Global Diversified Futures Fund (GDFF) 10-Q 10 Aug 17 2017 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2017	Jul. 31, 2017
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q2
Trading Symbol	GDFF
Entity Registrant Name	GLOBAL DIVERSIFIED FUTURES FUND L.P.
Entity Central Index Key	1,068,237
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		5,914.0998

Statements of Financial Conditi

Statements of Financial Condition - USD ($)		Jun. 30, 2017	Dec. 31, 2016
Assets:
Investment in the Funds (1), at fair value	[1]	$ 7,188,462	$ 9,378,857
Cash at MS&Co.		137,235	124,558
Cash at bank		825	217
Total assets		7,326,522	9,503,632
Accrued expenses:
Ongoing selling agent fees		12,211	15,839
Management fees		6,975	9,047
General Partner fees		5,380	7,020
Professional fees		141,201	127,806
Redemptions payable to General Partner		10,001	10,010
Redemptions payable to Limited Partners		122,876	322,222
Total liabilities		298,644	491,944
Partners' Capital:
General Partner, 66.6154 and 75.3044 Redeemable Units outstanding at June 30, 2017 and December 31, 2016, respectively		76,670	98,858
Limited Partners, 6,039.6168 and 6,789.2948 Redeemable Units outstanding at June 30, 2017 and December 31, 2016, respectively		6,951,208	8,912,830
Total partners' capital (net asset value)		7,027,878	9,011,688
Total liabilities and partners' capital		$ 7,326,522	$ 9,503,632
Net asset value per Redeemable Unit		$ 1,150.94	$ 1,312.78
[1]	Defined in Note 1.

Statements of Financial Condit3

Statements of Financial Condition (Parenthetical) - shares	Jun. 30, 2017	Dec. 31, 2016
Statement of Financial Position [Abstract]
General Partner capital, Redeemable units outstanding	66.6154	75.3044
Limited Partners capital, Redeemable units outstanding	6,039.6168	6,789.2948

Schedule of Investments

Schedule of Investments - USD ($)		Jun. 30, 2017	Dec. 31, 2016	Mar. 01, 2005
Investment in the Funds
Total investment in the Funds	[1]	$ 7,188,462	$ 9,378,857
Percentage of Partner's Capital		102.28%	104.07%
CMF Aspect Master Fund L.P. [Member]
Investment in the Funds
Total investment in the Funds		$ 4,793,696	$ 5,994,782	$ 1,060,214
Percentage of Partner's Capital		68.20%	66.52%
PGR Master Fund L.P. [Member]
Investment in the Funds
Total investment in the Funds		$ 2,394,766	$ 3,384,075
Percentage of Partner's Capital		34.08%	37.55%
[1]	Defined in Note 1.

Statements of Income and Expens

Statements of Income and Expenses and Changes in Partners' Capital	USD ($)$ / sharesshares
Net gains (losses) on investment in the Funds:
Net asset value per Redeemable Unit (6,106.2322 and 7,799.5312 Redeemable Units outstanding at June 30, 2017 and 2016, respectively) | $ / shares	$ 1,590.58
Interest income allocated from the Funds	$ 10,811
Expenses allocated from the Funds	40,649
Ongoing selling agent fees	126,672
Management fees	78,155
General Partner fees	56,272
Professional fees	71,946
Total expenses	373,694
Net investment loss	(362,883)
Net realized gains (losses) on closed contracts allocated from the Funds	(879,775)
Net change in net unrealized gains (losses) on open contracts allocated from the Funds	101,084
Total trading results	(778,691)
Net income (loss)	(1,141,574)
Redemptions - Limited Partners	(1,045,380)
Net increase (decrease) in Partners' Capital	(2,186,954)
Partners' Capital, beginning of period at Dec. 31, 2015	13,511,960
Partners' Capital, end of period at Jun. 30, 2016	$ 11,325,006
Net gains (losses) on investment in the Funds:
Net income (loss) per Redeemable Unit | $ / shares	$ (138.57)	[1]
Weighted average Redeemable Units outstanding | shares	8,239.0442
Net asset value per Redeemable Unit (6,106.2322 and 7,799.5312 Redeemable Units outstanding at June 30, 2017 and 2016, respectively) | $ / shares	$ 1,525.20
Interest income allocated from the Funds	$ 4,555
Expenses allocated from the Funds	23,353
Ongoing selling agent fees	58,862
Management fees	36,290
General Partner fees	26,129
Incentive fees	(12,681)
Professional fees	35,672
Total expenses	167,625
Net investment loss	(163,070)
Net realized gains (losses) on closed contracts allocated from the Funds	(945,093)
Net change in net unrealized gains (losses) on open contracts allocated from the Funds	501,282
Total trading results	(443,811)
Net income (loss)	(606,881)
Redemptions - Limited Partners	(583,928)
Net increase (decrease) in Partners' Capital	(1,190,809)
Partners' Capital, beginning of period at Mar. 31, 2016	12,515,815
Partners' Capital, end of period at Jun. 30, 2016	$ 11,325,006
Net gains (losses) on investment in the Funds:
Net income (loss) per Redeemable Unit | $ / shares	$ (73.19)	[1]
Weighted average Redeemable Units outstanding | shares	8,091.4242
Net asset value per Redeemable Unit (6,106.2322 and 7,799.5312 Redeemable Units outstanding at June 30, 2017 and 2016, respectively) | $ / shares	$ 1,452.01
Net asset value per Redeemable Unit (6,106.2322 and 7,799.5312 Redeemable Units outstanding at June 30, 2017 and 2016, respectively) | $ / shares	$ 1,312.78
Interest income allocated from the Funds	$ 19,952
Expenses allocated from the Funds	29,061
Ongoing selling agent fees	81,895
Management fees	46,851
General Partner fees	36,150
Professional fees	64,104
Total expenses	258,061
Net investment loss	(238,109)
Net realized gains (losses) on closed contracts allocated from the Funds	(467,397)
Net change in net unrealized gains (losses) on open contracts allocated from the Funds	(337,394)
Total trading results	(804,791)
Net income (loss)	(1,042,900)
Redemptions - General Partner	(10,001)
Redemptions - Limited Partners	(930,909)
Net increase (decrease) in Partners' Capital	(1,983,810)
Partners' Capital, beginning of period at Dec. 31, 2016	9,011,688
Partners' Capital, end of period at Jun. 30, 2017	$ 7,027,878
Net gains (losses) on investment in the Funds:
Net income (loss) per Redeemable Unit | $ / shares	$ (161.84)	[1]
Weighted average Redeemable Units outstanding | shares	6,509.2532
Net asset value per Redeemable Unit (6,106.2322 and 7,799.5312 Redeemable Units outstanding at June 30, 2017 and 2016, respectively) | $ / shares	$ 1,244.81
Interest income allocated from the Funds	$ 11,236
Expenses allocated from the Funds	15,148
Ongoing selling agent fees	38,372
Management fees	21,909
General Partner fees	16,918
Professional fees	31,881
Total expenses	124,228
Net investment loss	(112,992)
Net realized gains (losses) on closed contracts allocated from the Funds	(263,988)
Net change in net unrealized gains (losses) on open contracts allocated from the Funds	(213,701)
Total trading results	(477,689)
Net income (loss)	(590,681)
Redemptions - General Partner	(10,001)
Redemptions - Limited Partners	(372,174)
Net increase (decrease) in Partners' Capital	(972,856)
Partners' Capital, beginning of period at Mar. 31, 2017	8,000,734
Partners' Capital, end of period at Jun. 30, 2017	$ 7,027,878
Net gains (losses) on investment in the Funds:
Net income (loss) per Redeemable Unit | $ / shares	$ (93.87)	[1]
Weighted average Redeemable Units outstanding | shares	6,311.5779
Net asset value per Redeemable Unit (6,106.2322 and 7,799.5312 Redeemable Units outstanding at June 30, 2017 and 2016, respectively) | $ / shares	$ 1,150.94
[1]	Represents the change in net asset value per Redeemable Unit during the period.

