodity pools, as defined in the Commodity Exchange Act (the “CEA”) and the applicable regulations of the Commodity Futures Trading Commission (the “CFTC”) and are operated by BAMII, a commodity pool operator registered with the CFTC. BAMII is an indirect subsidiary of BlackRock, Inc. The accompanying unaudited financial statements were prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information and with the instructions for Form 10-Q and the rules and regulations of the U.S. Securities and Exchange Commission (the “SEC”). In the opinion of management, all material adjustments, consisting only of normal recurring adjustments considered necessary for a fair statement of the interim period financial statements have been made. Interim period results are not necessarily indicative of results for a full-year period. These financial statements and the notes thereto should be read in conjunction with the Trust’s financial statements included in its Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 28, 2013. The Trust is not an investment company registered under the Investment Company Act of 1940, as amended. </div>

34530663

<div> 5 - Related Parties The Sponsor, the Manager and the Trustee are considered to be related parties to the Trust. The Trustee’s fee is paid by the Sponsor and is not a separate expense of the Trust. The Manager is paid by the Investing Pool and that fee is an indirect expense of the Trust. </div>

<div> 2 - Summary of Significant Accounting Policies   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">A.</td> <td valign="top" align="left">Basis of Accounting</td> </tr> </table> The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of its financial statements in conformity with U.S. GAAP. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">B.</td> <td valign="top" align="left">Investment in the Investing Pool</td> </tr> </table> The Trust’s investment in the Investing Pool is valued at an amount equal to the value of the Trust’s capital account in the Investing Pool, which is measured at fair value. The financial statements of the Investing Pool should be read in conjunction with the Trust’s financial statements. At June 30, 2013, the Trust owned 99.99% of the Investing Pool’s net assets. Because the Trust invests substantially all of its assets in the Investing Pool, the accounting policies of the Investing Pool, including the Investing Pool’s valuation policies for securities and futures positions, will directly affect the recorded value of the Trust’s investment in the Investing Pool. The Trust also receives a daily allocation of its respective income, expenses and net realized and unrealized gains and losses in proportion to its investment in the Investing Pool.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">C.</td> <td valign="top" align="left">Valuation</td> </tr> </table> Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Trust would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Trust’s policy is to value its investments at fair value. The Trust records its investment in the Investing Pool at fair value based on the Trust’s proportionate interest in the net assets of the Investing Pool. Disclosure regarding valuation of the Investing Pool’s investment portfolio can be found in Note 10 of the Investing Pool’s Notes to Financial Statements.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">D.</td> <td valign="top" align="left">Income Taxes</td> </tr> </table> The Trust is treated as a partnership for federal, state and local income tax purposes. No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Trust is not subject to income taxes. Shareholders are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit. The Sponsor has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Trust’s financial statements.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">E.</td> <td valign="top" align="left">Calculation of Net Asset Value</td> </tr> </table> The net asset value of the Trust on any given day is obtained by subtracting the Trust’s accrued expenses and other liabilities on that day from the value of (1) the Trust’s equity investment in the Investing Pool and (2) any other assets of the Trust, as of 4:00 p.m. (New York time) that day. The Trustee determines the net asset value per Share (the “NAV”) by dividing the net asset value of the Trust on a given day by the number of Shares outstanding or deemed to be outstanding at 4:00 p.m. (New York time) that day. The NAV is calculated each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after 4:00 p.m. (New York time).   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Distributions</td> </tr> </table> Interest and distributions received by the Investing Pool on the assets posted as margin may be used to acquire additional Index Futures and Collateral Assets or, in the discretion of the Sponsor, distributed to Shareholders. The Trust is under no obligation to make periodic distributions to Shareholders.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">G.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the FASB issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Trust for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Trust’s financial statements. </div>

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-0.11 <div> 4 - Trust Expenses The Trust is not expected to directly bear any ordinary recurring expenses. The Sponsor has agreed to pay the following administrative, operational and marketing expenses: (1) the fees of the Trustee, Delaware Trustee, Trust administrator and processing agent, (2) NYSE Arca listing fees, (3) printing and mailing costs, (4) audit fees, (5) tax reporting costs, (6) license fees, and (7) up to $100,000 per annum in legal fees. The Sponsor has also paid the costs of the Trust’s organization and the initial sales of the Shares, including applicable SEC registration fees. </div> <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">E.</td> <td valign="top" align="left">Calculation of Net Asset Value</td> </tr> </table> The net asset value of the Trust on any given day is obtained by subtracting the Trust’s accrued expenses and other liabilities on that day from the value of (1) the Trust’s equity investment in the Investing Pool and (2) any other assets of the Trust, as of 4:00 p.m. (New York time) that day. The Trustee determines the net asset value per Share (the “NAV”) by dividing the net asset value of the Trust on a given day by the number of Shares outstanding or deemed to be outstanding at 4:00 p.m. (New York time) that day. The NAV is calculated each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after 4:00 p.m. (New York time). </div> 92509764 <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="68%" align="center"> <tr> <td width="89%"></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net asset value per Share, beginning of period </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">32.84</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Net investment loss </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Realized and unrealized loss </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1.78</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Net decrease in net assets from operations </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1.89</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net asset value per Share, end of period </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">30.95</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Ratio to average net assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net investment loss(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.68</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> <tr> <td valign="top"> Expenses(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">0.75</td> <td valign="bottom" nowrap="nowrap">% </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total return, at net asset value(b) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5.76</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Percentage is annualized. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(b) </td> <td valign="top" align="left"> Percentage is not annualized. </td> </tr> </table> </div> 92509764 <div> 6 - Indemnification The Sponsor and its shareholders, directors, officers, employees, affiliates (as such term is defined under the United States Securities Act of 1933, as amended) and subsidiaries are entitled to be indemnified by the Trust and held harmless against any loss, liability or expense arising out of or in connection with the performance of their obligations under the Trust Agreement or any actions taken in accordance with the provisions of the Trust Agreement and incurred without their (1) negligence, bad faith, willful misconduct or willful malfeasance or (2) reckless disregard of their obligations and duties under the Trust Agreement. </div> <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Distributions</td> </tr> </table> Interest and distributions received by the Investing Pool on the assets posted as margin may be used to acquire additional Index Futures and Collateral Assets or, in the discretion of the Sponsor, distributed to Shareholders. The Trust is under no obligation to make periodic distributions to Shareholders. </div> <div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">G.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the FASB issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Trust for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Trust’s financial statements. </div> 100000 0.0075 -0.0068 <div> 8 - Net Asset Value and Financial Highlights The Trust is presenting the following net asset values and financial highlights related to investment performance and operations for a Share outstanding for the period from January 1, 2013 to June 30, 2013. The net investment income (loss) and total expense ratios are calculated using average net assets. The net asset value presentation is calculated using daily Shares outstanding. The net investment income (loss) and total expense ratios have been annualized and include the allocation of net investment income (loss) and expenses from the Investing Pool. The total return is based on the change in net asset value of a Share during the period. An investor’s return and ratios may vary based on the timing of capital transactions.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="68%" align="center"> <tr> <td width="89%"></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net asset value per Share, beginning of period </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">32.84</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Net investment loss </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Realized and unrealized loss </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1.78</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Net decrease in net assets from operations </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1.89</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net asset value per Share, end of period </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">30.95</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Ratio to average net assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net investment loss(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.68</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> <tr> <td valign="top"> Expenses(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">0.75</td> <td valign="bottom" nowrap="nowrap">% </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total return, at net asset value(b) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5.76</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Percentage is annualized. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(b) </td> <td valign="top" align="left"> Percentage is not annualized. </td> </tr> </table> </div> -1.89 -0.0576 -1.78 1113478681

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Offering of the Investing Pool Interests (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])	6 Months Ended
	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Offering of the Investing Pool Interests	3 - Offering of the Investing Pool Interests Interests in the Investing Pool (“Investing Pool Interests”) are issued only to and redeemable only by the iShares^® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) in exchange for Index Futures and Collateral Assets. The baskets of Index Futures and Collateral Assets are transferred to or from the Trust in exchange for Investing Pool Interests. Individual investors cannot purchase or redeem Investing Pool Interests. The Investing Pool transacts only with the Trust and the Manager. Redemptions of Investing Pool Interests in exchange for Index Futures and Collateral Assets are treated as sales for financial statement purposes.

- Definition

The entire disclosure for the formation, structure, control and ownership of the partnership. Disclosures related to accounts comprising partners' capital. Includes balances of general partners' capital account, limited partners' capital account, preferred partners' capital account and total partners' capital account and units outstanding; accumulated other comprehensive income; amount and nature of changes to amount of partner's capital and units outstanding by class, rights and privileges for each class of units; distribution policies and distributions paid by unit class; impact of and correction of an error in previously issued financial statements; limitations of partners' liability; redemption, conversion and distribution policies; and deferred compensation related to the issuance of units.

+ References+ Details

XML 17 R4.htm IDEA: XBRL DOCUMENT

Statements of Operations (USD $)	3 Months Ended		6 Months Ended
Statements of Operations (USD $)	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
iShares S&P GSCI Commodity-Indexed Trust [Member]
Investment Income
Interest	$ 174,777	$ 268,312	$ 402,800	$ 367,407
Total investment income	174,777	268,312	402,800	367,407
Expenses
Management fees	2,003,672	2,402,851	4,157,789	4,990,406
Brokerage commissions and fees		3,630	550	3,630
Total expenses	2,003,672	2,406,481	4,158,339	4,994,036
Net investment loss	(1,828,895)	(2,138,169)	(3,755,539)	(4,626,629)
Realized and Unrealized Gain (Loss)
Net realized gain (loss) on short-term investments	2,140	1,238	4,826	(1,604)
Net realized loss on futures contracts	(4,110,681)	(9,700,055)	(6,779,712)	(9,700,055)
Net change in unrealized appreciation/depreciation on futures contracts	(62,881,848)	(166,781,770)	(56,356,987)	(87,383,243)
Net realized and unrealized loss	(66,990,389)	(176,480,587)	(63,131,873)	(97,084,902)
Net loss	(68,819,284)	(178,618,756)	(66,887,412)	(101,711,531)
Net loss per Share	$ (2.02)	$ (4.50)	$ (1.94)	$ (2.55)
Weighted-average Shares outstanding	34,093,956	39,680,769	34,530,663	39,933,516
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Investment Income
Interest	174,779	268,316	402,804	367,412
Total investment income	174,779	268,316	402,804	367,412
Expenses
Management fees	2,003,702	2,402,881	4,157,850	4,990,469
Brokerage commissions and fees		3,630	550	3,630
Total expenses	2,003,702	2,406,511	4,158,400	4,994,099
Net investment loss	(1,828,923)	(2,138,195)	(3,755,596)	(4,626,687)
Realized and Unrealized Gain (Loss)
Net realized gain (loss) on short-term investments	2,140	1,238	4,826	(1,604)
Net realized loss on futures contracts	(4,110,743)	(9,700,180)	(6,779,813)	(9,700,180)
Net change in unrealized appreciation/depreciation on futures contracts	(62,882,758)	(166,783,860)	(56,357,788)	(87,384,310)
Net realized and unrealized loss	(66,991,361)	(176,482,802)	(63,132,775)	(97,086,094)
Net loss	$ (68,820,284)	$ (178,620,997)	$ (66,888,371)	$ (101,712,781)

XML 18 R10.htm IDEA: XBRL DOCUMENT

Summary of Significant Accounting Policies

6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Summary of Significant Accounting Policies

2 - Summary of Significant Accounting Policies

A.	Basis of Accounting

B.	Investment in the Investing Pool

The Trust’s investment in the Investing Pool is valued at an amount equal to the value of the Trust’s capital account in the Investing Pool, which is measured at fair value.

The financial statements of the Investing Pool should be read in conjunction with the Trust’s financial statements.

C.	Valuation

D.	Income Taxes

The Trust is treated as a partnership for federal, state and local income tax purposes.

E.	Calculation of Net Asset Value

F.	Distributions

G.	Recent Accounting Standard

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Summary of Significant Accounting Policies

2 - Summary of Significant Accounting Policies

A.	Basis of Accounting

B.	Investment in Index Futures

Index Futures are futures contracts listed on the CME whose settlement at expiration is based on the value of the S&P GSCI-ER at that time. Prior to April 8, 2013, the terms of the Index Futures required the Investing Pool to deposit initial margin with a value equal to 100% of the value of each Index Future position at the time the position was established, thereby making additional payments or receipts of cash (known as “variation margin”) unnecessary. On January 31, 2013 and February 8, 2013, the CME proposed amended rules for the Index Futures, including the Index Futures held by the Investing Pool. The changes relating to these amendments included eliminating the performance bond requirement that requires certain market participants, such as the Investing Pool, to deposit 100% margin in respect of their long positions in Index Futures, replacing it with the margin requirements applicable to other market participants. These amendments became effective on April 8, 2013. In connection with these changes on April 8, 2013, the excess Collateral Assets that were held as margin by the Investing Pool’s clearing futures commission merchant (“Clearing FCM”) were returned to the Investing Pool. On a daily basis, the Investing Pool is obligated to pay, or entitled to receive, variation margin in an amount equal to the daily settlement level of its Index Futures positions. Such payments or receipts are recorded as unrealized appreciation or depreciation. When an Index Future is closed, the Investing Pool records a realized gain or loss based on the difference between the value of the Index Future at the time it was opened and the value at the time it was closed. The Investing Pool deposits with the Clearing FCM the required margin for the Index Futures in the form of cash or other Collateral Assets. Index Futures are derivative instruments valued at fair value, which the Manager has determined to be that day’s announced CME settlement price for the Index Future. If there is no announced CME settlement price for the Index Future on that day, the Manager will use the most recently announced CME settlement price unless the Manager determines that the price is inappropriate as a basis for the valuation of the Index Futures. The Investing Pool’s investments in Index Futures have not been designated as hedging instruments. As a result, all changes in the fair value are reflected in the Statements of Operations.

