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Global Macro Trust – ‘10-K’ for 12/31/16 – ‘R39’

On:  Wednesday, 3/29/17, at 4:29pm ET   ·   For:  12/31/16   ·   Accession #:  1144204-17-17291   ·   File #:  0-50102

Previous ‘10-K’:  ‘10-K’ on 3/29/16 for 12/31/15   ·   Next:  ‘10-K’ on 3/29/18 for 12/31/17   ·   Latest:  ‘10-K/A’ on 4/2/24 for 12/31/23

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  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 3/29/17  Global Macro Trust                10-K       12/31/16   58:7.8M                                   Toppan Merrill/FA

Annual Report   —   Form 10-K   —   Sect. 13 / 15(d) – SEA’34
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-K        Annual Report                                       HTML    267K 
 2: EX-13.01    Annual or Quarterly Report to Security Holders      HTML    378K 
 3: EX-31.01    Certification -- §302 - SOA'02                      HTML     23K 
 4: EX-31.02    Certification -- §302 - SOA'02                      HTML     23K 
 5: EX-31.03    Certification -- §302 - SOA'02                      HTML     23K 
 6: EX-32.01    Certification -- §906 - SOA'02                      HTML     19K 
 7: EX-32.02    Certification -- §906 - SOA'02                      HTML     19K 
 8: EX-32.03    Certification -- §906 - SOA'02                      HTML     19K 
15: R1          Document And Entity Information                     HTML     45K 
16: R2          Statements Of Financial Condition                   HTML     92K 
17: R3          Statements Of Financial Condition (Parenthetical)   HTML     35K 
18: R4          Condensed Schedule Of Investments (Futures And      HTML     67K 
                Forward Currency Contracts)                                      
19: R5          Condensed Schedule Of Investments (U.S. Treasury    HTML     52K 
                Notes)                                                           
20: R6          Condensed Schedule Of Investments (U.S. Treasury    HTML     46K 
                Notes) (Parenthetical)                                           
21: R7          Statements Of Operations                            HTML     92K 
22: R8          Statements Of Changes In Trust Capital              HTML     91K 
23: R9          Statements of Changes In Trust Capital              HTML     20K 
                (Parenthetical)                                                  
24: R10         Statements Of Financial Highlights                  HTML     78K 
25: R11         Organization                                        HTML     27K 
26: R12         Summary Of Significant Accounting Policies          HTML    201K 
27: R13         Trust Agreement                                     HTML     83K 
28: R14         Due From/To Brokers                                 HTML     22K 
29: R15         Trading Activities                                  HTML     23K 
30: R16         Derivative Instruments                              HTML    620K 
31: R17         Financial Highlights                                HTML     44K 
32: R18         Redemption Payable To Managing Owner                HTML     22K 
33: R19         Subsequent Events                                   HTML     22K 
34: R20         Summary Of Significant Accounting Policies          HTML    226K 
                (Policy)                                                         
35: R21         Summary Of Significant Accounting Policies          HTML    180K 
                (Tables)                                                         
36: R22         Trust Agreement (Tables)                            HTML     71K 
37: R23         Derivative Instruments (Tables)                     HTML    589K 
38: R24         Financial Highlights (Tables)                       HTML     42K 
39: R25         Organization (Narrative) (Details)                  HTML     29K 
40: R26         Summary Of Significant Accounting Policies          HTML     25K 
                (Narrative) (Details)                                            
41: R27         Summary Of Significant Accounting Policies          HTML     81K 
                (Schedule Of Financial Assets And Liabilities At                 
                Fair Value) (Details)                                            
42: R28         Trust Agreement (Narrative) (Details)               HTML     35K 
43: R29         Trust Agreement (Schedule Of Brokerage Rates Based  HTML     37K 
                On Net Capital Investment Levels Or Investments In               
                Asset-based Fee Or Fixed Fee Investment Programs)                
                (Details)                                                        
44: R30         Trust Agreement (Schedule Of Brokerage And          HTML     25K 
                Custodial Fees) (Details)                                        
45: R31         Trust Agreement (Schedule Of Redemption Charges     HTML     44K 
                Based On Redeemed Units' Net Asset Value)                        
                (Details)                                                        
46: R32         Derivative Instruments (Narrative) (Details)        HTML     25K 
47: R33         Derivative Instruments (Schedule Of Net Unrealized  HTML     59K 
                Appreciation (Depreciation) On Futures And Forward               
                Currency Contracts By Settlement Currency Type)                  
                (Details)                                                        
48: R34         Derivative Instruments (Fair Value Of Futures And   HTML     86K 
                Forward Currency Contracts) (Details)                            
49: R35         Derivative Instruments (Schedule Of Trading Gains   HTML     44K 
                (Losses) Of Futures And Forward Currency                         
                Contracts) (Details)                                             
50: R36         Derivative Instruments (Schedule Of Average         HTML     56K 
                Notional Value By Sector Of Futures And Forward                  
                Currency Contracts) (Details)                                    
51: R37         Derivative Instruments (Offsetting Derivative       HTML     66K 
                Assets) (Details)                                                
52: R38         Derivative Instruments (Offsetting Derivative       HTML     47K 
                Liabilities) (Details)                                           
53: R39         Financial Highlights (Schedule Of Weighted Average  HTML     35K 
                Number Of Units For Each Series) (Details)                       
54: R40         Redemption Payable To Managing Owner (Narrative)    HTML     21K 
                (Details)                                                        
55: R41         Subsequent Events (Narrative) (Details)             HTML     27K 
57: XML         IDEA XML File -- Filing Summary                      XML     99K 
56: EXCEL       IDEA Workbook of Financial Reports                  XLSX     66K 
 9: EX-101.INS  XBRL Instance -- millgmt-20161231                    XML   3.25M 
11: EX-101.CAL  XBRL Calculations -- millgmt-20161231_cal            XML    102K 
12: EX-101.DEF  XBRL Definitions -- millgmt-20161231_def             XML    458K 
13: EX-101.LAB  XBRL Labels -- millgmt-20161231_lab                  XML    680K 
14: EX-101.PRE  XBRL Presentations -- millgmt-20161231_pre           XML    615K 
10: EX-101.SCH  XBRL Schema -- millgmt-20161231                      XSD    143K 
58: ZIP         XBRL Zipped Folder -- 0001144204-17-017291-xbrl      Zip    140K 