Statements of Income and Expen6

Statements of Income and Expenses and Changes in Partners' Capital (Parenthetical) - shares	Jun. 30, 2017	Jun. 30, 2016
Income Statement [Abstract]
Net asset value, Redeemable Units outstanding	6,106.2322	7,799.5312

Organization

Organization	6 Months Ended
	Jun. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization	1. Organization: Global Diversified Futures Fund L.P. (the “Partnership”) is a limited partnership organized under the partnership laws of the State of New York on June 15, 1998, to engage, directly or indirectly, in the speculative trading of a diversified portfolio of commodity interests, including futures, option, swap and forward contracts. The sectors traded include currencies, energy, grains, indices, metals, softs, livestock, U.S. and non-U.S. interest rates. The commodity interests that are traded by the Partnership, through its investment in the Funds (as defined below), are volatile and involve a high degree of market risk. The Partnership commenced trading on February 2, 1999. The General Partner (as defined below) may also determine to invest up to all of the Partnership’s assets (directly or indirectly through its investment in the Funds) in United States (“U.S.”) Treasury bills and/or money market mutual funds, including money market mutual funds managed by Morgan Stanley or its affiliates. The Partnership was authorized to sell up to 100,000 redeemable units of limited partnership interest (“Redeemable Units”) during its initial offering period. The Partnership no longer offers Redeemable Units for sale. Ceres Managed Futures LLC, a Delaware limited liability company, acts as the general partner (the “General Partner”) and commodity pool operator of the Partnership. As of January 1, 2017, the General Partner became a wholly-owned subsidiary of Morgan Stanley Domestic Holdings, Inc. (“MSD Holdings”). MSD Holdings is ultimately owned by Morgan Stanley. Morgan Stanley is a publicly held company whose shares are listed on the New York Stock Exchange. Morgan Stanley is engaged in various financial services and other businesses. Prior to January 1, 2017, the General Partner was a wholly-owned subsidiary of Morgan Stanley Smith Barney Holdings LLC. All trading decisions for the Partnership are made by Aspect Capital Limited (“Aspect”) and PGR Capital LLP (“PGR”) (each, an “Advisor”, and collectively, the “Advisors”), each of which is a registered commodity trading advisor. Each Advisor is allocated a portion of the Partnership’s assets to manage. The Partnership invests the portion of its assets allocated to each Advisor indirectly through investments in the Funds. Effective June 30, 2016, Altis Partners (Jersey) Limited (“Altis”) ceased to act as a commodity trading advisor to the Partnership. References herein to Advisor shall also include Altis, as appropriate. During the reporting periods ended June 30, 2017 and 2016, the Partnership’s/Funds’ commodity broker was Morgan Stanley & Co. LLC (“MS&Co.”), a registered futures commission merchant. The Partnership/Funds also deposit a portion of their cash in non-trading accounts at JPMorgan Chase Bank, N.A. (“JPMorgan”). CMF Aspect Master Fund L.P. (“Aspect Master”) and PGR Master Fund L.P. (“PGR Master”, together with Aspect Master, the “Funds”) have entered into futures brokerage account agreements with MS&Co. Aspect Master had also entered into a foreign exchange brokerage account agreement with MS&Co. CMF Altis Partners Master Fund L.P. (“Altis Master”) (prior to its liquidation as of the close of business on June 30, 2016) also entered into a futures brokerage agreement with MS&Co. References herein to the “Funds” shall include Altis Master, as appropriate. The Partnership has also entered into a futures brokerage account agreement with MS&Co. The Partnership, through its investment in the Funds, pays MS&Co. (or will reimburse MS&Co. if previously paid) its allocable share of all trading fees for the clearing and, where applicable, execution of transactions as well as exchange, clearing, user, give-up, floor brokerage and National Futures Association fees (collectively, the “clearing fees”). The Partnership has also entered into a selling agreement with Morgan Stanley Smith Barney LLC (doing business as Morgan Stanley Wealth Management) (“Morgan Stanley Wealth Management”) (as amended, the “Selling Agreement”). Pursuant to the Selling Agreement, Morgan Stanley Wealth Management receives a monthly ongoing selling agent fee equal to 2.0% per year of adjusted month-end net assets. The ongoing selling agent fee received by Morgan Stanley Wealth Management is shared with the properly registered/exempted financial advisers of Morgan Stanley Wealth Management who sell Redeemable Units in the Partnership. In July 2015, the General Partner delegated certain administrative functions to SS&C Technologies, Inc., a Delaware corporation, currently doing business as SS&C GlobeOp (the “Administrator”). Pursuant to a master services agreement, the Administrator furnishes certain administrative, accounting, regulatory reporting, tax and other services as agreed from time to time. In addition, the Administrator maintains certain books and records of the Partnership. The cost of retaining the Administrator is allocated among the pools operated by the General Partner, including the Partnership.

