10-Q

 UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

(Mark One)

þ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended September 30, 2012,

OR

o 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: 001-33908, 001-33909

GREENHAVEN CONTINUOUS COMMODITY
INDEX FUND

(Registrant)

(Exact name of Registrant as specified in its charter)

GREENHAVEN CONTINUOUS COMMODITY
INDEX MASTER FUND

(Rule 140 Co-Registrant)

(Exact name of Registrant as specified in its charter)

Delaware	26-0151234 26-0151301
(State or Other Jurisdiction of Incorporation or Organization)	(I.R.S. Employer Identification No.)
c/o GreenHaven Commodity Services LLC
3340 Peachtree Rd, Suite 1910
Atlanta, Georgia	30326
(Address of Principal Executive Offices)	(Zip Code)

Registrant’s telephone number, including area code: (404)-239-7942

(Former Name, Former Address and Former Fiscal Year, if Changed Since Last Report)

Indicate by check mark whether the Registrant (1) has 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 was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes þ No o

Indicate by check mark whether the registrant  has submitted electronically and posted to its web site, if any, every Interactive Data File required to be submitted and  posted  pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to post such files).  Yes þ     No o

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 definition of “accelerated filer,” “large accelerated filer,” and “smaller reporting company” in Rule 12b-2 of the Exchange Act. (Check one):

Large Accelerated Filer þ	Accelerated Filer o	Non-Accelerated Filer o	Smaller reporting company o
(Do not check if a smaller reporting company)

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes o No þ

Indicate the number of outstanding Limited Shares as of September 30, 2012: 16,900,000 Limited Shares.

GREENHAVEN CONTINUOUS COMMODITY INDEX FUND

GREENHAVEN CONTINUOUS COMMODITY INDEX MASTER FUND

QUARTER ENDED September 30, 2012

PART 1. FINANCIAL INFORMATION	3
ITEM 1. FINANCIAL STATEMENTS	3
Greenhaven Continuous Commodity Index Fund Financial Statements	3
Consolidated Statements of Financial Condition at September 30, 2012 (unaudited) and December 31, 2011	3
Unaudited Consolidated Schedule of Investments at September 30, 2012	4
Consolidated Schedule of Investments at December 31, 2011	5
Unaudited Consolidated Statements of Income and Expenses for the Three Months Ended September 30, 2012 and 2011 and Nine Months Ended September 30, 2012 and 2011	6
Unaudited Consolidated Statement of Changes in Shareholders’ Equity for the Nine Months Ended September 30, 2012	7
Unaudited Consolidated Statements of Cash Flows for the Nine Months Ended September 30, 2012 and 2011	8
Greenhaven Continuous Commodity Index Master Fund Financial Statements	9
Statements of Financial Condition at September 30, 2012 (unaudited) and December 31, 2011	9
Unaudited Schedule of Investments at September 30, 2012	10
Schedule of Investments at December 31, 2011	11
Unaudited Statements of Income and Expenses for the Three Months Ended September 30, 2012 and 2011 and Nine Months Ended September 30, 2012 and 2011	12
Unaudited Statement of Changes in Shareholders’ Equity for the Nine Months Ended September 30, 2012	13
Unaudited Statements of Cash Flows for the Nine Months Ended September 30, 2012 and 2011	14
Notes to Consolidated Unaudited Financial Statements	15
ITEM 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS	24
ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK	28
ITEM 4. CONTROLS AND PROCEDURES	30
PART II. OTHER INFORMATION	31
ITEM 1. Legal Proceedings	31
ITEM 1A. Risk Factors	31
ITEM 2. Unregistered Sales of Equity Securities and Use of Proceeds	31
ITEM 3. Defaults Upon Senior Securities	31
ITEM 4. Reserved	31
ITEM 5. Other Information	31
ITEM 6. Exhibits	32
SIGNATURES	33
EXHIBIT INDEX	34
EX-31.1 SECTION 302 CERTIFICATION OF CEO
EX-31.2 SECTION 302 CERTIFICATION OF CEO
EX-31.3 SECTION 302 CERTIFICATION OF CFO
EX-31.4 SECTION 302 CERTIFICATION OF CFO
EX-32.1 SECTION 906 CERTIFICATION OF CEO
EX-32.2 SECTION 906 CERTIFICATION OF CEO
EX-32.3 SECTION 906 CERTIFICATION OF CFO
EX-32.4 SECTION 906 CERTIFICATION OF CFO

2

GreenHaven Continuous Commodity Index Fund
Consolidated Statements of Financial Condition
September 30, 2012 (unaudited) and December 31, 2011

	September 30,
	2012		December 31,
	(unaudited)		2011
Assets
Equity in broker trading accounts:
Short-term investments (cost $479,978,685 and $9,999,989 as of September 30, 2012 and December 31, 2011, respectively)	$	479,985,400	$	9,999,990
Cash held by broker		13,505,254		619,079,494
Net unrealized appreciation (depreciation) on futures contracts		23,791,716		(45,001,789	)
Total assets	$	517,282,370	$	584,077,695
Liabilities and shareholders’ equity
Capital shares payable	$	-	$	1,497,826
Management fee payable to related party		356,700		438,205
Accrued brokerage fees and expenses payable		250,528		983,648
Total liabilities		607,228		2,919,679
Shareholders’ equity
General Units:
Paid in capital - 50 units issued		1,500		1,500
Retained earnings (deficit)		29		(2	)
Total General Units		1,529		1,498
Limited Units:
Paid in capital - 16,900,000 and 19,400,000 redeemable units issued and outstanding as of September 30, 2012 and December 31, 2011, respectively		483,708,257		549,362,581
Retained earnings		32,965,356		31,793,937
Total Limited Units		516,673,613		581,156,518
Total shareholders’ equity		516,675,142		581,158,016
Total liabilities and shareholders’ equity	$	517,282,370	$	584,077,695
Net asset value per share
General Units	$	30.58	$	29.96
Limited Units	$	30.57	$	29.96

See accompanying notes to unaudited consolidated financial statements

3

GreenHaven Continuous Commodity Index Fund

Unaudited Consolidated Schedule of Investments

September 30, 2012

	Percentage of			Fair			Face
Description	Net Assets			Value			Value
U.S. Treasury Obligations
U.S. Treasury Bills, 0.11% due October 04, 2012		34.84	%	$	179,999,280		$	180,000,000
U.S. Treasury Bills, 0.09% due October 11, 2012		5.80			29,999,610			30,000,000
U.S. Treasury Bills, 0.06% due October 25, 2012		38.71			199,992,600			200,000,000
U.S. Treasury Bills, 0.11% due November 15, 2012		13.55			69,993,910			70,000,000
Total U.S. Treasury Obligations (cost $479,978,685)		92.90	%	$	479,985,400		$	480,000,000
	Percentage of			Fair			Notional
Description	Net Assets			Value			Value
Unrealized Appreciation/(Depreciation) on Futures Contracts
Cocoa (401 contracts, settlement date December 13, 2012)		0.20	%	$	1,005,270		$	10,089,160
Cocoa (401 contracts, settlement date March 13, 2013)		0.03			171,430			10,145,300
Cocoa (400 contracts, settlement date May 15, 2013)		0.03			179,400			10,152,000
Coffee (152 contracts, settlement date December 18, 2012)		0.08			415,125			9,889,500
Coffee (152 contracts, settlement date March 18, 2013)		0.06			333,225			10,117,500
Coffee (153 contracts, settlement date May 20, 2013)		0.06			310,931			10,341,844
Copper (108 contracts, settlement date December 27, 2012)		0.20			1,056,725			10,146,600
Copper (107 contracts, settlement date March 26, 2013)		0.19			982,350			10,074,050
Copper (107 contracts, settlement date May 29, 2013)		0.19			960,700			10,084,750
Corn (267 contracts, settlement date December 14, 2012)		0.34			1,761,537			10,095,937
Corn (268 contracts, settlement date March 14, 2013)		(0.13	)		(669,413	)		10,177,300
Corn (268 contracts, settlement date May 14, 2013)		(0.12	)		(636,738	)		10,137,100
Cotton (282 contracts, settlement date December 06, 2012)		(0.04	)		(183,560	)		9,961,650
Cotton (283 contracts, settlement date March 06, 2013)		(0.01	)		(28,035	)		10,142,720
Cotton (282 contracts, settlement date May 08, 2013)		(0.08	)		(388,065	)		10,259,160
FCOJ-A (642 contracts, settlement date January 10, 2013)		(0.01	)		(68,445	)		10,920,420
FCOJ-A (599 contracts, settlement date March 08, 2013)		0.01			39,338			10,373,182
FCOJ-A (516 contracts, settlement date May 10, 2013)		(0.05	)		(273,060	)		9,063,540
Gold (57 contracts, settlement date December 27, 2012)		0.14			730,310			10,111,230
Gold (57 contracts, settlement date February 26, 2013)		0.19			977,210			10,123,770
Gold (57 contracts, settlement date April 26, 2013)		0.17			885,620			10,134,600
Heating Oil (46 contracts, settlement date November 30, 2012)		0.15			787,416			6,073,242
Heating Oil (46 contracts, settlement date December 31, 2012)		0.14			732,606			6,038,466
Heating Oil (47 contracts, settlement date January 31, 2013)		0.02			121,976			6,131,046
Heating Oil (47 contracts, settlement date February 28, 2013)		0.02			111,901			6,078,933
Heating Oil (47 contracts, settlement date March 28, 2013)		0.02			95,815			6,015,962
Lean Hogs (315 contracts, settlement date December 14, 2012)		(0.09	)		(461,720	)		9,292,500
Lean Hogs (314 contracts, settlement date February 14, 2013)		(0.03	)		(160,300	)		10,079,400
Lean Hogs (314 contracts, settlement date April 12, 2013)		(0.02	)		(81,030	)		10,996,280
Light, Sweet Crude Oil (65 contracts, settlement date November 16, 2012)		0.07			363,080			6,016,400
Light, Sweet Crude Oil (65 contracts, settlement date December 19, 2012)		0.08			389,630			6,045,000
Light, Sweet Crude Oil (65 contracts, settlement date January 22, 2013)		(0.02	)		(83,920	)		6,072,300
Light, Sweet Crude Oil (65 contracts, settlement date February 20, 2013)		(0.01	)		(73,820	)		6,094,400
Light, Sweet Crude Oil (65 contracts, settlement date March 20, 2013)		(0.01	)		(68,500	)		6,108,700
Live Cattle (197 contracts, settlement date December 31, 2012)		(0.04	)		(201,770	)		9,826,360
Live Cattle (197 contracts, settlement date February 28, 2013)		(0.02	)		(126,980	)		10,119,890
Live Cattle (196 contracts, settlement date April 30, 2013)		(0.04	)		(186,450	)		10,389,960
Natural Gas (163 contracts, settlement date November 28, 2012)		0.13			678,000			5,892,450
Natural Gas (162 contracts, settlement date December 27, 2012)		0.13			687,290			6,102,540
Natural Gas (162 contracts, settlement date January 29, 2013)		0.11			548,150			6,123,600
Natural Gas (163 contracts, settlement date Februay 26, 2013)		0.10			527,810			6,115,760
Natural Gas (163 contracts, settlement date March 26, 2013)		0.10			508,120			6,079,900
Platinum (182 contracts, settlement date January 29, 2013)		0.36			1,853,695			15,190,630
Platinum (181 contracts, settlement date April 26, 2013)		0.44			2,249,430			15,137,030
Silver (59 contracts, settlement date December 27, 2012)		0.34			1,771,740			10,200,215
Silver (58 contracts, settlement date March 26, 2013)		0.36			1,842,405			10,049,950
Silver (58 contracts, settlement date May 29, 2013)		0.36			1,855,920			10,060,390
Soybean (129 contracts, settlement date January 14, 2013)		0.20			1,013,975			10,337,737
Soybean (130 contracts, settlement date March 14, 2013)		0.01			76,375			10,167,625
Soybean (130 contracts, settlement date May 14, 2013)		0.05			243,125			9,889,750
Sugar (664 contracts, settlement date February 28, 2013)		(0.06	)		(303,834	)		15,185,946
Sugar (663 contracts, settlement date April 30, 2013)		(0.06	)		(306,600	)		15,192,778
Wheat (221 contracts, settlement date December 14, 2012)		0.31			1,594,938			9,972,625
Wheat (225 contracts, settlement date March 14, 2013)		0.02			93,350			10,262,813
Wheat (225 contracts, settlement date May 14, 2013)		0.03			138,038			10,195,313
Net Unrealized Apprecation on Futures Contracts		4.60	%	$	23,791,716		$	516,077,204
See accompanying notes to unaudited consolidated financial statements

4

GreenHaven Continuous Commodity Index Fund

 Consolidated Schedule of Investments

December 31, 2011

	Percentage of			Fair			Face
Description	Net Assets			Value			Value
U.S. Treasury Obligations
U.S. Treasury Bill, 0.00% due January 05, 2012 (cost $9,999,989)		1.72	%	$	9,999,990		$	10,000,000
	Percentage of			Fair			Notional
Description	Net Assets			Value			Value
Unrealized Appreciation/(Depreciation) on Futures Contracts
Cocoa (535 contracts, settlement date March 15, 2012)		(0.55	) %	$	(3,205,990	)	$	11,283,150
Cocoa (536 contracts, settlement date May 15, 2012)		(0.53	)		(3,093,380	)		11,422,160
Cocoa (536 contracts, settlement date July 16, 2012)		(0.33	)		(1,932,240	)		11,513,280
Coffee (133 contracts, settlement date March 20, 2012)		(0.15	)		(896,456	)		11,314,144
Coffee (132 contracts, settlement date May 18, 2012)		(0.16	)		(919,744	)		11,367,675
Coffee (132 contracts, settlement date July 19, 2012)		(0.06	)		(352,538	)		11,493,900
Copper (133 contracts, settlement date March 28, 2012)		(0.10	)		(592,150	)		11,424,700
Copper (132 contracts, settlement date May 29, 2012)		(0.11	)		(608,013	)		11,376,750
Copper (132 contracts, settlement date July 27, 2012)		0.01			51,438			11,401,500
Corn (349 contracts, settlement date March 14, 2012)		(0.15	)		(862,200	)		11,281,425
Corn (349 contracts, settlement date May 14, 2012)		(0.15	)		(839,875	)		11,425,387
Corn (348 contracts, settlement date July 13, 2012)		0.01			33,125			11,505,750
Cotton (249 contracts, settlement date March 08, 2012)		(0.13	)		(726,570	)		11,429,100
Cotton (248 contracts, settlement date May 08, 2012)		(0.15	)		(851,265	)		11,368,320
Cotton (248 contracts, settlement date July 09, 2012)		(0.12	)		(721,380	)		11,322,440
FCOJ-A (561 contracts, settlement date March 12, 2012)		0.04			257,978			14,221,350
FCOJ-A (486 contracts, settlement date May 10, 2012)		0.15			856,470			12,261,780
FCOJ-A (306 contracts, settlement date July 11, 2012)		(0.01	)		(32,880	)		7,738,740
Gold (72 contracts, settlement date February 27, 2012)		(0.09	)		(527,380	)		11,280,960
Gold (72 contracts, settlement date April 26, 2012)		(0.21	)		(1,233,460	)		11,299,680
Gold (73 contracts, settlement date June 27, 2012)		(0.25	)		(1,434,620	)		11,472,680
Heating Oil (57 contracts, settlement date January 31, 2012)		(0.02	)		(109,389	)		6,976,595
Heating Oil (56 contracts, settlement date February 29, 2012)		(0.02	)		(101,056	)		6,834,677
Heating Oil (56 contracts, settlement date March 30, 2012)		(0.02	)		(111,661	)		6,789,283
Heating Oil (56 contracts, settlement date April 30, 2012)		(0.09	)		(493,088	)		6,734,482
Heating Oil (56 contracts, settlement date May 31, 2012)		(0.08	)		(488,053	)		6,693,557
Lean Hogs (236 contracts, settlement date February 14, 2012)		(0.07	)		(384,030	)		7,957,920
Lean Hogs (236 contracts, settlement date April 16, 2012)		(0.06	)		(325,560	)		8,278,880
Lean Hogs (235 contracts, settlement date June 14, 2012)		(0.05	)		(275,680	)		8,977,000
Lean Hogs (236 contracts, settlement date July 16, 2012)		(0.04	)		(210,990	)		8,951,480
Light, Sweet Crude Oil (69 contracts, settlement date January 20, 2012)		0.13			727,240			6,819,270
Light, Sweet Crude Oil (69 contracts, settlement date February 21, 2012)		0.13			746,950			6,831,000
Light, Sweet Crude Oil (69 contracts, settlement date March 20, 2012)		0.13			746,560			6,845,490
Light, Sweet Crude Oil (69 contracts, settlement date April 20, 2012)		0.01			82,600			6,859,290
Light, Sweet Crude Oil (68 contracts, settlement date May 22, 2012)		0.02			113,320			6,764,640
Live Cattle (229 contracts, settlement date February 29, 2012)		0.00	*		2,380			11,124,820
Live Cattle (230 contracts, settlement date April 30, 2012)		(0.02	)		(131,730	)		11,541,400
Live Cattle (230 contracts, settlement date June 29, 2012)		(0.02	)		(122,410	)		11,460,900
Natural Gas (224 contracts, settlement date January 27, 2012)		(0.40	)		(2,315,920	)		6,695,360
Natural Gas (224 contracts, settlement date February 27, 2012)		(0.38	)		(2,204,450	)		6,755,840
Natural Gas (220 contracts, settlement date March 28, 2012)		(0.36	)		(2,067,940	)		6,773,800
Natural Gas (220 contracts, settlement date April 26, 2012)		(0.20	)		(1,188,850	)		6,888,200
Natural Gas (219 contracts, settlement date May 29, 2012)		(0.20	)		(1,169,040	)		6,968,580
Platinum (243 contracts, settlement date April 26, 2012)		(0.43	)		(2,468,450	)		17,069,535
Platinum (243 contracts, settlement date July 27, 2012)		(0.44	)		(2,566,290	)		17,124,210
Silver (82 contracts, settlement date March 28, 2012)		(0.35	)		(2,055,925	)		11,445,150
Silver (81 contracts, settlement date May 29, 2012)		(0.38	)		(2,222,650	)		11,323,800
Silver (81 contracts, settlement date July 27, 2012)		(0.33	)		(1,944,665	)		11,338,785
Soybean (186 contracts, settlement date March 14, 2012)		(0.17	)		(1,016,225	)		11,232,075
Soybean (187 contracts, settlement date May 14, 2012)		(0.16	)		(954,425	)		11,383,625
Soybean (187 contracts, settlement date July 13, 2012)		0.05			264,900			11,472,450
Sugar (444 contracts, settlement date February 29, 2012)		(0.24	)		(1,406,339	)		11,586,624
Sugar (444 contracts, settlement date April 30, 2012)		(0.20	)		(1,152,122	)		11,412,576
Sugar (444 contracts, settlement date June 29, 2012)		(0.09	)		(545,496	)		11,218,637
Wheat (343 contracts, settlement date March 14, 2012)		(0.20	)		(1,133,987	)		11,194,662
Wheat (340 contracts, settlement date May 14, 2012)		(0.19	)		(1,118,513	)		11,411,250
Wheat (340 contracts, settlement date July 13, 2012)		0.04			230,325			11,666,250
Net Unrealized Depreciation on Futures Contracts		(7.74	) %	$	(45,001,789	)	$	580,606,964
*          Denotes greater than 0.000% yet less than 0.005%

See accompanying notes to unaudited consolidated financial statements

5

GreenHaven Continuous Commodity Index Fund

Unaudited Consolidated Statements of Income and Expenses

For the Three Months Ended September 30, 2012 and 2011

and Nine Months Ended September 30, 2012 and 2011

	Three Months			Three Months			Nine Months			Nine Months
	Ended			Ended			Ended			Ended
	September 30, 2012			September 30, 2011			September 30, 2012			September 30, 2011
Income
Interest Income	$	96,791		$	8,112		$	218,274		$	315,212
Expenses
Management fee to related party		1,083,522			1,541,729			3,575,970			4,580,065
Brokerage fees and expenses		23,992			377,372			127,306			1,235,255
Total expenses		1,107,514			1,919,101			3,703,276			5,815,320
Net Investment Loss		(1,010,723	)		(1,910,989	)		(3,485,002	)		(5,500,108	)
Realized and Net Change in Unrealized Gain (Loss) on Investments and Futures Contracts
Realized Gain (Loss) on
Investments		-			-			903			-
Futures Contracts		14,511,408			(25,287,264	)		(64,144,670	)		71,611,757
Net Realized Gain (Loss)		14,511,408			(25,287,264	)		(64,143,767	)		71,611,757
Net Change in Unrealized Gain (Loss) on
Investments		(4,561	)		(6,170	)		6,714			(19,543	)
Futures Contracts		23,223,583			(39,422,299	)		68,793,505			(127,256,336	)
Net Change in Unrealized Gain (Loss)		23,219,022			(39,428,469	)		68,800,219			(127,275,879	)
Net Realized and Unrealized Gain (Loss) on Investments and Future Contracts		37,730,430			(64,715,733	)		4,656,452			(55,664,122	)
Net Gain (Loss)	$	36,719,707		$	(66,626,722	)	$	1,171,450		$	(61,164,230	)