Please refer to Note 9 for additional disclosures regarding the Investing Pool’s investments in Index Futures.

C.	Cash and Cash Equivalents

The Investing Pool considers cash and cash equivalents to be highly liquid investments with original maturities of three months or less.

D.	Short-Term Investments

E.	Securities Transactions, Income and Expense Recognition

F.	Income Taxes

The Investing Pool is treated as a partnership for federal, state and local income tax purposes.

G.	Calculation of Net Asset Value

H.	Recent Accounting Standard

- Definition

The entire disclosure for all significant accounting policies of the reporting entity.

+ References+ Details

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Investing in Index Futures (Tables) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])

6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Variation Margin on Open Futures Contracts, by Risk Exposure Category, on Statements of Financial Condition

The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:


	Asset Derivatives	Fair Value		Liability Derivatives	Fair Value
June 30, 2013
Commodity contracts	Receivable for variation margin on open futures contracts	$	—	Payable for variation margin on open futures contracts	$	7,229,218

December 31, 2012
Commodity contracts	Receivable for variation margin on open futures contracts	$	2,942,400	Payable for variation margin on open futures contracts	$	—

Effect of Futures Contracts, by Risk Exposure Category, on Statements of Operations

The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:


Six Months Ended June 30, 2013	Statements of Operations Location	Realized Gain (Loss)			Change in Unrealized Appreciation / Depreciation
Commodity contracts	Net realized loss on futures contracts	$	(6,779,813	)	$	—
	Net change in unrealized appreciation/depreciation on futures contracts		—			(56,357,788	)

Six Months Ended June 30, 2012
Commodity contracts	Net realized loss on futures contracts	$	(9,700,180	)	$	—
	Net change in unrealized appreciation/depreciation on futures contracts		—			(87,384,310	)

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Financial Highlights (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])

6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Financial Highlights

8 - Financial Highlights


Ratio to average net assets:
Net investment loss^(a)	(0.68	)%
Expenses^(a)	0.75	%

Total return^(b)	(5.83	)%

^(a)	Percentage is annualized.

^(b)	Percentage is not annualized.

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4us-gaap_FairValueInvestmentsEntitiesThatCalculateNetAssetValuePerShareTableTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="58%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> <td valign="bottom"> </td> </tr> <tr> <td valign="top"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Futures are valued at unrealized appreciation (depreciation). </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaTabular disclosure of the fair value of investees that calculate net asset value per share (including by unit, membership interest, or other equity (ownership interest) unit measure) (alternative investments), whether measured at fair value on a recurring or nonrecurring basis, by major category of assets and liabilities (as defined), including, for example, (i) fair value measurements at the reporting date, (ii) the level within the fair value hierarchy in which the fair value measurements fall, (iii) a reconciliation of beginning and ending balances for those alternative investments that are measured at fair value using unobservable inputs (Level 3 - fair value hierarchy fair value measurement inputs), (iv) the inputs and valuation techniques used to measure fair value, (v) a discussion of changes to valuation techniques and inputs, if any, during the period, (vi) a description of the nature and risk associated with the alternative investments, and (vii) a discussion of the probability that any of the alternative investments are to be sold.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -URI http://asc.fasb.org/subtopic&trid=2155942 false0Valuation of Investments by Fair Value Hierarchy LevelsfalseInvestment Valuation (Tables) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])UnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/NotesToFinancialStatementsFairValueDisclosuresTextBlockTables12 XML 26 R27.htm IDEA: XBRL DOCUMENT

Offering of the Shares - Additional Information (Detail) (iShares S&P GSCI Commodity-Indexed Trust [Member])	Jun. 30, 2013	Dec. 31, 2012
iShares S&P GSCI Commodity-Indexed Trust [Member]
Prescribed aggregation at which shares are issued and redeemed	50,000
Deposit initial margin percentage	100.00%
Shares outstanding	33,650,000	35,550,000

- Definition

The number of securities classified as temporary equity that have been issued and are held by the entity's shareholders. Securities outstanding equals securities issued minus securities held in treasury. Temporary equity is a security with redemption features that are outside the control of the issuer, is not classified as an asset or liability in conformity with GAAP, and is not mandatorily redeemable. Includes any type of security that is redeemable at a fixed or determinable price or on a fixed or determinable date or dates, is redeemable at the option of the holder, or has conditions for redemption which are not solely within the control of the issuer. If convertible, the issuer does not control the actions or events necessary to issue the maximum number of shares that could be required to be delivered under the conversion option if the holder exercises the option to convert the stock to another class of equity. If the security is a warrant or a rights issue, the warrant or rights issue is considered to be temporary equity if the issuer cannot demonstrate that it would be able to deliver upon the exercise of the option by the holder in all cases. Includes stock with put option held by ESOP and stock redeemable by holder only in the event of a change in control of the issuer.

+ References+ Details

XML 27 R26.htm IDEA: XBRL DOCUMENT

Summary of Significant Accounting Policies - Additional Information (Detail) (USD $)	Jun. 30, 2013	Dec. 31, 2012
iShares S&P GSCI Commodity-Indexed Trust [Member]
Ownership percentage of Investing Pool's net assets	99.99%
Deposit initial margin percentage	100.00%
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Deposit initial margin percentage	100.00%
Cash and cash equivalents held at brokers (restricted)	$ 11,128,448	$ 53,468,750
Short-term investments held at brokers (restricted)	$ 52,498,750	$ 1,111,734,878

XML 28 R34.htm IDEA: XBRL DOCUMENT

Investing in Index Futures - Effect of Futures Contracts, by Risk Exposure Category, on Statements of Operations (Detail) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member], USD $)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Derivative Instruments, Gain (Loss) [Line Items]
Net realized loss on futures contracts	$ (4,110,743)	$ (9,700,180)	$ (6,779,813)	$ (9,700,180)	$ (14,329,560)
Net change in unrealized appreciation/depreciation on futures contracts	(62,882,758)	(166,783,860)	(56,357,788)	(87,384,310)	9,358,669
Net realized loss on futures contracts [Member] \| Commodity contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net realized loss on futures contracts			(6,779,813)	(9,700,180)
Net change in unrealized appreciation/depreciation on futures contracts [Member] \| Commodity contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Net change in unrealized appreciation/depreciation on futures contracts			$ (56,357,788)	$ (87,384,310)

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The Index Futures’ settlement value at expiration is based on the value of S&P GSCI-ER at that time. Therefore, the value of the Investing Pool will fluctuate based upon the value of the S&P GSCI-ER and the prices of the commodities underlying the S&P GSCI-ER. The commodities markets have historically been extremely volatile. For the six months ended June 30, 2013 and the year ended December 31, 2012, the average month-end notional amounts of open Index Futures were $1,113,478,681 and $1,293,502,033, respectively. The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="38%"></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Asset Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Liability Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,229,218</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,942,400</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table>   The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="37%"></td> <td valign="bottom" width="10%"></td> <td width="23%"></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2013 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Statements of Operations Location </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Realized Gain (Loss)</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Change in Unrealized Appreciation / Depreciation</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(6,779,813</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(56,357,788</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(9,700,180</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(87,384,310</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI 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-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579240-113959 Reference 18: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41641-113959 Reference 19: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41638-113959 Reference 20: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 false0Investing in Index FuturesfalseInvesting in Index Futures (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])UnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/NotesToFinancialStatementsDerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock12 XML 30 R31.htm IDEA: XBRL DOCUMENT

Financial Highlights - Schedule of Financial Highlights (Detail) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])	6 Months Ended
	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Net investment loss	(0.68%)
Expenses	0.75%
Total return	(5.83%)

XML 31 R9.xml IDEA: Organization 2.4.0.8110 - Disclosure - Organizationtruefalsefalse1false falsefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:001false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse1false truefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Trust [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_AffiliatedEntityMemberdei_LegalEntityAxisexplicitMembernanafalse0iShares S&P GSCI Commodity-Indexed Trust [Member]2false 4us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> 1 - Organization The iShares® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) was organized as a Delaware statutory trust on July 7, 2006 and commenced operations on July 10, 2006. BlackRock Asset Management International Inc. (“BAMII”) is the “Sponsor” of the Trust and “Manager” of the iShares® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”). BlackRock Institutional Trust Company, N.A. is the “Trustee” of the Trust. The Trust is governed by the Second Amended and Restated Trust Agreement, dated as of March 1, 2013 (the “Trust Agreement”), among the Sponsor, the Trustee and Wilmington Trust Company (the “Delaware Trustee”). The Trust issues units of beneficial interest (“Shares”) representing fractional undivided beneficial interests in its net assets. Substantially all of the net assets of the Trust consist of interests in the limited liability company interests of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”), together with cash, U.S. Treasury securities or short-term securities and similar securities that are eligible as margin deposits for the Investing Pool’s Index Future positions, referred to as “Collateral Assets.” The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”). It is the objective of the Trust that the performance of the Shares correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index, which represents the return on a fully collateralized investment in the S&P CSCI-ER, before payment of the Trust’s and the Investing Pool’s expenses and liabilities. The Trust and the Investing Pool are each commodity pools, as defined in the Commodity Exchange Act (the “CEA”) and the applicable regulations of the Commodity Futures Trading Commission (the “CFTC”) and are operated by BAMII, a commodity pool operator registered with the CFTC. BAMII is an indirect subsidiary of BlackRock, Inc. The accompanying unaudited financial statements were prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information and with the instructions for Form 10-Q and the rules and regulations of the U.S. Securities and Exchange Commission (the “SEC”). In the opinion of management, all material adjustments, consisting only of normal recurring adjustments considered necessary for a fair statement of the interim period financial statements have been made. Interim period results are not necessarily indicative of results for a full-year period. These financial statements and the notes thereto should be read in conjunction with the Trust’s financial statements included in its Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 28, 2013. The Trust is not an investment company registered under the Investment Company Act of 1940, as amended. </div>falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for the business description and basis of presentation concepts. Business description describes the nature and type of organization including but not limited to organizational structure as may be applicable to holding companies, parent and subsidiary relationships, business divisions, business units, business segments, affiliates and information about significant ownership of the reporting entity. 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BlackRock Asset Management International Inc. (the “Manager”) is responsible for the administration of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”). In order to support margin requirements applicable to its Index Future positions, the Investing Pool also holds “Collateral Assets,” which consist of cash, U.S. Treasury securities or other short-term securities and similar securities that are eligible as margin deposits for those Index Future positions. The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”). 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Investment Valuation (Tables) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])

6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Valuation of Investments by Fair Value Hierarchy Levels

The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:


	Level 1			Level 2		Level 3		Total
June 30, 2013
Futures^(a)	$	(120,860,748	)	$	—	$	—	$	(120,860,748	)
U.S. Treasury bills		—			1,036,872,729		—		1,036,872,729

December 31, 2012
Futures^(a)	$	(64,502,960	)	$	—	$	—	$	(64,502,960	)
U.S. Treasury bills		—			1,111,734,878		—		1,111,734,878

^(a)	Futures are valued at unrealized appreciation (depreciation).

- Definition

Tabular disclosure of the fair value of investees that calculate net asset value per share (including by unit, membership interest, or other equity (ownership interest) unit measure) (alternative investments), whether measured at fair value on a recurring or nonrecurring basis, by major category of assets and liabilities (as defined), including, for example, (i) fair value measurements at the reporting date, (ii) the level within the fair value hierarchy in which the fair value measurements fall, (iii) a reconciliation of beginning and ending balances for those alternative investments that are measured at fair value using unobservable inputs (Level 3 - fair value hierarchy fair value measurement inputs), (iv) the inputs and valuation techniques used to measure fair value, (v) a discussion of changes to valuation techniques and inputs, if any, during the period, (vi) a description of the nature and risk associated with the alternative investments, and (vii) a discussion of the probability that any of the alternative investments are to be sold.

