Schedule of Investments | Dec. 31, 2016USD ($) | Dec. 31, 2015USD ($) |
United State [Member] | Money Market Funds [Member] | | | | |
Market Value | $ 5,000,000 | | $ 4,500,000 | |
% of Partners' Capital | 30.40% | | 34.28% | |
United State [Member] | Fidelity Investments Money Market Funds - Government Portfolio [Member] | Money Market Funds [Member] | | | | |
Principal Amount | $ 2,000,000 | | | |
Market Value | $ 2,000,000 | | | |
% of Partners' Capital | 12.16% | | | |
United State [Member] | Goldman Sachs Financial Square Funds - Government Fund - Class FS [Member] | Money Market Funds [Member] | | | | |
Principal Amount | $ 1,000,000 | | $ 500,000 | |
Market Value | $ 1,000,000 | | $ 500,000 | |
% of Partners' Capital | 6.08% | | 3.81% | |
United State [Member] | Morgan Stanley Institutional Liquidity Fund - Government Portfolio [Member] | Money Market Funds [Member] | | | | |
Principal Amount | $ 2,000,000 | | $ 4,000,000 | |
Market Value | $ 2,000,000 | | $ 4,000,000 | |
% of Partners' Capital | 12.16% | | 30.47% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | | | | |
Market Value | $ 6,292,035 | | $ 3,995,184 | |
% of Partners' Capital | 38.26% | | 30.44% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.19%, 2/04/2016 [Member] | | | | |
Principal Amount | | | $ 1,000,000 | |
Market Value | | | $ 999,825 | |
% of Partners' Capital | | | 7.62% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.22%, 2/11/2016 [Member] | | | | |
Principal Amount | | | $ 1,000,000 | |
Market Value | | | $ 999,755 | |
% of Partners' Capital | | | 7.62% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.43%, 6/02/2016 [Member] | | | | |
Principal Amount | | | $ 500,000 | |
Market Value | | | $ 499,097 | |
% of Partners' Capital | | | 3.80% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.52%, 6/09/2016 [Member] | | | | |
Principal Amount | | | $ 500,000 | |
Market Value | | | $ 498,845 | |
% of Partners' Capital | | | 3.80% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.47%, 6/30/2016 [Member] | | | | |
Principal Amount | | | $ 1,000,000 | |
Market Value | | | $ 997,662 | |
% of Partners' Capital | | | 7.60% | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.34%, 1/05/2017 [Member] | | | | |
Principal Amount | $ 400,000 | | | |
Market Value | $ 399,985 | | | |
% of Partners' Capital | 2.43% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.43%, 1/19/2017 [Member] | | | | |
Principal Amount | $ 500,000 | | | |
Market Value | $ 499,894 | | | |
% of Partners' Capital | 3.04% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.36%, 1/26/2017 [Member] | | | | |
Principal Amount | $ 500,000 | | | |
Market Value | $ 499,875 | | | |
% of Partners' Capital | 3.04% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.40%, 2/02/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,929 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.42%, 2/09/2017 [Member] | | | | |
Principal Amount | $ 300,000 | | | |
Market Value | $ 299,864 | | | |
% of Partners' Capital | 1.82% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.45%, 2/16/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,885 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.45%, 2/23/2017 [Member] | | | | |
Principal Amount | $ 300,000 | | | |
Market Value | $ 299,803 | | | |
% of Partners' Capital | 1.82% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.45%, 3/02/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,850 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.47%, 3/09/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,825 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.50%, 3/16/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,793 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.45%, 3/23/2017 [Member] | | | | |
Principal Amount | $ 300,000 | | | |
Market Value | $ 299,700 | | | |
% of Partners' Capital | 1.82% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.43%, 3/30/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,790 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.46%, 4/06/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,760 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.47%, 4/13/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,734 | | | |
% of Partners' Capital | 1.22% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.46%, 4/20/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,725 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.47%, 4/27/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,700 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.49%, 5/04/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,663 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.55%, 5/11/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,606 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.60%, 5/18/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,547 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.61%, 5/25/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,514 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.60%, 6/01/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,501 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.62%, 6/08/2017 [Member] | | | | |
Principal Amount | $ 300,000 | | | |
Market Value | $ 299,190 | | | |
% of Partners' Capital | 1.82% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.65%, 6/15/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,409 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.64%, 6/22/2017 [Member] | | | | |
Principal Amount | $ 200,000 | | | |
Market Value | $ 199,388 | | | |
% of Partners' Capital | 1.21% | | | |
Cash Equivalents [Member] | US Treasury Securities [Member] | U.S. Treasury Bills: 0.60%, 6/29/2017 [Member] | | | | |
Principal Amount | $ 300,000 | | | |