Basis of Presentation and Summa

Basis of Presentation and Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2017
Accounting Policies [Abstract]
Basis of Presentation and Summary of Significant Accounting Policies	2. Basis of Presentation and Summary of Significant Accounting Policies: The accompanying financial statements and accompanying notes are unaudited but, in the opinion of the General Partner, include all adjustments, consisting only of normal recurring adjustments, necessary for a fair presentation of the Partnership’s financial condition at June 30, 2017, and the results of its operations and changes in partners’ capital for the three and six months ended June 30, 2017 and 2016. These financial statements present the results for interim periods and do not include all of the disclosures normally provided in annual financial statements. These financial statements should be read together with the financial statements and notes included in the Partnership’s Annual Report on Form 10-K (the “Form 10-K”) filed with the Securities and Exchange Commission (the “SEC”) for the year ended December 31, 2016. The December 31, 2016 information has been derived from the audited financial statements as of and for the year ended December 31, 2016. Due to the nature of commodity trading, the results of operations for the interim periods presented should not be considered indicative of the results that may be expected for the entire year. Use of Estimates. Profit Allocation. Statement of Cash Flows. “Statement of Cash Flows.” Partnership’s Investment. Fund’s Investments. Income Taxes. “Income Taxes,” Investment Company Status Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements Net Income (Loss) per Redeemable Unit “Financial Services-Investment Companies.” There have been no material changes with respect to the Partnership’s critical accounting policies as reported in the Partnership’s Annual Report on Form 10-K for the year ended December 31, 2016.

Financial Highlights

Financial Highlights	6 Months Ended
	Jun. 30, 2017
Text Block [Abstract]
Financial Highlights	3. Financial Highlights: Financial highlights for the limited partner class as a whole for the three and six months ended June 30, 2017 and 2016 were as follows: Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ (75.97) $ (53.04) $ (125.26) $ (94.53) Net investment loss (17.90) (20.15) (36.58) (44.04) Increase (decrease) for the period (93.87) (73.19) (161.84) (138.57) Net asset value per Redeemable Unit, beginning of period 1,244.81 1,525.20 1,312.78 1,590.58 Net asset value per Redeemable Unit, end of period $ 1,150.94 $ 1,452.01 $ 1,150.94 $ 1,452.01 Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Ratios to Average Limited Partners’ Capital:** Net investment loss*** (6.0) % (6.0) % (6.0) % (5.9) % Operating expenses 6.6 % 6.2 % 6.5 % 6.0 % Incentive fees - % (0.1) % - % - % Total expenses 6.6 % 6.1 % 6.5 % 6.0 % Total return: Total return before incentive fees (7.5) % (4.9) % (12.3) % (8.7) % Incentive fees - % 0.1 % - % - % Total return after incentive fees (7.5) % (4.8) % (12.3) % (8.7) % * Net investment loss per Redeemable Unit is calculated by dividing the interest income less total expenses by the average number of Redeemable Units outstanding during the period. The net realized and unrealized gains (losses) per Redeemable Unit is a balancing amount necessary to reconcile the change in net asset value per Redeemable Unit with the other per unit information. ** Annualized (other than incentive fees). *** Interest income less total expenses. The above ratios and total return may vary for individual investors based on the timing of capital transactions during the period. Additionally, these ratios are calculated for the limited partner class using the limited partners’ share of income, expenses and average partners’ capital of the Partnership and include the income and expenses allocated from the Funds.

Trading Activities

Trading Activities	6 Months Ended
	Jun. 30, 2017
Brokers and Dealers [Abstract]
Trading Activities	4. Trading Activities: The Partnership was formed for the purpose of trading contracts in a variety of commodity interests, including derivative financial instruments and derivative commodity interests. The Partnership invests substantially all of its assets through a “master/feeder” structure. The Partnership’s pro-rata share of the results of the Funds’ trading activities is shown in the Statements of Income and Expenses and Changes in Partners’ Capital. The futures brokerage account agreements with MS&Co. give the Partnership and the Funds the legal right to net unrealized gains and losses on open futures and open forward contracts in the Statements of Financial Condition. The Funds net, for financial reporting purposes, the unrealized gains and losses on open futures and open forward contracts in the Statements of Financial Condition as the criteria under ASC 210 - Balance Sheet All of the commodity interests owned by the Funds are held for trading purposes. Trading and transaction fees are based on the number of trades executed by the Advisors for the Funds and the Partnership’s percentage ownership of the Funds. All clearing fees paid to MS&Co. are borne by the Funds and allocated to the limited partners, including the Partnership.

Fair Value Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Fair Value Measurements	5. Fair Value Measurements: Fund’s Fair Value Measurements The fair value of exchange-traded futures, option and forward contracts is determined by the various exchanges, and reflects the settlement price for each contract as of the close of business on the last business day of the reporting period. The fair value of foreign currency forward contracts is extrapolated on a forward basis from the spot prices quoted as of approximately 3:00 P.M. (E.T.) on the last business day of the reporting period from various exchanges. The fair value of non-exchange-traded foreign currency option contracts is calculated by applying an industry standard model application for options valuation of foreign currency options, using as input the spot prices, interest rates, and option implied volatilities quoted as of approximately 3:00 P.M. (E.T.) on the last business day of the reporting period. U.S. Treasury bills are valued at the last available bid price received from independent pricing services as of the close of the last business day of the reporting period. The Funds consider prices for exchange-traded commodity futures, forwards, swaps and options contracts to be based on unadjusted quoted prices in active markets for identical assets and liabilities (Level 1). The values of U.S. Treasury bills, non-exchange-traded forward, swap and certain options contracts for which market quotations are not readily available are priced by pricing services that derive fair values for those assets and liabilities from observable inputs (Level 2). As of June 30, 2017 and December 31, 2016, and for the periods ended June 30, 2017 and 2016, the Funds did not hold any derivative instruments that were priced at fair value using unobservable inputs through the application of the General Partner’s assumptions and internal valuation pricing models (Level 3). Transfers between levels are recognized at the end of the reporting period. During the reporting periods, there were no transfers of assets or liabilities between Level 1 and Level 2.

