Schedule of Investments | Dec. 31, 2017USD ($)Contracts | Dec. 31, 2016USD ($)Contracts |
Value/ Unrealized Gain (Loss) on Open Commodity Contracts | $ 55,721,680 | | $ 37,435,507 | |
Open Futures Contracts, Long [Member] | United States [Member] | NYMEX Natural Gas Futures NG February 2018 contracts, expiring January 2018 [Member] | | | | |
Notional Amount | $ 461,049,780 | | | |
Number of Contracts | Contracts | 17,082 | | | |
Value/ Unrealized Gain (Loss) on Open Commodity Contracts | $ 43,381,680 | | | |
% of Partners' Capital | 6.66% | | | |
Open Futures Contracts, Long [Member] | United States [Member] | ICE Natural Gas Futures LD1 H February 2018 contracts, expiring February 2018 [Member] | | | | |
Notional Amount | $ 135,310,000 | | | |
Number of Contracts | Contracts | 20,000 | | | |
Value/ Unrealized Gain (Loss) on Open Commodity Contracts | $ 12,340,000 | | | |
% of Partners' Capital | 1.89% | | | |
Open Futures Contracts, Long [Member] | United States [Member] | NYMEX Natural Gas Futures NG February 2017 contracts, expiring January 2017 | | | | |
Notional Amount | | | $ 326,459,573 | |
Number of Contracts | Contracts | | | 9,442 | |
Value/ Unrealized Gain (Loss) on Open Commodity Contracts | | | $ 25,160,507 | |
% of Partners' Capital | | | 4.68% | |
Open Futures Contracts, Long [Member] | United States [Member] | ICE Natural Gas Futures LD1 H February 2017 contracts, expiring February 2017 | | | | |
Notional Amount | | | $ 173,925,000 | |
Number of Contracts | Contracts | | | 20,000 | |
Value/ Unrealized Gain (Loss) on Open Commodity Contracts | | | $ 12,275,000 | |
% of Partners' Capital | | | 2.28% | |
Total Open Futures Contracts [Member] | Open Futures Contracts, Long [Member] | United States [Member] | | | | |
Notional Amount | $ 596,359,780 | [1] | $ 500,384,573 | [2] |
Number of Contracts | Contracts | 37,082 | [1] | 29,442 | [2] |
Value/ Unrealized Gain (Loss) on Open Commodity Contracts | $ 55,721,680 | [1] | $ 37,435,507 | [2] |
% of Partners' Capital | 8.55% | [1] | 6.96% | [2] |
Cash Equivalents [Member] | United States [Member] | | | | |
Market Value | $ 483,194,474 | | $ 484,298,065 | |
% of Partners' Capital | 74.10% | | 90.05% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | | | | |
Market Value | $ 463,194,474 | | $ 434,298,065 | |
% of Partners' Capital | 71.04% | | 80.75% | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.12%, 1/04/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,999,071 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.11%, 1/11/2018 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,995,396 | | | |
% of Partners' Capital | 2.30% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.10%, 1/18/2018 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,992,279 | | | |
% of Partners' Capital | 2.30% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.12%, 1/25/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,992,567 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.12%, 2/01/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,990,399 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.13%, 2/08/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,988,125 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.12%, 2/15/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,986,125 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.10%, 2/22/2018 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,976,383 | | | |
% of Partners' Capital | 2.30% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.09%, 3/01/2018 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,964,436 | | | |
% of Partners' Capital | 3.06% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.14%, 3/08/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,979,237 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.14%, 3/15/2018 [Member] | | | | |
Principal Amount | $ 10,000,000 | | | |
Market Value | $ 9,977,086 | | | |
% of Partners' Capital | 1.53% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.16%, 3/22/2018 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,961,667 | | | |
% of Partners' Capital | 2.30% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.17%, 3/29/2018 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,957,950 | | | |
% of Partners' Capital | 2.29% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.19%, 4/05/2018 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,922,646 | | | |
% of Partners' Capital | 3.82% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.22%, 4/12/2018 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,914,781 | | | |
% of Partners' Capital | 3.82% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.23%, 4/19/2018 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,908,687 | | | |
% of Partners' Capital | 3.82% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.25%, 4/26/2018 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,900,972 | | | |
% of Partners' Capital | 3.82% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.27%, 5/03/2018 [Member] | | | | |
Principal Amount | $ 15,000,000 | | | |
Market Value | $ 14,935,950 | | | |
% of Partners' Capital | 2.29% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.32%, 5/10/2018 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,906,117 | | | |
% of Partners' Capital | 3.05% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.37%, 5/17/2018 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,897,433 | | | |
% of Partners' Capital | 3.05% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.43%, 5/24/2018 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,887,586 | | | |
% of Partners' Capital | 3.05% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.43%, 5/31/2018 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,881,667 | | | |
% of Partners' Capital | 3.05% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.45%, 6/07/2018 [Member] | | | | |
Principal Amount | $ 20,000,000 | | | |
Market Value | $ 19,874,400 | | | |
% of Partners' Capital | 3.05% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.46%, 6/14/2018 [Member] | | | | |
Principal Amount | $ 25,000,000 | | | |
Market Value | $ 24,835,431 | | | |
% of Partners' Capital | 3.82% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | Us Treasury Bills 1.49%, 6/21/2018 [Member] | | | | |
Principal Amount | $ 30,000,000 | | | |
Market Value | $ 29,789,100 | | | |
% of Partners' Capital | 4.57% | | | |
Cash Equivalents [Member] | United States [Member] | US Treasury Securities [Member] | U.S. Treasury Bills 1.50%, 6/28/2018 [Member] | | | | |
Principal Amount | $ 30,000,000 | | | |
Market Value | $ 29,778,983 | | | |
% of Partners' Capital | 4.57% | | | |
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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Us 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] | Money Market Funds [Member] | | | | |
Market Value | $ 20,000,000 | | $ 50,000,000 | |
% of Partners' Capital | 3.06% | | 9.30% | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | Fidelity Investments Money Market Funds - Government Portfolio [Member] | | | | |
Principal Amount | $ 10,000,000 | | $ 20,000,000 | |
Market Value | $ 10,000,000 | | $ 20,000,000 | |
% of Partners' Capital | 1.53% | | 3.72% | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | Goldman Sachs Financial Square Funds - Government Fund - Class FS [Member] | | | | |
Principal Amount | $ 10,000,000 | | $ 20,000,000 | |
Market Value | $ 10,000,000 | | $ 20,000,000 | |
% of Partners' Capital | 1.53% | | 3.72% | |
Cash Equivalents [Member] | United States [Member] | Money Market Funds [Member] | Morgan Stanley Institutional Liquidity Funds - Government Portfolio [Member] | | | | |
Principal Amount | | | $ 10,000,000 | |
Market Value | | | $ 10,000,000 | |
% of Partners' Capital | | | 1.86% | |
|
[1] | Collateral amounted to $101,001,407 on open futures contracts. |
[2] | Collateral amounted to $44,966,225 on open futures contracts. |