Market Value | $ 299,105 | | | |
% of Partners' Capital | 1.82% | | | |
Cash Equivalents [Member] | United State [Member] | | | | |
Market Value | $ 11,292,035 | | $ 8,495,184 | |
% of Partners' Capital | 68.66% | | 64.72% | |
Open Futures Contracts, Long [Member] | United State [Member] | | | | |
Number of Contracts | 454 | [1] | 520 | [2] |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 2,796,004 | [1] | $ (2,421,976) | [2] |
% of Partners' Capital | 17.00% | [1] | (18.45%) | [2] |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG February 2016 contracts, expiring January 2016 [Member] | | | | |
Number of Contracts | | | 44 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (401,350) | |
% of Partners' Capital | | | (3.06%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG March 2016 contracts, expiring February 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (368,312) | |
% of Partners' Capital | | | (2.81%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG April 2016 contracts, expiring March 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (259,738) | |
% of Partners' Capital | | | (1.98%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG May 2016 contracts, expiring April 2016 [Member] | | | | |
Number of Contracts | | | 44 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (198,797) | |
% of Partners' Capital | | | (1.51%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG June 2016 contracts, expiring May 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (274,070) | |
% of Partners' Capital | | | (2.09%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG July 2016 contracts, expiring June 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (232,402) | |
% of Partners' Capital | | | (1.77%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG August 2016 contracts, expiring July 2016 [Member] | | | | |
Number of Contracts | | | 44 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (250,586) | |
% of Partners' Capital | | | (1.91%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG September 2016 contracts, expiring August 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (192,206) | |
% of Partners' Capital | | | (1.46%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG October 2016 contracts, expiring September 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (167,008) | |
% of Partners' Capital | | | (1.27%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG November 2016 contracts, expiring October 2016 [Member] | | | | |
Number of Contracts | | | 44 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (120,034) | |
% of Partners' Capital | | | (0.91%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG December 2016 contracts, expiring November 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ (46,933) | |
% of Partners' Capital | | | (0.36%) | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG January 2017 contracts, expiring December 2016 [Member] | | | | |
Number of Contracts | | | 43 | |
Unrealized Gain (Loss) on Open Commodity Contracts | | | $ 89,460 | |
% of Partners' Capital | | | 0.68% | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG February 2017 contracts, expiring January 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 324,287 | | | |
% of Partners' Capital | 1.97% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG March 2017 contracts, expiring February 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 372,656 | | | |
% of Partners' Capital | 2.27% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG April 2017 contracts, expiring March 2017 [Member] | | | | |
Number of Contracts | 37 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 359,570 | | | |
% of Partners' Capital | 2.19% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG May 2017 contracts, expiring April 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 319,852 | | | |
% of Partners' Capital | 1.94% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG June 2017 contracts, expiring May 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 269,745 | | | |
% of Partners' Capital | 1.64% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG July 2017 contracts, expiring June 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 224,608 | | | |
% of Partners' Capital | 1.37% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG August 2017 contracts, expiring July 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 180,349 | | | |
% of Partners' Capital | 1.10% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG September 2017 contracts, expiring August 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 224,249 | | | |
% of Partners' Capital | 1.36% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG October 2017 contracts, expiring September 2017 [Member] | | | | |
Number of Contracts | 37 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 186,052 | | | |
% of Partners' Capital | 1.13% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG November 2017 contracts, expiring October 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 98,323 | | | |
% of Partners' Capital | 0.60% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG December 2017 contracts, expiring November 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 188,413 | | | |
% of Partners' Capital | 1.14% | | | |
Open Futures Contracts, Long [Member] | United State [Member] | NYMEX Natural Gas Futures NG January 2018 contracts, expiring December 2017 [Member] | | | | |
Number of Contracts | 38 | | | |
Unrealized Gain (Loss) on Open Commodity Contracts | $ 47,900 | | | |
% of Partners' Capital | 0.29% | | | |
|
[1] | Collateral amounted to $699,804 on open futures contracts. |
[2] | Collateral amounted to $4,322,372 on open futures contracts. |