Investment in the Funds

Investment in the Funds	6 Months Ended
	Jun. 30, 2017
Schedule of Investments [Abstract]
Investment in the Funds	6. Investment in the Funds: On March 1, 2005, the assets allocated to Aspect for trading were invested in Aspect Master, a limited partnership organized under the partnership laws of the State of New York. The Partnership purchased 16,015.3206 units of Aspect Master with cash equal to $14,955,106 and a contribution of open commodity futures and forward contracts with a fair value of $1,060,214. Aspect Master permits accounts managed by Aspect using Aspect’s Diversified Program, a proprietary, systematic trading system, to invest together in one trading vehicle. The General Partner is also the general partner of Aspect Master. Individual and pooled accounts currently managed by Aspect, including the Partnership, are permitted to be limited partners of Aspect Master. The General Partner and Aspect believe that trading through this structure should promote efficiency and economy in the trading process. On November 1, 2005, the assets allocated to Altis for trading were invested in Altis Master, a limited partnership organized under the partnership laws of the State of New York. The Partnership purchased 13,013.6283 units of Altis Master with cash equal to $11,227,843 and a contribution of open commodity futures and forward contracts with a fair value of $1,785,785. Effective the close of business on June 30, 2016, the Partnership fully redeemed its investment in Altis Master for cash equal to $5,465,473. On September 1, 2016, the assets allocated to PGR for trading were invested in PGR Master, a limited partnership organized under the partnership laws of the State of Delaware. The Partnership invested in PGR Master with cash equal to $4,265,000. PGR Master permits accounts managed by PGR using its Mayfair Program, a proprietary, systematic trading system, to invest together in one trading vehicle. The General Partner is also the general partner of PGR Master. Individual and pooled accounts currently managed by PGR, including the Partnership, are permitted to be limited partners of PGR Master. The General Partner and PGR believe that trading through this structure should promote efficiency and economy in the trading process. The General Partner is not aware of any material changes to any of the trading programs discussed above during the fiscal quarter ended June 30, 2017. The Funds’ trading of futures, forward, swap and option contracts, if applicable, on commodities is done primarily on U.S. and foreign commodity exchanges. The Funds engaged in such trading through commodity brokerage accounts maintained with MS&Co. Generally, a limited partner in the Funds withdraws all or part of its capital contribution and undistributed profits, if any, from the Funds as of the end of any month (the “Redemption Date”) after a request has been made to the General Partner at least three days in advance of the Redemption Date. Such withdrawals are classified as a liability when the limited partner elects to redeem and informs the Funds. However, a limited partner may request a withdrawal as of the end of any day if such request is received by the General Partner at least three days in advance of the proposed withdrawal day. Management fees, General Partner fees, ongoing selling agent fees and incentive fees are charged at the Partnership level. All clearing fees are borne by the Funds and allocated to the Funds’ limited partners including the Partnership. Professional fees are borne by the Funds and allocated to the Partnership, and also charged directly at the Partnership level. At June 30, 2017, the Partnership owned approximately 12.1% of Aspect Master and 22.2% of PGR Master. At December 31, 2016, the Partnership owned approximately 11.2% and 19.2% of Aspect Master and PGR Master, respectively. It is the Partnership’s intention to continue to invest in the Funds. The performance of the Partnership is directly affected by the performance of the Funds. Expenses to investors as a result of the investment in the Funds are approximately the same as they would be if the Partnership traded directly and redemption rights are not affected. Summarized information reflecting the total assets, liabilities and partners’ capital of the Funds is shown in the following tables: June 30, 2017 Total Assets Total Liabilities Total Partners’ Capital Aspect Master $ 40,801,392 $ 1,233,449 $ 39,567,943 PGR Master 11,448,375 680,663 10,767,712 December 31, 2016 Total Assets Total Liabilities Total Partners’ Capital Aspect Master $ 53,867,283 $ 237,915 $ 53,629,368 PGR Master 17,707,393 50,073 17,657,320 Summarized information reflecting the net investment income (loss), total trading results and net income (loss) of the Funds is shown in the following tables: For the three months ended June 30, 2017 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ 23,666 $ (1,848,627 ) $ (1,824,961 ) PGR Master (9,619 ) (1,196,807 ) (1,206,426 ) For the six months ended June 30, 2017 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ 32,657 $ (2,652,534 ) $ (2,619,877 ) PGR Master (20,213 ) (2,415,171 ) (2,435,384 ) For the three months ended June 30, 2016 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ (29,293 ) $ (934,276 ) $ (963,569 ) Altis Master (97,959 ) (2,266,823 ) (2,364,782 ) For the six months ended June 30, 2016 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ (54,116 ) $ 527,474 $ 473,358 Altis Master (150,778 ) (5,588,130 ) (5,738,908 ) Summarized information reflecting the Partnership’s investment in and the Partnership’s pro-rata share of the results of operations of the Funds is shown in the following tables: June 30, 2017 For the three months ended June 30, 2017 % of Expenses Net Funds Partners’ Capital Fair Value Income (Loss) Clearing Fees Professional Fees Income (Loss) Investment Objective Redemptions Permitted Aspect Master 68.20% $ 4,793,696 $ (213,970) $ 3,278 $ 1,892 $ (219,140) Commodity Portfolio Monthly PGR Master 34.08% 2,394,766 (252,483) 6,777 3,201 (262,461) Commodity Portfolio Monthly Total $ 7,188,462 $ (466,453) $ 10,055 $ 5,093 $ (481,601) June 30, 2017 For the six months ended June 30, 2017 % of Expenses Net Funds Partners’ Fair Value Income Clearing Professional Income Investment Redemptions Aspect Master 68.20% $ 4,793,696 $ (299,533) $ 6,427 $ 3,808 $ (309,768) Commodity Portfolio Monthly PGR Master 34.08% 2,394,766 (485,306) 12,750 6,076 (504,132) Commodity Portfolio Monthly Total $ 7,188,462 $ (784,839) $ 19,177 $ 9,884 $ (813,900) December 31, 2016 For the three months ended June 30, 2016 % of Expenses Net Funds Partners’ Fair Value Income Clearing Professional Income Investment Redemptions Aspect Master 66.52% $ 5,994,782 $ (110,776) $ 3,373 $ 2,260 $ (116,409) Commodity Portfolio Monthly Altis Master - - (328,480) 12,530 5,190 (346,200) Commodity Portfolio Monthly PGR Master 37.55% 3,384,075 - - - - Commodity Portfolio Monthly Total $ 9,378,857 $ (439,256) $ 15,903 $ 7,450 $ (462,609) December 31, 2016 For the six months ended June 30, 2016 % of Expenses Net Funds Partners’ Fair Value Income Clearing Professional Income Investment Redemptions Aspect Master 66.52% $ 5,994,782 $ 51,573 $ 6,648 $ 4,537 $ 40,388 Commodity Portfolio Monthly Altis Master - - (819,453) 21,096 8,368 (848,917) Commodity Portfolio Monthly PGR Master 37.55% 3,384,075 - - - - Commodity Portfolio Monthly Total $ 9,378,857 $ (767,880) $ 27,744 $ 12,905 $ (808,529)