See accompanying notes to unaudited consolidated financial statements

6

GreenHaven Continuous Commodity Index Fund

Unaudited Consolidated Statement of Changes in Shareholders’ Equity

For the Nine Months Ended September 30, 2012

	General Units										Limited Units												Total
								Total												Total
								General												Limited			Total
	General Units				Accumulated			Shareholders’			Limited Units						Accumulated			Shareholders’			Shareholders’
	Units		Amount		Earnings			Equity			Units			Amount			Earnings			Equity			Equity
Balance at January 1, 2012		50	$	1,500	$	(2	)	$	1,498			19,400,000		$	549,362,581		$	31,793,937		$	581,156,518		$	581,158,016
Creation of Limited Units		-		-		-			-			2,800,000			87,933,308			-			87,933,308			87,933,308
Redemption of Limited Units		-		-		-			-			(5,300,000	)		(153,587,632	)		-			(153,587,632	)		(153,587,632	)
Net gain:
Net investment loss		-		-		(10	)		(10	)		-			-			(3,484,992	)		(3,484,992	)		(3,485,002	)
Net realized loss on Investments and Futures Contracts		-		-		(161	)		(161	)		-			-			(64,143,606	)		(64,143,606	)		(64,143,767	)
Net change in unrealized gain on Investments and Futures Contracts		-		-		202			202			-			-			68,800,017			68,800,017			68,800,219
Net gain:		-		-		31			31			-			-			1,171,419			1,171,419			1,171,450
Balance at September 30, 2012		50	$	1,500	$	29		$	1,529			16,900,000		$	483,708,257		$	32,965,356		$	516,673,613		$	516,675,142

See accompanying notes to unaudited consolidated financial statements

7

GreenHaven Continuous Commodity Index Fund
Unaudited Consolidated Statements of Cash Flows
For the Nine Months Ended September 30, 2012 and 2011
	2012			2011
Cash flow from operating activities:
Net Gain (Loss)	$	1,171,450		$	(61,164,230	)
Adjustments to reconcile net gain (loss) to net cash used for operating activities:
Purchase of investment securities		(1,609,751,562	)		(1,584,744,181	)
Proceeds from sales of investment securities		1,139,992,043			1,465,000,000
Net accretion of discount		(218,274	)		(315,212	)
Net realized gain on investment securities		(903	)		-
Unrealized depreciation (appreciation) on investments		(68,800,219	)		127,275,879
Increase (decrease) in payable - capital shares		(1,497,826	)		9,138,309
Increase (decrease) in accrued expenses		(814,625	)		838,009
Net cash used for operating activities		(539,919,916	)		(43,971,426	)
Cash flows from financing activities:
Proceeds from creation of Limited Units		87,933,308			335,388,859
Redemption of Limited Units		(153,587,632	)		(190,195,629	)
Net cash provided by (used for) financing activities		(65,654,324	)		145,193,230
Net change in cash		(605,574,240	)		101,221,804
Cash held by broker at beginning of period		619,079,494			6,487,519
Cash held by broker at end of period	$	13,505,254		$	107,709,323

See accompanying notes to unaudited consolidated financial statements

8

GreenHaven Continuous Commodity Index Master Fund

Statements of Financial Condition

September 30, 2012 (unaudited) and December 31, 2011

	September 30,
	2012		December 31,
	(unaudited)		2011
Assets
Equity in broker trading accounts:
Short-term investments (cost $479,978,685 and $9,999,989 as of September 30, 2012 and December 31, 2011, respectively)	$	479,985,400	$	9,999,990
Cash held by broker		13,505,254		619,079,494
Net unrealized appreciation (depreciation) on futures contracts		23,791,716		(45,001,789	)
Total assets	$	517,282,370	$	584,077,695
Liabilities and shareholders’ equity
Capital shares payable	$	-	$	1,497,826
Management fee payable to related party		356,700		438,205
Accrued brokerage fees and expenses payable		250,528		983,648
Total liabilities		607,228		2,919,679
Shareholders’ equity
General Units:
Paid in capital - 50 units issued		1,500		1,500
Retained earnings (deficit)		29		(2	)
Total General Units		1,529		1,498
Limited Units:
Paid in capital - 16,900,000 and 19,400,000 redeemable units issued and outstanding as of September 30, 2012 and December 31, 2011, respectively		483,708,257		549,362,581
Retained earnings		32,965,356		31,793,937
Total Limited Units		516,673,613		581,156,518
Total shareholders’ equity		516,675,142		581,158,016
Total liabilities and shareholders’ equity	$	517,282,370	$	584,077,695
Net asset value per share
General Units	$	30.58	$	29.96
Limited Units	$	30.57	$	29.96

See accompanying notes to unaudited consolidated financial statements

9

GreenHaven Continuous Commodity Index Master Fund

Unaudited Schedule of Investments

September 30, 2012

	Percentage of			Fair			Face
Description	Net Assets			Value			Value
U.S. Treasury Obligations
U.S. Treasury Bills, 0.11% due October 04, 2012		34.84	%	$	179,999,280		$	180,000,000
U.S. Treasury Bills, 0.09% due October 11, 2012		5.80			29,999,610			30,000,000
U.S. Treasury Bills, 0.06% due October 25, 2012		38.71			199,992,600			200,000,000
U.S. Treasury Bills, 0.11% due November 15, 2012		13.55			69,993,910			70,000,000
Total U.S. Treasury Obligations (cost $479,978,685)		92.90	%	$	479,985,400		$	480,000,000
	Percentage of			Fair			Notional
Description	Net Assets			Value			Value
Unrealized Appreciation/(Depreciation) on Futures Contracts
Cocoa (401 contracts, settlement date December 13, 2012)		0.20	%	$	1,005,270		$	10,089,160
Cocoa (401 contracts, settlement date March 13, 2013)		0.03			171,430			10,145,300
Cocoa (400 contracts, settlement date May 15, 2013)		0.03			179,400			10,152,000
Coffee (152 contracts, settlement date December 18, 2012)		0.08			415,125			9,889,500
Coffee (152 contracts, settlement date March 18, 2013)		0.06			333,225			10,117,500
Coffee (153 contracts, settlement date May 20, 2013)		0.06			310,931			10,341,844
Copper (108 contracts, settlement date December 27, 2012)		0.20			1,056,725			10,146,600
Copper (107 contracts, settlement date March 26, 2013)		0.19			982,350			10,074,050
Copper (107 contracts, settlement date May 29, 2013)		0.19			960,700			10,084,750
Corn (267 contracts, settlement date December 14, 2012)		0.34			1,761,537			10,095,937
Corn (268 contracts, settlement date March 14, 2013)		(0.13	)		(669,413	)		10,177,300
Corn (268 contracts, settlement date May 14, 2013)		(0.12	)		(636,738	)		10,137,100
Cotton (282 contracts, settlement date December 06, 2012)		(0.04	)		(183,560	)		9,961,650
Cotton (283 contracts, settlement date March 06, 2013)		(0.01	)		(28,035	)		10,142,720
Cotton (282 contracts, settlement date May 08, 2013)		(0.08	)		(388,065	)		10,259,160
FCOJ-A (642 contracts, settlement date January 10, 2013)		(0.01	)		(68,445	)		10,920,420
FCOJ-A (599 contracts, settlement date March 08, 2013)		0.01			39,338			10,373,182
FCOJ-A (516 contracts, settlement date May 10, 2013)		(0.05	)		(273,060	)		9,063,540
Gold (57 contracts, settlement date December 27, 2012)		0.14			730,310			10,111,230
Gold (57 contracts, settlement date February 26, 2013)		0.19			977,210			10,123,770
Gold (57 contracts, settlement date April 26, 2013)		0.17			885,620			10,134,600
Heating Oil (46 contracts, settlement date November 30, 2012)		0.15			787,416			6,073,242
Heating Oil (46 contracts, settlement date December 31, 2012)		0.14			732,606			6,038,466
Heating Oil (47 contracts, settlement date January 31, 2013)		0.02			121,976			6,131,046
Heating Oil (47 contracts, settlement date February 28, 2013)		0.02			111,901			6,078,933
Heating Oil (47 contracts, settlement date March 28, 2013)		0.02			95,815			6,015,962
Lean Hogs (315 contracts, settlement date December 14, 2012)		(0.09	)		(461,720	)		9,292,500
Lean Hogs (314 contracts, settlement date February 14, 2013)		(0.03	)		(160,300	)		10,079,400
Lean Hogs (314 contracts, settlement date April 12, 2013)		(0.02	)		(81,030	)		10,996,280
Light, Sweet Crude Oil (65 contracts, settlement date November 16, 2012)		0.07			363,080			6,016,400
Light, Sweet Crude Oil (65 contracts, settlement date December 19, 2012)		0.08			389,630			6,045,000
Light, Sweet Crude Oil (65 contracts, settlement date January 22, 2013)		(0.02	)		(83,920	)		6,072,300
Light, Sweet Crude Oil (65 contracts, settlement date February 20, 2013)		(0.01	)		(73,820	)		6,094,400
Light, Sweet Crude Oil (65 contracts, settlement date March 20, 2013)		(0.01	)		(68,500	)		6,108,700
Live Cattle (197 contracts, settlement date December 31, 2012)		(0.04	)		(201,770	)		9,826,360
Live Cattle (197 contracts, settlement date February 28, 2013)		(0.02	)		(126,980	)		10,119,890
Live Cattle (196 contracts, settlement date April 30, 2013)		(0.04	)		(186,450	)		10,389,960
Natural Gas (163 contracts, settlement date November 28, 2012)		0.13			678,000			5,892,450
Natural Gas (162 contracts, settlement date December 27, 2012)		0.13			687,290			6,102,540
Natural Gas (162 contracts, settlement date January 29, 2013)		0.11			548,150			6,123,600
Natural Gas (163 contracts, settlement date Februay 26, 2013)		0.10			527,810			6,115,760
Natural Gas (163 contracts, settlement date March 26, 2013)		0.10			508,120			6,079,900
Platinum (182 contracts, settlement date January 29, 2013)		0.36			1,853,695			15,190,630
Platinum (181 contracts, settlement date April 26, 2013)		0.44			2,249,430			15,137,030
Silver (59 contracts, settlement date December 27, 2012)		0.34			1,771,740			10,200,215
Silver (58 contracts, settlement date March 26, 2013)		0.36			1,842,405			10,049,950
Silver (58 contracts, settlement date May 29, 2013)		0.36			1,855,920			10,060,390
Soybean (129 contracts, settlement date January 14, 2013)		0.20			1,013,975			10,337,737
Soybean (130 contracts, settlement date March 14, 2013)		0.01			76,375			10,167,625
Soybean (130 contracts, settlement date May 14, 2013)		0.05			243,125			9,889,750
Sugar (664 contracts, settlement date February 28, 2013)		(0.06	)		(303,834	)		15,185,946
Sugar (663 contracts, settlement date April 30, 2013)		(0.06	)		(306,600	)		15,192,778
Wheat (221 contracts, settlement date December 14, 2012)		0.31			1,594,938			9,972,625
Wheat (225 contracts, settlement date March 14, 2013)		0.02			93,350			10,262,813
Wheat (225 contracts, settlement date May 14, 2013)		0.03			138,038			10,195,313
Net Unrealized Apprecation on Futures Contracts		4.60	%	$	23,791,716		$	516,077,204

See accompanying notes to unaudited consolidated financial statements

10

GreenHaven Continuous Commodity Index Master Fund

Consolidated Schedule of Investments

December 31, 2011

	Percentage of			Fair			Face
Description	Net Assets			Value			Value
U.S. Treasury Obligations
U.S. Treasury Bill, 0.00% due January 05, 2012 (cost $9,999,989)		1.72	%	$	9,999,990		$	10,000,000
	Percentage of			Fair			Notional
Description	Net Assets			Value			Value
Unrealized Appreciation/(Depreciation) on Futures Contracts
Cocoa (535 contracts, settlement date March 15, 2012)		(0.55	) %	$	(3,205,990	)	$	11,283,150
Cocoa (536 contracts, settlement date May 15, 2012)		(0.53	)		(3,093,380	)		11,422,160
Cocoa (536 contracts, settlement date July 16, 2012)		(0.33	)		(1,932,240	)		11,513,280
Coffee (133 contracts, settlement date March 20, 2012)		(0.15	)		(896,456	)		11,314,144
Coffee (132 contracts, settlement date May 18, 2012)		(0.16	)		(919,744	)		11,367,675
Coffee (132 contracts, settlement date July 19, 2012)		(0.06	)		(352,538	)		11,493,900
Copper (133 contracts, settlement date March 28, 2012)		(0.10	)		(592,150	)		11,424,700
Copper (132 contracts, settlement date May 29, 2012)		(0.11	)		(608,013	)		11,376,750
Copper (132 contracts, settlement date July 27, 2012)		0.01			51,438			11,401,500
Corn (349 contracts, settlement date March 14, 2012)		(0.15	)		(862,200	)		11,281,425
Corn (349 contracts, settlement date May 14, 2012)		(0.15	)		(839,875	)		11,425,387
Corn (348 contracts, settlement date July 13, 2012)		0.01			33,125			11,505,750
Cotton (249 contracts, settlement date March 08, 2012)		(0.13	)		(726,570	)		11,429,100
Cotton (248 contracts, settlement date May 08, 2012)		(0.15	)		(851,265	)		11,368,320
Cotton (248 contracts, settlement date July 09, 2012)		(0.12	)		(721,380	)		11,322,440
FCOJ-A (561 contracts, settlement date March 12, 2012)		0.04			257,978			14,221,350
FCOJ-A (486 contracts, settlement date May 10, 2012)		0.15			856,470			12,261,780
FCOJ-A (306 contracts, settlement date July 11, 2012)		(0.01	)		(32,880	)		7,738,740
Gold (72 contracts, settlement date February 27, 2012)		(0.09	)		(527,380	)		11,280,960
Gold (72 contracts, settlement date April 26, 2012)		(0.21	)		(1,233,460	)		11,299,680
Gold (73 contracts, settlement date June 27, 2012)		(0.25	)		(1,434,620	)		11,472,680
Heating Oil (57 contracts, settlement date January 31, 2012)		(0.02	)		(109,389	)		6,976,595
Heating Oil (56 contracts, settlement date February 29, 2012)		(0.02	)		(101,056	)		6,834,677
Heating Oil (56 contracts, settlement date March 30, 2012)		(0.02	)		(111,661	)		6,789,283
Heating Oil (56 contracts, settlement date April 30, 2012)		(0.09	)		(493,088	)		6,734,482
Heating Oil (56 contracts, settlement date May 31, 2012)		(0.08	)		(488,053	)		6,693,557
Lean Hogs (236 contracts, settlement date February 14, 2012)		(0.07	)		(384,030	)		7,957,920
Lean Hogs (236 contracts, settlement date April 16, 2012)		(0.06	)		(325,560	)		8,278,880
Lean Hogs (235 contracts, settlement date June 14, 2012)		(0.05	)		(275,680	)		8,977,000
Lean Hogs (236 contracts, settlement date July 16, 2012)		(0.04	)		(210,990	)		8,951,480
Light, Sweet Crude Oil (69 contracts, settlement date January 20, 2012)		0.13			727,240			6,819,270
Light, Sweet Crude Oil (69 contracts, settlement date February 21, 2012)		0.13			746,950			6,831,000
Light, Sweet Crude Oil (69 contracts, settlement date March 20, 2012)		0.13			746,560			6,845,490
Light, Sweet Crude Oil (69 contracts, settlement date April 20, 2012)		0.01			82,600			6,859,290
Light, Sweet Crude Oil (68 contracts, settlement date May 22, 2012)		0.02			113,320			6,764,640
Live Cattle (229 contracts, settlement date February 29, 2012)		0.00	*		2,380			11,124,820
Live Cattle (230 contracts, settlement date April 30, 2012)		(0.02	)		(131,730	)		11,541,400
Live Cattle (230 contracts, settlement date June 29, 2012)		(0.02	)		(122,410	)		11,460,900
Natural Gas (224 contracts, settlement date January 27, 2012)		(0.40	)		(2,315,920	)		6,695,360
Natural Gas (224 contracts, settlement date February 27, 2012)		(0.38	)		(2,204,450	)		6,755,840
Natural Gas (220 contracts, settlement date March 28, 2012)		(0.36	)		(2,067,940	)		6,773,800
Natural Gas (220 contracts, settlement date April 26, 2012)		(0.20	)		(1,188,850	)		6,888,200
Natural Gas (219 contracts, settlement date May 29, 2012)		(0.20	)		(1,169,040	)		6,968,580
Platinum (243 contracts, settlement date April 26, 2012)		(0.43	)		(2,468,450	)		17,069,535
Platinum (243 contracts, settlement date July 27, 2012)		(0.44	)		(2,566,290	)		17,124,210
Silver (82 contracts, settlement date March 28, 2012)		(0.35	)		(2,055,925	)		11,445,150
Silver (81 contracts, settlement date May 29, 2012)		(0.38	)		(2,222,650	)		11,323,800
Silver (81 contracts, settlement date July 27, 2012)		(0.33	)		(1,944,665	)		11,338,785
Soybean (186 contracts, settlement date March 14, 2012)		(0.17	)		(1,016,225	)		11,232,075
Soybean (187 contracts, settlement date May 14, 2012)		(0.16	)		(954,425	)		11,383,625
Soybean (187 contracts, settlement date July 13, 2012)		0.05			264,900			11,472,450
Sugar (444 contracts, settlement date February 29, 2012)		(0.24	)		(1,406,339	)		11,586,624
Sugar (444 contracts, settlement date April 30, 2012)		(0.20	)		(1,152,122	)		11,412,576
Sugar (444 contracts, settlement date June 29, 2012)		(0.09	)		(545,496	)		11,218,637
Wheat (343 contracts, settlement date March 14, 2012)		(0.20	)		(1,133,987	)		11,194,662
Wheat (340 contracts, settlement date May 14, 2012)		(0.19	)		(1,118,513	)		11,411,250
Wheat (340 contracts, settlement date July 13, 2012)		0.04			230,325			11,666,250
Net Unrealized Depreciation on Futures Contracts		(7.74	) %	$	(45,001,789	)	$	580,606,964

*      Denotes greater than 0.000% yet less than 0.005%

See accompanying notes to unaudited consolidated financial statements

11

GreenHaven Continuous Commodity Index Master Fund

Unaudited Statements of Income and Expenses

For the Three Months Ended September 30, 2012 and 2011

and Nine Months Ended September 30, 2012 and 2011

	Three Months			Three Months			Nine Months			Nine Months
	Ended			Ended			Ended			Ended
	September 30, 2012			September 30, 2011			September 30, 2012			September 30, 2011
Income
Interest Income	$	96,791		$	8,112		$	218,274		$	315,212
Expenses
Management fee to related party		1,083,522			1,541,729			3,575,970			4,580,065
Brokerage fees and expenses		23,992			377,372			127,306			1,235,255
Total expenses		1,107,514			1,919,101			3,703,276			5,815,320
Net Investment Loss		(1,010,723	)		(1,910,989	)		(3,485,002	)		(5,500,108	)
Realized and Net Change in Unrealized Gain (Loss) on Investments and Futures Contracts
Realized Gain (Loss) on
Investments		-			-			903			-
Futures Contracts		14,511,408			(25,287,264	)		(64,144,670	)		71,611,757
Net Realized Gain (Loss)		14,511,408			(25,287,264	)		(64,143,767	)		71,611,757
Net Change in Unrealized Gain (Loss) on
Investments		(4,561	)		(6,170	)		6,714			(19,543	)
Futures Contracts		23,223,583			(39,422,299	)		68,793,505			(127,256,336	)
Net Change in Unrealized Gain (Loss)		23,219,022			(39,428,469	)		68,800,219			(127,275,879	)
Net Realized and Unrealized Gain (Loss)  on Investments and Future Contracts		37,730,430			(64,715,733	)		4,656,452			(55,664,122	)
Net Gain (Loss)	$	36,719,707		$	(66,626,722	)	$	1,171,450		$	(61,164,230	)

