Derivative Instruments and Hedging Activities

12 Months Ended

Dec. 31, 2016

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 December 31, 2016, the Fund was invested in commodity futures. For the years ended December 31, 2016 and 2015, the volumes of derivative activity (based on average month-end notional amounts) were $218,760,963 and $247,056,205, respectively.

The fair value of derivative instruments at December 31, 2016 and 2015 were as follows:


Period	Derivative Instruments	Asset Derivatives		Liability Derivatives (i)
December 31, 2016	Commodity Futures	$	—	$	1,424,715
December 31, 2015	Commodity Futures	$	—	$	8,705,967

(i)	Values are disclosed on the Consolidated Statements of Financial Condition under Net unrealized depreciation on futures contracts.

The following is a summary of the realized and unrealized gains and losses of the derivative instruments utilized by the Fund for the years ended December 31, 2016, 2015 and 2014:


Period	Derivative Instruments	Realized Gain (Loss) on Derivative Instruments (i)			Net Change in Unrealized Gain (Loss) on Derivative Instruments (ii)
Year ended December 31, 2016	Commodity Futures	$	3,416,739		$	7,281,252
Year ended December 31, 2015	Commodity Futures	$	(67,922,804	)	$	18,543,109
Year ended December 31, 2014	Commodity Futures	$	(12,125,640	)	$	(23,193,888	)

(i)	Values are disclosed on the Consolidated Statements of Income and Expenses under Net realized gain (loss) from futures contracts.

(ii)	Values are disclosed on the Consolidated Statements of Income and Expenses under Net change in unrealized gain (loss) from futures contracts.

- Definition

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

+ References

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+ Details

WisdomTree Continuous Commodity Index Fund 10-K