Financial Instrument Risks

Financial Instrument Risks	6 Months Ended
	Jun. 30, 2017
Investments, All Other Investments [Abstract]
Financial Instrument Risks	7. Financial Instrument Risks: In the normal course of business, the Partnership, indirectly through its investments in the Funds, is party to financial instruments with off-balance sheet risk, including derivative financial instruments and derivative commodity instruments. These financial instruments may include forwards, futures, options and swaps whose values are based upon an underlying asset, index, or reference rate, and generally represent future commitments to exchange currencies or cash balances, to purchase or sell other financial instruments at specific terms at specified future dates, or, in the case of derivative commodity instruments, to have a reasonable possibility to be settled in cash, through physical delivery or with another financial instrument. These instruments may be traded on an exchange, swap-execution facility or over-the-counter (“OTC”). Exchange-traded instruments include futures and certain standardized forward, option and swap contracts. Certain swap contracts may also be traded on a swap execution facility or OTC. OTC contracts are negotiated between contracting parties and also include certain standardized forward, swap and option contracts. Each of these instruments is subject to various risks similar to those relating to the underlying financial instruments, including market and credit risk. In general, the risks associated with OTC contracts are greater than those associated with exchange-traded instruments because of the greater risk of default by the counterparty to an OTC contract. The General Partner estimates that at any given time approximately 32.2% to 46.5% of the Funds’ contracts are traded OTC. Futures Contracts. Forward Foreign Currency Contract London Metals Exchange Forward Contracts. Market risk is the potential for changes in the value of the financial instruments traded by the Funds due to market changes, including interest and foreign exchange rate movements and fluctuations in commodity or security prices. Market risk is directly impacted by the volatility and liquidity in the markets in which the related underlying assets are traded. The Partnership/Funds are exposed to a market risk equal to the value of the futures and forward contracts held and unlimited liability on such contracts sold short. Credit risk is the possibility that a loss may occur due to the failure of a counterparty to perform according to the terms of a contract. The Partnership’s/Funds’ risk of loss in the event of a counterparty default is typically limited to the amounts recognized in the Statements of Financial Condition and is not represented by the contract or notional amounts of the instruments. The Partnership’s/Funds’ risk of loss is reduced through the use of legally enforceable master netting agreements with counterparties that permit the Partnership/Funds to offset unrealized gains and losses and other assets and liabilities with such counterparties upon the occurrence of certain events. The Partnership/Funds have credit risk and concentration risk as MS&Co. or an MS&Co. affiliate, is the sole counterparty or broker with respect to the Partnership’s/Funds’ assets. Credit risk with respect to exchange-traded instruments is reduced to the extent that, through MS&Co. or an MS&Co. affiliate the Partnership’s/Funds’ counterparty is an exchange or clearing organization. The General Partner monitors and attempts to mitigate the Partnership’s/Funds’ risk exposure on a daily basis through financial, credit and risk management monitoring systems, and accordingly, believes that it has effective procedures for evaluating and limiting the credit and market risks to which the Partnership/Funds may be subject. These monitoring systems generally allow the General Partner to statistically analyze actual trading results with risk-adjusted performance indicators and correlation statistics. In addition, online monitoring systems provide account analysis of futures, forward and option contracts by sector, margin requirements, gain and loss transactions and collateral positions. The majority of these financial instruments mature within one year of the inception date. However, due to the nature of the Funds’ business, these instruments may not be held to maturity. The risk to the limited partners that have purchased Redeemable Units is limited to the amount of their share of the Partnership’s net assets and undistributed profits. This limited liability is a result of the organization of the Partnership as a limited partnership under New York law. In the ordinary course of business, the Funds enter into contracts and agreements that contain various representations and warranties and which provide general indemnifications. The Funds’ maximum exposure under these arrangements cannot be determined, as this could include future claims that have not yet been made against the Funds. The Funds consider the risk of any future obligation relating to these indemnifications to be remote.