+ References+ Details

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Statements of Cash Flows (USD $)	6 Months Ended
Statements of Cash Flows (USD $)	Jun. 30, 2013	Jun. 30, 2012
iShares S&P GSCI Commodity-Indexed Trust [Member]
Cash Flows from Operating Activities
Net loss	$ (66,887,412)	$ (101,711,531)
Adjustments to reconcile net loss to net cash provided by operating activities:
Decrease in investment in iShares®S&P GSCI™ Commodity-Indexed Investing Pool LLC	126,157,512	131,819,478
Net realized (gain) loss on short-term investments	(4,826)	1,604
Change in operating assets and liabilities:
Net cash provided by operating activities	59,270,100	30,107,947
Cash Flows from Financing Activities
Contributions	33,239,664	40,229,595
Redemptions	(92,509,764)	(70,337,542)
Net cash used in financing activities	(59,270,100)	(30,107,947)
Net increase in cash and cash equivalents
Cash and Cash Equivalents
Beginning of period
End of period
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Cash Flows from Operating Activities
Net loss	(66,888,371)	(101,712,781)
Adjustments to reconcile net loss to net cash provided by operating activities:
Purchases of short-term investments	(1,851,182,418)	(1,715,436,239)
Sales/maturities of short-term investments	1,926,439,112	1,919,353,524
Accretion of discount	(389,719)	(317,729)
Net realized (gain) loss on short-term investments	(4,826)	1,604
Change in operating assets and liabilities:
Cash and cash equivalents held at brokers (restricted)	42,340,302	(4,924,135)
Receivable for variation margin on open futures contracts	2,942,400	(61,741,680)
Interest receivable	161	(116)
Payable for variation margin on open futures contracts	7,229,218	(552,020)
Management fees payable	(91,819)	(136,045)
Net cash provided by operating activities	60,394,040	34,534,383
Cash Flows from Financing Activities
Contributions	33,239,664	40,229,595
Redemptions	(92,509,764)	(70,337,542)
Net cash used in financing activities	(59,270,100)	(30,107,947)
Net increase in cash and cash equivalents	1,123,940	4,426,436
Cash and Cash Equivalents
Beginning of period	204,654	94,645
End of period	$ 1,328,594	$ 4,521,081

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Investment Holdings (Parenthetical) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])

6 Months Ended

Jun. 30, 2013

Total United States Treasury bills, percentage

99.56%

^[1]

United States Treasury bills: 0.04% - 0.05% due 8/01/13 [Member]

United States Treasury bills, due date

Aug. 01, 2013

United States Treasury bills: 0.05% due 9/05/13 [Member]

United States Treasury bills, effective yield rate

0.05%

United States Treasury bills, due date

Sep. 05, 2013

United States Treasury bills: 0.04% - 0.05% due 9/19/13 [Member]

United States Treasury bills, due date

Sep. 19, 2013

Minimum [Member] | United States Treasury bills: 0.04% - 0.05% due 8/01/13 [Member]

United States Treasury bills, effective yield rate

0.04%

Minimum [Member] | United States Treasury bills: 0.04% - 0.05% due 9/19/13 [Member]

United States Treasury bills, effective yield rate

0.04%

Maximum [Member] | United States Treasury bills: 0.04% - 0.05% due 8/01/13 [Member]

United States Treasury bills, effective yield rate

0.05%

Maximum [Member] | United States Treasury bills: 0.04% - 0.05% due 9/19/13 [Member]

United States Treasury bills, effective yield rate

0.05%

[1]	Percentage is based on members' equity.

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	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Trust [Member]
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- Definition

The entire disclosure for shareholders' equity comprised of portions attributable to the parent entity and noncontrolling interest, including other comprehensive income. Includes, but is not limited to, balances of common stock, preferred stock, additional paid-in capital, other capital and retained earnings, accumulated balance for each classification of other comprehensive income and amount of comprehensive income.

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-Section 03 -Paragraph 25 -Article 7 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 32 -Article 5 true2Total Liabilities and Shareholders' Capital / Members' EquityfalseStatements of Financial Condition (USD $)NoRoundingUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/StatementOfFinancialPositionClassified230 XML 40 R9.htm IDEA: XBRL DOCUMENT

Organization	6 Months Ended
Organization	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Trust [Member]
Organization	1 - Organization The iShares^® S&P GSCI™ Commodity-Indexed Trust (the “Trust”) was organized as a Delaware statutory trust on July 7, 2006 and commenced operations on July 10, 2006. BlackRock Asset Management International Inc. (“BAMII”) is the “Sponsor” of the Trust and “Manager” of the iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”). BlackRock Institutional Trust Company, N.A. is the “Trustee” of the Trust. The Trust is governed by the Second Amended and Restated Trust Agreement, dated as of March 1, 2013 (the “Trust Agreement”), among the Sponsor, the Trustee and Wilmington Trust Company (the “Delaware Trustee”). The Trust issues units of beneficial interest (“Shares”) representing fractional undivided beneficial interests in its net assets. Substantially all of the net assets of the Trust consist of interests in the limited liability company interests of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”), together with cash, U.S. Treasury securities or short-term securities and similar securities that are eligible as margin deposits for the Investing Pool’s Index Future positions, referred to as “Collateral Assets.” The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”). It is the objective of the Trust that the performance of the Shares correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index, which represents the return on a fully collateralized investment in the S&P CSCI-ER, before payment of the Trust’s and the Investing Pool’s expenses and liabilities. The Trust and the Investing Pool are each commodity pools, as defined in the Commodity Exchange Act (the “CEA”) and the applicable regulations of the Commodity Futures Trading Commission (the “CFTC”) and are operated by BAMII, a commodity pool operator registered with the CFTC. BAMII is an indirect subsidiary of BlackRock, Inc. The accompanying unaudited financial statements were prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information and with the instructions for Form 10-Q and the rules and regulations of the U.S. Securities and Exchange Commission (the “SEC”). In the opinion of management, all material adjustments, consisting only of normal recurring adjustments considered necessary for a fair statement of the interim period financial statements have been made. Interim period results are not necessarily indicative of results for a full-year period. These financial statements and the notes thereto should be read in conjunction with the Trust’s financial statements included in its Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 28, 2013. The Trust is not an investment company registered under the Investment Company Act of 1940, as amended.
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Organization	1 - Organization The iShares^® S&P GSCI™ Commodity-Indexed Investing Pool LLC (the “Investing Pool”) is a limited liability company organized under the laws of the State of Delaware on July 7, 2006 and commenced operations on July 10, 2006. BlackRock Asset Management International Inc. (the “Manager”) is responsible for the administration of the Investing Pool. The Investing Pool holds long positions in exchange-traded index futures contracts, or “Index Futures,” which may be of various expirations, on the S&P GSCI™ Excess Return Index (“S&P GSCI-ER”). In order to support margin requirements applicable to its Index Future positions, the Investing Pool also holds “Collateral Assets,” which consist of cash, U.S. Treasury securities or other short-term securities and similar securities that are eligible as margin deposits for those Index Future positions. The Index Futures held by the Investing Pool are listed on the Chicago Mercantile Exchange (the “CME”) and are called Commodity Excess Return Futures (“CERFs”). It is the objective of the Investing Pool that its performance will correspond generally, but will not necessarily be identical, to the performance of the S&P GSCI™ Total Return Index (the “Index”) before payment of the Investing Pool’s expenses and liabilities. The Investing Pool is a commodity pool, as defined in the Commodity Exchange Act (the “CEA”) and the applicable regulations of the Commodity Futures Trading Commission (the “CFTC”) and is operated by the Manager, a commodity pool operator registered with the CFTC. The Manager is an indirect subsidiary of BlackRock, Inc. BlackRock Fund Advisors (the “Advisor”), an indirect subsidiary of BlackRock, Inc., serves as the commodity trading advisor of the Investing Pool and is registered with the CFTC. The Investing Pool is not an investment company registered under the Investment Company Act of 1940, as amended.

XML 41 R28.htm IDEA: XBRL DOCUMENT

Trust Expenses - Additional Information (Detail) (iShares S&P GSCI Commodity-Indexed Trust [Member], USD $)	6 Months Ended
	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Trust [Member]
Legal fees, per year, maximum	$ 100,000

XML 42 R32.htm IDEA: XBRL DOCUMENT

Investing in Index Futures - Additional Information (Detail) (iShares S & P GSCI Commodity-Indexed Investing Pool LLC [Member], USD $)	6 Months Ended	12 Months Ended
	Jun. 30, 2013	Dec. 31, 2012
iShares S & P GSCI Commodity-Indexed Investing Pool LLC [Member]
Derivative [Line Items]
Average month-end notional amount open Index Futures	$ 1,113,478,681	$ 1,293,502,033