See accompanying notes to unaudited consolidated financial statements

12

GreenHaven Continuous Commodity Index Master Fund

Unaudited Statement of Changes in Shareholders’ Equity

For the Nine Months Ended September 30, 2012

	General Units										Limited Units												Total
								Total												Total
								General												Limited			Total
	General Units				Accumulated			Shareholders’			Limited Units						Accumulated			Shareholders’			Shareholders’
	Units		Amount		Earnings			Equity			Units			Amount			Earnings			Equity			Equity
Balance at January 1, 2012		50	$	1,500	$	(2	)	$	1,498			19,400,000		$	549,362,581		$	31,793,937		$	581,156,518		$	581,158,016
Creation of Limited Units		-		-		-			-			2,800,000			87,933,308			-			87,933,308			87,933,308
Redemption of Limited Units		-		-		-			-			(5,300,000	)		(153,587,632	)		-			(153,587,632	)		(153,587,632	)
Net gain:
Net investment loss		-		-		(10	)		(10	)		-			-			(3,484,992	)		(3,484,992	)		(3,485,002	)
Net realized loss on Investments and Futures Contracts		-		-		(161	)		(161	)		-			-			(64,143,606	)		(64,143,606	)		(64,143,767	)
Net change in unrealized gain on Investments and Futures Contracts		-		-		202			202			-			-			68,800,017			68,800,017			68,800,219
Net gain:		-		-		31			31			-			-			1,171,419			1,171,419			1,171,450
Balance at September 30, 2012		50	$	1,500	$	29		$	1,529			16,900,000		$	483,708,257		$	32,965,356		$	516,673,613		$	516,675,142

See accompanying notes to unaudited consolidated financial statements

13

GreenHaven Continuous Commodity Index Master Fund

Unaudited Statements of Cash Flows

For the Nine Months Ended September 30, 2012 and 2011

	2012			2011
Cash flow from operating activities:
Net Gain (Loss)	$	1,171,450		$	(61,164,230	)
Adjustments to reconcile net gain (loss) to net cash used for operating activities:
Purchase of investment securities		(1,609,751,562	)		(1,584,744,181	)
Proceeds from sales of investment securities		1,139,992,043			1,465,000,000
Net accretion of discount		(218,274	)		(315,212	)
Net realized gain on investment securities		(903	)		-
Unrealized depreciation (appreciation) on investments		(68,800,219	)		127,275,879
Increase (decrease) in payable - capital shares		(1,497,826	)		9,138,309
Increase (decrease) in accrued expenses		(814,625	)		838,009
Net cash used for operating activities		(539,919,916	)		(43,971,426	)
Cash flows from financing activities:
Proceeds from creation of Limited Units		87,933,308			335,388,859
Redemption of Limited Units		(153,587,632	)		(190,195,629	)
Net cash provided by (used for) financing activities		(65,654,324	)		145,193,230
Net change in cash		(605,574,240	)		101,221,804
Cash held by broker at beginning of period		619,079,494			6,487,519
Cash held by broker at end of period	$	13,505,254		$	107,709,323

See accompanying notes to unaudited consolidated financial statements

14

GreenHaven Continuous Commodity Index Fund

GreenHaven Continuous Commodity Index Master Fund

Notes to Unaudited Consolidated Financial Statements

September 30, 2012

(1) Organization

The GreenHaven Continuous Commodity Index Fund (the “Fund”; “Fund” may also refer to the Fund and the Master Fund, collectively as the context requires) was formed as a Delaware statutory trust on October 27, 2006, and GreenHaven Continuous Commodity Index Master Fund (the “Master Fund”), was formed as a Delaware statutory trust on October 27, 2006. The Fund offers common units of beneficial interest (the “Shares”). Upon inception of the Fund, 50 General Units of the Fund were issued to GreenHaven Commodity Services, LLC (the “Managing Owner”) in exchange for a capital contribution of $1,500. TheManaging Owner serves the Fund as commodity pool operator, commodity trading advisor, and managing owner.

The proceeds from the offering of Shares are invested in the Master Fund (See Note 7 for details of the procedures for creation and redemption of Shares in the Master Fund). The Master Fund actively trades exchange traded futures on the commodities comprising the Thomson Reuters Continuous Commodity Index (the “Index”), with a view to tracking the performance of the Index over time. The Master Fund’s portfolio also includes United States Treasury securities for deposit with the Master Fund’s commodity broker as margin and other high credit quality short term fixed income securities. The Fund wholly owns the Master Fund. The Fund and Master Fund commenced investment operations on January 23, 2008 with the offering of 350,000 Shares in exchange for $10,500,000. The Fund commenced trading on the American Stock Exchange (now known as the NYSE Arca) on January 24, 2008 and, as of November 25, 2008, was listed on the NYSE Arca.

The Index is intended to reflect the performance of certain commodities. The commodities comprising the Index (the “Index Commodities”) are: Corn, Soybeans, Wheat, Live Cattle, Lean Hogs, Gold, Silver, Copper, Cocoa, Coffee, Sugar, Cotton, Orange Juice, Platinum, Crude Oil, Heating Oil, and Natural Gas.

The Managing Owner and the Shareholders share in any profits and losses of the Fund attributable to the Fund in proportion to the percentage interest owned by each.

The Managing Owner, the Fund and the Master Fund will retain the services of third party service providers to the extent necessary to operate the ongoing operations of the Fund and the Master Fund (see Note (2)).

Unaudited Interim Financial Information

The financial statements as of September 30, 2012 and for the three-month and nine-month periods ended September 30, 2012 and 2011 included herein are unaudited. In the opinion of the Managing Owner, the unaudited financial statements have been prepared on the same basis as the annual financial statements and include all adjustments, which are of the normal recurring nature, necessary for a fair statement of the Fund’s financial position, investments, results of operations and its cash flows. Interim results are not necessarily indicative of the results that will be achieved for the year or for any other interim period or for any future year.

 (2) Service Providers and Related Party Agreements

(a) “The Trustee” – CSC Trust is the trustee for the Fund and Master Fund. CSC Trust is headquartered in Wilmington, DE.

(b) “The Managing Owner” – GreenHaven Commodity Services, LLC is the managing owner of the Fund and Master Fund and is responsible for the day to day operations of both entities. The Managing Owner charges the Fund a management fee for its services. GreenHaven Commodity Services, LLC is a Delaware limited liability company with operations in Atlanta, GA.

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(c) “The Administrator” — The Bank of New York Mellon Corporation has been appointed by the Managing Owner as the administrator, custodian and transfer agent of the Fund and the Master Fund, and has entered into separate administrative, custodian, transfer agency and service agreements (collectively referred to as the “Administration Agreement”). Pursuant to the Administration Agreement, the Administrator performs or supervises the services necessary for the operation and administration of the Fund and the Master Fund (other than making investment decisions), including receiving calculations of the assets minus the liabilities of the Fund (the “Net Asset Value”), accounting and other fund administrative services. As the Fund’s transfer agent, the Administrator processes additions and redemptions of Shares. These transactions are processed on Depository Trust Company’s (“DTC”) book entry system. The Administrator retains certain financial books and records, including: Basket creation and redemption books and records, fund accounting records, ledgers with respect to assets, liabilities, capital, income and expenses, the registrar, transfer journals and related details and trading and related documents received from futures commission merchants. The Bank of New York Mellon Corporation is based in New York, New York.

(d) “The Commodity Broker” — Morgan Stanley & Co. LLC (“MS&Co.”) is the Master Fund’s Commodity Broker. In its capacity as the Commodity Broker, it executes and clears each of the Master Fund’s futures transactions and performs certain administrative services for the Master Fund. MS&Co. is based in New York, New York.

(e) “The Distributor” — The Managing Owner, on behalf of the Fund and the Master Fund, has appointed ALPS Distributors, Inc., or the Distributor, to assist the Managing Owner and the Administrator with certain functions and duties relating to the creation and redemption of Baskets, including receiving and processing orders from Authorized Participants to create and redeem Baskets, coordinating the processing of such orders and related functions and duties. The Distributor retains all marketing materials and Basket creation and redemption books and records at c/o ALPS Distributors, Inc., 1290 Broadway, Suite 1100, Denver, CO 80203; Telephone number (303) 623-2577. Investors may contact the Distributor toll-free in the U.S. at (800) 320-2577. The Fund has entered into a Distribution Services Agreement with the Distributor.

The Distributor is affiliated with ALPS Mutual Fund Services, Inc., a Denver-based service provider of administration, fund accounting, transfer agency and shareholder services for mutual funds, closed-end funds and exchange-traded funds.

(f) “Authorized Participant” — Authorized Participants may create or redeem Shares of the Master Fund. Each Authorized Participant must (1) be a registered broker-dealer or other securities market participant such as a bank or other financial institution which is not required to register as a broker-dealer to engage in securities transactions, (2) be a participant in the DTC, and (3) have entered into an agreement (“Participant Agreement”) with the Fund and the Managing Owner. The Participant Agreement sets forth the procedures for the creation and redemption of Baskets of Shares and for the delivery of cash required for such creations or redemptions. A list of the current Authorized Participants can be obtained from the Administrator. A similar agreement between the Fund and the Master Fund sets forth the procedures for the creation and redemption of Master Unit Baskets by the Fund.

(3) Summary of Significant Accounting Policies

(a) Use of Estimates

The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses. Actual results could differ from those estimates.

(b) Cash Held by Broker

The Fund defines cash held by broker to be highly liquid investments, with original maturities of three months or less when acquired. MS&Co allows the Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co and are not insured by the Federal Deposit Insurance Corporation.

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(c) United States Treasury Obligations

The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on quoted market closing prices. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations.

(d) Income Taxes

The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. The Fund’s adoption of this tax standard has not had a material impact on the Fund’s financial condition, results of operations or liquidity.

The Fund and Master Fund are classified as a grantor trust and a partnership respectively, for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state, or local income taxes. Accordingly, no provision for federal, state, and local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items.

(e) Futures Contracts

The Master Fund purchases and holds commodity futures contracts for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the consolidated statement of financial condition, futures contracts are presented at their published settlement prices on the last business day of the period, in accord with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. (See Note 4 — Fair Value Measurements)

However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable so long as such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statement of income and expenses in the period in which the contract is closed or the changes occur, respectively.

(f) Basis of Presentation & Consolidation

100% of the capital raised by the Fund is used to purchase common units of beneficial interest of the Master Fund. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with SEC reporting requirements as the Master Fund is a separate SEC registrant.

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(g) Recently Issued Accounting Standards

The Fund is required to follow recent disclosure guidance which includes common requirements for measurement of and disclosure about fair value. The new guidance requires reporting entities to disclose the following information for fair value measurements categorized within Level 3 of the fair value hierarchy: quantitative information about the unobservable inputs used in the fair value measurement, the valuation processes used by the reporting entity and a narrative description of the sensitivity of the fair value measurement to changes in unobservable inputs and the interrelationships between those unobservable inputs. In addition, the guidance requires reporting entities to make disclosures about amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. Previously issued guidance continues to require the same information regarding transfers in and out of Level 3. The disclosures required by this guidance are reflected in Note (4).

In December 2011, additional disclosure guidance was issued requiring financial statements prepared under principles generally accepted in the United States of America to be more comparable to those prepared under International Financial Reporting Standards. The new disclosure requirements mandate that entities disclose both gross and net information about instruments and transactions eligible for offset in the statement of assets and liabilities as well as instruments and transactions subject to an agreement similar to a master netting arrangement. In addition, disclosure of collateral received and posted in connection with master netting agreements or similar arrangements is required.  New disclosures are required for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Management is evaluating the impact of this additional disclosure guidance on the financial statements and disclosures.

(h) Subsequent Events

For purposes of disclosure in the financial statements, the Fund has evaluated events occurring between the period ended, September 30, 2012 and when the financial statements were issued.

During that period, 0 Limited Shares were created and 500,000 Limited Shares were redeemed resulting in 16,400,000 Limited Shares outstanding.

Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments.

(4) Fair Value Measurements

The existing guidance for fair value measurements establishes the authoritative definition for fair value, sets out a framework for measuring fair value and outlines the required disclosures regarding fair value measurements. Fair value is the price that would be received to sell an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants at the measurement date. The Company uses a three-tier fair value hierarchy based upon observable and unobservable inputs as follows:

Level 1 — quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date.

Level 2 — inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly.

Level 3 — unobservable inputs for the asset or liability.

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The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The assets of the Fund are either exchange-traded securities or government securities that are valued using dealer and broker quotations or other inputs that are observable or can be corroborated by observable market data. A summary of the Fund’s assets and liabilities at fair value as of September 30, 2012, classified according to the levels used to value them, is as follows:

Assets	Quoted Prices in Active Market (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Totals
U.S. Treasuries	$	-	$	479,985,400	$	-	$	479,985,400
Futures Contracts		23,791,716		-		-		23,791,716
Total	$	23,791,716	$	479,985,400	$	-	$	503,777,116

There were no transfers between Level 1 and Level 2 for the Fund during the nine months ended September 30, 2012. The Fund did not hold any Level 3 securities during the nine months ended September 30, 2012.

A summary of the Fund’s assets and liabilities at fair value as of December 31, 2011, classified according to the levels used to value them, are as follows:

Assets	Quoted Prices in Active Market (Level 1)			Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Totals
U.S. Treasuries	$	-		$	9,999,990	$	-	$	9,999,990
Futures Contracts		(45,001,789	)		-		-		(45,001,789	)
Total	$	(45,001,789	)	$	9,999,990	$	-	$	(35,001,799	)

There were no transfers between Level 1 and Level 2 for the Fund during the year ended December 31, 2011. The Fund did not hold any Level 3 securities during the year ended December 31, 2011.

(5) Derivative Instruments and Hedging Activities

The Fund uses derivative instruments as part of its principal investment strategy to achieve its investment objective. As of September 30, 2012, the Funds were invested in futures contracts.

At September 30, 2012, the fair value of derivative instruments were as follows:

Derivative Instruments	Asset Derivatives*		Liability Derivatives		Net Derivatives*
Futures Contracts	$	23,791,716	$	-	$	23,791,716

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the nine months ended September 30, 2012:

Derivative Instruments	Realized Loss on Derivative Instruments			Net Change in Unrealized Gain on Derivative Instruments
Futures Contracts	$	(64,144,670	)	$	68,793,505

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the three months ended September 30, 2012:

Derivative Instruments	Realized Gain on Derivative Instruments		Net Change in Unrealized Gain on Derivative Instruments
Futures Contracts	$	14,511,408	$	23,223,583

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

Derivative Instruments	Asset Derivatives*			Liability Derivatives		Net Derivatives*
Futures Contracts	$	(45,001,789	)	$	-	$	(45,001,789	)

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The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the nine months ended September 30, 2011:

Derivative Instruments	Realized Gain on Derivative Instruments		Net Change in Unrealized Loss on Derivative Instruments
Futures Contracts	$	71,611,757	$	(127,256,336	)

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the three months ended September 30, 2011:

Derivative Instruments	Realized Loss on Derivative Instruments			Net Change in Unrealized Loss on Derivative Instruments
Futures Contracts	$	(25,287,264	)	$	(39,422,299	)

 (6) Financial Instrument Risk

In the normal course of its business, the Fund may be party to financial instruments with off-balance sheet risk. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. The financial instruments used by the Fund are commodity futures, whose values are based upon an underlying asset and generally represent future commitments to have a reasonable possibility to be settled in cash or through physical delivery. These instruments are traded on an exchange and are standardized contracts.

Market risk is the potential for changes in the value of the financial instruments traded by the Fund due to market changes, including fluctuations in commodity prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and the Managing Owner was unable to offset such positions, the Fund could experience substantial losses.

Credit risk is the possibility that a loss may occur due to the failure of an exchange clearinghouse to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as counterparty to the transactions. The Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the statement of assets and liabilities and not represented by the contract or notional amounts of the instruments.

The Fund and the Master Fund have not utilized, nor do they expect to utilize in the future, special purpose entities to facilitate off-balance sheet financing arrangements and have no loan guarantee arrangements or off-balance sheet arrangements of any kind other than agreements entered into in the normal course of business.

(7) Creation and Redemption of Shares from the Master Fund

As described in the Fund’s Prospectus, the creation and redemption procedures allow only certain eligible financial institutions (“Authorized Participants”) to create and redeem Shares directly from the Master Fund. Individual Shareholders may not create or redeem Shares directly from the Master Fund.

(a) Creation of Shares

The Fund will issue Shares in baskets of 50,000 Shares (“Baskets”) only to Authorized Participants continuously as of noon, New York time, on the business day immediately following the date on which a valid order to create a Basket is accepted by the Fund. The Baskets will be valued as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the date that a valid order to create a Basket is accepted by the Fund.

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The total payment required to create each Basket is the value of the Fund’s Net Asset Value per Share for 50,000 Shares as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date. Baskets will be issued as of 12:00 p.m., New York time, on the Business Day immediately following the creation order date at Net Asset Value per Share as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date during the continuous offering period, but only if the required payment has been timely received.

Because orders to create Baskets must be placed by 10:00 a.m., New York time, but the total payment required to create a Basket during the continuous offering period will not be determined until 4:00 p.m., New York time, on the date the creation order is received, Authorized Participants will not know the total amount of the payment required to create a Basket at the time they submit an irrevocable purchase order for the Basket. The Fund’s Net Asset Value and the total amount of the payment required to create a Basket could rise or fall substantially between the time an irrevocable creation order is submitted and the time the amount of the creation price in respect thereof is determined.

On any business day, an Authorized Participant may place an order with the Distributor to create one or more Baskets. Creation orders must be placed by 10:00 a.m., New York time. The day on which the Distributor receives a valid creation order is the creation order date.

The Administrator may reject a creation order if:

(i) it determines that the creation order is not in proper form;

(ii) the Managing Owner believes that the creation order would have adverse tax consequences to the Fund or its Shareholders; or

(iii) circumstances outside the control of the Managing Owner or the Distributor make it, for all practical purposes, not feasible to process creations of Baskets.

The Distributor and the Managing Owner will not be liable for the rejection of any creation order.

(b) Redemption of Shares

The procedures by which an Authorized Participant can redeem one or more Baskets mirror the procedures for the creation of Baskets. On any business day, an Authorized Participant may place an order with the Distributor to redeem one or more Baskets. Redemption orders must be placed by 10:00 a.m., New York time. The day on which the Distributor receives a valid redemption order is the redemption order date.

By placing a redemption order, an Authorized Participant agrees to deliver the Baskets to be redeemed through DTC’s book-entry system to the Fund not later than noon, New York time, on the business day immediately following the redemption order date. By placing a redemption order, and prior to receipt of the redemption distribution, an Authorized Participant’s DTC account will be charged the non-refundable transaction fee due for the redemption order.

The redemption distribution from the Fund consists of the cash redemption amount. The cash redemption amount is equal to the Net Asset Value of the number of Basket(s) requested in the Authorized Participant’s redemption order as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the redemption order date. The Fund will distribute the cash redemption amount at noon, New York time, on the business day immediately following the redemption order date through DTC to the account of the Authorized Participant as recorded on DTC’s book entry system.

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The redemption distribution due from the Fund is delivered to the Authorized Participant at noon, New York time, on the business day immediately following the redemption order date if, by such time on such business day immediately following the redemption order date, the Fund’s DTC account has been credited with the Baskets to be redeemed. If the Fund’s DTC account has not been credited with all of the Baskets to be redeemed by such time, the redemption distribution is delivered to the extent of whole Baskets received. Any remainder of the redemption distribution is delivered on the next business day to the extent of remaining whole Baskets received if the Administrator receives the fee applicable to the extension of the redemption distribution date which the Managing Owner may, from time to time, determine and the remaining Baskets to be redeemed are credited to the Fund’s DTC account by noon, New York time, on such next business day. Any further outstanding amount of the redemption order shall be canceled. The Administrator is also authorized to deliver the redemption distribution notwithstanding that the Baskets to be redeemed are not credited to the Fund’s DTC account by noon, New York time, on the business day immediately following the redemption order date if the Authorized Participant has collateralized its obligation to deliver the Baskets through DTC’s book entry system on such terms as the Administrator and the Managing Owner may from time to time agree upon.

The Distributor may, in its discretion, and will when directed by the Managing Owner, suspend the right of redemption or postpone the redemption settlement date, (1) for any period during which an emergency exists as a result of which the redemption distribution is not reasonably practicable, or (2) for such other period as the Managing Owner determines to be necessary for the protection of the Shareholders. In addition, the Distributor will reject a redemption order if the order is not in proper form as described in the Participant Agreement or if the fulfillment of the order, in the opinion of its counsel, might be unlawful. 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 Authorized Participant’s redemption proceeds if the net asset value of the Fund declines during the period of the delay. Under the Distribution Services Agreement, the Managing Owner and the Distributor may disclaim any liability for any loss or damage that may result from any such suspension or postponement.

(8) Operating Expenses, Organizational and Offering Costs

(a) Management Fee

The Master Fund pays the Managing Owner a management fee (the “Management Fee”) monthly in arrears, in an amount equal to 0.85% per annum of the net asset value of the Master Fund. No separate management fee is paid by the Fund. The Management Fee is paid in consideration of the use of the license for the Thomson Reuters Continuous Commodity Index held by the Managing Owner, as well as for commodity futures trading advisory services. The management fees incurred for the nine-month periods ended September 30, 2012 and 2011 were $3,575,970 and $4,580,065, respectively, and the management fee incurred for the three-month periods ended September 30, 2012 and 2011 was $1,083,522 and $1,541,729, respectively. The Management Fees were charged to the Fund and paid to the Managing Owner.