Subsequent Events

Subsequent Events	6 Months Ended
	Jun. 30, 2017
Subsequent Events [Abstract]
Subsequent Events	8. Subsequent Events: The General Partner evaluates events that occur after the balance sheet date but before and up until financial statements are issued. The General Partner has assessed the subsequent events through the date the financial statements were issued and has determined that, other than that described below, there were no subsequent events requiring adjustment to or disclosure in the financial statements. Effective July 12, 2017, Aspect Master and JPMorgan entered into certain agreements in connection with Aspect’s trading in forward foreign currency contracts on behalf of Aspect Master and, indirectly, the Partnership. These agreements include a foreign exchange and bullion authorization agreement (“FX Agreement”), an International Swap Dealers Association, Inc. master agreement (“Master Agreement”), a schedule to the Master Agreement, a 2016 credit support annex for variation margin to the schedule and an institutional account agreement. Under the FX Agreement, JPMorgan will charge a fee on the aggregate foreign currency transactions entered into on behalf of Aspect Master during a month.

Basis of Presentation and Sum15

Basis of Presentation and Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2017
Accounting Policies [Abstract]
Use of Estimates	Use of Estimates.
Profit Allocation	Profit Allocation.
Statement of Cash Flows	Statement of Cash Flows. “Statement of Cash Flows.”
Partnership's Investment	Partnership’s Investment.
Fund's Investments	Fund’s Investments.
Income Taxes	Income Taxes. “Income Taxes,”
Investment Company Status	Investment Company Status Financial Services — Investment Companies (Topic 946): Amendments to the Scope, Measurement and Disclosure Requirements
Net Income (Loss) per Redeemable Unit	Net Income (Loss) per Redeemable Unit “Financial Services-Investment Companies.”
Fund's Fair Value Measurements	Fund’s Fair Value Measurements The fair value of exchange-traded futures, option and forward contracts is determined by the various exchanges, and reflects the settlement price for each contract as of the close of business on the last business day of the reporting period. The fair value of foreign currency forward contracts is extrapolated on a forward basis from the spot prices quoted as of approximately 3:00 P.M. (E.T.) on the last business day of the reporting period from various exchanges. The fair value of non-exchange-traded foreign currency option contracts is calculated by applying an industry standard model application for options valuation of foreign currency options, using as input the spot prices, interest rates, and option implied volatilities quoted as of approximately 3:00 P.M. (E.T.) on the last business day of the reporting period. U.S. Treasury bills are valued at the last available bid price received from independent pricing services as of the close of the last business day of the reporting period. The Funds consider prices for exchange-traded commodity futures, forwards, swaps and options contracts to be based on unadjusted quoted prices in active markets for identical assets and liabilities (Level 1). The values of U.S. Treasury bills, non-exchange-traded forward, swap and certain options contracts for which market quotations are not readily available are priced by pricing services that derive fair values for those assets and liabilities from observable inputs (Level 2). As of June 30, 2017 and December 31, 2016, and for the periods ended June 30, 2017 and 2016, the Funds did not hold any derivative instruments that were priced at fair value using unobservable inputs through the application of the General Partner’s assumptions and internal valuation pricing models (Level 3). Transfers between levels are recognized at the end of the reporting period. During the reporting periods, there were no transfers of assets or liabilities between Level 1 and Level 2.

Financial Highlights (Tables)

Financial Highlights (Tables)	6 Months Ended
	Jun. 30, 2017
Text Block [Abstract]
Financial Highlights for Limited Partner Class	Financial highlights for the limited partner class as a whole for the three and six months ended June 30, 2017 and 2016 were as follows: Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Per Redeemable Unit Performance (for a unit outstanding throughout the period):* Net realized and unrealized gains (losses) $ (75.97) $ (53.04) $ (125.26) $ (94.53) Net investment loss (17.90) (20.15) (36.58) (44.04) Increase (decrease) for the period (93.87) (73.19) (161.84) (138.57) Net asset value per Redeemable Unit, beginning of period 1,244.81 1,525.20 1,312.78 1,590.58 Net asset value per Redeemable Unit, end of period $ 1,150.94 $ 1,452.01 $ 1,150.94 $ 1,452.01 Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Ratios to Average Limited Partners’ Capital:** Net investment loss*** (6.0) % (6.0) % (6.0) % (5.9) % Operating expenses 6.6 % 6.2 % 6.5 % 6.0 % Incentive fees - % (0.1) % - % - % Total expenses 6.6 % 6.1 % 6.5 % 6.0 % Total return: Total return before incentive fees (7.5) % (4.9) % (12.3) % (8.7) % Incentive fees - % 0.1 % - % - % Total return after incentive fees (7.5) % (4.8) % (12.3) % (8.7) % * Net investment loss per Redeemable Unit is calculated by dividing the interest income less total expenses by the average number of Redeemable Units outstanding during the period. The net realized and unrealized gains (losses) per Redeemable Unit is a balancing amount necessary to reconcile the change in net asset value per Redeemable Unit with the other per unit information. ** Annualized (other than incentive fees). *** Interest income less total expenses.