XML 43 R24.xml IDEA: Investing in Index Futures (Tables) 2.4.0.8125 - Disclosure - Investing in Index Futures (Tables)truefalsefalse1false falsefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923391http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:001false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse1false truefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923391http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_LimitedLiabilityCompanyMemberdei_LegalEntityAxisexplicitMembernanafalse0iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]2false 4us-gaap_ScheduleOfDerivativeInstrumentsInStatementOfFinancialPositionFairValueTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="38%"></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="2%"></td> <td width="19%"></td> <td valign="bottom" width="2%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Asset Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Liability Derivatives </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Fair Value</td> <td valign="bottom"> </td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">7,229,218</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Commodity contracts </td> <td valign="bottom">  </td> <td valign="bottom"> Receivable for variation margin on open futures contracts </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">2,942,400</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">Payable for variation margin on open futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaTabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 false0Variation Margin on Open Futures Contracts, by Risk Exposure Category, on Statements of Financial Condition3false 4us-gaap_ScheduleOfDerivativeInstrumentsGainLossInStatementOfFinancialPerformanceTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="92%" align="center"> <tr> <td width="37%"></td> <td valign="bottom" width="10%"></td> <td width="23%"></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2013 </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"> Statements of Operations Location </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Realized Gain (Loss)</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Change in Unrealized Appreciation / Depreciation</td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(6,779,813</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(56,357,788</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="2"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr> <td valign="bottom" nowrap="nowrap"> Six Months Ended June 30, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" colspan="2"> </td> <td valign="bottom"> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top">Commodity contracts</td> <td valign="bottom">  </td> <td valign="bottom">Net realized loss on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(9,700,180</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td valign="top"></td> <td valign="bottom">  </td> <td valign="bottom">Net change in unrealized appreciation/depreciation on futures contracts</td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(87,384,310</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaTabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.Reference 1: 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falsefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:001false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse1false truefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Trust [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_AffiliatedEntityMemberdei_LegalEntityAxisexplicitMembernanafalse0iShares S&P GSCI Commodity-Indexed Trust [Member]2false 4us-gaap_SignificantAccountingPoliciesTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> 2 - Summary of Significant Accounting Policies   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">A.</td> <td valign="top" align="left">Basis of Accounting</td> </tr> </table> The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of its financial statements in conformity with U.S. GAAP. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">B.</td> <td valign="top" align="left">Investment in the Investing Pool</td> </tr> </table> The Trust’s investment in the Investing Pool is valued at an amount equal to the value of the Trust’s capital account in the Investing Pool, which is measured at fair value. The financial statements of the Investing Pool should be read in conjunction with the Trust’s financial statements. At June 30, 2013, the Trust owned 99.99% of the Investing Pool’s net assets. Because the Trust invests substantially all of its assets in the Investing Pool, the accounting policies of the Investing Pool, including the Investing Pool’s valuation policies for securities and futures positions, will directly affect the recorded value of the Trust’s investment in the Investing Pool. The Trust also receives a daily allocation of its respective income, expenses and net realized and unrealized gains and losses in proportion to its investment in the Investing Pool.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">C.</td> <td valign="top" align="left">Valuation</td> </tr> </table> Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Trust would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Trust’s policy is to value its investments at fair value. The Trust records its investment in the Investing Pool at fair value based on the Trust’s proportionate interest in the net assets of the Investing Pool. Disclosure regarding valuation of the Investing Pool’s investment portfolio can be found in Note 10 of the Investing Pool’s Notes to Financial Statements.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">D.</td> <td valign="top" align="left">Income Taxes</td> </tr> </table> The Trust is treated as a partnership for federal, state and local income tax purposes. No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Trust is not subject to income taxes. Shareholders are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit. The Sponsor has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Trust’s financial statements.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">E.</td> <td valign="top" align="left">Calculation of Net Asset Value</td> </tr> </table> The net asset value of the Trust on any given day is obtained by subtracting the Trust’s accrued expenses and other liabilities on that day from the value of (1) the Trust’s equity investment in the Investing Pool and (2) any other assets of the Trust, as of 4:00 p.m. (New York time) that day. The Trustee determines the net asset value per Share (the “NAV”) by dividing the net asset value of the Trust on a given day by the number of Shares outstanding or deemed to be outstanding at 4:00 p.m. (New York time) that day. The NAV is calculated each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after 4:00 p.m. (New York time).   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Distributions</td> </tr> </table> Interest and distributions received by the Investing Pool on the assets posted as margin may be used to acquire additional Index Futures and Collateral Assets or, in the discretion of the Sponsor, distributed to Shareholders. The Trust is under no obligation to make periodic distributions to Shareholders.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">G.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the FASB issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Trust for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Trust’s financial statements. </div>falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for all significant accounting policies of the reporting entity.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=6367646&loc=d3e18780-107790 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6367646&loc=d3e18726-107790 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section 50 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=6367646&loc=d3e18861-107790 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=6367646&loc=d3e18743-107790 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6367646&loc=d3e18854-107790 false0Summary of Significant Accounting Policies3false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse2false truefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923391http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_LimitedLiabilityCompanyMemberdei_LegalEntityAxisexplicitMembernanafalse0iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]4false 4us-gaap_SignificantAccountingPoliciesTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> 2 - Summary of Significant Accounting Policies   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">A.</td> <td valign="top" align="left">Basis of Accounting</td> </tr> </table> The following is a summary of significant accounting policies consistently followed by the Investing Pool in the preparation of its financial statements in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">B.</td> <td valign="top" align="left">Investment in Index Futures</td> </tr> </table> Index Futures are futures contracts listed on the CME whose settlement at expiration is based on the value of the S&P GSCI-ER at that time. Prior to April 8, 2013, the terms of the Index Futures required the Investing Pool to deposit initial margin with a value equal to 100% of the value of each Index Future position at the time the position was established, thereby making additional payments or receipts of cash (known as “variation margin”) unnecessary. On January 31, 2013 and February 8, 2013, the CME proposed amended rules for the Index Futures, including the Index Futures held by the Investing Pool. The changes relating to these amendments included eliminating the performance bond requirement that requires certain market participants, such as the Investing Pool, to deposit 100% margin in respect of their long positions in Index Futures, replacing it with the margin requirements applicable to other market participants. These amendments became effective on April 8, 2013. In connection with these changes on April 8, 2013, the excess Collateral Assets that were held as margin by the Investing Pool’s clearing futures commission merchant (“Clearing FCM”) were returned to the Investing Pool. On a daily basis, the Investing Pool is obligated to pay, or entitled to receive, variation margin in an amount equal to the daily settlement level of its Index Futures positions. Such payments or receipts are recorded as unrealized appreciation or depreciation. When an Index Future is closed, the Investing Pool records a realized gain or loss based on the difference between the value of the Index Future at the time it was opened and the value at the time it was closed. The Investing Pool deposits with the Clearing FCM the required margin for the Index Futures in the form of cash or other Collateral Assets. Index Futures are derivative instruments valued at fair value, which the Manager has determined to be that day’s announced CME settlement price for the Index Future. If there is no announced CME settlement price for the Index Future on that day, the Manager will use the most recently announced CME settlement price unless the Manager determines that the price is inappropriate as a basis for the valuation of the Index Futures. The Investing Pool’s investments in Index Futures have not been designated as hedging instruments. As a result, all changes in the fair value are reflected in the Statements of Operations. The investment objective of the Investing Pool is to seek investment results that correspond generally, but will not necessarily be identical, to the performance of the Index before payment of the Investing Pool’s expenses and liabilities, through holdings of long positions in Index Futures and related Collateral Assets. For futures contracts, counterparty credit risk is mitigated because futures contracts are exchange-traded and the exchange’s clearing house acts as central counterparty to all exchange-traded futures contracts (although customers continue to have credit exposure to the clearing member who holds their account). Please refer to Note 9 for additional disclosures regarding the Investing Pool’s investments in Index Futures.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">C.</td> <td valign="top" align="left">Cash and Cash Equivalents</td> </tr> </table> The Investing Pool considers cash and cash equivalents to be highly liquid investments with original maturities of three months or less. As of June 30, 2013 and December 31, 2012, the Investing Pool had cash and cash equivalents held at brokers of $11,128,448 and $53,468,750 respectively, which were posted as margin for the Investing Pool’s Index Future positions.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">D.</td> <td valign="top" align="left">Short-Term Investments</td> </tr> </table> Short-term investments on the Statements of Financial Condition consist principally of short-term fixed income securities with original maturities of one year or less. These investments are valued at fair value. As of June 30, 2013 and December 31, 2012, the Investing Pool had short-term investments held at brokers of $52,498,750 and $1,111,734,878, respectively, which were posted as margin for the Investing Pool’s Index Future positions.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">E.</td> <td valign="top" align="left">Securities Transactions, Income and Expense Recognition</td> </tr> </table> Securities transactions are accounted for on the trade date. Realized gains and losses on investment transactions are determined using the specific identification method. Other income and expenses are recognized on the accrual basis.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Income Taxes</td> </tr> </table> The Investing Pool is treated as a partnership for federal, state and local income tax purposes. No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Investing Pool is not subject to income taxes. Holders of interests in the Investing Pool are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit. The Manager has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Investing Pool’s financial statements.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">G.</td> <td valign="top" align="left">Calculation of Net Asset Value</td> </tr> </table> The net asset value of the Investing Pool on any given day is obtained by subtracting the Investing Pool’s accrued expenses and other liabilities on that day from the value of the assets of the Investing Pool, calculated as of 4:00 p.m. (New York time) on each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after that time.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">H.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Investing Pool for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. 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Additionally, this item would include any losses recognized for other than temporary impairments (OTTI) of the subject investments in debt and equity securities.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 9 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27357-111563 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 225 -SubTopic 10 -Section S99 -Paragraph 2 -Subparagraph (SX 210.5-03.7(c)) -URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27405-111563 false2Net realized gain (loss) on short-term investments16falseRowperiodPeriod*RowprimaryElement*10false 4us-gaap_GainLossOnSaleOfDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabelxbrli:monetaryItemTypemonetaryThe difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 225 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.13(h)) -URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882 false2Net realized loss on futures contractsduration2012-01-01T00:00:002012-12-31T00:00:00 0us-gaap_GainLossOnSaleOfDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse-14329369-14329369falsefalsefalse2truefalsefalse-14329560-14329560falsefalsefalse3truefalsefalse-14329369-14329369falsefalsefalse4truefalsefalse-191-191falsefalsefalsexbrli:monetaryItemTypemonetaryThe difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 225 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.13(h)) -URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882 false2Net realized loss on futures contracts17falseRowperiodPeriod*RowprimaryElement*11false 4us-gaap_UnrealizedGainLossOnDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabelxbrli:monetaryItemTypemonetaryThe net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 false2Net change in unrealized appreciation/ depreciation on futures contractsduration2012-01-01T00:00:002012-12-31T00:00:00 0us-gaap_UnrealizedGainLossOnDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse93584639358463falsefalsefalse2truefalsefalse93586699358669falsefalsefalse3truefalsefalse93584639358463falsefalsefalse4truefalsefalse206206falsefalsefalsexbrli:monetaryItemTypemonetaryThe net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 false2Net change in unrealized appreciation/ depreciation on futures contracts18falseRowperiodPeriod*RowprimaryElement*16false 4us-gaap_TemporaryEquityRedemptionPricePerShareus-gaap_truenainstantfalsefalsefalsefalsefalsefalsefalsefalseterseLabelnum:perShareItemTypedecimalAmount to be paid per share that is classified as temporary equity by entity upon redemption. Temporary equity is a security with redemption features that are outside the control of the issuer, is not classified as an asset or liability in conformity with GAAP, and is not mandatorily redeemable. Includes any type of security that is redeemable at a fixed or determinable price or on a fixed or determinable date or dates, is redeemable at the option of the holder, or has conditions for redemption which are not solely within the control of the issuer. If convertible, the issuer does not control the actions or events necessary to issue the maximum number of shares that could be required to be delivered under the conversion option if the holder exercises the option to convert the stock to another class of equity. If the security is a warrant or a rights issue, the warrant or rights issue is considered to be temporary equity if the issuer cannot demonstrate that it would be able to deliver upon the exercise of the option by the holder in all cases. Includes stock with put option held by ESOP and stock redeemable by holder only in the event of a change in control of the issuer.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 28 -Article 5 false3Net Asset Value per Share, End of Periodduration2012-01-01T00:00:002012-12-31T00:00:00 0us-gaap_TemporaryEquityRedemptionPricePerShareus-gaap_truenainstantfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse32.8432.84USD$falsetruefalse2falsefalsefalse00falsefalsefalse3falsefalsefalse00falsefalsefalse4falsefalsefalse00falsefalsefalsenum:perShareItemTypedecimalAmount to be paid per share that is classified as temporary equity by entity upon redemption. Temporary equity is a security with redemption features that are outside the control of the issuer, is not classified as an asset or liability in conformity with GAAP, and is not mandatorily redeemable. Includes any type of security that is redeemable at a fixed or determinable price or on a fixed or determinable date or dates, is redeemable at the option of the holder, or has conditions for redemption which are not solely within the control of the issuer. If convertible, the issuer does not control the actions or events necessary to issue the maximum number of shares that could be required to be delivered under the conversion option if the holder exercises the option to convert the stock to another class of equity. If the security is a warrant or a rights issue, the warrant or rights issue is considered to be temporary equity if the issuer cannot demonstrate that it would be able to deliver upon the exercise of the option by the holder in all cases. Includes stock with put option held by ESOP and stock redeemable by holder only in the event of a change in control of the issuer.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 28 -Article 5 false3Net Asset Value per Share, End of Period19falseRowperiodPeriod*RowprimaryElement*14false 4us-gaap_LimitedPartnersCapitalAccountus-gaap_truecreditinstantfalsefalsefalsefalsefalsefalsetruefalseperiodEndLabelxbrli:monetaryItemTypemonetaryThe amount of the limited partners' ownership interests.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 272 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6373374&loc=d3e70434-108055 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 505 -SubTopic 10 -Section S99 -Paragraph 5 -Subparagraph (SAB TOPIC 4.F) -URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187171-122770 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Staff Accounting Bulletin (SAB) -Number Topic 4 -Section F false2Members' Equity - 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The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 310 -SubTopic 10 -Section S99 -Paragraph 2 -Subparagraph (SAB TOPIC 4.E) -URI http://asc.fasb.org/extlink&oid=27010918&loc=d3e74512-122707 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Staff Accounting Bulletin (SAB) -Number Topic 4 -Section E Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.29-31) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 29, 30, 31 -Article 5 false2Shareholders' Capital, End of Periodduration2012-01-01T00:00:002012-12-31T00:00:00 0us-gaap_StockholdersEquityus-gaap_truecreditinstantfalsefalsetruefalsefalsefalsetruefalseperiodEndLabel1truefalsefalse11675887321167588732falsefalsefalse2falsefalsefalse00falsefalsefalse3falsefalsefalse00falsefalsefalse4falsefalsefalse00falsefalsefalsexbrli:monetaryItemTypemonetaryTotal of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which are attributable to the parent. The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 310 -SubTopic 10 -Section S99 -Paragraph 2 -Subparagraph (SAB TOPIC 4.E) -URI http://asc.fasb.org/extlink&oid=27010918&loc=d3e74512-122707 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Staff Accounting Bulletin (SAB) -Number Topic 4 -Section E Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.29-31) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 29, 30, 31 -Article 5 falseinstant2012-12-31T00:00:000001-01-01T00:00:002Shareholders' Capital, End of Period at Dec. 31, 201222falseRowperiodPeriod*RowprimaryElement*13false 4us-gaap_GeneralPartnersCapitalAccountus-gaap_truecreditinstantfalsefalsefalsefalsefalsefalsetruefalseperiodEndLabelxbrli:monetaryItemTypemonetaryThe amount of the general partner's ownership interest.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 505 -SubTopic 10 -Section S99 -Paragraph 5 -Subparagraph (SAB TOPIC 4.F) -URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187171-122770 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Staff Accounting Bulletin (SAB) -Number Topic 4 -Section F false2Members' Equity - General Member at End of Periodduration2012-01-01T00:00:002012-12-31T00:00:00 0us-gaap_GeneralPartnersCapitalAccountus-gaap_truecreditinstantfalsefalsetruefalsefalsefalsetruefalseperiodEndLabel1falsefalsefalse00falsefalsefalse2truefalsefalse1661916619falsefalsefalse3falsefalsefalse00falsefalsefalse4truefalsefalse1661916619falsefalsefalsexbrli:monetaryItemTypemonetaryThe amount of the general partner's ownership interest.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 505 -SubTopic 10 -Section S99 -Paragraph 5 -Subparagraph (SAB TOPIC 4.F) -URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187171-122770 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Staff Accounting Bulletin (SAB) -Number Topic 4 -Section F falseinstant2012-12-31T00:00:000001-01-01T00:00:002Members' Equity - General Member at End of Period at Dec. 31, 201223falseRowperiodPeriod*RowprimaryElement*6false 4us-gaap_TemporaryEquityStockIssuedDuringPeriodValueNewIssuesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabelxbrli:monetaryItemTypemonetaryValue of new stock classified as temporary equity issued during the period.No definition available.false2Contributionsduration2013-01-01T00:00:002013-06-30T00:00:00 0us-gaap_TemporaryEquityStockIssuedDuringPeriodValueNewIssuesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse3323966433239664falsefalsefalse2truefalsefalse3323966433239664falsefalsefalse3truefalsefalse3323966433239664falsefalsefalse4falsefalsefalse00falsefalsefalsexbrli:monetaryItemTypemonetaryValue of new stock classified as temporary equity issued during the period.No definition available.false2Contributions24falseRowperiodPeriod*RowprimaryElement*7false 4gsg_ValueOfStockClassifiedAsTemporaryEquitySurrenderedDuringReportingPeriodgsg_falsedebitdurationfalsefalsefalsefalsefalsefalsefalsetruenegatedLabelxbrli:monetaryItemTypemonetaryValue of stock classified as temporary equity surrendered during the reporting period.No definition available.false2Redemptionsduration2013-01-01T00:00:002013-06-30T00:00:00 0gsg_ValueOfStockClassifiedAsTemporaryEquitySurrenderedDuringReportingPeriodgsg_falsedebitdurationfalsefalsefalsefalsefalsefalsefalsetruenegatedLabel1truefalsefalse-92509764-92509764falsefalsefalse2truefalsefalse-92509764-92509764falsefalsefalse3truefalsefalse-92509764-92509764falsefalsefalse4falsefalsefalse00falsefalsefalsexbrli:monetaryItemTypemonetaryValue of stock classified as temporary equity surrendered during the reporting period.No definition available.false2Redemptions25falseRowperiodPeriod*RowprimaryElement*8false 4us-gaap_OperatingIncomeLossus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabelxbrli:monetaryItemTypemonetaryThe net result for the period of deducting operating expenses from operating revenues.No definition available.false2Net investment lossduration2013-01-01T00:00:002013-06-30T00:00:00 0us-gaap_OperatingIncomeLossus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse-3755539-3755539falsefalsefalse2truefalsefalse-3755596-3755596falsefalsefalse3truefalsefalse-3755539-3755539falsefalsefalse4truefalsefalse-57-57falsefalsefalsexbrli:monetaryItemTypemonetaryThe net result for the period of deducting operating expenses from operating revenues.No definition available.false2Net investment loss26falseRowperiodPeriod*RowprimaryElement*9false 4us-gaap_MarketableSecuritiesRealizedGainLossus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabelxbrli:monetaryItemTypemonetaryThis item represents the total realized gain (loss) included in earnings for the period as a result of selling marketable securities categorized as trading, available-for-sale, or held-to-maturity. Additionally, this item would include any losses recognized for other than temporary impairments (OTTI) of the subject investments in debt and equity securities.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 9 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27357-111563 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 225 -SubTopic 10 -Section S99 -Paragraph 2 -Subparagraph (SX 210.5-03.7(c)) -URI http://asc.fasb.org/extlink&oid=26872669&loc=d3e20235-122688 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27405-111563 false2Net realized gain (loss) on short-term investmentsduration2013-01-01T00:00:002013-06-30T00:00:00 0us-gaap_MarketableSecuritiesRealizedGainLossus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse48264826falsefalsefalse2truefalsefalse48264826falsefalsefalse3truefalsefalse48264826falsefalsefalse4falsefalsefalse00falsefalsefalsexbrli:monetaryItemTypemonetaryThis item represents the total realized gain (loss) included in earnings for the period as a result of selling marketable securities categorized as trading, available-for-sale, or held-to-maturity. 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This element refers to the gain (loss) included in earnings.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 225 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.13(h)) -URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882 false2Net realized loss on futures contractsduration2013-01-01T00:00:002013-06-30T00:00:00 0us-gaap_GainLossOnSaleOfDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse-6779712-6779712falsefalsefalse2truefalsefalse-6779813-6779813falsefalsefalse3truefalsefalse-6779712-6779712falsefalsefalse4truefalsefalse-101-101falsefalsefalsexbrli:monetaryItemTypemonetaryThe difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 225 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.13(h)) -URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882 false2Net realized loss on futures contracts28falseRowperiodPeriod*RowprimaryElement*11false 4us-gaap_UnrealizedGainLossOnDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabelxbrli:monetaryItemTypemonetaryThe net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 false2Net change in unrealized appreciation/ depreciation on futures contractsduration2013-01-01T00:00:002013-06-30T00:00:00 0us-gaap_UnrealizedGainLossOnDerivativesus-gaap_truecreditdurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse-56356987-56356987falsefalsefalse2truefalsefalse-56357788-56357788falsefalsefalse3truefalsefalse-56356987-56356987falsefalsefalse4truefalsefalse-801-801falsefalsefalsexbrli:monetaryItemTypemonetaryThe net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 false2Net change in unrealized appreciation/ depreciation on futures contracts29falseRowperiodPeriod*RowprimaryElement*16false 4us-gaap_TemporaryEquityRedemptionPricePerShareus-gaap_truenainstantfalsefalsefalsefalsefalsefalsefalsefalseterseLabelnum:perShareItemTypedecimalAmount to be paid per share that is classified as temporary equity by entity upon redemption. 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Includes stock with put option held by ESOP and stock redeemable by holder only in the event of a change in control of the issuer.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 28 -Article 5 false3Net Asset Value per Share, End of Periodduration2013-01-01T00:00:002013-06-30T00:00:00 0us-gaap_TemporaryEquityRedemptionPricePerShareus-gaap_truenainstantfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1truefalsefalse30.9530.95USD$falsetruefalse2falsefalsefalse00falsefalsefalse3falsefalsefalse00falsefalsefalse4falsefalsefalse00falsefalsefalsenum:perShareItemTypedecimalAmount to be paid per share that is classified as temporary equity by entity upon redemption. Temporary equity is a security with redemption features that are outside the control of the issuer, is not classified as an asset or liability in conformity with GAAP, and is not mandatorily redeemable. Includes any type of security that is redeemable at a fixed or determinable price or on a fixed or determinable date or dates, is redeemable at the option of the holder, or has conditions for redemption which are not solely within the control of the issuer. If convertible, the issuer does not control the actions or events necessary to issue the maximum number of shares that could be required to be delivered under the conversion option if the holder exercises the option to convert the stock to another class of equity. If the security is a warrant or a rights issue, the warrant or rights issue is considered to be temporary equity if the issuer cannot demonstrate that it would be able to deliver upon the exercise of the option by the holder in all cases. 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Statements of Financial Condition (Parenthetical) (iShares S&P GSCI Commodity-Indexed Trust [Member], USD $)