(b) Organization and Offering Expenses

Expenses incurred in connection with organizing the Fund and the Master Fund and the offering of the Shares were paid by the Managing Owner.

(c) Brokerage Commissions and Fees

The Managing Owner currently does not expect brokerage commissions and fees as well as routine operational, administrative and other ordinary expenses for which the Funds are responsible, including, but not limited to, the fees and expenses of the Trustee, legal and accounting fees and expenses, tax preparation expenses, filing fees, and printing, mailing and duplication costs, to exceed 0.20% of the net asset value of the Master Fund in any year, although the actual amount of such fees and expenses in any year may be greater. The Fund’s brokerage commissions and fees and routine operational, administrative and other ordinary expenses are accrued at a rate of 0.20% per annum in the aggregate. Of the amounts so accrued, the Master Fund first pays brokerage fees, and secondly from the remainder of the amounts so accrued, reimburses the Managing Owner for the Fund’s and Master Fund’s routine operational, administrative, and other ordinary expenses paid by the Managing Owner. Such amounts reimbursed are reflected in the expenses paid in the Statement of Income and Expenses.

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Brokerage commissions and fees are charged against the Master Fund’s assets on a per transaction basis on the date of the transaction. The brokerage commissions and trading fees incurred for the nine-month periods ended September 30, 2012 and 2011 were $127,306 and $1,235,255, respectively, and the brokerage commissions and trading fees for the three-month periods ended September 30, 2012 and 2011 were $23,992 and $377,372, respectively. These fees were charged to the Fund and paid to the Commodity Broker. Brokerage commissions and trading fees are typically charged by the Commodity Broker to the Fund on a half-turn basis, i.e. half is charged when a contract is opened and half is charged when a position is closed.

(d) Extraordinary Fees and Expenses

The Master Fund will pay all the extraordinary fees and expenses, if any, of the Fund and the Master Fund. Such extraordinary fees and expenses, by their nature, are unpredictable in terms of timing and amount. There have been no extraordinary fees or expenses since the Fund commenced investment operations on January 23, 2008.

(e) Routine Operational, Administrative and Other Ordinary Expenses

During the continuous offering period the Managing Owner paid all of the routine operational, administrative and other ordinary expenses of the Index Fund and the Master Fund, including, but not limited to, accounting and computer services, the fees and expenses of the Trustee, legal fees and expenses, tax preparation expenses, filing fees, fees in connection with fund administration, and printing, mailing and duplication costs. The Managing Owner may be reimbursed for routine operational, administrative and other ordinary expenses. See Note 8 (c) for details of the Fund’s brokerage commissions and fees and routine operational, administrative and other ordinary expenses accrual policy.

(9) Termination

The term of the Fund is perpetual (unless terminated earlier in certain circumstances) as defined in the Prospectus.

(10) Profit and Loss Allocations and Distributions

The Managing Owner and the Shareholders share in any profits and losses of the Fund attributable to the Fund in proportion to the percentage interest owned by each. Distributions may be made at the sole discretion of the Managing Owner on a pro-rata basis in accordance with the respective capital balances of the Shareholders.

(11) Net Asset Value and Financial Highlights

The Fund is presenting the following net asset value and financial highlights related to investment performance and operations for a Share outstanding for the three-month and nine-month periods ended September 30, 2012 and 2011. The net investment loss and total expense ratios have been annualized. The total return is based on the change in net asset value of the Shares during the period. An individual investor’s return and ratios may vary based on the timing of capital transactions.

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	Three Months			Three Months			Nine Months			Nine Months
	Ended			Ended			Ended			Ended
	September 30, 2012			September 30, 2011			September 30, 2012			September 30, 2011
Net Asset Value
Net asset value per Limited Share, beginning of period	$	28.43		$	33.59		$	29.96		$	32.88
Net realized and change in unrealized gain (loss) from investments		2.20			(3.04	)		0.79			(2.16	)
Net investment loss		(0.06	)		(0.09	)		(0.18	)		(0.26	)
Net increase (decrease) in net assets from operations		2.14			(3.13	)		0.61			(2.42	)
Net asset value per Limited Share, end of period	$	30.57		$	30.46		$	30.57		$	30.46
Market value per Limited Share, beginning of period	$	28.36		$	33.50		$	29.96		$	32.95
Market value per Limited Share, end of period	$	30.50		$	30.34		$	30.50		$	30.34
Ratio to average net assets (i)
Net investment loss		(0.79	) %		(1.06	) %		(0.83	) %		(1.02	) %
Total expenses		0.87	%		1.06	%		0.88	%		1.08	%
Total Return, at net asset value (ii)		7.53	%		(9.32	) %		2.04	%		(7.36	) %
Total Return, at market value (ii)		7.55	%		(9.43	) %		1.80	%		(7.92	) %
(i) Percentages are annualized.
(ii) Percentages are not annualized.

ITEM 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS.

Overview / Introduction

The initial offering period for the GreenHaven Continuous Commodity Index Fund (the “Fund”) began and ended on January 23, 2008 during which time 350,000 Shares were sold at $30 per share for total proceeds of $10,500,000. The entire proceeds were received by the Fund which then invested them in the Master Fund. Shares were then listed for trading on the American Stock Exchange on January 24, 2008, marking the beginning of the continuous offering period. On November 24, 2008 the Fund delisted from the American Stock Exchange and on November 25, 2008 the Fund listed on NYSE Arca. The ticker symbol of the Fund is GCC.

Performance Summary

There is no performance history prior to the beginning of trading on January 24, 2008.  For performance history subsequent to the beginning of trading, see the Results of Operations section below.

Net Asset Value

The Administrator calculates a daily Net Asset Value per share of the Fund, based on closing prices of the underlying futures contracts. The first such calculation was as of market close on January 24, 2008, the first day of trading on the NYSE Arca, formerly the American Stock Exchange. Values of the underlying Index are computed by Thomson Reuters America, LLC, and disseminated by NYSE Arca every fifteen (15) seconds during the trading day. Only settlement and last-sale prices are used in the Index’s calculation, bids and offers are not recognized — including limit-bid and limit-offer price quotes. Where no last-sale price exists, typically in the more deferred contract months, the previous days’ settlement price is used. This means that the underlying Index may lag its theoretical value. This tendency to lag is evident at the end of the day when the Index value is based on the settlement prices of the component commodities, and explains why the underlying Index often closes at or near the high or low for the day.

Critical Accounting Policies

The Fund’s critical accounting policies are as follows:

Preparation of the financial statements and related disclosures in conformity with U.S. generally accepted accounting principles requires the application of appropriate accounting rules and guidance, as well as the use of estimates, and requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, revenue and expense and related disclosure of contingent assets and liabilities during the reporting period of the consolidated financial statements and accompanying notes. The Fund’s application of these policies involves judgments and actual results may differ from the estimates used.

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The Master Fund holds a significant portion of its assets in futures contracts and United States Treasury Obligations, both of which are recorded on a trade date basis and at fair value in the consolidated financial statements, with changes in fair value reported in the consolidated statement of income and expenses. Generally, fair values are based on quoted market closing prices. However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to policies the Managing Owner has adopted, which are consistent with normal industry standards.

The use of fair value to measure financial instruments, with related unrealized gains or losses recognized in earnings in each period, is fundamental to the Fund’s financial statements. The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (the exit price).

The Fund values United States Treasury Obligations using broker and dealer quotations. The Fund values commodity futures contracts using the quotations from the futures exchanges where the futures contracts are traded. The objective of a fair value measurement is to determine the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (an exit price). The hierarchy gives the highest priority to unadjusted quoted prices for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

When market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to policies the Managing Owner has adopted, which are consistent with normal industry standards. Realized gains (losses) and changes in unrealized gain (loss) on open positions are determined on a specific identification basis and recognized in the consolidated statement of income and expenses in the period in which the contract is closed or the changes occur, respectively.

Liquidity

The Managing Owner knows of no trends, demands, commitments, events or uncertainties that will result in or that are reasonably likely to result in the Fund’s liquidity increasing or decreasing in any material way.

Capital Resources

The Fund had no commitments for capital expenditures as of September 30, 2012. Currently, the Fund invests only in U.S Treasury bills and in long positions in exchange-traded commodity futures contracts. Therefore, it has no expectation of entering into commitments for capital expenditures at any time in the near future.

Off-Balance Sheet Arrangements and Contractual Obligations

As of September 30, 2012 the Fund had no commitments or contractual obligations other than its long positions in futures contracts as detailed in the included Consolidated Schedule of Investments. Typically, those positions require the Fund to deposit initial margin funds with its Commodity Broker in amounts equal to approximately 10% of the notional value of the contracts. Also, the Fund may be required to make additional margin deposits if prices fall for the underlying commodities. Since the Fund is not leveraged, it holds in reserve the shareholder funds not required for margin and invests these in U.S. Treasury bills. These funds are available to meet variation margin calls.

In the normal course of its business, the Fund is party to financial instruments with off-balance sheet risk. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. The financial instruments used by the Fund are commodity futures, whose values are based upon an underlying asset and generally represent future commitments which have a reasonable possibility to be settled in cash or through physical delivery. The financial instruments are traded on an exchange and are standardized contracts.

The Fund has not utilized, nor does it expect to utilize in the future, special purpose entities to facilitate off-balance sheet financing arrangements and has no loan guarantee arrangements or off-balance sheet arrangements of any kind, The Fund’s contractual obligations are with the Managing Owner and the Commodity Broker. Management Fee payments made to the Managing Owner are calculated as a fixed percentage of the Master Fund’s net asset value. Commission payments to the Commodity Broker are on a contract-by-contract, or round-turn, basis. As such, the Managing Owner cannot anticipate the amount of payments that will be required under these arrangements for future periods as future net asset values are not known until a future date.

25

Results of Operations

FOR THE PERIOD FROM JANUARY 23, 2008 (COMMENCEMENT OF INVESTMENT OPERATIONS) TO SEPTEMBER 30, 2012

The Fund was launched on January 23, 2008 at $30.00 per share and listed for trading on the NYSE Arca, formerly the American Stock Exchange, on January 24, 2008.

Date	NAV	Total Shares	Extended Value	1 Month	3 Months	Year to Date	Since Inception
1/23/2008	$30.00	350,050	$10,501,500	-	-	-	-
1/31/2008	$31.65	350,050	$11,079,083	5.50%	-	5.50%	5.50%
2/29/2008	$35.41	900,050	$31,870,771	11.88%	-	18.03%	18.03%
3/31/2008	$32.46	900,050	$29,215,623	-8.33%	-	8.20%	8.20%
4/30/2008	$33.49	900,050	$30,142,675	3.17%	5.81%	11.63%	11.63%
5/31/2008	$33.77	950,050	$32,083,189	0.84%	-4.63%	12.57%	12.57%
6/30/2008	$36.83	800,050	$29,465,842	9.06%	13.46%	22.77%	22.77%
7/31/2008	$33.71	750,050	$25,284,186	-8.47%	0.66%	12.37%	12.37%
8/31/2008	$31.65	800,050	$25,321,583	-6.11%	-6.28%	5.50%	5.50%
9/30/2008	$27.74	750,050	$20,806,387	-12.35%	-24.68%	-7.53%	-7.53%
10/31/2008	$22.68	700,050	$15,877,134	-18.24%	-32.72%	-24.40%	-24.40%
11/28/2008	$22.03	700,050	$15,422,102	-2.87%	-30.39%	-26.57%	-26.57%
12/31/2008	$21.92	800,050	$17,537,096	-0.50%	-20.98%	-26.93%	-26.93%
1/31/2009	$21.80	900,050	$19,621,090	-0.55%	-3.88%	-0.55%	-27.33%
2/28/2009	$20.87	950,050	$19,827,544	-4.27%	-5.27%	-4.79%	-30.43%
3/31/2009	$21.73	3,950,050	$85,834,587	4.12%	-0.87%	-0.87%	-27.57%
4/30/2009	$21.69	3,950,050	$85,676,585	-0.18%	-0.50%	-1.05%	-27.70%
5/30/2009	$24.21	5,000,050	$121,051,211	11.62%	16.00%	10.45%	-19.30%
6/30/2009	$22.73	6,300,050	$143,200,137	-6.11%	4.60%	3.70%	-24.23%
7/31/2009	$23.44	5,550,000	$130,092,000	3.12%	8.07%	6.93%	-21.87%
8/31/2009	$23.19	6,100,050	$141,460,160	-1.07%	-4.21%	5.79%	-22.70%
9/30/2009	$23.89	8,350,050	$199,482,695	3.02%	5.10%	8.99%	-20.37%
10/31/2009	$24.94	8,850,050	$220,720,247	4.40%	6.40%	13.78%	-16.87%
11/30/2009	$26.09	7,550,050	$196,980,805	4.61%	12.51%	19.02%	-13.03%
12/31/2009	$26.22	8,750,050	$229,426,311	0.50%	9.75%	19.62%	-12.60%
1/31/2010	$25.09	9,850,050	$247,137,755	-4.31%	0.60%	-4.31%	-16.37%
2/28/2010	$25.67	9,400,050	$241,299,284	2.31%	-1.61%	-2.10%	-14.43%
3/31/2010	$25.07	9,550,050	$239,419,754	-2.34%	-4.39%	-4.39%	-16.43%
4/30/2010	$25.76	9,650,050	$248,585,288	2.75%	2.67%	-1.75%	-14.13%
5/31/2010	$24.50	9,650,050	$236,426,225	-4.89%	-4.56%	-6.56%	-18.33%
6/30/2010	$24.92	9,750,050	$242,971,246	1.71%	-0.60%	-4.96%	-16.93%
7/31/2010	$26.42	10,200,050	$269,485,321	6.02%	2.56%	0.76%	-11.93%
8/31/2010	$26.21	11,250,050	$294,863,811	-0.79%	6.98%	-0.04%	-12.63%
9/30/2010	$28.14	11,100,050	$312,355,407	7.36%	12.92%	7.32%	-6.20%
10/31/2010	$29.76	13,000,050	$386,881,488	5.76%	12.64%	13.50%	-0.80%
11/30/2010	$29.67	14,900,050	$442,084,484	-0.30%	13.20%	13.16%	-1.10%
12/31/2010	$32.88	16,250,050	$534,301,644	10.82%	16.84%	25.40%	9.60%
1/31/2011	$34.01	17,650,050	$600,278,201	3.44%	14.28%	3.44%	13.37%
2/28/2011	$35.16	19,600,050	$689,137,758	3.38%	18.50%	6.93%	17.20%
3/31/2011	$35.20	23,250,050	$818,401,760	0.11%	7.06%	7.06%	17.33%
4/30/2011	$36.34	23,800,050	$864,893,817	3.24%	6.85%	10.52%	21.13%
5/31/2011	$34.87	22,000,050	$767,141,744	-4.05%	-0.82%	6.05%	16.23%
6/30/2011	$33.59	21,850,050	$733,943,180	-3.67%	-4.57%	2.16%	11.97%
7/31/2011	$34.48	21,000,050	$724,081,724	2.65%	-5.12%	4.87%	14.93%
8/31/2011	$35.23	20,700,050	$729,262,762	2.18%	1.03%	7.15%	17.43%
9/30/2011	$30.46	20,600,050	$627,498,123	-13.54%	-9.32%	-7.36%	1.54%
10/31/2011	$32.21	19,200,050	$618,433,611	5.74%	-6.58%	-2.04%	7.37%
11/30/2011	$31.12	20,300,050	$631,737,556	-3.38%	-11.67%	-5.35%	3.73%
12/31/2011	$29.96	19,400,050	$581,225,498	-3.73%	-1.64%	-8.88%	-0.13%
1/31/2012	$31.29	19,550,050	$611,721,065	4.44%	-2.86%	4.44%	4.30%
2/29/2012	$31.70	21,350,050	$676,796,585	1.31%	1.86%	5.81%	5.67%
3/31/2012	$30.35	21,250,050	$644,939,018	-4.26%	1.30%	1.30%	1.17%
4/30/2012	$29.51	20,550,050	$606,431,976	-2.77%	-5.69%	-1.50%	-1.63%
5/31/2012	$26.95	18,300,050	$493,186,348	-8.68%	-14.98%	-10.05%	-10.17%
6/30/2012	$28.43	18,000,050	$511,741,422	5.49%	-6.33%	-5.11%	-5.23%
7/31/2012	$29.65	17,100,050	$507,016,483	4.29%	0.47%	-1.03%	-1.17%
8/31/2012	$30.35	16,650,050	$505,329,018	2.36%	12.62%	1.30%	1.17%
9/30/2012	$30.57	16,900,050	$516,634,529	0.72%	7.53%	2.04%	1.90%

26

The Fund and the Master Fund seek to track changes in the Thomson Reuters Continuous Commodity Index-Total Return, or the “Index”, over time. For both of the nine months ended September 30, 2012 and September 30, 2011, the Fund’s Net Asset Value outperformed the Index by 1.23%.

27

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK.

Introduction

The Fund aims to track the Thomson Reuters Continuous Commodity Index, which consists of seventeen commodities and is rebalanced daily. Due to the rebalancing, the Fund on a given day holds an equal amount of each of the seventeen index components. Thus, the exposure of the Fund to a given component remains over time very close to 1/17, or 5.88%. Unless the Index Owner (Thomson Reuters) changes the construction of the Index, the Fund will maintain the same allocation to the same commodities. The value of the Shares relates directly to the value of the commodity futures and other assets held by the Master Fund and fluctuations in the price of these assets could materially adversely affect an investment in the Shares. The Shares are designed to reflect, as closely as possible, the performance of the Index through the Master Fund’s portfolio of exchange-traded futures on the Index Commodities. The value of the Shares relate directly to the value of the portfolio, less the liabilities (including estimated accrued but unpaid expenses) of the Fund and the Master Fund. The price of the Index Commodities may fluctuate widely based on many factors. Some of those factors are:

● changing supply and demand relationships;

● general economic activities and conditions;

● weather and other environmental conditions;

● acts of God;

● agricultural, fiscal, monetary and exchange control programs and policies of governments;

● national and international political and economic events and policies;

● changes in rates of inflation; or

● the general emotions and psychology of the marketplace, which at times can be volatile and unrelated to other more tangible factors.

In addition to the factors set forth above, each commodity has risks that are inherent in the investment in such commodity.

Metals Commodities: Price movements in futures contracts held by the Master Fund in metals commodities such as gold, silver, platinum and copper are affected by many specific factors. Some of these metal specific factors include, but are not limited to:

● A change in economic conditions, such as a recession, can adversely affect the price of both industrial and precious metals. An economic downturn may have a negative impact on the usage and demand of metals which may result in a loss for the Master Fund.

● A sudden shift in political conditions of the world’s leading metal producers may have a negative effect on the global pricing of metals.

● An increase in the hedging of precious metals may result in the price of precious metals to decline.

● Changes in global supply and demand for industrial and precious metals.

● The price and quantity of imports and exports of industrial and precious metals.

● Technological advances in the processing and mining of industrial and precious metals.

Agricultural Commodities: Price movements in futures contracts held by the Master Fund in agricultural commodities, such as wheat, corn and soybeans, are affected by many factors. Some of these agricultural specific factors include, but are not limited to:

● Farmer planting decisions, general economic, market and regulatory factors.

● Weather conditions, including hurricanes, tornadoes, storms and droughts, may have a material adverse effect on crops, live cattle, live hogs and lumber, which may result in significant fluctuations in prices in such commodities.

28

● Changes in global supply and demand for agricultural products.

● The price and quantity of imports and exports of agricultural commodities.

● Political conditions, including embargoes and war, in or affecting agricultural production, imports and exports.

● Technological advances in agricultural production.

● The price and availability of alternative agricultural commodities.

Energy Commodities: Price movements in futures contracts held by the Master Fund in energy commodities, such as crude oil, heating oil and natural gas, are subject to risks due to frequent and often substantial fluctuations in energy commodity prices. In the past, the prices of natural gas and crude oil have been extremely volatile, and the Managing Owner expects this volatility to continue. The markets and prices for energy commodities are affected by many factors. Some of those factors include, but are not limited to:

● Changes in global supply and demand for oil and natural gas.

● The price and quantity of imports and exports of oil and natural gas.

● Political conditions, including embargoes and war, in or affecting other oil producing activities.

● The level of global oil and natural gas exploration and production.

● The level of global oil and natural gas inventories, production or pricing.  

● Weather conditions.

● Technological advances effecting energy consumption.

● The price and availability of alternative fuels.

None of these factors can be controlled by the Managing Owner. Even if current and correct information as to substantially all factors are known or thought to be known, prices still will not always react as predicted. The profitability of the Fund and the Master Fund will depend on whether the Master Fund’s commodities portfolio increases in value over time. If the value increases, the Fund will only be profitable if such increases exceed the fees and expenses of the Fund. If these values do not increase, the Fund will not be profitable and will incur losses.