Investment in the Funds (Tables

Investment in the Funds (Tables)	6 Months Ended
	Jun. 30, 2017
Schedule of Investments [Abstract]
Assets, Liabilities and Partners' Capital of Funds	Summarized information reflecting the total assets, liabilities and partners’ capital of the Funds is shown in the following tables: June 30, 2017 Total Assets Total Liabilities Total Partners’ Capital Aspect Master $ 40,801,392 $ 1,233,449 $ 39,567,943 PGR Master 11,448,375 680,663 10,767,712 December 31, 2016 Total Assets Total Liabilities Total Partners’ Capital Aspect Master $ 53,867,283 $ 237,915 $ 53,629,368 PGR Master 17,707,393 50,073 17,657,320
Net Investment Income (Loss), Trading Results and Net Income (Loss) for Funds	Summarized information reflecting the net investment income (loss), total trading results and net income (loss) of the Funds is shown in the following tables: For the three months ended June 30, 2017 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ 23,666 $ (1,848,627 ) $ (1,824,961 ) PGR Master (9,619 ) (1,196,807 ) (1,206,426 ) For the six months ended June 30, 2017 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ 32,657 $ (2,652,534 ) $ (2,619,877 ) PGR Master (20,213 ) (2,415,171 ) (2,435,384 ) For the three months ended June 30, 2016 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ (29,293 ) $ (934,276 ) $ (963,569 ) Altis Master (97,959 ) (2,266,823 ) (2,364,782 ) For the six months ended June 30, 2016 Net Investment Income (Loss) Total Trading Results Net Income (Loss) Aspect Master $ (54,116 ) $ 527,474 $ 473,358 Altis Master (150,778 ) (5,588,130 ) (5,738,908 )
Partnership's Investments in, and Partnership' Pro Rata Share of Results of Operations of, the Funds	Summarized information reflecting the Partnership’s investment in and the Partnership’s pro-rata share of the results of operations of the Funds is shown in the following tables: June 30, 2017 For the three months ended June 30, 2017 % of Expenses Net Funds Partners’ Capital Fair Value Income (Loss) Clearing Fees Professional Fees Income (Loss) Investment Objective Redemptions Permitted Aspect Master 68.20% $ 4,793,696 $ (213,970) $ 3,278 $ 1,892 $ (219,140) Commodity Portfolio Monthly PGR Master 34.08% 2,394,766 (252,483) 6,777 3,201 (262,461) Commodity Portfolio Monthly Total $ 7,188,462 $ (466,453) $ 10,055 $ 5,093 $ (481,601) June 30, 2017 For the six months ended June 30, 2017 % of Expenses Net Funds Partners’ Fair Value Income Clearing Professional Income Investment Redemptions Aspect Master 68.20% $ 4,793,696 $ (299,533) $ 6,427 $ 3,808 $ (309,768) Commodity Portfolio Monthly PGR Master 34.08% 2,394,766 (485,306) 12,750 6,076 (504,132) Commodity Portfolio Monthly Total $ 7,188,462 $ (784,839) $ 19,177 $ 9,884 $ (813,900) December 31, 2016 For the three months ended June 30, 2016 % of Expenses Net Funds Partners’ Fair Value Income Clearing Professional Income Investment Redemptions Aspect Master 66.52% $ 5,994,782 $ (110,776) $ 3,373 $ 2,260 $ (116,409) Commodity Portfolio Monthly Altis Master - - (328,480) 12,530 5,190 (346,200) Commodity Portfolio Monthly PGR Master 37.55% 3,384,075 - - - - Commodity Portfolio Monthly Total $ 9,378,857 $ (439,256) $ 15,903 $ 7,450 $ (462,609) December 31, 2016 For the six months ended June 30, 2016 % of Expenses Net Funds Partners’ Fair Value Income Clearing Professional Income Investment Redemptions Aspect Master 66.52% $ 5,994,782 $ 51,573 $ 6,648 $ 4,537 $ 40,388 Commodity Portfolio Monthly Altis Master - - (819,453) 21,096 8,368 (848,917) Commodity Portfolio Monthly PGR Master 37.55% 3,384,075 - - - - Commodity Portfolio Monthly Total $ 9,378,857 $ (767,880) $ 27,744 $ 12,905 $ (808,529)

Organization - Additional Infor

Organization - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2017shares
Morgan Stanley Wealth Management [Member]
Equity [Line Items]
Brokerage fees payable	2.00%
Maximum [Member]
Equity [Line Items]
Number of Redeemable Units authorized to be sold during initial public offering period	100,000

Financial Highlights - Financia

Financial Highlights - Financial Highlights for Limited Partner Class (Detail) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Per Redeemable Unit Performance (for a unit outstanding throughout the period):
Net realized and unrealized gains (losses)	$ (75.97)	$ (53.04)	$ (125.26)	$ (94.53)
Net investment loss	(17.90)	(20.15)	(36.58)	(44.04)
Increase (decrease) for the period	(93.87)	(73.19)	(161.84)	(138.57)
Net asset value per Redeemable Unit, beginning of period	1,244.81	1,525.20	1,312.78	1,590.58
Net asset value per Redeemable Unit, end of period	$ 1,150.94	$ 1,452.01	$ 1,150.94	$ 1,452.01
Ratios to Average Limited Partners' Capital:
Net investment loss	(6.00%)	(6.00%)	(6.00%)	(5.90%)
Operating expenses	6.60%	6.20%	6.50%	6.00%
Incentive fees		(0.10%)
Total expenses	6.60%	6.10%	6.50%	6.00%
Total return:
Total return before incentive fees	(7.50%)	(4.90%)	(12.30%)	(8.70%)
Incentive fees		0.10%
Total return after incentive fees	(7.50%)	(4.80%)	(12.30%)	(8.70%)

Fair Value Measurements - Addit

Fair Value Measurements - Additional Information (Detail) - USD ($)	Jun. 30, 2017	Jun. 30, 2016
Fair Value, Transfers Between Level 1 and Level 2, Description and Policy [Abstract]
Transfers of assets or liabilities between Level 1 and Level 2	$ 0	$ 0

Investment in the Funds - Addit

Investment in the Funds - Additional Information (Detail) - USD ($)		Sep. 01, 2016	Jun. 30, 2016	Nov. 01, 2005	May 01, 2005	Jun. 30, 2017	Dec. 31, 2016	Mar. 01, 2005
Investment [Line Items]
Investment in Funds, at fair value	[1]					$ 7,188,462	$ 9,378,857
CMF Aspect Master Fund L.P. [Member]
Investment [Line Items]
Number of units purchased by partnership								16,015.3206
Cash paid for units purchased by partnership					$ 14,955,106
Investment in Funds, at fair value						$ 4,793,696	$ 5,994,782	$ 1,060,214
Percentage owned by partnership						12.10%	11.20%
CMF Altis Partners Master Fund L.P. [Member]
Investment [Line Items]
Number of units purchased by partnership				13,013.6283
Cash paid for units purchased by partnership				$ 11,227,843
Investment in Funds, at fair value				$ 1,785,785
Cash redemption on investment			$ 5,465,473
PGR Master Fund L.P. [Member]
Investment [Line Items]
Cash paid for units purchased by partnership		$ 4,265,000
Investment in Funds, at fair value						$ 2,394,766	$ 3,384,075
Percentage owned by partnership						22.20%	19.20%
[1]	Defined in Note 1.