Jun. 30, 2013

Dec. 31, 2012

iShares S&P GSCI Commodity-Indexed Trust [Member]

Redeemable capital Shares, par value

Redeemable capital Shares, issued 33,650,000 35,550,000

Redeemable capital Shares, outstanding 33,650,000 35,550,000

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Indemnification
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Indemnification

6 - Indemnification

The Sponsor and its shareholders, directors, officers, employees, affiliates (as such term is defined under the United States Securities Act of 1933, as amended) and subsidiaries are entitled to be indemnified by the Trust and held harmless against any loss, liability or expense arising out of or in connection with the performance of their obligations under the Trust Agreement or any actions taken in accordance with the provisions of the Trust Agreement and incurred without their (1) negligence, bad faith, willful misconduct or willful malfeasance or (2) reckless disregard of their obligations and duties under the Trust Agreement.

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Indemnification

6 - Indemnification

The Trust, the Manager and any officers, agents and delegates of the Investing Pool (the “Indemnitees”) are entitled to indemnification from the Investing Pool for any loss, damage, claim or expense (including reasonable attorney’s fees) incurred by any Indemnitee by reason of any act or omission performed or omitted by such Indemnitee on behalf of the Investing Pool, unless such act or omission is the result of such Indemnitee’s gross negligence, bad faith or willful misconduct, and provided that such indemnity shall be provided out of, and only to the extent of, the Investing Pool’s assets.

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The level of a value determined for a financial instrument within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement in its entirety. 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The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="58%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 1</td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 2</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Level 3</td> <td valign="bottom"> </td> <td valign="bottom">  </td> <td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">Total</td> <td valign="bottom"> </td> </tr> <tr> <td valign="top"> June 30, 2013 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(120,860,748</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,036,872,729</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="16"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> <td height="16" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> December 31, 2012 </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"> </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Futures(a) </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> <td valign="bottom"> </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">(64,502,960</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> U.S. Treasury bills </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom"> </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">—  </td> <td valign="bottom" nowrap="nowrap">  </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">1,111,734,878</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Futures are valued at unrealized appreciation (depreciation). </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 21 -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13537-108611 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13433-108611 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 28 -URI http://asc.fasb.org/extlink&oid=6957238&loc=d3e14064-108612 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 30 -URI http://asc.fasb.org/extlink&oid=6957238&loc=d3e14172-108612 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 16 -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13504-108611 false0Investment ValuationfalseInvestment Valuation (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])UnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/NotesToFinancialStatementsFairValueDisclosuresTextBlock12 XML 52 R5.htm IDEA: XBRL DOCUMENT v2.4.0.8

Statements of Changes in Shareholders' Capital/Members' Equity (USD $)

iShares S&P GSCI Commodity-Indexed Trust [Member]

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Limited [Member]

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

General [Member]

Members' Equity at Beginning of Period at Dec. 31, 2011 $ 1,313,308,657

Shareholders' Capital, Beginning of Period at Dec. 31, 2011 1,313,291,939

Net investment loss (4,626,629) (4,626,687)

Net realized gain (loss) on short-term investments (1,604) (1,604)

Net realized loss on futures contracts (9,700,055) (9,700,180)

Net change in unrealized appreciation/ depreciation on futures contracts (87,383,243) (87,384,310)

Members' Equity at End of Period at Jun. 30, 2012

Members' Equity - Limited Member at Beginning of Period at Dec. 31, 2011 1,313,291,939

Members' Equity at Beginning of Period at Dec. 31, 2011 1,313,308,657

Shareholders' Capital, Beginning of Period at Dec. 31, 2011 1,313,291,939

Members' Equity - General Member at Beginning of Period at Dec. 31, 2011 16,718

Contributions 60,395,586 60,395,586 60,395,586

Redemptions (192,357,388) (192,357,388) (192,357,388)

Net investment loss (8,768,838) (8,768,952) (8,768,838) (114)

Net realized gain (loss) on short-term investments (1,661) (1,661) (1,661)

Net realized loss on futures contracts (14,329,369) (14,329,560) (14,329,369) (191)

Net change in unrealized appreciation/ depreciation on futures contracts 9,358,463 9,358,669 9,358,463 206

Net Asset Value per Share, End of Period $ 32.84

Members' Equity - Limited Member at End of Period at Dec. 31, 2012 1,167,588,732 1,167,588,732

Members' Equity at End of Period at Dec. 31, 2012 1,167,605,351

Shareholders' Capital, End of Period at Dec. 31, 2012 1,167,588,732

Members' Equity - General Member at End of Period at Dec. 31, 2012 16,619 16,619

Contributions 33,239,664 33,239,664 33,239,664

Redemptions (92,509,764) (92,509,764) (92,509,764)

Net investment loss (3,755,539) (3,755,596) (3,755,539) (57)

Net realized gain (loss) on short-term investments 4,826 4,826 4,826

Net realized loss on futures contracts (6,779,712) (6,779,813) (6,779,712) (101)

Net change in unrealized appreciation/ depreciation on futures contracts (56,356,987) (56,357,788) (56,356,987) (801)

Net Asset Value per Share, End of Period $ 30.95

Members' Equity - Limited Member at End of Period at Jun. 30, 2013 1,041,431,220 1,041,431,220

Members' Equity at End of Period at Jun. 30, 2013 1,041,446,880

Shareholders' Capital, End of Period at Jun. 30, 2013 1,041,431,220

Members' Equity - General Member at End of Period at Jun. 30, 2013 15,660 15,660

Members' Equity at Beginning of Period at Mar. 31, 2013

Net investment loss (1,828,895) (1,828,923)

Net realized gain (loss) on short-term investments 2,140 2,140

Net realized loss on futures contracts (4,110,681) (4,110,743)

Net change in unrealized appreciation/ depreciation on futures contracts (62,881,848) (62,882,758)

Net Asset Value per Share, End of Period $ 30.95

Members' Equity - Limited Member at End of Period at Jun. 30, 2013 1,041,431,220

Members' Equity at End of Period at Jun. 30, 2013 1,041,446,880

Shareholders' Capital, End of Period at Jun. 30, 2013 1,041,431,220

Members' Equity - General Member at End of Period at Jun. 30, 2013 $ 15,660

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Statements of Financial Condition (USD $)

Jun. 30, 2013

Dec. 31, 2012

iShares S&P GSCI Commodity-Indexed Trust [Member]

Assets

Cash and cash equivalents

Investment in iShares®S&P GSCI™ Commodity-Indexed Investing Pool LLC 1,041,431,220 1,167,588,732

Total Assets 1,041,431,220 1,167,588,732

Liabilities and Shareholders' Capital / Members' Equity

Commitments and Contingent Liabilities (Note 7)

Members' Equity

Redeemable capital Shares, no par value, unlimited amount authorized (at redemption value) - 33,650,000 issued and outstanding at June 30, 2013 and 35,550,000 issued and outstanding at December 31, 2012 1,041,431,220 1,167,588,732

Total Shareholders' Capital 1,041,431,220 1,167,588,732

Total Liabilities and Shareholders' Capital / Members' Equity 1,041,431,220 1,167,588,732

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Assets

Cash and cash equivalents 1,328,594 204,654

Cash and cash equivalents held at brokers (restricted) 11,128,448 53,468,750

Short-term investments 984,373,979

Short-term investments held at brokers (restricted) 52,498,750 1,111,734,878

Receivable for variation margin on open futures contracts (Note 9) 2,942,400

Interest receivable 161

Total Assets 1,049,329,771 1,168,350,843

Liabilities and Shareholders' Capital / Members' Equity

Payable for variation margin on open futures contracts (Note 9) 7,229,218

Management fees payable 653,673 745,492

Total Liabilities 7,882,891 745,492

Commitments and Contingent Liabilities (Note 7)

Members' Equity

General member 15,660 16,619

Limited member 1,041,431,220 1,167,588,732

Total Members' Equity 1,041,446,880 1,167,605,351

Total Liabilities and Shareholders' Capital / Members' Equity $ 1,049,329,771 $ 1,168,350,843