Quantitative Forward-looking Statements

Quantifying the Fund’s Trading Risk

The following qualitative disclosures regarding the Fund’s risk exposures — except for those disclosures that are statements of historical fact — constitute forward-looking statements within the meaning of Section 27A of the Securities Act and Section 21E of the Securities Exchange Act. The Fund’s primary market risk exposures are subject to numerous uncertainties, contingencies and risks. Government interventions, defaults and expropriations, illiquid markets, the emergence of dominant fundamental factors, political upheavals, changes in historical price relationships, an influx of new market participants, increased regulation and many other factors could result in material losses as well as in material changes to the risk exposures of the Fund. There can be no assurance that the Fund’s current market exposure will not change materially. Investors may lose all or substantially all of their investment in the Fund.

29

The Fund’s Risk by Market Sector

The following were the primary trading risk exposures of the Fund as of September 30, 2012 by market sector.

Grains	17.65%	Corn, Soybeans, Wheat
Livestock	11.76%	Hogs, Cattle
Metals	23.53%	Gold, Silver, Platinum, Copper
Energy	17.65%	Crude Oil, Natural Gas, Heating Oil
Softs	29.41%	Coffee, Cocoa, Sugar, Orange Juice, Cotton

Non-Trading Risk

The Fund invests its excess funds in short-term U.S. Treasury bills. These instruments are not coupon-bearing and therefore trade at a discount to their value at maturity. The Fund expects that the market risk of holding these investments is not material.

Qualitative Disclosures Regarding Non-Trading Risk Exposures

The Fund is unaware of any (i) anticipated known demands, commitments or capital expenditures; (ii) material trends, favorable or unfavorable, in its capital resources; or (iii) trends or uncertainties that will have a material effect on operations.

Qualitative Disclosures Regarding Means of Managing Risk Exposure

Under ordinary circumstances, the Managing Owner’s discretionary power is limited to determining whether the Fund will make a distribution. Under emergency or extraordinary circumstances, the Managing Owner’s discretionary powers increase, but remain circumscribed. These special circumstances, for example, include the unavailability of the Index or certain natural or man-made disasters. The Managing Owner does not apply risk management techniques. The Fund initiates positions only on the “long” side of the market and does not employ “stop-loss” techniques.

ITEM 4. CONTROLS AND PROCEDURES.

Disclosure controls and procedures

Under the supervision and with the participation of the management of the Managing Owner, including its chief executive officer and principal financial officer, the Fund carried out an evaluation of the effectiveness of the design and operation of its disclosure controls and procedures (as defined in Rule 13a-15(e) of the Securities Exchange Act of 1934). Based upon that evaluation, the chief executive officer and principal financial officer concluded that the Fund’s disclosure controls and procedures with respect to the Fund were effective as of the end of the period covered by this report.

Changes in Internal Control over Financial Reporting

The Fund commenced trading on January 24, 2008 and began to exercise its internal control over financial reporting thereafter. The Fund’s investing activity is limited to the purchase and sale of commodity futures contracts and of short-term U.S. Treasury bills. Futures transactions are made through Morgan Stanley, the Commodity Broker, which provides the Fund with statements on a daily basis. The Bank of New York Mellon Corporation, the Fund’s Administrator, reconciles the reports from Morgan Stanley with its own records of Fund transactions. In addition, the Managing Owner each day reconciles its own records with those of Morgan Stanley and the Bank of New York Mellon Corporation.

During the three months ended September 30, 2012, the Fund made no changes to its internal control over financial reporting that materially affected, or are reasonably likely to materially affect, its internal control over financial reporting.

30

PART II. OTHER INFORMATION

Item 1. Legal Proceedings.

     Not Applicable.

Item 1A. Risk Factors.

There are no material changes from risk factors as previously disclosed in Annual Report on Form 10-K for the year ended December 31, 2011, filed February 28, 2012.

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

(a)None.

(b)For the three months ended September 30, 2012, 1,350,000 Limited Shares were redeemed for $39,468,313.50. On September 30, 2012, 16,900,000 Limited Shares of the Fund were outstanding for a market capitalization of $515,450,000, based on the September 28, 2012 closing price of $30.50 on the NYSE Arca.

(c)The following table shows the number of Shares redeemed (purchased back by the Fund, or “Issuer”) by Authorized Participants for each month during the quarter ended September 30, 2012:

Issuer Purchases of Equity Securities
Period	Total Number of Shares Redeemed		Average Price Paid per Share		Total Number of Shares Purchased as Part of Publicly Announced Plans or Programs		Maximum Number (or Approximate Dollar Value) of Shares that May Yet Be Purchased Under the Plans or Programs
July 1, 2012 to July 31, 2012		900,000	$	28.92		N/A		N/A
August 1, 2012 to August 31, 2012		450,000	$	29.86		N/A		N/A
September 1, 2012 to September 30, 2012		-	$	-		N/A		N/A
Total		1,350,000	$	29.24

Item 3. Defaults Upon Senior Securities.

     None.

Item 4. Reserved

Item 5. Other Information.

     None.

31

Item 6. Exhibits.

Exhibit Number	Description of Document
31.1	Certification of Chief Executive Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)
31.2	Certification of Chief Executive Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)
31.3	Certification of Principal Financial Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)
31.4	Certification of Principal Financial Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)
32.1	Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)
32.2	Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)
32.3	Certification of Principal Financial Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)
32.4	Certification of Principal Financial Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)

32

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

GreenHaven Continuous Commodity Index Fund
By:	GreenHaven Commodity Services LLC, its Managing Owner

By:	/s/ Ashmead Pringle
	Name: Ashmead Pringle
	Title: Chief Executive Officer

Dated: November 8, 2012	By:	/s/ Cooper Anderson
		Name: Cooper Anderson
		Title: Principal Financial Officer

GreenHaven Continuous Commodity Index Master Fund
By:	GreenHaven Commodity Services LLC, its Managing Owner

By:	/s/ Ashmead Pringle
	Name: Ashmead Pringle
	Title: Chief Executive Officer

Dated: November 8, 2012	By:	/s/ Cooper Anderson
		Name: Cooper Anderson
		Title: Principal Financial Officer

33

EXHIBIT INDEX

Exhibit Number	Description of Document	Page Number
31.1	Certification of Chief Executive Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)	E-1
31.2	Certification of Chief Executive Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)	E-2
31.3	Certification of Principal Financial Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)	E-3
31.4	Certification of Principal Financial Officer pursuant to Exchange Act Rules 13a-14 and 15d-14 (filed herewith)	E-4
32.1	Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)	E-5
32.2	Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)	E-6
32.3	Certification of Principal Financial Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)	E-7
32.4	Certification of Principal Financial Officer pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (furnished herewith)	E-8

34

EX-31.1

Exhibit 31.1

CERTIFICATION

I, Ashmead Pringle, Chief Executive Officer of GreenHaven Commodity Services LLC, the Managing Owner of the GreenHaven Continuous Commodity Index Fund, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of GreenHaven Continuous Commodity Index Fund;

2. 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;

3. 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;

4. The registrant’s other certifying officer(s) 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:

(a) 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;

(b) 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;

(c) 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

(d) 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

5. The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions);

(a) 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

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date November 8, 2012	/s/ Ashmead Pringle
	Ashmead Pringle
	Chief Executive Officer

EX-31.2

Exhibit 31.2

CERTIFICATION

I, Ashmead Pringle, Chief Executive Officer of GreenHaven Commodity Services LLC, the Managing Owner of the GreenHaven Continuous Commodity Index Master Fund, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of GreenHaven Continuous Commodity Index Master Fund;

2. 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;

3. 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;

4. The registrant’s other certifying officer(s) 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:

(a) 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;

(b) 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;

(c) 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

(d) 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

5. The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions);

(a) 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

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date November 8, 2012	/s/ Ashmead Pringle
	Ashmead Pringle
	Chief Executive Officer

EX-31.3

Exhibit 31.3

CERTIFICATION

I, Cooper Anderson, Principal Financial Officer of GreenHaven Commodity Services LLC, the Managing Owner of the GreenHaven Continuous Commodity Index Fund, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of the GreenHaven Continuous Commodity Index Fund;

2. 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;

3. 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;

4. The registrant’s other certifying officer(s) 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:

(a) 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;

(b) 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;

(c) 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

(d) 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

5. The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions);

(a) 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

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 8, 2012	/s/ Cooper Anderson
	Cooper Anderson
	Principal Financial Officer

EX-31.4

Exhibit 31.4

CERTIFICATION

I, Cooper Anderson, Principal Financial Officer of GreenHaven Commodity Services LLC, the Managing Owner of the GreenHaven Continuous Commodity Index Master Fund, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of the GreenHaven Continuous Commodity Index Master Fund;

2. 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;

3. 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;

4. The registrant’s other certifying officer(s) 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:

(a) 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;

(b) 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;

(c) 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

(d) 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

5. The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions);

(a) 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

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 8, 2012	/s/ Cooper Anderson
	Cooper Anderson
	Principal Financial Officer

EX-32.1

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

The undersigned, Ashmead Pringle, Chief Executive Officer of GreenHaven Commodity Services LLC, the Managing Owner of GreenHaven Continuous Commodity Index Fund (the “Trust”), hereby certifies pursuant to 18 U.S.C. 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Trust’s Quarterly Report on Form 10-Q for the period ended September 30, 2012, as filed with the Securities and Exchange Commission on the date hereof (the “Quarterly 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 Quarterly Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Date: November 8, 2012	/s/Ashmead Pringle
	Ashmead Pringle
	Chief Executive Officer

EX-32.2

Exhibit 32.2

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

The undersigned, Ashmead Pringle, Chief Executive Officer of GreenHaven Commodity Services LLC, the Managing Owner of GreenHaven Continuous Commodity Index Master Fund (the “Trust”), hereby certifies pursuant to 18 U.S.C. 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Trust’s Quarterly Report on Form 10-Q for the period ended September 30, 2012, as filed with the Securities and Exchange Commission on the date hereof (the “Quarterly 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 Quarterly Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Date: November 8, 2012	/s/Ashmead Pringle
	Ashmead Pringle
	Chief Executive Officer

EX-32.3

Exhibit 32.3

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

The undersigned, Cooper Anderson, Principal Financial Officer of GreenHaven Commodity Services LLC, the Managing Owner of GreenHaven Continuous Commodity Index Fund (the “Trust”), hereby certifies pursuant to 18 U.S.C. 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Trust’s Quarterly Report on Form 10-Q for the period ended September 30, 2012, as filed with the Securities and Exchange Commission on the date hereof (the “Quarterly 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 Quarterly Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Date: November 8, 2012	/s/ Cooper Anderson
	Cooper Anderson
	Principal Financial Officer

EX-32.4

Exhibit 32.4

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

The undersigned, Cooper Anderson, Principal Financial Officer of GreenHaven Commodity Services LLC, the Managing Owner of the GreenHaven Continuous Commodity Index Master Fund (the “Trust”), hereby certifies pursuant to 18 U.S.C. 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Trust’s Quarterly Report on Form 10-Q for the period ended September 30, 2012, as filed with the Securities and Exchange Commission on the date hereof (the “Quarterly 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 Quarterly Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Date: November 8, 2012	/s/ Cooper Anderson
	Cooper Anderson
	Principal Financial Officer

XML

Summary of Significant Accounting Policies (Details Textuals 1) (Issuance of Equity)	Sep. 30, 2012
Issuance of Equity
Subsequent Event [Line Items]
Subsequent Event, Limited shares created	0
Subsequent Event, Limited shares redeemed	500,000
Subsequent Event, Limited shares outstanding	16,400,000

XML

Service Providers and Related Party Agreements

9 Months Ended

Sep. 30, 2012

Related Party Transactions [Abstract]

Service Providers and Related Party Agreements

(2) Service Providers and Related Party Agreements

(a) “The Trustee” – CSC Trust is the trustee for the Fund and Master Fund. CSC Trust is headquartered in Wilmington, DE.

(b) “The Managing Owner” – GreenHaven Commodity Services, LLC is the managing owner of the Fund and Master Fund and is responsible for the day to day operations of both entities. The Managing Owner charges the Fund a management fee for its services. GreenHaven Commodity Services, LLC is a Delaware limited liability company with operations in Atlanta, GA.

(c) “The Administrator” — The Bank of New York Mellon Corporation has been appointed by the Managing Owner as the administrator, custodian and transfer agent of the Fund and the Master Fund, and has entered into separate administrative, custodian, transfer agency and service agreements (collectively referred to as the “Administration Agreement”). Pursuant to the Administration Agreement, the Administrator performs or supervises the services necessary for the operation and administration of the Fund and the Master Fund (other than making investment decisions), including receiving calculations of the assets minus the liabilities of the Fund (the “Net Asset Value”), accounting and other fund administrative services. As the Fund’s transfer agent, the Administrator processes additions and redemptions of Shares. These transactions are processed on Depository Trust Company’s (“DTC”) book entry system. The Administrator retains certain financial books and records, including: Basket creation and redemption books and records, fund accounting records, ledgers with respect to assets, liabilities, capital, income and expenses, the registrar, transfer journals and related details and trading and related documents received from futures commission merchants. The Bank of New York Mellon Corporation is based in New York, New York.

(d) “The Commodity Broker” — Morgan Stanley & Co. LLC (“MS&Co.”) is the Master Fund’s Commodity Broker. In its capacity as the Commodity Broker, it executes and clears each of the Master Fund’s futures transactions and performs certain administrative services for the Master Fund. MS&Co. is based in New York, New York.

(e) “The Distributor” — The Managing Owner, on behalf of the Fund and the Master Fund, has appointed ALPS Distributors, Inc., or the Distributor, to assist the Managing Owner and the Administrator with certain functions and duties relating to the creation and redemption of Baskets, including receiving and processing orders from Authorized Participants to create and redeem Baskets, coordinating the processing of such orders and related functions and duties. The Distributor retains all marketing materials and Basket creation and redemption books and records at c/o ALPS Distributors, Inc., 1290 Broadway, Suite 1100, Denver, CO 80203; Telephone number (303) 623-2577. Investors may contact the Distributor toll-free in the U.S. at (800) 320-2577. The Fund has entered into a Distribution Services Agreement with the Distributor.

The Distributor is affiliated with ALPS Mutual Fund Services, Inc., a Denver-based service provider of administration, fund accounting, transfer agency and shareholder services for mutual funds, closed-end funds and exchange-traded funds.

(f) “Authorized Participant” — Authorized Participants may create or redeem Shares of the Master Fund. Each Authorized Participant must (1) be a registered broker-dealer or other securities market participant such as a bank or other financial institution which is not required to register as a broker-dealer to engage in securities transactions, (2) be a participant in the DTC, and (3) have entered into an agreement (“Participant Agreement”) with the Fund and the Managing Owner. The Participant Agreement sets forth the procedures for the creation and redemption of Baskets of Shares and for the delivery of cash required for such creations or redemptions. A list of the current Authorized Participants can be obtained from the Administrator. A similar agreement between the Fund and the Master Fund sets forth the procedures for the creation and redemption of Master Unit Baskets by the Fund.

XML

Creation and Redemption of Shares from the Master Fund (Details Textuals)	9 Months Ended
	Sep. 30, 2012
Share Purchases and Redemptions [Abstract]
Number of shares purchased from fund by Authorized Participants in specified quantity (in shares)	50,000
Description of calculations methodology use in NAV at the time of purchase	The calculation of NAV is based on closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the date that a valid order to create a Basket is accepted by the Fund.
Description of calculations methodology use in NAV at the time of redemption	The cash redemption amount is equal to the Net Asset Value of the number of Basket(s) requested in the Authorized Participant''s redemption order as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the redemption order date.

XML

Derivative Instruments and Hedging Activities (Details 1) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011
Derivative [Line Items]
Net Change in Unrealized Gain (Loss) on Derivative Instruments	$ 23,219,022	$ (39,428,469)	$ 68,800,219	$ (127,275,879)
Futures Contracts
Derivative [Line Items]
Realized Gain (Loss) on Derivative Instruments	14,511,408	(25,287,264)	(64,144,670)	71,611,757
Net Change in Unrealized Gain (Loss) on Derivative Instruments	$ 23,223,583	$ (39,422,299)	$ 68,793,505	$ (127,256,336)

XML

Operating Expenses, Organizational and Offering Costs (Details Textuals) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011
Operating Expenses and Offering Costs [Line Items]
Management fee to related party	$ 1,083,522	$ 1,541,729	$ 3,575,970	$ 4,580,065
Brokerage fees and expenses	23,992	377,372	127,306	1,235,255
GreenHaven Continuous Commodity Index Master Fund
Operating Expenses and Offering Costs [Line Items]
Management fees paid to managing owner as percentage of NAV of fund			0.85%
Management fee to related party	1,083,522	1,541,729	3,575,970	4,580,065
Percentage of Brokerage Commissions And Fees Charge On NAV			0.20%
Percentage of Accrued Brokerage Commissions And Fees			0.20%
Brokerage fees and expenses	$ 23,992	$ 377,372	$ 127,306	$ 1,235,255

XML

Net Asset Value and Financial Highlights (Details) (USD $)	3 Months Ended				9 Months Ended
	Sep. 30, 2012		Sep. 30, 2011		Sep. 30, 2012		Sep. 30, 2011
Net Asset Value
Net asset value per Limited Share, beginning of period	$ 28.43		$ 33.59		$ 29.96		$ 32.88
Net realized and change in unrealized gain (loss) from investments	$ 2.20		$ (3.04)		$ 0.79		$ (2.16)
Net investment loss	$ (0.06)		$ (0.09)		$ (0.18)		$ (0.26)
Net increase (decrease) in net assets from operations	$ 2.14		$ (3.13)		$ 0.61		$ (2.42)
Net asset value per Limited Share, end of period	$ 30.57		$ 30.46		$ 30.57		$ 30.46
Market value per Limited Share, beginning of period	$ 28.36		$ 33.50		$ 29.96		$ 32.95
Market value per Limited Share, end of period	$ 30.50		$ 30.34		$ 30.50		$ 30.34
Ratio to average net assets (i)
Net investment loss	(0.79%)	[1]	(1.06%)	[1]	(0.83%)	[1]	(1.02%)	[1]
Total expenses	0.87%	[1]	1.06%	[1]	0.88%	[1]	1.08%	[1]
Total Return, at net asset value (ii)	7.53%	[2]	(9.32%)	[2]	2.04%	[2]	(7.36%)	[2]
Total Return, at market value (ii)	7.55%	[2]	(9.43%)	[2]	1.80%	[2]	(7.92%)	[2]

[1] Percentages are annualized.

[2] Percentages are not annualized.

XML

Organization

9 Months Ended

Sep. 30, 2012

Organization [Abstract]

Organization

(1) Organization

The GreenHaven Continuous Commodity Index Fund (the “Fund”; “Fund” may also refer to the Fund and the Master Fund, collectively as the context requires) was formed as a Delaware statutory trust on October 27, 2006, and GreenHaven Continuous Commodity Index Master Fund (the “Master Fund”), was formed as a Delaware statutory trust on October 27, 2006. The Fund offers common units of beneficial interest (the “Shares”). Upon inception of the Fund, 50 General Units of the Fund were issued to GreenHaven Commodity Services, LLC (the “Managing Owner”) in exchange for a capital contribution of $1,500. TheManaging Owner serves the Fund as commodity pool operator, commodity trading advisor, and managing owner.

The proceeds from the offering of Shares are invested in the Master Fund (See Note 7 for details of the procedures for creation and redemption of Shares in the Master Fund). The Master Fund actively trades exchange traded futures on the commodities comprising the Thomson Reuters Continuous Commodity Index (the “Index”), with a view to tracking the performance of the Index over time. The Master Fund’s portfolio also includes United States Treasury securities for deposit with the Master Fund’s commodity broker as margin and other high credit quality short term fixed income securities. The Fund wholly owns the Master Fund. The Fund and Master Fund commenced investment operations on January 23, 2008 with the offering of 350,000 Shares in exchange for $10,500,000. The Fund commenced trading on the American Stock Exchange (now known as the NYSE Arca) on January 24, 2008 and, as of November 25, 2008, was listed on the NYSE Arca.

The Index is intended to reflect the performance of certain commodities. The commodities comprising the Index (the “Index Commodities”) are: Corn, Soybeans, Wheat, Live Cattle, Lean Hogs, Gold, Silver, Copper, Cocoa, Coffee, Sugar, Cotton, Orange Juice, Platinum, Crude Oil, Heating Oil, and Natural Gas.

The Managing Owner and the Shareholders share in any profits and losses of the Fund attributable to the Fund in proportion to the percentage interest owned by each.

The Managing Owner, the Fund and the Master Fund will retain the services of third party service providers to the extent necessary to operate the ongoing operations of the Fund and the Master Fund (see Note (2)).

