Schedule of Investments | Dec. 31, 2016USD ($)Number | Dec. 31, 2015USD ($)Number |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 37,435,507 | | $ 101,409,342 | |
Open Futures Contracts, Long [Member] | United States [Member] | ICE Natural Gas Futures LD1 H February 2017 contracts, expiring February 2017 | | | | |
Number of Contracts | Number | 20,000 | | 20,000 | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 12,275,000 | | $ 23,131,500 | |
% of Partners' Capital | 2.28% | | 4.49% | |
Open Futures Contracts, Long [Member] | United States [Member] | NYMEX Natural Gas Futures NG February 2017 contracts, expiring January 2017 | | | | |
Number of Contracts | Number | 9,442 | | 17,036 | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 25,160,507 | | $ 78,277,842 | |
% of Partners' Capital | 4.68% | | 15.20% | |
Total Open Futures Contracts [Member] | Open Futures Contracts, Long [Member] | United States [Member] | | | | |
Number of Contracts | Number | 29,442 | [1] | 37,036 | [2] |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 37,435,507 | [1] | $ 101,409,342 | [2] |
% of Partners' Capital | 6.96% | [1] | 19.69% | [2] |
Cash Equivalents [Member] | United States [Member] | | | | |
Market Value | $ 484,298,065 | | $ 411,698,465 | |
% of Partners' Capital | 90.05% | | 79.95% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | | | | |
Market Value | $ 434,298,065 | | $ 381,698,465 | |
% of Partners' Capital | 80.75% | | 74.12% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.34%, 1/05/2017 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,999,433 | | | |
% of Partners' Capital | 2.79% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.36%, 1/26/2017 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,997,500 | | | |
% of Partners' Capital | 1.86% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.40%, 2/02/2017 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,996,444 | | | |
% of Partners' Capital | 1.86% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.42%, 2/09/2017 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,995,450 | | | |
% of Partners' Capital | 1.86% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.45%, 2/16/2017 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,994,250 | | | |
% of Partners' Capital | 1.86% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.45%, 2/23/2017 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,993,449 | | | |
% of Partners' Capital | 1.86% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.45%, 3/02/2017 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,988,750 | | | |
% of Partners' Capital | 2.79% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.47%, 3/09/2017 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,986,879 | | | |
% of Partners' Capital | 2.79% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.50%, 3/16/2017 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,984,506 | | | |
% of Partners' Capital | 2.79% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.45%, 3/23/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,979,975 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.43%, 3/30/2017 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,973,722 | | | |
% of Partners' Capital | 4.64% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.46%, 4/06/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,975,986 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.47%, 4/13/2017 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,966,708 | | | |
% of Partners' Capital | 4.64% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.46%, 4/20/2017 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,965,559 | | | |
% of Partners' Capital | 4.64% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.47%, 4/27/2017 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,962,542 | | | |
% of Partners' Capital | 4.64% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.49%, 5/04/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,966,346 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.55%, 5/11/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,960,639 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.60%, 5/18/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,954,714 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.61%, 5/25/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,951,400 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.60%, 6/01/2017 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,937,608 | | | |
% of Partners' Capital | 4.64% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.62%, 6/08/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,946,017 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.65%, 6/15/2017 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,926,094 | | | |
% of Partners' Capital | 4.63% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.64%, 6/22/2017 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,938,844 | | | |
% of Partners' Capital | 3.71% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.60%, 6/29/2017 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,955,250 | | | |
% of Partners' Capital | 2.78% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.19%, 2/04/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,995,632 | |
% of Partners' Capital | | | 4.86% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.22%, 2/11/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,993,879 | |
% of Partners' Capital | | | 4.85% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 0.20%, 2/18/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,993,333 | |
% of Partners' Capital | | | 4.85% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | Us Treasury Bills 0.20%, 2/25/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,992,552 | |
% of Partners' Capital | | | 4.85% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | Us Treasury Bills 0.26%, 3/10/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,987,781 | |
% of Partners' Capital | | | 4.85% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | Us Treasury Bills 0.09%, 3/24/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,995,101 | |
% of Partners' Capital | | | 4.85% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | Us Treasury Bills 0.07%, 3/31/2016 [Member] | | | | |
Principal Amount | | | $ 20,000,000 | |
Market Value | | | $ 19,996,750 | |
% of Partners' Capital | | | 3.88% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.07%, 4/07/2016 [Member] | | | | |
Principal Amount | | | $ 20,000,000 | |
Market Value | | | $ 19,996,228 | |
% of Partners' Capital | | | 3.88% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.07%, 4/14/2016 [Member] | | | | |
Principal Amount | | | $ 25,000,000 | |
Market Value | | | $ 24,995,306 | |
% of Partners' Capital | | | 4.86% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.11%, 4/21/2016 [Member] | | | | |
Principal Amount | | | $ 20,000,000 | |
Market Value | | | $ 19,993,217 | |
% of Partners' Capital | | | 3.88% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.21%, 4/28/2016 [Mem,ber] | | | | |
Principal Amount | | | $ 20,000,000 | |
Market Value | | | $ 19,986,233 | |
% of Partners' Capital | | | 3.88% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.33%, 5/12/2016 [Member] | | | | |
Principal Amount | | | $ 20,000,000 | |
Market Value | | | $ 19,975,800 | |
% of Partners' Capital | | | 3.88% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.31%, 5/19/2016 [Member] | | | | |
Principal Amount | | | $ 20,000,000 | |
Market Value | | | $ 19,976,061 | |
% of Partners' Capital | | | 3.88% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.35%, 5/26/2016 [Member] | | | | |
Principal Amount | | | $ 17,000,000 | |
Market Value | | | $ 16,975,870 | |
% of Partners' Capital | | | 3.30% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.43%, 6/02/2016 [Member] | | | | |
Principal Amount | | | $ 15,000,000 | |
Market Value | | | $ 14,972,906 | |
% of Partners' Capital | | | 2.91% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.52%, 6/09/2016 [Member] | | | | |
Principal Amount | | | $ 15,000,000 | |
Market Value | | | $ 14,965,333 | |
% of Partners' Capital | | | 2.91% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S Treasury Bills 0.47%, 6/30/2016 [Member] | | | | |
Principal Amount | | | $ 40,000,000 | |
Market Value | | | $ 39,906,483 | |
% of Partners' Capital | | | 7.75% | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | | | | |
Market Value | $ 50,000,000 | | $ 30,000,000 | |
% of Partners' Capital | 9.30% | | 5.83% | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | Fidelity Investments Government Portfolio [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 20,000,000 | | | |
% of Partners' Capital | 3.72% | | | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | Goldman Sachs Financial Square Funds - Government Fund - Class FS [Member] | | | | |
Principal Amount | $ 20,000,000 | | $ 10,000,000 | |
Market Value | $ 20,000,000 | | $ 10,000,000 | |
% of Partners' Capital | 3.72% | | 1.94% | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | Morgan Stanley Institutional Liquidity Funds - Government Portfolio [Member] | | | | |
Principal Amount | $ 10,000,000 | | $ 20,000,000 | |
Market Value | $ 10,000,000 | | $ 20,000,000 | |
% of Partners' Capital | 1.86% | | 3.89% | |
|
[1] | Collateral amounted to $44,966,225 on open futures contracts. |
[2] | Collateral amounted to $24,941,552 on open futures contracts. |