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The baskets of Index Futures and Collateral Assets are transferred to or from the Trust in exchange for Investing Pool Interests. Individual investors cannot purchase or redeem Investing Pool Interests. The Investing Pool transacts only with the Trust and the Manager. Redemptions of Investing Pool Interests in exchange for Index Futures and Collateral Assets are treated as sales for financial statement purposes. </div>falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for the formation, structure, control and ownership of the partnership. Disclosures related to accounts comprising partners' capital. Includes balances of general partners' capital account, limited partners' capital account, preferred partners' capital account and total partners' capital account and units outstanding; accumulated other comprehensive income; amount and nature of changes to amount of partner's capital and units outstanding by class, rights and privileges for each class of units; distribution policies and distributions paid by unit class; impact of and correction of an error in previously issued financial statements; limitations of partners' liability; redemption, conversion and distribution policies; and deferred compensation related to the issuance of units.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 272 -SubTopic 10 -Section 50 -Paragraph 3 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=6373374&loc=d3e70478-108055 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 272 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6373374&loc=d3e70434-108055 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 505 -SubTopic 10 -Section S99 -Paragraph 5 -Subparagraph (SAB TOPIC 4.F) -URI http://asc.fasb.org/extlink&oid=27012166&loc=d3e187171-122770 false0Offering of the Investing Pool InterestsfalseOffering of the Investing Pool Interests (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])UnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/NotesToFinancialStatementsPartnersCapitalNotesDisclosureTextBlock12 XML 56 R16.xml IDEA: Net Asset Value and Financial Highlights 2.4.0.8117 - Disclosure - Net Asset Value and Financial Highlightstruefalsefalse1false falsefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:001false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse1false truefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Trust [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_AffiliatedEntityMemberdei_LegalEntityAxisexplicitMembernanafalse0iShares S&P GSCI Commodity-Indexed Trust [Member]2false 4gsg_NetAssetValueAndFinancialHighlightsTextBlockgsg_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> 8 - Net Asset Value and Financial Highlights The Trust is presenting the following net asset values and financial highlights related to investment performance and operations for a Share outstanding for the period from January 1, 2013 to June 30, 2013. The net investment income (loss) and total expense ratios are calculated using average net assets. The net asset value presentation is calculated using daily Shares outstanding. The net investment income (loss) and total expense ratios have been annualized and include the allocation of net investment income (loss) and expenses from the Investing Pool. The total return is based on the change in net asset value of a Share during the period. An investor’s return and ratios may vary based on the timing of capital transactions.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="68%" align="center"> <tr> <td width="89%"></td> <td valign="bottom" width="9%"></td> <td></td> <td></td> <td></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net asset value per Share, beginning of period </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">32.84</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Net investment loss </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.11</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Realized and unrealized loss </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1.78</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td valign="top"> Net decrease in net assets from operations </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(1.89</td> <td valign="bottom" nowrap="nowrap">) </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net asset value per Share, end of period </td> <td valign="bottom">  </td> <td valign="bottom">$</td> <td valign="bottom" align="right">30.95</td> <td valign="bottom" nowrap="nowrap">  </td> </tr> <tr style="FONT-SIZE: 1px"> <td valign="bottom"></td> <td valign="bottom">  </td> <td valign="bottom">   </td> <td valign="bottom">   </td> <td> </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Ratio to average net assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Net investment loss(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.68</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> <tr> <td valign="top"> Expenses(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">0.75</td> <td valign="bottom" nowrap="nowrap">% </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Total return, at net asset value(b) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5.76</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Percentage is annualized. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(b) </td> <td valign="top" align="left"> Percentage is not annualized. </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaPresentation of net asset values and financial highlights related to investment performance and operations for a Share outstanding.No definition available.false0Net Asset Value and Financial HighlightsfalseNet Asset Value and Financial Highlights (iShares S&P GSCI Commodity-Indexed Trust [Member])UnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/NotesToFinancialStatementsNetAssetValueAndFinancialHighlightsTextBlock12 XML 57 R27.xml IDEA: Offering of the Shares - 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The net investment income (loss) and total expense ratios are calculated using average net assets and have been annualized. The total return is based on the change in the net asset value during the period.   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="68%" align="center"> <tr> <td width="91%"></td> <td valign="bottom" width="7%"></td> <td></td> <td></td> <td></td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Ratio to average net assets: </td> <td valign="bottom">  </td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> Net investment loss(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(0.68</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> <tr bgcolor="#CCEEFF"> <td valign="top"> Expenses(a) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">0.75</td> <td valign="bottom" nowrap="nowrap">% </td> </tr> <tr> <td height="8"></td> <td height="8" colspan="4"></td> </tr> <tr> <td valign="top"> Total return(b) </td> <td valign="bottom">  </td> <td valign="bottom"> </td> <td valign="bottom" align="right">(5.83</td> <td valign="bottom" nowrap="nowrap">)% </td> </tr> </table>   <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(a) </td> <td valign="top" align="left"> Percentage is annualized. </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="3%" align="left">(b) </td> <td valign="top" align="left"> Percentage is not annualized. </td> </tr> </table> </div>falsefalsefalsenonnum:textBlockItemTypenaPresentation of financial highlights related to investment performance and operations.No definition available.false0Financial HighlightsfalseFinancial Highlights (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])UnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.ishares.com/taxonomy/role/NotesToFinancialStatementsFinancialHighlightsTextBlock12 XML 59 R3.xml IDEA: Statements of Financial Condition (Parenthetical) 2.4.0.8104 - Statement - Statements of Financial Condition (Parenthetical)truefalsefalse1false USDfalsefalse$eol_PE680450--1310-Q0006_STD_0_20130630_0_921954x923825http://www.sec.gov/CIK0001332174instant2013-06-30T00:00:000001-01-01T00:00:00sharesStandardhttp://www.xbrl.org/2003/instanceshares0iso4217_USDStandardhttp://www.xbrl.org/2003/iso4217USDiso42170USDUSD$2false USDfalsefalse$eol_PE680450--1310-Q0006_STD_0_20121231_0_921954x923825http://www.sec.gov/CIK0001332174instant2012-12-31T00:00:000001-01-01T00:00:00sharesStandardhttp://www.xbrl.org/2003/instanceshares0iso4217_USDStandardhttp://www.xbrl.org/2003/iso4217USDiso42170USDUSD$1false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse2falsefalsefalse00falsefalsefalse1false USDtruefalse$eol_PE680450--1310-Q0006_STD_0_20130630_0_921954x923825http://www.sec.gov/CIK0001332174instant2013-06-30T00:00:000001-01-01T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Trust [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_AffiliatedEntityMemberdei_LegalEntityAxisexplicitMembersharesStandardhttp://www.xbrl.org/2003/instanceshares0iso4217_USDStandardhttp://www.xbrl.org/2003/iso4217USDiso42170USDUSD$nanafalse0iShares S&P GSCI Commodity-Indexed Trust [Member]2false 4us-gaap_TemporaryEquityValueExcludingAdditionalPaidInCapitalus-gaap_truecreditinstantfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00  USD$falsefalsefalse2falsefalsefalse00  USD$falsefalsefalsexbrli:monetaryItemTypemonetaryCarrying amount of the par value of temporary equity outstanding. 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Net Asset Value and Financial Highlights - Net Asset Values and Financial Highlights (Detail) (iShares S&P GSCI Commodity-Indexed Trust [Member], USD $)
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Net asset value per Share, beginning of period $ 32.84

Net investment loss $ (0.11)

Realized and unrealized loss $ (1.78)

Net decrease in net assets from operations $ (1.89)

Net asset value per Share, end of period $ 30.95

Net investment loss (0.68%)

Expenses 0.75%

Total return, at net asset value (5.76%)

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Financial Highlights (Tables) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Financial Highlights

Ratio to average net assets:


Net investment loss^(a)
 (0.68 )%

Expenses^(a)
 0.75 %

Total return^(b)
 (5.83 )%

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Investment Valuation - Valuation of Investments by Fair Value Hierarchy Levels (Detail) (USD $)

Jun. 30, 2013

Dec. 31, 2012

Futures [Member]

Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]

Fair value of investments $ (120,860,748) $ (64,502,960)

U.S. Treasury bills [Member]

Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]

Fair value of investments 1,036,872,729 1,111,734,878

Level 1 [Member] | Futures [Member]

Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]

Fair value of investments (120,860,748) (64,502,960)

Level 2 [Member] | U.S. Treasury bills [Member]

Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]

Fair value of investments $ 1,036,872,729 $ 1,111,734,878

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Fair value portion of investment securities, including, but not limited to, marketable securities, derivative financial instruments, and investments accounted for under the equity method.

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Related Parties
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Related Parties

5 - Related Parties

The Sponsor, the Manager and the Trustee are considered to be related parties to the Trust. The Trustee’s fee is paid by the Sponsor and is not a separate expense of the Trust. The Manager is paid by the Investing Pool and that fee is an indirect expense of the Trust.

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Related Parties

5 - Related Parties

BlackRock Institutional Trust Company, N.A. is the “Administrator” of the Investing Pool. The Manager and the Administrator are considered to be related parties to the Trust and Investing Pool. The Advisor is considered to be a related party to the Investing Pool. The Administrator’s and Advisor’s fees are paid by the Manager from the Investing Pool’s expense allocation to the Manager and are not a separate expense of the Investing Pool.

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The entire disclosure for related party transactions. Examples of related party transactions include transactions between (a) a parent company and its subsidiary; (b) subsidiaries of a common parent; (c) and entity and its principal owners; and (d) affiliates.

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XML 66 R21.xml IDEA: Summary of Significant Accounting Policies (Policies) 2.4.0.8122 - Disclosure - Summary of Significant Accounting Policies (Policies)truefalsefalse1false falsefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:001false 0truefalsetruefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalse1false truefalseeol_PE680450--1310-Q0006_STD_181_20130630_0_921954x923825http://www.sec.gov/CIK0001332174duration2013-01-01T00:00:002013-06-30T00:00:00falsefalseiShares S&P GSCI Commodity-Indexed Trust [Member]dei_LegalEntityAxisxbrldihttp://xbrl.org/2006/xbrldius-gaap_AffiliatedEntityMemberdei_LegalEntityAxisexplicitMembernanafalse0iShares S&P GSCI Commodity-Indexed Trust [Member]2false 4us-gaap_BasisOfAccountingPolicyPolicyTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">A.</td> <td valign="top" align="left">Basis of Accounting</td> </tr> </table> The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of its financial statements in conformity with U.S. GAAP. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. 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The financial statements of the Investing Pool should be read in conjunction with the Trust’s financial statements. At June 30, 2013, the Trust owned 99.99% of the Investing Pool’s net assets. Because the Trust invests substantially all of its assets in the Investing Pool, the accounting policies of the Investing Pool, including the Investing Pool’s valuation policies for securities and futures positions, will directly affect the recorded value of the Trust’s investment in the Investing Pool. 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(“NYSE Arca”) is open for regular trading, as soon as practicable after 4:00 p.m. (New York time). </div>falsefalsefalsenonnum:textBlockItemTypenaThe method used by the entity to calculate the net asset value.No definition available.false0Calculation of Net Asset Value7false 4gsg_DistributionsPolicyTextBlockgsg_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Distributions</td> </tr> </table> Interest and distributions received by the Investing Pool on the assets posted as margin may be used to acquire additional Index Futures and Collateral Assets or, in the discretion of the Sponsor, distributed to Shareholders. 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Actual results could differ from those estimates and these differences could be material. </div>falsefalsefalsenonnum:textBlockItemTypenaDisclosure of accounting policy for basis of accounting, or basis of presentation, used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).No definition available.false0Basis of Accounting11false 4us-gaap_IncomeTaxPolicyTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">F.</td> <td valign="top" align="left">Income Taxes</td> </tr> </table> The Investing Pool is treated as a partnership for federal, state and local income tax purposes. 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(“NYSE Arca”) is open for regular trading, as soon as practicable after that time. </div>falsefalsefalsenonnum:textBlockItemTypenaThe method used by the entity to calculate the net asset value.No definition available.false0Calculation of Net Asset Value13false 4gsg_RecentAccountingStandardsPolicyTextBlockgsg_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">H.</td> <td valign="top" align="left">Recent Accounting Standard</td> </tr> </table> In June 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Investing Pool for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Investing Pool’s financial statements. </div>falsefalsefalsenonnum:textBlockItemTypenaRecent Accounting Standards Policy [Text Block]No definition available.false0Recent Accounting Standard14false 4us-gaap_DerivativesMethodsOfAccountingNonhedgingDerivativesus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">B.</td> <td valign="top" align="left">Investment in Index Futures</td> </tr> </table> Index Futures are futures contracts listed on the CME whose settlement at expiration is based on the value of the S&P GSCI-ER at that time. Prior to April 8, 2013, the terms of the Index Futures required the Investing Pool to deposit initial margin with a value equal to 100% of the value of each Index Future position at the time the position was established, thereby making additional payments or receipts of cash (known as “variation margin”) unnecessary. On January 31, 2013 and February 8, 2013, the CME proposed amended rules for the Index Futures, including the Index Futures held by the Investing Pool. The changes relating to these amendments included eliminating the performance bond requirement that requires certain market participants, such as the Investing Pool, to deposit 100% margin in respect of their long positions in Index Futures, replacing it with the margin requirements applicable to other market participants. These amendments became effective on April 8, 2013. In connection with these changes on April 8, 2013, the excess Collateral Assets that were held as margin by the Investing Pool’s clearing futures commission merchant (“Clearing FCM”) were returned to the Investing Pool. On a daily basis, the Investing Pool is obligated to pay, or entitled to receive, variation margin in an amount equal to the daily settlement level of its Index Futures positions. Such payments or receipts are recorded as unrealized appreciation or depreciation. When an Index Future is closed, the Investing Pool records a realized gain or loss based on the difference between the value of the Index Future at the time it was opened and the value at the time it was closed. The Investing Pool deposits with the Clearing FCM the required margin for the Index Futures in the form of cash or other Collateral Assets. Index Futures are derivative instruments valued at fair value, which the Manager has determined to be that day’s announced CME settlement price for the Index Future. If there is no announced CME settlement price for the Index Future on that day, the Manager will use the most recently announced CME settlement price unless the Manager determines that the price is inappropriate as a basis for the valuation of the Index Futures. The Investing Pool’s investments in Index Futures have not been designated as hedging instruments. As a result, all changes in the fair value are reflected in the Statements of Operations. The investment objective of the Investing Pool is to seek investment results that correspond generally, but will not necessarily be identical, to the performance of the Index before payment of the Investing Pool’s expenses and liabilities, through holdings of long positions in Index Futures and related Collateral Assets. For futures contracts, counterparty credit risk is mitigated because futures contracts are exchange-traded and the exchange’s clearing house acts as central counterparty to all exchange-traded futures contracts (although customers continue to have credit exposure to the clearing member who holds their account). Please refer to Note 9 for additional disclosures regarding the Investing Pool’s investments in Index Futures. </div>falsefalsefalsenonnum:textBlockItemTypenaDisclosure of accounting policy for derivatives that either were not designated as hedging instruments or do not qualify for hedge accounting.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=6367646&loc=d3e18780-107790 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 08 -Paragraph n -Article 4 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -URI http://asc.fasb.org/subtopic&trid=2229141 false0Investment in Index Futures15false 4us-gaap_CashAndCashEquivalentsPolicyTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="4%" align="left">C.</td> <td valign="top" align="left">Cash and Cash Equivalents</td> </tr> </table> The Investing Pool considers cash and cash equivalents to be highly liquid investments with original maturities of three months or less. 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Investing Pool Expenses - Additional Information (Detail) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Manager's fee accrual rate based on the net asset value of the Investing Pool 0.75%

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Net Asset Value and Financial Highlights (iShares S&P GSCI Commodity-Indexed Trust [Member])
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Net Asset Value and Financial Highlights

8 - Net Asset Value and Financial Highlights

The Trust is presenting the following net asset values and financial highlights related to investment performance and operations for a Share outstanding for the period from January 1, 2013 to June 30, 2013. The net investment income (loss) and total expense ratios are calculated using average net assets. The net asset value presentation is calculated using daily Shares outstanding. The net investment income (loss) and total expense ratios have been annualized and include the allocation of net investment income (loss) and expenses from the Investing Pool. The total return is based on the change in net asset value of a Share during the period. An investor’s return and ratios may vary based on the timing of capital transactions.