Unaudited Interim Financial Information

The financial statements as of September 30, 2012 and for the three-month and nine-month periods ended September 30, 2012 and 2011 included herein are unaudited. In the opinion of the Managing Owner, the unaudited financial statements have been prepared on the same basis as the annual financial statements and include all adjustments, which are of the normal recurring nature, necessary for a fair statement of the Fund’s financial position, investments, results of operations and its cash flows. Interim results are not necessarily indicative of the results that will be achieved for the year or for any other interim period or for any future year.

XML

Consolidated Statements of Financial Condition (unaudited) (USD $)	Sep. 30, 2012	Dec. 31, 2011
Equity in broker trading accounts:
Short-term investments (cost $479,978,685 and $9,999,989 as of September 30, 2012 and December 31, 2011, respectively)	$ 479,985,400	$ 9,999,990
Cash held by broker	13,505,254	619,079,494
Net unrealized appreciation (depreciation) on futures contracts	23,791,716	(45,001,789)
Total assets	517,282,370	584,077,695
Liabilities and shareholders' equity
Capital shares payable		1,497,826
Management fee payable to related party	356,700	438,205
Accrued brokerage fees and expenses payable	250,528	983,648
Total liabilities	607,228	2,919,679
General Units:
Paid in capital - 50 units issued	1,500	1,500
Retained earnings (deficit)	29	(2)
Total General Units	1,529	1,498
Limited Units:
Paid in capital - 16,900,000 and 19,400,000 redeemable units issued and outstanding as of September 30, 2012 and December 31, 2011, respectively	483,708,257	549,362,581
Retained earnings	32,965,356	31,793,937
Total Limited Units	516,673,613	581,156,518
Total shareholders' equity	516,675,142	581,158,016
Total liabilities and shareholders' equity	517,282,370	584,077,695
Net asset value per share
General Units (in dollars per unit)	30.58	29.96
Limited Units (in dollars per unit)	30.57	29.96
GreenHaven Continuous Commodity Index Master Fund
Equity in broker trading accounts:
Short-term investments (cost $479,978,685 and $9,999,989 as of September 30, 2012 and December 31, 2011, respectively)	479,985,400	9,999,990
Cash held by broker	13,505,254	619,079,494
Net unrealized appreciation (depreciation) on futures contracts	23,791,716	(45,001,789)
Total assets	517,282,370	584,077,695
Liabilities and shareholders' equity
Capital shares payable		1,497,826
Management fee payable to related party	356,700	438,205
Accrued brokerage fees and expenses payable	250,528	983,648
Total liabilities	607,228	2,919,679
General Units:
Paid in capital - 50 units issued	1,500	1,500
Retained earnings (deficit)	29	(2)
Total General Units	1,529	1,498
Limited Units:
Paid in capital - 16,900,000 and 19,400,000 redeemable units issued and outstanding as of September 30, 2012 and December 31, 2011, respectively	483,708,257	549,362,581
Retained earnings	32,965,356	31,793,937
Total Limited Units	516,673,613	581,156,518
Total shareholders' equity	516,675,142	581,158,016
Total liabilities and shareholders' equity	$ 517,282,370	$ 584,077,695
Net asset value per share
General Units (in dollars per unit)	30.58	29.96
Limited Units (in dollars per unit)	30.57	29.96

XML

Unaudited Consolidated Statement of Changes in Shareholders' Equity (USD $)	General Partners Capital Units General Units GreenHaven Continuous Commodity Index Master Fund	General Partners Capital Units General Units	General Partners Capital Units Accumulated Earnings GreenHaven Continuous Commodity Index Master Fund	General Partners Capital Units Accumulated Earnings	General Partners Capital Units GreenHaven Continuous Commodity Index Master Fund	General Partners Capital Units	Limited Partners Capital Units Accumulated Earnings GreenHaven Continuous Commodity Index Master Fund	Limited Partners Capital Units Accumulated Earnings	Limited Partners Capital Units Limited Units GreenHaven Continuous Commodity Index Master Fund	Limited Partners Capital Units Limited Units	Limited Partners Capital Units GreenHaven Continuous Commodity Index Master Fund	Limited Partners Capital Units	GreenHaven Continuous Commodity Index Master Fund	Total
Balance at Dec. 31, 2011	$ 1,500	$ 1,500	$ (2)	$ (2)	$ 1,498	$ 1,498	$ 31,793,937	$ 31,793,937	$ 549,362,581	$ 549,362,581	$ 581,156,518	$ 581,156,518	$ 581,158,016	$ 581,158,016
Balance ( In Units) at Dec. 31, 2011	50	50							19,400,000	19,400,000	87,933,308	87,933,308
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Creation of Limited Units									87,933,308	87,933,308	87,933,308	87,933,308	87,933,308	87,933,308
Creation of Limited Units (In Units)									2,800,000	2,800,000
Redemption of Limited Units									(153,587,632)	(153,587,632)	(153,587,632)	(153,587,632)	(153,587,632)	(153,587,632)
Redemption of Limited Units (In Units)									(5,300,000)	(5,300,000)
Net loss:
Net investment loss			(10)	(10)	(10)	(10)	(3,484,992)	(3,484,992)			(3,484,992)	(3,484,992)	(3,485,002)	(3,485,002)
Net realized loss on Investments and Futures Contracts			(161)	(161)	(161)	(161)	(64,143,606)	(64,143,606)			(64,143,606)	(64,143,606)	(64,143,767)	(64,143,767)
Net change in unrealized gain on Investments and Futures Contracts			202	202	202	202	68,800,017	68,800,017			68,800,017	68,800,017	68,800,219	68,800,219
Net Gain (Loss)			31	31	31	31	1,171,419	1,171,419			1,171,419	1,171,419	1,171,450	1,171,450
Balance at Sep. 30, 2012	1,500	1,500	29	29	1,529	1,529	32,965,356	32,965,356	483,708,257	483,708,257	516,673,613	516,673,613	516,675,142	516,675,142
Balance (In Units) at Sep. 30, 2012	50	50							16,900,000	16,900,000
Balance at Jun. 30, 2012
Net loss:
Net investment loss													(1,010,723)	(1,010,723)
Net realized loss on Investments and Futures Contracts													14,511,408	14,511,408
Net change in unrealized gain on Investments and Futures Contracts													23,219,022	23,219,022
Net Gain (Loss)													36,719,707	36,719,707
Balance at Sep. 30, 2012	$ 1,500	$ 1,500											$ 516,675,142	$ 516,675,142
Balance (In Units) at Sep. 30, 2012	50	50

XML

Net Asset Value and Financial Highlights (Tables)

9 Months Ended

Sep. 30, 2012

Net Asset Value and Financial Highlights [Abstract]

Schedule of Net asset value and financial highlights

	Three Months			Three Months			Nine Months			Nine Months
	Ended			Ended			Ended			Ended
	September 30, 2012			September 30, 2011			September 30, 2012			September 30, 2011
Net Asset Value
Net asset value per Limited Share, beginning of period	$	28.43		$	33.59		$	29.96		$	32.88
Net realized and change in unrealized gain (loss) from investments		2.20			(3.04	)		0.79			(2.16	)
Net investment loss		(0.06	)		(0.09	)		(0.18	)		(0.26	)
Net increase (decrease) in net assets from operations		2.14			(3.13	)		0.61			(2.42	)
Net asset value per Limited Share, end of period	$	30.57		$	30.46		$	30.57		$	30.46
Market value per Limited Share, beginning of period	$	28.36		$	33.50		$	29.96		$	32.95
Market value per Limited Share, end of period	$	30.50		$	30.34		$	30.50		$	30.34
Ratio to average net assets (i)
Net investment loss		(0.79	) %		(1.06	) %		(0.83	) %		(1.02	) %
Total expenses		0.87	%		1.06	%		0.88	%		1.08	%
Total Return, at net asset value (ii)		7.53	%		(9.32	) %		2.04	%		(7.36	) %
Total Return, at market value (ii)		7.55	%		(9.43	) %		1.80	%		(7.92	) %
(i) Percentages are annualized.
(ii) Percentages are not annualized.

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Summary of Significant Accounting Policies (Details Textuals)	9 Months Ended
	Sep. 30, 2012
Accounting Policies [Abstract]
Percentage of capital raised by the fund	100.00%

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Unaudited Consolidated Statements of Cash Flows (USD $)	9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011
Cash flow from operating activities:
Net Gain (Loss)	$ 1,171,450	$ (61,164,230)
Adjustments to reconcile net gain (loss) to net cash used for operating activities:
Purchase of investment securities	(1,609,751,562)	(1,584,744,181)
Proceeds from sales of investment securities	1,139,992,043	1,465,000,000
Net accretion of discount	(218,274)	(315,212)
Net realized gain on investment securities	(903)
Unrealized depreciation (appreciation) on investments	(68,800,219)	127,275,879
Increase (decrease) in payable - capital shares	(1,497,826)	9,138,309
Increase (decrease) in accrued expenses	(814,625)	838,009
Net cash used for operating activities	(539,919,916)	(43,971,426)
Cash flows from financing activities:
Proceeds from creation of Limited Units	87,933,308	335,388,859
Redemption of Limited Units	(153,587,632)	(190,195,629)
Net cash provided by (used for) financing activities	(65,654,324)	145,193,230
Net change in cash	(605,574,240)	101,221,804
Cash held by broker at beginning of period	619,079,494	6,487,519
Cash held by broker at end of period	13,505,254	107,709,323
GreenHaven Continuous Commodity Index Master Fund
Cash flow from operating activities:
Net Gain (Loss)	1,171,450	(61,164,230)
Adjustments to reconcile net gain (loss) to net cash used for operating activities:
Purchase of investment securities	(1,609,751,562)	(1,584,744,181)
Proceeds from sales of investment securities	1,139,992,043	1,465,000,000
Net accretion of discount	(218,274)	(315,212)
Net realized gain on investment securities	(903)
Unrealized depreciation (appreciation) on investments	(68,800,219)	127,275,879
Increase (decrease) in payable - capital shares	(1,497,826)	9,138,309
Increase (decrease) in accrued expenses	(814,625)	838,009
Net cash used for operating activities	(539,919,916)	(43,971,426)
Cash flows from financing activities:
Proceeds from creation of Limited Units	87,933,308	335,388,859
Redemption of Limited Units	(153,587,632)	(190,195,629)
Net cash provided by (used for) financing activities	(65,654,324)	145,193,230
Net change in cash	(605,574,240)	101,221,804
Cash held by broker at beginning of period	619,079,494	6,487,519
Cash held by broker at end of period	$ 13,505,254	$ 107,709,323

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Consolidated Statements of Financial Condition (unaudited) (Parentheticals) (USD $)	Sep. 30, 2012	Dec. 31, 2011
Cost of Short-term investments (in dollars)	$ 479,978,685	$ 9,999,989
General Units:
Paid in capital units issued (in units)	50	50
Limited Units:
Paid in capital redeemable units issued	16,900,000	19,400,000
Paid in capital redeemable units outstanding	16,900,000	19,400,000
GreenHaven Continuous Commodity Index Master Fund
Cost of Short-term investments (in dollars)	$ 479,978,685	$ 9,999,989
General Units:
Paid in capital units issued (in units)	50	50
Limited Units:
Paid in capital redeemable units issued	16,900,000	19,400,000
Paid in capital redeemable units outstanding	16,900,000	19,400,000

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Profit and Loss Allocations and Distributions

9 Months Ended

Sep. 30, 2012

Profit and Loss Allocations and Distributions [Abstract]

Profit and Loss Allocations and Distributions

(10) Profit and Loss Allocations and Distributions

The Managing Owner and the Shareholders share in any profits and losses of the Fund attributable to the Fund in proportion to the percentage interest owned by each. Distributions may be made at the sole discretion of the Managing Owner on a pro-rata basis in accordance with the respective capital balances of the Shareholders.

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Document and Entity Information	9 Months Ended
	Sep. 30, 2012
Document and Entity Information [Abstract]
Entity Registrant Name	GreenHaven Continuous Commodity Index Fund
Entity Central Index Key	0001379606
Trading Symbol	gcc
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	16,900,000
Document Type	10-Q
Document Period End Date	Sep. 30, 2012
Amendment Flag	false
Document Fiscal Year Focus	2012
Document Fiscal Period Focus	Q3

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Net Asset Value and Financial Highlights

9 Months Ended

Sep. 30, 2012

Net Asset Value and Financial Highlights [Abstract]

Net Asset Value and Financial Highlights

(11) Net Asset Value and Financial Highlights

The Fund is presenting the following net asset value and financial highlights related to investment performance and operations for a Share outstanding for the three-month and nine-month periods ended September 30, 2012 and 2011. The net investment loss and total expense ratios have been annualized. The total return is based on the change in net asset value of the Shares during the period. An individual investor’s return and ratios may vary based on the timing of capital transactions.

	Three Months			Three Months			Nine Months			Nine Months
	Ended			Ended			Ended			Ended
	September 30, 2012			September 30, 2011			September 30, 2012			September 30, 2011
Net Asset Value
Net asset value per Limited Share, beginning of period	$	28.43		$	33.59		$	29.96		$	32.88
Net realized and change in unrealized gain (loss) from investments		2.20			(3.04	)		0.79			(2.16	)
Net investment loss		(0.06	)		(0.09	)		(0.18	)		(0.26	)
Net increase (decrease) in net assets from operations		2.14			(3.13	)		0.61			(2.42	)
Net asset value per Limited Share, end of period	$	30.57		$	30.46		$	30.57		$	30.46
Market value per Limited Share, beginning of period	$	28.36		$	33.50		$	29.96		$	32.95
Market value per Limited Share, end of period	$	30.50		$	30.34		$	30.50		$	30.34
Ratio to average net assets (i)
Net investment loss		(0.79	) %		(1.06	) %		(0.83	) %		(1.02	) %
Total expenses		0.87	%		1.06	%		0.88	%		1.08	%
Total Return, at net asset value (ii)		7.53	%		(9.32	) %		2.04	%		(7.36	) %
Total Return, at market value (ii)		7.55	%		(9.43	) %		1.80	%		(7.92	) %
(i) Percentages are annualized.
(ii) Percentages are not annualized.