Investment in the Funds - Asset

Investment in the Funds - Assets, Liabilities and Partners' Capital of Funds (Detail) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
CMF Aspect Master Fund L.P. [Member]
Investment [Line Items]
Total Assets	$ 40,801,392	$ 53,867,283
Total Liabilities	1,233,449	237,915
Total Partners' Capital	39,567,943	53,629,368
PGR Master Fund L.P. [Member]
Investment [Line Items]
Total Assets	11,448,375	17,707,393
Total Liabilities	680,663	50,073
Total Partners' Capital	$ 10,767,712	$ 17,657,320

Investment in the Funds - Net I

Investment in the Funds - Net Investment Income (Loss), Trading Results and Net Income (Loss) for Funds (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Investment [Line Items]
Net Investment Income (Loss)	$ (112,992)	$ (163,070)	$ (238,109)	$ (362,883)
Total Trading Results	(477,689)	(443,811)	(804,791)	(778,691)
Net Income (Loss)	(590,681)	(606,881)	(1,042,900)	(1,141,574)
CMF Aspect Master Fund L.P. [Member]
Investment [Line Items]
Net Investment Income (Loss)	23,666	(29,293)	32,657	(54,116)
Total Trading Results	(1,848,627)	(934,276)	(2,652,534)	527,474
Net Income (Loss)	(1,824,961)	(963,569)	(2,619,877)	473,358
CMF Altis Partners Master Fund L.P. [Member]
Investment [Line Items]
Net Investment Income (Loss)		(97,959)		(150,778)
Total Trading Results		(2,266,823)		(5,588,130)
Net Income (Loss)		$ (2,364,782)		$ (5,738,908)
PGR Master Fund L.P. [Member]
Investment [Line Items]
Net Investment Income (Loss)	(9,619)		(20,213)
Total Trading Results	(1,196,807)		(2,415,171)
Net Income (Loss)	$ (1,206,426)		$ (2,435,384)

Investment in the Funds - Partn

Investment in the Funds - Partnership's Investments in, and Partnership' Pro Rata Share of Results of Operations of, the Funds (Detail) - USD ($)		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016	Nov. 01, 2005	Mar. 01, 2005
Investment [Line Items]
% of Partnership's Net Assets		102.28%		102.28%		104.07%
Fair Value	[1]	$ 7,188,462		$ 7,188,462		$ 9,378,857
Income (Loss)		(477,689)	$ (443,811)	(804,791)	$ (778,691)
Net income (loss)		$ (590,681)	(606,881)	$ (1,042,900)	(1,141,574)
CMF Aspect Master Fund L.P. [Member]
Investment [Line Items]
% of Partnership's Net Assets		68.20%		68.20%		66.52%
Fair Value		$ 4,793,696		$ 4,793,696		$ 5,994,782		$ 1,060,214
Income (Loss)		(1,848,627)	(934,276)	(2,652,534)	527,474
Net income (loss)		$ (1,824,961)	(963,569)	$ (2,619,877)	473,358
PGR Master Fund L.P. [Member]
Investment [Line Items]
% of Partnership's Net Assets		34.08%		34.08%		37.55%
Fair Value		$ 2,394,766		$ 2,394,766		$ 3,384,075
Income (Loss)		(1,196,807)		(2,415,171)
Net income (loss)		(1,206,426)		(2,435,384)
CMF Altis Partners Master Fund L.P. [Member]
Investment [Line Items]
Fair Value							$ 1,785,785
Income (Loss)			(2,266,823)		(5,588,130)
Net income (loss)			(2,364,782)		(5,738,908)
Investment in Funds [Member]
Investment [Line Items]
Fair Value		7,188,462		7,188,462		$ 9,378,857
Income (Loss)		(466,453)	(439,256)	(784,839)	(767,880)
Expenses, Clearing fees		10,055	15,903	19,177	27,744
Expenses, Other		5,093	7,450	9,884	12,905
Net income (loss)		$ (481,601)	(462,609)	$ (813,900)	(808,529)
Investment in Funds [Member] | CMF Aspect Master Fund L.P. [Member]
Investment [Line Items]
% of Partnership's Net Assets		68.20%		68.20%		66.52%
Fair Value		$ 4,793,696		$ 4,793,696		$ 5,994,782
Investment in Funds [Member] | PGR Master Fund L.P. [Member]
Investment [Line Items]
% of Partnership's Net Assets		34.08%		34.08%		37.55%
Fair Value		$ 2,394,766		$ 2,394,766		$ 3,384,075
Investment in Funds [Member] | Commodity [Member] | CMF Aspect Master Fund L.P. [Member]
Investment [Line Items]
% of Partnership's Net Assets		68.20%		68.20%		66.52%
Fair Value		$ 4,793,696		$ 4,793,696		$ 5,994,782
Income (Loss)		(213,970)	(110,776)	(299,533)	51,573
Expenses, Clearing fees		3,278	3,373	6,427	6,648
Expenses, Other		1,892	2,260	3,808	4,537
Net income (loss)		$ (219,140)	(116,409)	$ (309,768)	40,388
Investment in Funds [Member] | Commodity [Member] | PGR Master Fund L.P. [Member]
Investment [Line Items]
% of Partnership's Net Assets		34.08%		34.08%		37.55%
Fair Value		$ 2,394,766		$ 2,394,766		$ 3,384,075
Income (Loss)		(252,483)		(485,306)
Expenses, Clearing fees		6,777		12,750
Expenses, Other		3,201		6,076
Net income (loss)		$ (262,461)		$ (504,132)
Investment in Funds [Member] | Commodity [Member] | CMF Altis Partners Master Fund L.P. [Member]
Investment [Line Items]
Income (Loss)			(328,480)		(819,453)
Expenses, Clearing fees			12,530		21,096
Expenses, Other			5,190		8,368
Net income (loss)			$ (346,200)		$ (848,917)
[1]	Defined in Note 1.

Financial Instrument Risks - Ad

Financial Instrument Risks - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2017
Fair Value Measurements Disclosure [Line Items]
Maturity period of instruments	1 year
Minimum [Member]
Fair Value Measurements Disclosure [Line Items]
Percentage of contracts traded over the counter	32.20%
Maximum [Member]
Fair Value Measurements Disclosure [Line Items]
Percentage of contracts traded over the counter	46.50%