‘R39’   —   Financial Highlights (Schedule Of Weighted Average Number Of Units For Each Series) (Details)


This is an IDEA Financial Report.  [ Alternative Formats ]



 
v3.7.0.1
Financial Highlights (Schedule Of Weighted Average Number Of Units For Each Series) (Details) - shares
12 Months Ended
Series 1 Unitholders [Member]      
Capital Unit [Line Items]      
Weighted average number of units for each Series 159,980.042 182,693.002 226,646.771
Weighted average number of units, Date of initial issuance July 23, 2001    
Series 2 Unitholders [Member]      
Capital Unit [Line Items]      
Weighted average number of units for each Series 12.094 39.121 71.411
Weighted average number of units, Date of initial issuance April 1, 2010    
Series 3 Unitholders [Member]      
Capital Unit [Line Items]      
Weighted average number of units for each Series 14,762.240 14,145.541 16,444.909
Weighted average number of units, Date of initial issuance September 1, 2009    
Series 4 Unitholders [Member]      
Capital Unit [Line Items]      
Weighted average number of units for each Series 2,774.133 2,496.701 2,198.058
Weighted average number of units, Date of initial issuance November 1, 2010    

Dates Referenced Herein   and   Documents Incorporated by Reference

This ‘10-K’ Filing    Date    Other Filings
Filed on:3/29/17
For Period end:12/31/16
12/31/1510-K
12/31/1410-K,  10-K/A,  5
11/1/104
4/1/10
9/1/09
7/23/01
 List all Filings 
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Filing Submission 0001144204-17-017291   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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