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Unaudited Consolidated Schedule of Investments (USD $)			9 Months Ended																																																																																																																									9 Months Ended
	Sep. 30, 2012 U.S. Treasury Obligations	Dec. 31, 2011 U.S. Treasury Obligations U.S.Treasury Bill, due January 05, 2012	Sep. 30, 2012 U.S. Treasury Obligations U.S. Treasury Bills, due October 04, 2012	Sep. 30, 2012 U.S. Treasury Obligations U.S. Treasury Bills, due October 11, 2012	Sep. 30, 2012 U.S. Treasury Obligations U.S. Treasury Bills, due October 25, 2012	Sep. 30, 2012 U.S. Treasury Obligations U.S. Treasury Bills, due November 15, 2012	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date March 15, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date May 15, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date July 16, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date March 20, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date May 18, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date July 19, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date March 28, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Copper Contracts Settlement Date May 29 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date July 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date March 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date May 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date July 13, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date March 08, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date May 08, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date July 09, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A, settlement date March 12, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A, settlement date May 10, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A, settlement date July 11, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date February 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date April 26, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date June 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date January 31, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date February 29, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date March 30, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date April 30, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date May 31, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date February 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date April 16, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date June 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date July 16, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date January 20, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date February 21, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date March 20, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date April 20, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date May 22, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle contracts, settlement date February 29, 2012 Contracts		Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle Contracts Settlement Date April 30 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle contracts, settlement date June 29, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date January 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date February 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date March 28, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date April 26, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date May 29, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum contracts, settlement date April 26, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum contracts, settlement date July 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date March 28, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date May 29, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date July 27, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date March 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date May 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date July 13, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date February 29, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date April 30, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date June 29, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date March 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contract, settlement date May 14, 2012 Contracts	Dec. 31, 2011 Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date July 13, 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa Contracts settlement date December 13 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date March 13, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date May 15, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee Contracts Settlement Date December 18 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date March 18, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date May 20, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Copper Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date March 26, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date May 29, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Corn Contracts Settlement Date December 14 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date March 14, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date May 14, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton Contracts Settlement Date December 06 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton Contracts Settlement Date March 06 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date May 08, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A Contracts Settlement Date January 10 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A contracts, settlement date March 08, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ A contracts settlement date May 10 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Gold Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Gold Contracts Settlement Date February 26 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date April 26, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil Contracts Settlement Date November 30 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil Contracts Settlement Date December 31 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date January 31, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date February 28, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date March 28, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs Contracts Settlement Date December 14 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs Contracts Settlement Date February 14 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date April 12, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Light Sweet Crude Oil Contracts Settlement Date November 16 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Light Sweet Crude Oil Contracts Settlement Date December 19 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date January 22, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date February 20, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date March 20, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle Contracts Settlement Date December 31 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle Contracts Settlement Date February 28 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle contracts, settlement date April 30, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas Contracts Settlement Date November 28 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date January 29, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date February 26, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date March 26, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum Contracts Settlement Date January 29 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum contracts, settlement date April 26, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Silver Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date March 26, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date May 29, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean Contracts Settlement Date January 14 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date March 14, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date May 14, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar Contracts Settlement Date February 28 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date April 30, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat Contracts Settlement Date December 14 2012 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date March 14, 2013 Contracts	Sep. 30, 2012 Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date May 14, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund U.S. Treasury Obligations	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund U.S. Treasury Obligations	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund U.S. Treasury Obligations U.S. Treasury Bills, due October 04, 2012	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund U.S. Treasury Obligations U.S. Treasury Bills, due October 11, 2012	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund U.S. Treasury Obligations U.S. Treasury Bills, due October 25, 2012	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund U.S. Treasury Obligations U.S. Treasury Bills, due November 15, 2012	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date March 15, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date May 15, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date July 16, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date March 20, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date May 18, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date July 19, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date March 28, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Copper Contracts Settlement Date May 29 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date July 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date March 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date May 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date July 13, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date March 08, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date May 08, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date July 09, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A, settlement date March 12, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A, settlement date May 10, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A, settlement date July 11, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date February 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date April 26, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date June 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date January 31, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date February 29, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date March 30, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date April 30, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date May 31, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date February 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date April 16, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date June 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date July 16, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date January 20, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date February 21, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date March 20, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date April 20, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date May 22, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle contracts, settlement date February 29, 2012 Contracts		Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle Contracts Settlement Date April 30 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle contracts, settlement date June 29, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date January 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date February 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date March 28, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date April 26, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date May 29, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum contracts, settlement date April 26, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum contracts, settlement date July 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date March 28, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date May 29, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date July 27, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date March 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date May 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date July 13, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date February 29, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date April 30, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date June 29, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date March 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contract, settlement date May 14, 2012 Contracts	Dec. 31, 2011 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date July 13, 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa Contracts settlement date December 13 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date March 13, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cocoa contracts, settlement date May 15, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee Contracts Settlement Date December 18 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date March 18, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Coffee contracts, settlement date May 20, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Copper Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date March 26, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Copper contracts, settlement date May 29, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Corn Contracts Settlement Date December 14 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date March 14, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Corn contracts, settlement date May 14, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton Contracts Settlement Date December 06 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton Contracts Settlement Date March 06 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Cotton contracts, settlement date May 08, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A Contracts Settlement Date January 10 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ-A contracts, settlement date March 08, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts FCOJ A contracts settlement date May 10 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Gold Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Gold Contracts Settlement Date February 26 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Gold contracts, settlement date April 26, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil Contracts Settlement Date November 30 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil Contracts Settlement Date December 31 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date January 31, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date February 28, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Heating Oil contracts, settlement date March 28, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs Contracts Settlement Date December 14 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs Contracts Settlement Date February 14 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Lean Hogs contracts, settlement date April 12, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light Sweet Crude Oil Contracts Settlement Date November 16 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light Sweet Crude Oil Contracts Settlement Date December 19 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date January 22, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date February 20, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Light, Sweet Crude Oil contracts, settlement date March 20, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle Contracts Settlement Date December 31 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle Contracts Settlement Date February 28 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Live Cattle contracts, settlement date April 30, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas Contracts Settlement Date November 28 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date January 29, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date February 26, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Natural Gas contracts, settlement date March 26, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum Contracts Settlement Date January 29 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Platinum contracts, settlement date April 26, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Silver Contracts Settlement Date December 27 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date March 26, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Silver contracts, settlement date May 29, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean Contracts Settlement Date January 14 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date March 14, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Soybean contracts, settlement date May 14, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar Contracts Settlement Date February 28 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Sugar contracts, settlement date April 30, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat Contracts Settlement Date December 14 2012 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date March 14, 2013 Contracts	Sep. 30, 2012 GreenHaven Continuous Commodity Index Master Fund Unrealized Appreciation/(Depreciation) on Futures Contracts Wheat contracts, settlement date May 14, 2013 Contracts
Schedule of Investments [Line Items]
Fair Value	$ 479,985,400	$ 9,999,990	$ 179,999,280	$ 29,999,610	$ 199,992,600	$ 69,993,910	$ 23,791,716	$ (45,001,789)	$ (3,205,990)	$ (3,093,380)	$ (1,932,240)	$ (896,456)	$ (919,744)	$ (352,538)	$ (592,150)	$ (608,013)	$ 51,438	$ (862,200)	$ (839,875)	$ 33,125	$ (726,570)	$ (851,265)	$ (721,380)	$ 257,978	$ 856,470	$ (32,880)	$ (527,380)	$ (1,233,460)	$ (1,434,620)	$ (109,389)	$ (101,056)	$ (111,661)	$ (493,088)	$ (488,053)	$ (384,030)	$ (325,560)	$ (275,680)	$ (210,990)	$ 727,240	$ 746,950	$ 746,560	$ 82,600	$ 113,320	$ 2,380		$ (131,730)	$ (122,410)	$ (2,315,920)	$ (2,204,450)	$ (2,067,940)	$ (1,188,850)	$ (1,169,040)	$ (2,468,450)	$ (2,566,290)	$ (2,055,925)	$ (2,222,650)	$ (1,944,665)	$ (1,016,225)	$ (954,425)	$ 264,900	$ (1,406,339)	$ (1,152,122)	$ (545,496)	$ (1,133,987)	$ (1,118,513)	$ 230,325	$ 1,005,270	$ 171,430	$ 179,400	$ 415,125	$ 333,225	$ 310,931	$ 1,056,725	$ 982,350	$ 960,700	$ 1,761,537	$ (669,413)	$ (636,738)	$ (183,560)	$ (28,035)	$ (388,065)	$ (68,445)	$ 39,338	$ (273,060)	$ 730,310	$ 977,210	$ 885,620	$ 787,416	$ 732,606	$ 121,976	$ 111,901	$ 95,815	$ (461,720)	$ (160,300)	$ (81,030)	$ 363,080	$ 389,630	$ (83,920)	$ (73,820)	$ (68,500)	$ (201,770)	$ (126,980)	$ (186,450)	$ 678,000	$ 687,290	$ 548,150	$ 527,810	$ 508,120	$ 1,853,695	$ 2,249,430	$ 1,771,740	$ 1,842,405	$ 1,855,920	$ 1,013,975	$ 76,375	$ 243,125	$ (303,834)	$ (306,600)	$ 1,594,938	$ 93,350	$ 138,038	$ 479,985,400	$ 9,999,990	$ 179,999,280	$ 29,999,610	$ 199,992,600	$ 69,993,910	$ 23,791,716	$ (45,001,789)	$ (3,205,990)	$ (3,093,380)	$ (1,932,240)	$ (896,456)	$ (919,744)	$ (352,538)	$ (592,150)	$ (608,013)	$ 51,438	$ (862,200)	$ (839,875)	$ 33,125	$ (726,570)	$ (851,265)	$ (721,380)	$ 257,978	$ 856,470	$ (32,880)	$ (527,380)	$ (1,233,460)	$ (1,434,620)	$ (109,389)	$ (101,056)	$ (111,661)	$ (493,088)	$ (488,053)	$ (384,030)	$ (325,560)	$ (275,680)	$ (210,990)	$ 727,240	$ 746,950	$ 746,560	$ 82,600	$ 113,320	$ 2,380		$ (131,730)	$ (122,410)	$ (2,315,920)	$ (2,204,450)	$ (2,067,940)	$ (1,188,850)	$ (1,169,040)	$ (2,468,450)	$ (2,566,290)	$ (2,055,925)	$ (2,222,650)	$ (1,944,665)	$ (1,016,225)	$ (954,425)	$ 264,900	$ (1,406,339)	$ (1,152,122)	$ (545,496)	$ (1,133,987)	$ (1,118,513)	$ 230,325	$ 1,005,270	$ 171,430	$ 179,400	$ 415,125	$ 333,225	$ 310,931	$ 1,056,725	$ 982,350	$ 960,700	$ 1,761,537	$ (669,413)	$ (636,738)	$ (183,560)	$ (28,035)	$ (388,065)	$ (68,445)	$ 39,338	$ (273,060)	$ 730,310	$ 977,210	$ 885,620	$ 787,416	$ 732,606	$ 121,976	$ 111,901	$ 95,815	$ (461,720)	$ (160,300)	$ (81,030)	$ 363,080	$ 389,630	$ (83,920)	$ (73,820)	$ (68,500)	$ (201,770)	$ (126,980)	$ (186,450)	$ 678,000	$ 687,290	$ 548,150	$ 527,810	$ 508,120	$ 1,853,695	$ 2,249,430	$ 1,771,740	$ 1,842,405	$ 1,855,920	$ 1,013,975	$ 76,375	$ 243,125	$ (303,834)	$ (306,600)	$ 1,594,938	$ 93,350	$ 138,038
Percentage of Net Assets	92.90%	1.72%	34.84%	5.80%	38.71%	13.55%	4.60%	(7.74%)	(0.55%)	(0.53%)	(0.33%)	(0.15%)	(0.16%)	(0.06%)	(0.10%)	(0.11%)	0.01%	(0.15%)	(0.15%)	0.01%	(0.13%)	(0.15%)	(0.12%)	0.04%	0.15%	(0.01%)	(0.09%)	(0.21%)	(0.25%)	(0.02%)	(0.02%)	(0.02%)	(0.09%)	(0.08%)	(0.07%)	(0.06%)	(0.05%)	(0.04%)	0.13%	0.13%	0.13%	0.01%	0.02%	0.00%	[1]	(0.02%)	(0.02%)	(0.40%)	(0.38%)	(0.36%)	(0.20%)	(0.20%)	(0.43%)	(0.44%)	(0.35%)	(0.38%)	(0.33%)	(0.17%)	(0.16%)	0.05%	(0.24%)	(0.20%)	(0.09%)	(0.20%)	(0.19%)	0.04%	0.20%	0.03%	0.03%	0.08%	0.06%	0.06%	0.20%	0.19%	0.19%	0.34%	(0.13%)	(0.12%)	(0.04%)	(0.01%)	(0.08%)	(0.01%)	0.01%	(0.05%)	0.14%	0.19%	0.17%	0.15%	0.14%	0.02%	0.02%	0.02%	(0.09%)	(0.03%)	(0.02%)	0.07%	0.08%	(0.02%)	(0.01%)	(0.01%)	(0.04%)	(0.02%)	(0.04%)	0.13%	0.13%	0.11%	0.10%	0.10%	0.36%	0.44%	0.34%	0.36%	0.36%	0.20%	0.01%	0.05%	(0.06%)	(0.06%)	0.31%	0.02%	0.03%	92.90%	1.72%	34.84%	5.80%	38.71%	13.55%	4.60%	(7.74%)	(0.55%)	(0.53%)	(0.33%)	(0.15%)	(0.16%)	(0.06%)	(0.10%)	(0.11%)	0.01%	(0.15%)	(0.15%)	0.01%	(0.13%)	(0.15%)	(0.12%)	0.04%	0.15%	(0.01%)	(0.09%)	(0.21%)	(0.25%)	(0.02%)	(0.02%)	(0.02%)	(0.09%)	(0.08%)	(0.07%)	(0.06%)	(0.05%)	(0.04%)	0.13%	0.13%	0.13%	0.01%	0.02%	0.00%	[1]	(0.02%)	(0.02%)	(0.40%)	(0.38%)	(0.36%)	(0.20%)	(0.20%)	(0.43%)	(0.44%)	(0.35%)	(0.38%)	(0.33%)	(0.17%)	(0.16%)	0.05%	(0.24%)	(0.20%)	(0.09%)	(0.20%)	(0.19%)	0.04%	0.20%	0.03%	0.03%	0.08%	0.06%	0.06%	0.20%	0.19%	0.19%	0.34%	(0.13%)	(0.12%)	(0.04%)	(0.01%)	(0.08%)	(0.01%)	0.01%	(0.05%)	0.14%	0.19%	0.17%	0.15%	0.14%	0.02%	0.02%	0.02%	(0.09%)	(0.03%)	(0.02%)	0.07%	0.08%	(0.02%)	(0.01%)	(0.01%)	(0.04%)	(0.02%)	(0.04%)	0.13%	0.13%	0.11%	0.10%	0.10%	0.36%	0.44%	0.34%	0.36%	0.36%	0.20%	0.01%	0.05%	(0.06%)	(0.06%)	0.31%	0.02%	0.03%
Face Value	480,000,000	10,000,000	180,000,000	30,000,000	200,000,000	70,000,000																																																																																																																				480,000,000	10,000,000	180,000,000	30,000,000	200,000,000	70,000,000
Notional Value							516,077,204	580,606,964	11,283,150	11,422,160	11,513,280	11,314,144	11,367,675	11,493,900	11,424,700	11,376,750	11,401,500	11,281,425	11,425,387	11,505,750	11,429,100	11,368,320	11,322,440	14,221,350	12,261,780	7,738,740	11,280,960	11,299,680	11,472,680	6,976,595	6,834,677	6,789,283	6,734,482	6,693,557	7,957,920	8,278,880	8,977,000	8,951,480	6,819,270	6,831,000	6,845,490	6,859,290	6,764,640	11,124,820		11,541,400	11,460,900	6,695,360	6,755,840	6,773,800	6,888,200	6,968,580	17,069,535	17,124,210	11,445,150	11,323,800	11,338,785	11,232,075	11,383,625	11,472,450	11,586,624	11,412,576	11,218,637	11,194,662	11,411,250	11,666,250	10,089,160	10,145,300	10,152,000	9,889,500	10,117,500	10,341,844	10,146,600	10,074,050	10,084,750	10,095,937	10,177,300	10,137,100	9,961,650	10,142,720	10,259,160	10,920,420	10,373,182	9,063,540	10,111,230	10,123,770	10,134,600	6,073,242	6,038,466	6,131,046	6,078,933	6,015,962	9,292,500	10,079,400	10,996,280	6,016,400	6,045,000	6,072,300	6,094,400	6,108,700	9,826,360	10,119,890	10,389,960	5,892,450	6,102,540	6,123,600	6,115,760	6,079,900	15,190,630	15,137,030	10,200,215	10,049,950	10,060,390	10,337,737	10,167,625	9,889,750	15,185,946	15,192,778	9,972,625	10,262,813	10,195,313							516,077,204	580,606,964	11,283,150	11,422,160	11,513,280	11,314,144	11,367,675	11,493,900	11,424,700	11,376,750	11,401,500	11,281,425	11,425,387	11,505,750	11,429,100	11,368,320	11,322,440	14,221,350	12,261,780	7,738,740	11,280,960	11,299,680	11,472,680	6,976,595	6,834,677	6,789,283	6,734,482	6,693,557	7,957,920	8,278,880	8,977,000	8,951,480	6,819,270	6,831,000	6,845,490	6,859,290	6,764,640	11,124,820		11,541,400	11,460,900	6,695,360	6,755,840	6,773,800	6,888,200	6,968,580	17,069,535	17,124,210	11,445,150	11,323,800	11,338,785	11,232,075	11,383,625	11,472,450	11,586,624	11,412,576	11,218,637	11,194,662	11,411,250	11,666,250	10,089,160	10,145,300	10,152,000	9,889,500	10,117,500	10,341,844	10,146,600	10,074,050	10,084,750	10,095,937	10,177,300	10,137,100	9,961,650	10,142,720	10,259,160	10,920,420	10,373,182	9,063,540	10,111,230	10,123,770	10,134,600	6,073,242	6,038,466	6,131,046	6,078,933	6,015,962	9,292,500	10,079,400	10,996,280	6,016,400	6,045,000	6,072,300	6,094,400	6,108,700	9,826,360	10,119,890	10,389,960	5,892,450	6,102,540	6,123,600	6,115,760	6,079,900	15,190,630	15,137,030	10,200,215	10,049,950	10,060,390	10,337,737	10,167,625	9,889,750	15,185,946	15,192,778	9,972,625	10,262,813	10,195,313
Unrealized Appreciation/-Depreciation) on number of Futures Contracts									535	536	536	133	132	132	133	132	132	349	349	348	249	248	248	561	486	306	72	72	73	57	56	56	56	56	236	236	235	236	69	69	69	69	68	229		230	230	224	224	220	220	219	243	243	82	81	81	186	187	187	444	444	444	343	340	340	401	401	400	152	152	153	108	107	107	267	268	268	282	283	282	642	599	516	57	57	57	46	46	47	47	47	315	314	314	65	65	65	65	65	197	197	196	163	162	162	163	163	182	181	59	58	58	129	130	130	664	663	221	225	225									535	536	536	133	132	132	133	132	132	349	349	348	249	248	248	561	486	306	72	72	73	57	56	56	56	56	236	236	235	236	69	69	69	69	68	229		230	230	224	224	220	220	219	243	243	82	81	81	186	187	187	444	444	444	343	340	340	401	401	400	152	152	153	108	107	107	267	268	268	282	283	282	642	599	516	57	57	57	46	46	47	47	47	315	314	314	65	65	65	65	65	197	197	196	163	162	162	163	163	182	181	59	58	58	129	130	130	664	663	221	225	225
Investment Interest Rate			0.11%	0.09%	0.06%	0.11%																																																																																																																						0.11%	0.09%	0.06%	0.11%
Total U.S. Treasury Obligations (cost)	$ 479,978,685	$ 9,999,989																																																																																																																								$ 479,978,685	$ 9,999,989

[1] Denotes greater than 0.000% yet less than 0.005%

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Derivative Instruments and Hedging Activities

9 Months Ended

Sep. 30, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivative Instruments and Hedging Activities

(5) Derivative Instruments and Hedging Activities

The Fund uses derivative instruments as part of its principal investment strategy to achieve its investment objective. As of September 30, 2012, the Funds were invested in futures contracts.

At September 30, 2012, the fair value of derivative instruments were as follows:

Derivative Instruments	Asset Derivatives*		Liability Derivatives		Net Derivatives*
Futures Contracts	$	23,791,716	$	-	$	23,791,716

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the nine months ended September 30, 2012:

Derivative Instruments	Realized Loss on Derivative Instruments			Net Change in Unrealized Gain on Derivative Instruments
Futures Contracts	$	(64,144,670	)	$	68,793,505

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the three months ended September 30, 2012:

Derivative Instruments	Realized Gain on Derivative Instruments		Net Change in Unrealized Gain on Derivative Instruments
Futures Contracts	$	14,511,408	$	23,223,583

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

Derivative Instruments	Asset Derivatives*			Liability Derivatives		Net Derivatives*
Futures Contracts	$	(45,001,789	)	$	-	$	(45,001,789	)

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the nine months ended September 30, 2011:

Derivative Instruments	Realized Gain on Derivative Instruments		Net Change in Unrealized Loss on Derivative Instruments
Futures Contracts	$	71,611,757	$	(127,256,336	)

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the three months ended September 30, 2011:

Derivative Instruments	Realized Loss on Derivative Instruments			Net Change in Unrealized Loss on Derivative Instruments
Futures Contracts	$	(25,287,264	)	$	(39,422,299	)

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Fair Value Measurements

9 Months Ended

Sep. 30, 2012

Fair Value Disclosures [Abstract]

Fair Value Measurements

(4) Fair Value Measurements

The existing guidance for fair value measurements establishes the authoritative definition for fair value, sets out a framework for measuring fair value and outlines the required disclosures regarding fair value measurements. Fair value is the price that would be received to sell an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants at the measurement date. The Company uses a three-tier fair value hierarchy based upon observable and unobservable inputs as follows:

Level 1 — quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date.

Level 2 — inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly.

Level 3 — unobservable inputs for the asset or liability.

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The assets of the Fund are either exchange-traded securities or government securities that are valued using dealer and broker quotations or other inputs that are observable or can be corroborated by observable market data. A summary of the Fund’s assets and liabilities at fair value as of September 30, 2012, classified according to the levels used to value them, is as follows:

Assets	Quoted Prices in Active Market (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Totals
U.S. Treasuries	$	-	$	479,985,400	$	-	$	479,985,400
Futures Contracts		23,791,716		-		-		23,791,716
Total	$	23,791,716	$	479,985,400	$	-	$	503,777,116

There were no transfers between Level 1 and Level 2 for the Fund during the nine months ended September 30, 2012. The Fund did not hold any Level 3 securities during the nine months ended September 30, 2012.

A summary of the Fund’s assets and liabilities at fair value as of December 31, 2011, classified according to the levels used to value them, are as follows:

Assets	Quoted Prices in Active Market (Level 1)			Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Totals
U.S. Treasuries	$	-		$	9,999,990	$	-	$	9,999,990
Futures Contracts		(45,001,789	)		-		-		(45,001,789	)
Total	$	(45,001,789	)	$	9,999,990	$	-	$	(35,001,799	)

There were no transfers between Level 1 and Level 2 for the Fund during the year ended December 31, 2011. The Fund did not hold any Level 3 securities during the year ended December 31, 2011.

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Organization (Details Textuals) (USD $)	1 Months Ended
	Jan. 23, 2008	Sep. 30, 2012	Dec. 31, 2011	Oct. 27, 2006
Organization [Line Items]
General Units of the Fund (in units)		30.58	29.96
GreenHaven Continuous Commodity Index Master Fund
Organization [Line Items]
General Units of the Fund (in units)		30.58	29.96	50
Capital contribution in exchange for General Units issued				$ 1,500
Number of shares offered for investment operations (in shares)	350,000
Value of shares offered for investment operations	$ 10,500,000

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Summary of Significant Accounting Policies (Policies)

9 Months Ended

Sep. 30, 2012

Accounting Policies [Abstract]

Use of Estimates

(a) Use of Estimates

The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses. Actual results could differ from those estimates.

Cash Held by Broker

(b) Cash Held by Broker

The Fund defines cash held by broker to be highly liquid investments, with original maturities of three months or less when acquired. MS&Co allows the Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co and are not insured by the Federal Deposit Insurance Corporation.

United States Treasury Obligations

(c) United States Treasury Obligations

The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on quoted market closing prices. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations.

Income Taxes

(d) Income Taxes

The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. The Fund’s adoption of this tax standard has not had a material impact on the Fund’s financial condition, results of operations or liquidity.

The Fund and Master Fund are classified as a grantor trust and a partnership respectively, for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state, or local income taxes. Accordingly, no provision for federal, state, and local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items.

Futures Contracts

(e) Futures Contracts

The Master Fund purchases and holds commodity futures contracts for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the consolidated statement of financial condition, futures contracts are presented at their published settlement prices on the last business day of the period, in accord with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. (See Note 4 — Fair Value Measurements)

However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable so long as such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statement of income and expenses in the period in which the contract is closed or the changes occur, respectively.

Basis of Presentation & Consolidation

(f) Basis of Presentation & Consolidation

100% of the capital raised by the Fund is used to purchase common units of beneficial interest of the Master Fund. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with SEC reporting requirements as the Master Fund is a separate SEC registrant.

Recently Issued Accounting Standards

(g) Recently Issued Accounting Standards

The Fund is required to follow recent disclosure guidance which includes common requirements for measurement of and disclosure about fair value. The new guidance requires reporting entities to disclose the following information for fair value measurements categorized within Level 3 of the fair value hierarchy: quantitative information about the unobservable inputs used in the fair value measurement, the valuation processes used by the reporting entity and a narrative description of the sensitivity of the fair value measurement to changes in unobservable inputs and the interrelationships between those unobservable inputs. In addition, the guidance requires reporting entities to make disclosures about amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. Previously issued guidance continues to require the same information regarding transfers in and out of Level 3. The disclosures required by this guidance are reflected in Note (4).

In December 2011, additional disclosure guidance was issued requiring financial statements prepared under principles generally accepted in the United States of America to be more comparable to those prepared under International Financial Reporting Standards. The new disclosure requirements mandate that entities disclose both gross and net information about instruments and transactions eligible for offset in the statement of assets and liabilities as well as instruments and transactions subject to an agreement similar to a master netting arrangement. In addition, disclosure of collateral received and posted in connection with master netting agreements or similar arrangements is required. New disclosures are required for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Management is evaluating the impact of this additional disclosure guidance on the financial statements and disclosures.

Subsequent Events

(h) Subsequent Events

For purposes of disclosure in the financial statements, the Fund has evaluated events occurring between the period ended, September 30, 2012 and when the financial statements were issued.

During that period, 0 Limited Shares were created and 500,000 Limited Shares were redeemed resulting in 16,400,000 Limited Shares outstanding.

Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments.