Net asset value per Share, beginning of period
 $ 32.84

Net investment loss
 (0.11 )

Realized and unrealized loss
 (1.78 )



Net decrease in net assets from operations
 (1.89 )



Net asset value per Share, end of period
 $ 30.95



Ratio to average net assets:


Net investment loss^(a)
 (0.68 )%

Expenses^(a)
 0.75 %

Total return, at net asset value^(b)
 (5.76 )%

^(a)
Percentage is annualized.

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Percentage is not annualized.

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Expenses
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Expenses

4 - Trust Expenses

The Trust is not expected to directly bear any ordinary recurring expenses. The Sponsor has agreed to pay the following administrative, operational and marketing expenses: (1) the fees of the Trustee, Delaware Trustee, Trust administrator and processing agent, (2) NYSE Arca listing fees, (3) printing and mailing costs, (4) audit fees, (5) tax reporting costs, (6) license fees, and (7) up to $100,000 per annum in legal fees. The Sponsor has also paid the costs of the Trust’s organization and the initial sales of the Shares, including applicable SEC registration fees.

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Expenses

4 - Investing Pool Expenses

The Manager pays the amounts that would otherwise be considered the ordinary operating expenses, if any, of the Investing Pool. The Manager receives an allocation from the Investing Pool that accrues daily at an annualized rate equal to 0.75% of the net asset value of the Investing Pool.

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Investment Holdings (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member], USD $)
6 Months Ended

Jun. 30, 2013

Contract

CERF Contracts 23,178

CERF Expiration Date March 2014

CERF Current Notional Amount $ 1,041,531,244

CERF Net Unrealized Loss 120,860,748

United States Treasury bills, Fair Value 1,036,872,729

United States Treasury bills: 0.04% - 0.05% due 8/01/13 [Member]

United States Treasury bills, Face Amount 357,446,000

United States Treasury bills, Fair Value 357,430,997

United States Treasury bills: 0.05% due 9/05/13 [Member]

United States Treasury bills, Face Amount 425,000,000

United States Treasury bills, Fair Value 424,964,938

United States Treasury bills: 0.04% - 0.05% due 9/19/13 [Member]

United States Treasury bills, Face Amount 254,500,000

United States Treasury bills, Fair Value $ 254,476,794

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Investing in Index Futures - Variation Margin on Open Futures Contracts, by Risk Exposure Category, on Statements of Financial Condition (Detail) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member], Commodity contracts [Member], USD $)

Dec. 31, 2012

Receivable for variation margin on open futures contracts [Member]

Jun. 30, 2013

Payable for variation margin on open futures contracts [Member]

Derivatives, Fair Value [Line Items]

Asset Derivatives, Fair Value $ 2,942,400

Liability Derivatives, Fair Value $ 7,229,218

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Investing in Index Futures (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Investing in Index Futures

9 - Investing in Index Futures

Substantially all of the Investing Pool’s assets are invested in Index Futures. The Index Futures’ settlement value at expiration is based on the value of S&P GSCI-ER at that time. Therefore, the value of the Investing Pool will fluctuate based upon the value of the S&P GSCI-ER and the prices of the commodities underlying the S&P GSCI-ER. The commodities markets have historically been extremely volatile. For the six months ended June 30, 2013 and the year ended December 31, 2012, the average month-end notional amounts of open Index Futures were $1,113,478,681 and $1,293,502,033, respectively.

The following table shows the variation margin on open futures contracts, by risk exposure category, on the Statements of Financial Condition as of June 30, 2013 and December 31, 2012:


Asset Derivatives
 Fair Value
Liability Derivatives
 Fair Value

June 30, 2013


Commodity contracts

Receivable for variation margin on open

futures contracts
 $ — Payable for variation margin on open futures contracts $ 7,229,218

December 31, 2012


Commodity contracts

Receivable for variation margin on open

futures contracts
 $ 2,942,400 Payable for variation margin on open futures contracts $ —

The following table shows the effect of the futures contracts, by risk exposure category, on the Statements of Operations for the six months ended June 30, 2013 and 2012:

Six Months Ended June 30, 2013

Statements of
Operations Location
 Realized Gain (Loss) Change in
Unrealized
Appreciation / Depreciation

Commodity contracts Net realized loss on futures contracts $ (6,779,813 ) $ —

 Net change in unrealized appreciation/depreciation on futures contracts — (56,357,788 )

Six Months Ended June 30, 2012


Commodity contracts Net realized loss on futures contracts $ (9,700,180 ) $ —

 Net change in unrealized appreciation/depreciation on futures contracts — (87,384,310 )

X

- Definition

The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.

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Commitments and Contingent Liabilities
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Commitments and Contingent Liabilities

7 - Commitments and Contingent Liabilities

In the normal course of business, the Trust may enter into contracts with service providers that contain general indemnification clauses. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Commitments and Contingent Liabilities

7 - Commitments and Contingent Liabilities

In the normal course of business, the Investing Pool may enter into contracts with service providers that contain general indemnification clauses. The Investing Pool’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Investing Pool that have not yet occurred.

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Net Asset Value and Financial Highlights (Tables) (iShares S&P GSCI Commodity-Indexed Trust [Member])
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Net Asset Value and Financial Highlights

Net asset value per Share, beginning of period
 $ 32.84

Net investment loss
 (0.11 )

Realized and unrealized loss
 (1.78 )



Net decrease in net assets from operations
 (1.89 )



Net asset value per Share, end of period
 $ 30.95



Ratio to average net assets:


Net investment loss^(a)
 (0.68 )%

Expenses^(a)
 0.75 %

Total return, at net asset value^(b)
 (5.76 )%

^(a)
Percentage is annualized.

^(b)
Percentage is not annualized.

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Investment Valuation (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Investment Valuation

10 - Investment Valuation

FASB Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Investing Pool would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Investing Pool’s policy is to value its investments at fair value.

Investments in Index Futures are measured at fair value using the last reported CME settlement price for Index Futures.

U.S. Treasury bills are valued at the last available bid price received from independent pricing services. In determining the value of a fixed income investment, pricing services may use certain information with respect to transactions in such investments, quotations from dealers, pricing matrixes, market transactions in comparable investments, various relationships observed in the market between investments and calculated yield measures.

Various inputs are used in determining the fair value of financial investments. Inputs may be based on independent market data (“observable inputs”) or they may be internally developed (“unobservable inputs”). These inputs are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting purposes. The level of a value determined for a financial instrument within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are as follows:

Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities;

Level 2
 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability, and inputs that are derived principally from or corroborated by observable market data by correlation or other means; and

Level 3
 – Unobservable inputs that are unobservable for the asset or liability, including the Investing Pool’s assumptions used in determining the fair value of investments.

Fair value pricing could result in a difference between the prices used to calculate the Investing Pool’s net asset value and the prices used by the Investing Pool’s underlying index, which in turn could result in a difference between the Investing Pool’s performance and the performance of the Investing Pool’s underlying index.

The following table summarizes the valuation of the Investing Pool’s investments by the fair value hierarchy levels as of June 30, 2013 and December 31, 2012:

 Level 1 Level 2 Level 3 Total

June 30, 2013


Futures^(a)
 $ (120,860,748 ) $ — $ — $ (120,860,748 )

U.S. Treasury bills
 — 1,036,872,729 — 1,036,872,729

December 31, 2012


Futures^(a)
 $ (64,502,960 ) $ — $ — $ (64,502,960 )

U.S. Treasury bills
 — 1,111,734,878 — 1,111,734,878

^(a)
Futures are valued at unrealized appreciation (depreciation).

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Document and Entity Information
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Document Information [Line Items]

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Entity Registrant Name iShares S&P GSCI Commodity-Indexed Trust

Entity Central Index Key 0001332174

Current Fiscal Year End Date --12-31

Document Period End Date Jun. 30, 2013

Document Fiscal Year Focus 2013

Document Fiscal Period Focus Q2

Trading Symbol GSG

Entity Filer Category Large Accelerated Filer

Entity Common Stock, Shares Outstanding 33,650,000

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Document Information [Line Items]

Entity Registrant Name iShares S&P GSCI Commodity-Indexed Investing Pool LLC

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Summary of Significant Accounting Policies (Policies)
6 Months Ended

Jun. 30, 2013

iShares S&P GSCI Commodity-Indexed Trust [Member]

Basis of Accounting

A. Basis of Accounting

The following is a summary of significant accounting policies consistently followed by the Trust in the preparation of its financial statements in conformity with U.S. GAAP. The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.

Investment in the Investing Pool

B. Investment in the Investing Pool

The Trust’s investment in the Investing Pool is valued at an amount equal to the value of the Trust’s capital account in the Investing Pool, which is measured at fair value.

The financial statements of the Investing Pool should be read in conjunction with the Trust’s financial statements.

At June 30, 2013, the Trust owned 99.99% of the Investing Pool’s net assets. Because the Trust invests substantially all of its assets in the Investing Pool, the accounting policies of the Investing Pool, including the Investing Pool’s valuation policies for securities and futures positions, will directly affect the recorded value of the Trust’s investment in the Investing Pool. The Trust also receives a daily allocation of its respective income, expenses and net realized and unrealized gains and losses in proportion to its investment in the Investing Pool.

Valuation

C. Valuation

Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 820, Fair Value Measurements and Disclosures defines fair value as the price the Trust would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The Trust’s policy is to value its investments at fair value. The Trust records its investment in the Investing Pool at fair value based on the Trust’s proportionate interest in the net assets of the Investing Pool. Disclosure regarding valuation of the Investing Pool’s investment portfolio can be found in Note 10 of the Investing Pool’s Notes to Financial Statements.

Income Taxes

D. Income Taxes

The Trust is treated as a partnership for federal, state and local income tax purposes.

No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Trust is not subject to income taxes. Shareholders are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit.

The Sponsor has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Trust’s financial statements.

Calculation of Net Asset Value

E. Calculation of Net Asset Value

The net asset value of the Trust on any given day is obtained by subtracting the Trust’s accrued expenses and other liabilities on that day from the value of (1) the Trust’s equity investment in the Investing Pool and (2) any other assets of the Trust, as of 4:00 p.m. (New York time) that day. The Trustee determines the net asset value per Share (the “NAV”) by dividing the net asset value of the Trust on a given day by the number of Shares outstanding or deemed to be outstanding at 4:00 p.m. (New York time) that day. The NAV is calculated each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after 4:00 p.m. (New York time).

Distributions

F. Distributions

Interest and distributions received by the Investing Pool on the assets posted as margin may be used to acquire additional Index Futures and Collateral Assets or, in the discretion of the Sponsor, distributed to Shareholders. The Trust is under no obligation to make periodic distributions to Shareholders.

Recent Accounting Standard

G. Recent Accounting Standard

In June 2013, the FASB issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Trust for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Trust’s financial statements.

iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]

Basis of Accounting

A. Basis of Accounting

The following is a summary of significant accounting policies consistently followed by the Investing Pool in the preparation of its financial statements in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”). The preparation of financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenue and expenses during the reporting period. Actual results could differ from those estimates and these differences could be material.

Income Taxes

F. Income Taxes

The Investing Pool is treated as a partnership for federal, state and local income tax purposes.

No provision for federal, state, and local income taxes has been made in the accompanying financial statements because the Investing Pool is not subject to income taxes. Holders of interests in the Investing Pool are individually responsible for their own tax payments on their proportionate share of income, gain, loss, deduction, expense and credit.

The Manager has reviewed the tax positions as of June 30, 2013, inclusive of the open tax return years, and has determined that no provision for income tax is required in the Investing Pool’s financial statements.

Calculation of Net Asset Value

G. Calculation of Net Asset Value

The net asset value of the Investing Pool on any given day is obtained by subtracting the Investing Pool’s accrued expenses and other liabilities on that day from the value of the assets of the Investing Pool, calculated as of 4:00 p.m. (New York time) on each day on which NYSE Arca, Inc. (“NYSE Arca”) is open for regular trading, as soon as practicable after that time.