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Operating Expenses, Organizational and Offering Costs

9 Months Ended

Sep. 30, 2012

Operating Expenses Organizational and Offering Costs [Abstract]

Operating Expenses, Organizational and Offering Costs

(8) Operating Expenses, Organizational and Offering Costs

(a) Management Fee

The Master Fund pays the Managing Owner a management fee (the “Management Fee”) monthly in arrears, in an amount equal to 0.85% per annum of the net asset value of the Master Fund. No separate management fee is paid by the Fund. The Management Fee is paid in consideration of the use of the license for the Thomson Reuters Continuous Commodity Index held by the Managing Owner, as well as for commodity futures trading advisory services. The management fees incurred for the nine-month periods ended September 30, 2012 and 2011 were $3,575,970 and $4,580,065, respectively, and the management fee incurred for the three-month periods ended September 30, 2012 and 2011 was $1,083,522 and $1,541,729, respectively. The Management Fees were charged to the Fund and paid to the Managing Owner.

(b) Organization and Offering Expenses

Expenses incurred in connection with organizing the Fund and the Master Fund and the offering of the Shares were paid by the Managing Owner.

(c) Brokerage Commissions and Fees

The Managing Owner currently does not expect brokerage commissions and fees as well as routine operational, administrative and other ordinary expenses for which the Funds are responsible, including, but not limited to, the fees and expenses of the Trustee, legal and accounting fees and expenses, tax preparation expenses, filing fees, and printing, mailing and duplication costs, to exceed 0.20% of the net asset value of the Master Fund in any year, although the actual amount of such fees and expenses in any year may be greater. The Fund’s brokerage commissions and fees and routine operational, administrative and other ordinary expenses are accrued at a rate of 0.20% per annum in the aggregate. Of the amounts so accrued, the Master Fund first pays brokerage fees, and secondly from the remainder of the amounts so accrued, reimburses the Managing Owner for the Fund’s and Master Fund’s routine operational, administrative, and other ordinary expenses paid by the Managing Owner. Such amounts reimbursed are reflected in the expenses paid in the Statement of Income and Expenses.

Brokerage commissions and fees are charged against the Master Fund’s assets on a per transaction basis on the date of the transaction. The brokerage commissions and trading fees incurred for the nine-month periods ended September 30, 2012 and 2011 were $127,306 and $1,235,255, respectively, and the brokerage commissions and trading fees for the three-month periods ended September 30, 2012 and 2011 were $23,992 and $377,372, respectively. These fees were charged to the Fund and paid to the Commodity Broker. Brokerage commissions and trading fees are typically charged by the Commodity Broker to the Fund on a half-turn basis, i.e. half is charged when a contract is opened and half is charged when a position is closed.

(d) Extraordinary Fees and Expenses

The Master Fund will pay all the extraordinary fees and expenses, if any, of the Fund and the Master Fund. Such extraordinary fees and expenses, by their nature, are unpredictable in terms of timing and amount. There have been no extraordinary fees or expenses since the Fund commenced investment operations on January 23, 2008.

(e) Routine Operational, Administrative and Other Ordinary Expenses

During the continuous offering period the Managing Owner paid all of the routine operational, administrative and other ordinary expenses of the Index Fund and the Master Fund, including, but not limited to, accounting and computer services, the fees and expenses of the Trustee, legal fees and expenses, tax preparation expenses, filing fees, fees in connection with fund administration, and printing, mailing and duplication costs. The Managing Owner may be reimbursed for routine operational, administrative and other ordinary expenses. See Note 8 (c) for details of the Fund’s brokerage commissions and fees and routine operational, administrative and other ordinary expenses accrual policy.

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Financial Instrument Risk

9 Months Ended

Sep. 30, 2012

Investments, All Other Investments [Abstract]

Financial Instrument Risk

(6) Financial Instrument Risk

In the normal course of its business, the Fund may be party to financial instruments with off-balance sheet risk. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. The financial instruments used by the Fund are commodity futures, whose values are based upon an underlying asset and generally represent future commitments to have a reasonable possibility to be settled in cash or through physical delivery. These instruments are traded on an exchange and are standardized contracts.

Market risk is the potential for changes in the value of the financial instruments traded by the Fund due to market changes, including fluctuations in commodity prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and the Managing Owner was unable to offset such positions, the Fund could experience substantial losses.

Credit risk is the possibility that a loss may occur due to the failure of an exchange clearinghouse to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as counterparty to the transactions. The Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the statement of assets and liabilities and not represented by the contract or notional amounts of the instruments.

The Fund and the Master Fund have not utilized, nor do they expect to utilize in the future, special purpose entities to facilitate off-balance sheet financing arrangements and have no loan guarantee arrangements or off-balance sheet arrangements of any kind other than agreements entered into in the normal course of business.

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Creation and Redemption of Shares from the Master Fund

9 Months Ended

Sep. 30, 2012

Share Purchases and Redemptions [Abstract]

Creation and Redemption of Shares from the Master Fund

(7) Creation and Redemption of Shares from the Master Fund

As described in the Fund’s Prospectus, the creation and redemption procedures allow only certain eligible financial institutions (“Authorized Participants”) to create and redeem Shares directly from the Master Fund. Individual Shareholders may not create or redeem Shares directly from the Master Fund.

(a) Creation of Shares

The Fund will issue Shares in baskets of 50,000 Shares (“Baskets”) only to Authorized Participants continuously as of noon, New York time, on the business day immediately following the date on which a valid order to create a Basket is accepted by the Fund. The Baskets will be valued as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the date that a valid order to create a Basket is accepted by the Fund.

The total payment required to create each Basket is the value of the Fund’s Net Asset Value per Share for 50,000 Shares as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date. Baskets will be issued as of 12:00 p.m., New York time, on the Business Day immediately following the creation order date at Net Asset Value per Share as of the closing time of NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the purchase order date during the continuous offering period, but only if the required payment has been timely received.

Because orders to create Baskets must be placed by 10:00 a.m., New York time, but the total payment required to create a Basket during the continuous offering period will not be determined until 4:00 p.m., New York time, on the date the creation order is received, Authorized Participants will not know the total amount of the payment required to create a Basket at the time they submit an irrevocable purchase order for the Basket. The Fund’s Net Asset Value and the total amount of the payment required to create a Basket could rise or fall substantially between the time an irrevocable creation order is submitted and the time the amount of the creation price in respect thereof is determined.

On any business day, an Authorized Participant may place an order with the Distributor to create one or more Baskets. Creation orders must be placed by 10:00 a.m., New York time. The day on which the Distributor receives a valid creation order is the creation order date.

The Administrator may reject a creation order if:

(i) it determines that the creation order is not in proper form;

(ii) the Managing Owner believes that the creation order would have adverse tax consequences to the Fund or its Shareholders; or

(iii) circumstances outside the control of the Managing Owner or the Distributor make it, for all practical purposes, not feasible to process creations of Baskets.

The Distributor and the Managing Owner will not be liable for the rejection of any creation order.

(b) Redemption of Shares

The procedures by which an Authorized Participant can redeem one or more Baskets mirror the procedures for the creation of Baskets. On any business day, an Authorized Participant may place an order with the Distributor to redeem one or more Baskets. Redemption orders must be placed by 10:00 a.m., New York time. The day on which the Distributor receives a valid redemption order is the redemption order date.

By placing a redemption order, an Authorized Participant agrees to deliver the Baskets to be redeemed through DTC’s book-entry system to the Fund not later than noon, New York time, on the business day immediately following the redemption order date. By placing a redemption order, and prior to receipt of the redemption distribution, an Authorized Participant’s DTC account will be charged the non-refundable transaction fee due for the redemption order.

The redemption distribution from the Fund consists of the cash redemption amount. The cash redemption amount is equal to the Net Asset Value of the number of Basket(s) requested in the Authorized Participant’s redemption order as of the closing time of the NYSE Arca or the last to close of the exchanges on which the Index Commodities are traded, whichever is later, on the redemption order date. The Fund will distribute the cash redemption amount at noon, New York time, on the business day immediately following the redemption order date through DTC to the account of the Authorized Participant as recorded on DTC’s book entry system.

The redemption distribution due from the Fund is delivered to the Authorized Participant at noon, New York time, on the business day immediately following the redemption order date if, by such time on such business day immediately following the redemption order date, the Fund’s DTC account has been credited with the Baskets to be redeemed. If the Fund’s DTC account has not been credited with all of the Baskets to be redeemed by such time, the redemption distribution is delivered to the extent of whole Baskets received. Any remainder of the redemption distribution is delivered on the next business day to the extent of remaining whole Baskets received if the Administrator receives the fee applicable to the extension of the redemption distribution date which the Managing Owner may, from time to time, determine and the remaining Baskets to be redeemed are credited to the Fund’s DTC account by noon, New York time, on such next business day. Any further outstanding amount of the redemption order shall be canceled. The Administrator is also authorized to deliver the redemption distribution notwithstanding that the Baskets to be redeemed are not credited to the Fund’s DTC account by noon, New York time, on the business day immediately following the redemption order date if the Authorized Participant has collateralized its obligation to deliver the Baskets through DTC’s book entry system on such terms as the Administrator and the Managing Owner may from time to time agree upon.

The Distributor may, in its discretion, and will when directed by the Managing Owner, suspend the right of redemption or postpone the redemption settlement date, (1) for any period during which an emergency exists as a result of which the redemption distribution is not reasonably practicable, or (2) for such other period as the Managing Owner determines to be necessary for the protection of the Shareholders. In addition, the Distributor will reject a redemption order if the order is not in proper form as described in the Participant Agreement or if the fulfillment of the order, in the opinion of its counsel, might be unlawful. 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 Authorized Participant’s redemption proceeds if the net asset value of the Fund declines during the period of the delay. Under the Distribution Services Agreement, the Managing Owner and the Distributor may disclaim any liability for any loss or damage that may result from any such suspension or postponement.

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Termination

9 Months Ended

Sep. 30, 2012

Termination [Abstract]

Termination

(9) Termination

The term of the Fund is perpetual (unless terminated earlier in certain circumstances) as defined in the Prospectus.

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Derivative Instruments and Hedging Activities (Tables)

9 Months Ended

Sep. 30, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of the fair value of derivative instruments held

At September 30, 2012, the fair value of derivative instruments were as follows:

Derivative Instruments	Asset Derivatives*		Liability Derivatives		Net Derivatives*
Futures Contracts	$	23,791,716	$	-	$	23,791,716

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

Derivative Instruments	Asset Derivatives*			Liability Derivatives		Net Derivatives*
Futures Contracts	$	(45,001,789	)	$	-	$	(45,001,789	)

Schedule of a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the nine months ended September 30, 2012:

Derivative Instruments	Realized Loss on Derivative Instruments			Net Change in Unrealized Gain on Derivative Instruments
Futures Contracts	$	(64,144,670	)	$	68,793,505

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the three months ended September 30, 2012:

Derivative Instruments	Realized Gain on Derivative Instruments		Net Change in Unrealized Gain on Derivative Instruments
Futures Contracts	$	14,511,408	$	23,223,583

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the nine months ended September 30, 2011:

Derivative Instruments	Realized Gain on Derivative Instruments		Net Change in Unrealized Loss on Derivative Instruments
Futures Contracts	$	71,611,757	$	(127,256,336	)

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund, categorized by risk exposure, for the three months ended September 30, 2011:

Derivative Instruments	Realized Loss on Derivative Instruments			Net Change in Unrealized Loss on Derivative Instruments
Futures Contracts	$	(25,287,264	)	$	(39,422,299	)

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Fair Value Measurements (Details) (USD $)	Sep. 30, 2012	Dec. 31, 2011
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	$ 503,777,116	$ (35,001,799)
U.S. Treasuries
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	479,985,400	9,999,990
Futures Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	23,791,716	(45,001,789)
Quoted Prices in Active Market (Level 1)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	23,791,716	(45,001,789)
Quoted Prices in Active Market (Level 1) | U.S. Treasuries
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives
Quoted Prices in Active Market (Level 1) | Futures Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	23,791,716	(45,001,789)
Other Significant Observable Inputs (Level 2)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	479,985,400	9,999,990
Other Significant Observable Inputs (Level 2) | U.S. Treasuries
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives	479,985,400	9,999,990
Significant Unobservable Inputs (Level 3)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives
Significant Unobservable Inputs (Level 3) | U.S. Treasuries
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives
Significant Unobservable Inputs (Level 3) | Futures Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Asset Derivatives

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Unaudited Consolidated Statements of Income and Expenses (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011
Income
Interest Income	$ 96,791	$ 8,112	$ 218,274	$ 315,212
Expenses
Management fee to related party	1,083,522	1,541,729	3,575,970	4,580,065
Brokerage fees and expenses	23,992	377,372	127,306	1,235,255
Total expenses	1,107,514	1,919,101	3,703,276	5,815,320
Net Investment Loss	(1,010,723)	(1,910,989)	(3,485,002)	(5,500,108)
Realized Gain (Loss) on
Investments			903
Futures Contracts	14,511,408	(25,287,264)	(64,144,670)	71,611,757
Net Realized Gain (Loss)	14,511,408	(25,287,264)	(64,143,767)	71,611,757
Net Change in Unrealized Gain (Loss) on
Investments	(4,561)	(6,170)	6,714	(19,543)
Futures Contracts	23,223,583	(39,422,299)	68,793,505	(127,256,336)
Net Change in Unrealized Gain (Loss)	23,219,022	(39,428,469)	68,800,219	(127,275,879)
Net Realized and Unrealized (Loss) Gain on Investments and Future Contracts	37,730,430	(64,715,733)	4,656,452	(55,664,122)
Net Gain (Loss)	36,719,707	(66,626,722)	1,171,450	(61,164,230)
GreenHaven Continuous Commodity Index Master Fund
Income
Interest Income	96,791	8,112	218,274	315,212
Expenses
Management fee to related party	1,083,522	1,541,729	3,575,970	4,580,065
Brokerage fees and expenses	23,992	377,372	127,306	1,235,255
Total expenses	1,107,514	1,919,101	3,703,276	5,815,320
Net Investment Loss	(1,010,723)	(1,910,989)	(3,485,002)	(5,500,108)
Realized Gain (Loss) on
Investments			903
Futures Contracts	14,511,408	(25,287,264)	(64,144,670)	71,611,757
Net Realized Gain (Loss)	14,511,408	(25,287,264)	(64,143,767)	71,611,757
Net Change in Unrealized Gain (Loss) on
Investments	(4,561)	(6,170)	6,714	(19,543)
Futures Contracts	23,223,583	(39,422,299)	68,793,505	(127,256,336)
Net Change in Unrealized Gain (Loss)	23,219,022	(39,428,469)	68,800,219	(127,275,879)
Net Realized and Unrealized (Loss) Gain on Investments and Future Contracts	37,730,430	(64,715,733)	4,656,452	(55,664,122)
Net Gain (Loss)	$ 36,719,707	$ (66,626,722)	$ 1,171,450	$ (61,164,230)

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Summary of Significant Accounting Policies

9 Months Ended

Sep. 30, 2012

Accounting Policies [Abstract]

Summary of Significant Accounting Policies

(3) Summary of Significant Accounting Policies

(a) Use of Estimates

The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements, and the amounts of reported income and expenses. Actual results could differ from those estimates.

(b) Cash Held by Broker

The Fund defines cash held by broker to be highly liquid investments, with original maturities of three months or less when acquired. MS&Co allows the Fund to apply its Treasury Bill portfolio towards its initial margin requirement for the Fund’s futures positions, hence all cash held by broker is unrestricted cash. The cash and Treasury bill positions are held in segregated accounts at MS&Co and are not insured by the Federal Deposit Insurance Corporation.

(c) United States Treasury Obligations

The Master Fund records purchases and sales of United States Treasury Obligations on a trade date basis. These holdings are marked to market based on quoted market closing prices. The Master Fund holds United States Treasury Obligations for deposit with the Master Fund’s commodity broker as margin for trading and holding against initial margin of the open futures contracts. Interest income is recognized on an accrual basis when earned. Premiums and discounts are amortized or accreted over the life of the United States Treasury Obligations.

(d) Income Taxes

The Fund accounts for uncertainty in income taxes pursuant to the applicable accounting standard, which provides measurement, presentation and disclosure guidance related to uncertain tax positions. The guidance addresses how tax benefits claimed or expected to be claimed on a tax return should be recorded in the financial statements. Under this topic, the Fund may recognize the tax benefit from an uncertain tax position only if it is more likely than not that the tax position will be sustained on examination by the taxing authorities based on the technical merits of the position. The tax benefits recognized in the financial statements from such a position are measured based on the largest benefit that has a greater than fifty percent likelihood of being realized upon ultimate resolution. The Fund’s adoption of this tax standard has not had a material impact on the Fund’s financial condition, results of operations or liquidity.

The Fund and Master Fund are classified as a grantor trust and a partnership respectively, for U.S. federal income tax purposes. Accordingly, neither the Fund nor the Master Fund is subject to U.S. federal, state, or local income taxes. Accordingly, no provision for federal, state, and local income taxes has been made in the accompanying consolidated financial statements, as investors are individually liable for income taxes, if any, on their allocable share of the Fund’s share of the Master Fund’s income, gain, loss, deductions and other items.

(e) Futures Contracts

The Master Fund purchases and holds commodity futures contracts for investment purposes. These contracts are recorded on a trade date basis and open contracts are valued daily at settlement prices provided by the relevant exchanges. In the consolidated statement of financial condition, futures contracts are presented at their published settlement prices on the last business day of the period, in accord with the fair value accounting standard. Since these contracts are actively traded in markets that are directly observable and which provide readily available price quotes, their market value is deemed to be their fair value under the fair value accounting standard. (See Note 4 — Fair Value Measurements)

However, when market closing prices are not available, the Managing Owner may value an asset of the Master Fund pursuant to such other principles as the Managing Owner deems fair and equitable so long as such principles are consistent with the fair value accounting standard. Realized gains (losses) and changes in unrealized appreciation (depreciation) on open positions are determined on a specific identification basis and recognized in the consolidated statement of income and expenses in the period in which the contract is closed or the changes occur, respectively.

(f) Basis of Presentation & Consolidation

100% of the capital raised by the Fund is used to purchase common units of beneficial interest of the Master Fund. The financial statement balances of the Master Fund are consolidated with the Fund’s financial statement balances and all significant inter-company balances and transactions are eliminated. Separate financial statements of the Master Fund are presented to comply with SEC reporting requirements as the Master Fund is a separate SEC registrant.

(g) Recently Issued Accounting Standards

The Fund is required to follow recent disclosure guidance which includes common requirements for measurement of and disclosure about fair value. The new guidance requires reporting entities to disclose the following information for fair value measurements categorized within Level 3 of the fair value hierarchy: quantitative information about the unobservable inputs used in the fair value measurement, the valuation processes used by the reporting entity and a narrative description of the sensitivity of the fair value measurement to changes in unobservable inputs and the interrelationships between those unobservable inputs. In addition, the guidance requires reporting entities to make disclosures about amounts and reasons for all transfers in and out of Level 1 and Level 2 fair value measurements. Previously issued guidance continues to require the same information regarding transfers in and out of Level 3. The disclosures required by this guidance are reflected in Note (4).

In December 2011, additional disclosure guidance was issued requiring financial statements prepared under principles generally accepted in the United States of America to be more comparable to those prepared under International Financial Reporting Standards. The new disclosure requirements mandate that entities disclose both gross and net information about instruments and transactions eligible for offset in the statement of assets and liabilities as well as instruments and transactions subject to an agreement similar to a master netting arrangement. In addition, disclosure of collateral received and posted in connection with master netting agreements or similar arrangements is required. New disclosures are required for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods. Management is evaluating the impact of this additional disclosure guidance on the financial statements and disclosures.

(h) Subsequent Events

For purposes of disclosure in the financial statements, the Fund has evaluated events occurring between the period ended, September 30, 2012 and when the financial statements were issued.

During that period, 0 Limited Shares were created and 500,000 Limited Shares were redeemed resulting in 16,400,000 Limited Shares outstanding.

Other than these events, the evaluation did not result in any subsequent events that necessitated disclosures and/or adjustments.

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Derivative Instruments and Hedging Activities (Details) (USD $)	Sep. 30, 2012	Dec. 31, 2011
Derivative [Line Items]
Asset Derivatives	$ 503,777,116	$ (35,001,799)
Futures Contracts
Derivative [Line Items]
Asset Derivatives	23,791,716	(45,001,789)
Liability Derivatives
Net Derivatives	$ 23,791,716	$ (45,001,789)

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Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2012

Fair Value Disclosures [Abstract]

Schedule of the summary of the Fund's assets and liabilities at fair value, classified according to the levels used to value them

Assets	Quoted Prices in Active Market (Level 1)		Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Totals
U.S. Treasuries	$	-	$	479,985,400	$	-	$	479,985,400
Futures Contracts		23,791,716		-		-		23,791,716
Total	$	23,791,716	$	479,985,400	$	-	$	503,777,116

Assets	Quoted Prices in Active Market (Level 1)			Other Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)		Totals
U.S. Treasuries	$	-		$	9,999,990	$	-	$	9,999,990
Futures Contracts		(45,001,789	)		-		-		(45,001,789	)
Total	$	(45,001,789	)	$	9,999,990	$	-	$	(35,001,799