Recent Accounting Standard

H. Recent Accounting Standard

In June 2013, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update 2013-08, Amendments to the Scope, Measurement, and Disclosure Requirements (“ASU 2013-08”). ASU 2013-08 provides guidance to assess whether an entity is an investment company, and gives additional measurement and disclosure requirements for an investment company. ASU 2013-08 is effective for the Investing Pool for fiscal years beginning after December 15, 2013, and interim periods within those fiscal years. Management is evaluating the impact of this guidance on the Investing Pool’s financial statements.

Investment in Index Futures

B. Investment in Index Futures

Index Futures are futures contracts listed on the CME whose settlement at expiration is based on the value of the S&P GSCI-ER at that time. Prior to April 8, 2013, the terms of the Index Futures required the Investing Pool to deposit initial margin with a value equal to 100% of the value of each Index Future position at the time the position was established, thereby making additional payments or receipts of cash (known as “variation margin”) unnecessary. On January 31, 2013 and February 8, 2013, the CME proposed amended rules for the Index Futures, including the Index Futures held by the Investing Pool. The changes relating to these amendments included eliminating the performance bond requirement that requires certain market participants, such as the Investing Pool, to deposit 100% margin in respect of their long positions in Index Futures, replacing it with the margin requirements applicable to other market participants. These amendments became effective on April 8, 2013. In connection with these changes on April 8, 2013, the excess Collateral Assets that were held as margin by the Investing Pool’s clearing futures commission merchant (“Clearing FCM”) were returned to the Investing Pool. On a daily basis, the Investing Pool is obligated to pay, or entitled to receive, variation margin in an amount equal to the daily settlement level of its Index Futures positions. Such payments or receipts are recorded as unrealized appreciation or depreciation. When an Index Future is closed, the Investing Pool records a realized gain or loss based on the difference between the value of the Index Future at the time it was opened and the value at the time it was closed. The Investing Pool deposits with the Clearing FCM the required margin for the Index Futures in the form of cash or other Collateral Assets. Index Futures are derivative instruments valued at fair value, which the Manager has determined to be that day’s announced CME settlement price for the Index Future. If there is no announced CME settlement price for the Index Future on that day, the Manager will use the most recently announced CME settlement price unless the Manager determines that the price is inappropriate as a basis for the valuation of the Index Futures. The Investing Pool’s investments in Index Futures have not been designated as hedging instruments. As a result, all changes in the fair value are reflected in the Statements of Operations.

The investment objective of the Investing Pool is to seek investment results that correspond generally, but will not necessarily be identical, to the performance of the Index before payment of the Investing Pool’s expenses and liabilities, through holdings of long positions in Index Futures and related Collateral Assets.

For futures contracts, counterparty credit risk is mitigated because futures contracts are exchange-traded and the exchange’s clearing house acts as central counterparty to all exchange-traded futures contracts (although customers continue to have credit exposure to the clearing member who holds their account).

Please refer to Note 9 for additional disclosures regarding the Investing Pool’s investments in Index Futures.

Cash and Cash Equivalents

C. Cash and Cash Equivalents

The Investing Pool considers cash and cash equivalents to be highly liquid investments with original maturities of three months or less.

As of June 30, 2013 and December 31, 2012, the Investing Pool had cash and cash equivalents held at brokers of $11,128,448 and $53,468,750 respectively, which were posted as margin for the Investing Pool’s Index Future positions.

Short-Term Investments

D. Short-Term Investments

Short-term investments on the Statements of Financial Condition consist principally of short-term fixed income securities with original maturities of one year or less. These investments are valued at fair value.

As of June 30, 2013 and December 31, 2012, the Investing Pool had short-term investments held at brokers of $52,498,750 and $1,111,734,878, respectively, which were posted as margin for the Investing Pool’s Index Future positions.

Securities Transactions, Income and Expense Recognition

E. Securities Transactions, Income and Expense Recognition

Securities transactions are accounted for on the trade date. Realized gains and losses on investment transactions are determined using the specific identification method. Other income and expenses are recognized on the accrual basis.

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Statements of Financial Condition (Parenthetical) (iShares S&P GSCI Commodity-Indexed Trust [Member], USD $)	Jun. 30, 2013	Dec. 31, 2012
iShares S&P GSCI Commodity-Indexed Trust [Member]
Redeemable capital Shares, par value
Redeemable capital Shares, issued	33,650,000	35,550,000
Redeemable capital Shares, outstanding	33,650,000	35,550,000

Indemnification	6 Months Ended
Indemnification	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Trust [Member]
Indemnification	6 - Indemnification The Sponsor and its shareholders, directors, officers, employees, affiliates (as such term is defined under the United States Securities Act of 1933, as amended) and subsidiaries are entitled to be indemnified by the Trust and held harmless against any loss, liability or expense arising out of or in connection with the performance of their obligations under the Trust Agreement or any actions taken in accordance with the provisions of the Trust Agreement and incurred without their (1) negligence, bad faith, willful misconduct or willful malfeasance or (2) reckless disregard of their obligations and duties under the Trust Agreement.
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Indemnification	6 - Indemnification The Trust, the Manager and any officers, agents and delegates of the Investing Pool (the “Indemnitees”) are entitled to indemnification from the Investing Pool for any loss, damage, claim or expense (including reasonable attorney’s fees) incurred by any Indemnitee by reason of any act or omission performed or omitted by such Indemnitee on behalf of the Investing Pool, unless such act or omission is the result of such Indemnitee’s gross negligence, bad faith or willful misconduct, and provided that such indemnity shall be provided out of, and only to the extent of, the Investing Pool’s assets.

Statements of Changes in Shareholders' Capital/Members' Equity (USD $)	iShares S&P GSCI Commodity-Indexed Trust [Member]	iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]	iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member] Limited [Member]	iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member] General [Member]
Members' Equity at Beginning of Period at Dec. 31, 2011		$ 1,313,308,657
Shareholders' Capital, Beginning of Period at Dec. 31, 2011	1,313,291,939
Net investment loss	(4,626,629)	(4,626,687)
Net realized gain (loss) on short-term investments	(1,604)	(1,604)
Net realized loss on futures contracts	(9,700,055)	(9,700,180)
Net change in unrealized appreciation/ depreciation on futures contracts	(87,383,243)	(87,384,310)
Members' Equity at End of Period at Jun. 30, 2012
Members' Equity - Limited Member at Beginning of Period at Dec. 31, 2011			1,313,291,939
Members' Equity at Beginning of Period at Dec. 31, 2011		1,313,308,657
Shareholders' Capital, Beginning of Period at Dec. 31, 2011	1,313,291,939
Members' Equity - General Member at Beginning of Period at Dec. 31, 2011				16,718
Contributions	60,395,586	60,395,586	60,395,586
Redemptions	(192,357,388)	(192,357,388)	(192,357,388)
Net investment loss	(8,768,838)	(8,768,952)	(8,768,838)	(114)
Net realized gain (loss) on short-term investments	(1,661)	(1,661)	(1,661)
Net realized loss on futures contracts	(14,329,369)	(14,329,560)	(14,329,369)	(191)
Net change in unrealized appreciation/ depreciation on futures contracts	9,358,463	9,358,669	9,358,463	206
Net Asset Value per Share, End of Period	$ 32.84
Members' Equity - Limited Member at End of Period at Dec. 31, 2012		1,167,588,732	1,167,588,732
Members' Equity at End of Period at Dec. 31, 2012		1,167,605,351
Shareholders' Capital, End of Period at Dec. 31, 2012	1,167,588,732
Members' Equity - General Member at End of Period at Dec. 31, 2012		16,619		16,619
Contributions	33,239,664	33,239,664	33,239,664
Redemptions	(92,509,764)	(92,509,764)	(92,509,764)
Net investment loss	(3,755,539)	(3,755,596)	(3,755,539)	(57)
Net realized gain (loss) on short-term investments	4,826	4,826	4,826
Net realized loss on futures contracts	(6,779,712)	(6,779,813)	(6,779,712)	(101)
Net change in unrealized appreciation/ depreciation on futures contracts	(56,356,987)	(56,357,788)	(56,356,987)	(801)
Net Asset Value per Share, End of Period	$ 30.95
Members' Equity - Limited Member at End of Period at Jun. 30, 2013		1,041,431,220	1,041,431,220
Members' Equity at End of Period at Jun. 30, 2013		1,041,446,880
Shareholders' Capital, End of Period at Jun. 30, 2013	1,041,431,220
Members' Equity - General Member at End of Period at Jun. 30, 2013		15,660		15,660
Members' Equity at Beginning of Period at Mar. 31, 2013
Net investment loss	(1,828,895)	(1,828,923)
Net realized gain (loss) on short-term investments	2,140	2,140
Net realized loss on futures contracts	(4,110,681)	(4,110,743)
Net change in unrealized appreciation/ depreciation on futures contracts	(62,881,848)	(62,882,758)
Net Asset Value per Share, End of Period	$ 30.95
Members' Equity - Limited Member at End of Period at Jun. 30, 2013		1,041,431,220
Members' Equity at End of Period at Jun. 30, 2013		1,041,446,880
Shareholders' Capital, End of Period at Jun. 30, 2013	1,041,431,220
Members' Equity - General Member at End of Period at Jun. 30, 2013		$ 15,660

Investment Valuation - Valuation of Investments by Fair Value Hierarchy Levels (Detail) (USD $)	Jun. 30, 2013	Dec. 31, 2012
Futures [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of investments	$ (120,860,748)	$ (64,502,960)
U.S. Treasury bills [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of investments	1,036,872,729	1,111,734,878
Level 1 [Member] \| Futures [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of investments	(120,860,748)	(64,502,960)
Level 2 [Member] \| U.S. Treasury bills [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of investments	$ 1,036,872,729	$ 1,111,734,878

Related Parties	6 Months Ended
Related Parties	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Trust [Member]
Related Parties	5 - Related Parties The Sponsor, the Manager and the Trustee are considered to be related parties to the Trust. The Trustee’s fee is paid by the Sponsor and is not a separate expense of the Trust. The Manager is paid by the Investing Pool and that fee is an indirect expense of the Trust.
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Related Parties	5 - Related Parties BlackRock Institutional Trust Company, N.A. is the “Administrator” of the Investing Pool. The Manager and the Administrator are considered to be related parties to the Trust and Investing Pool. The Advisor is considered to be a related party to the Investing Pool. The Administrator’s and Advisor’s fees are paid by the Manager from the Investing Pool’s expense allocation to the Manager and are not a separate expense of the Investing Pool.

Investing Pool Expenses - Additional Information (Detail) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member])	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Manager's fee accrual rate based on the net asset value of the Investing Pool	0.75%

Investment Holdings (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member], USD $)	6 Months Ended
	Jun. 30, 2013 Contract
CERF Contracts	23,178
CERF Expiration Date	March 2014
CERF Current Notional Amount	$ 1,041,531,244
CERF Net Unrealized Loss	120,860,748
United States Treasury bills, Fair Value	1,036,872,729
United States Treasury bills: 0.04% - 0.05% due 8/01/13 [Member]
United States Treasury bills, Face Amount	357,446,000
United States Treasury bills, Fair Value	357,430,997
United States Treasury bills: 0.05% due 9/05/13 [Member]
United States Treasury bills, Face Amount	425,000,000
United States Treasury bills, Fair Value	424,964,938
United States Treasury bills: 0.04% - 0.05% due 9/19/13 [Member]
United States Treasury bills, Face Amount	254,500,000
United States Treasury bills, Fair Value	$ 254,476,794

Investing in Index Futures - Variation Margin on Open Futures Contracts, by Risk Exposure Category, on Statements of Financial Condition (Detail) (iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member], Commodity contracts [Member], USD $)	Dec. 31, 2012 Receivable for variation margin on open futures contracts [Member]	Jun. 30, 2013 Payable for variation margin on open futures contracts [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Fair Value	$ 2,942,400
Liability Derivatives, Fair Value		$ 7,229,218

Commitments and Contingent Liabilities	6 Months Ended
Commitments and Contingent Liabilities	Jun. 30, 2013
iShares S&P GSCI Commodity-Indexed Trust [Member]
Commitments and Contingent Liabilities	7 - Commitments and Contingent Liabilities In the normal course of business, the Trust may enter into contracts with service providers that contain general indemnification clauses. The Trust’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Trust that have not yet occurred.
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Commitments and Contingent Liabilities	7 - Commitments and Contingent Liabilities In the normal course of business, the Investing Pool may enter into contracts with service providers that contain general indemnification clauses. The Investing Pool’s maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Investing Pool that have not yet occurred.

Document and Entity Information	6 Months Ended
Document and Entity Information	Jun. 30, 2013
Document Information [Line Items]
Document Type	10-Q
Amendment Flag	false
Entity Registrant Name	iShares S&P GSCI Commodity-Indexed Trust
Entity Central Index Key	0001332174
Current Fiscal Year End Date	--12-31
Document Period End Date	Jun. 30, 2013
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q2
Trading Symbol	GSG
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	33,650,000
iShares S&P GSCI Commodity-Indexed Investing Pool LLC [Member]
Document Information [Line Items]
Entity Registrant Name	iShares S&P GSCI Commodity-Indexed Investing Pool LLC
Entity Central Index Key	0001346616
Current Fiscal Year End Date	--12-31
Document Period End Date	Jun. 30, 2013
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q2