Consolidated Condensed Schedule of Investments (USD $) | Sep. 30, 2014 | Dec. 31, 2013 |
Open long contracts | Total Futures, Forward and Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | $15,365,255 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 3.43% | [1] |
Open long contracts | Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,671,544 | [1] | ' | |
Percent of Partners' Capital (Net Asset Value) | -0.87% | [1] | ' | |
Open long contracts | Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 309,700 | [1] | 799,760 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.10% | [1] | 0.18% | [1] |
Open long contracts | Futures Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,981,244 | [1] | 14,449,867 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.97% | [1] | 3.23% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,268,011 | [1] | 6,909,418 | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -829,989 | [1] | -672,421 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.27% | [1] | -0.15% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 116,890 | [1] | 2,379,330 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.04% | [1] | 0.53% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -9,676 | [1] | -117,375 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | -0.02% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -282,906 | [1] | -198,405 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.09% | [1] | -0.04% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Meats | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 294,547 | [1] | -19,547 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.10% | [1] | 0.00% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 53,375 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.01% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 117,650 | [1] | 16,517 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.04% | [1] | 0.00% | [1] |
Open long contracts | Futures Contracts | U.S. Futures Positions | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -674,527 | [1] | 5,467,944 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.22% | [1] | 1.22% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -1,713,233 | [1] | 7,540,449 | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 9,069 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.00% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 180,496 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.00% | [1] | 0.04% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,510,555 | [1] | -1,550,167 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.49% | [1] | -0.35% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -2,343,281 | [1] | -685,660 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.77% | [1] | -0.15% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 24,274 | [1] | -1,921 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [1] | 0.00% | [1] |
Open long contracts | Futures Contracts | Foreign Futures Positions | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -904,781 | [1] | 9,588,632 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.30% | [1] | 2.14% | [1] |
Open long contracts | Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 115,628 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.02% | [1] |
Open long contracts | Options on Futures and Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 100,190 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.02% | [1] |
Open long contracts | Options on Futures and Forward Contracts | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 15,438 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.00% | [1] |
Open short contracts | Total Futures, Forward and Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 10,144,863 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 2.27% | [1] |
Open short contracts | Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 12,853,102 | [1] | ' | |
Percent of Partners' Capital (Net Asset Value) | 4.20% | [1] | ' | |
Open short contracts | Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -886,218 | [1] | -64,142 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.29% | [1] | -0.01% | [1] |
Open short contracts | Futures Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 13,739,320 | [1] | 10,216,551 | [1] |
Percent of Partners' Capital (Net Asset Value) | 4.49% | [1] | 2.28% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 10,430,022 | [1] | 9,950,020 | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,331,623 | [1] | 2,790,891 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.76% | [1] | 0.62% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 4,516,468 | [1] | 4,686,390 | [1] |
Percent of Partners' Capital (Net Asset Value) | 1.48% | [1] | 1.05% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 695,539 | [1] | -69,658 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.23% | [1] | -0.02% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -41,973 | [1] | 828,434 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.02% | [1] | 0.19% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Meats | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -17,050 | [1] | 30,940 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | 0.01% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,678,449 | [1] | 1,645,510 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.88% | [1] | 0.37% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 164,973 | [1] | 23,094 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.05% | [1] | 0.01% | [1] |
Open short contracts | Futures Contracts | U.S. Futures Positions | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 101,993 | [1] | 14,419 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.03% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 3,309,298 | [1] | 266,531 | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 16,868 | [1] | 37,257 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [1] | 0.01% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,129,543 | [1] | 14,027 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.37% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -17,963 | [1] | 1,080,501 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.01% | [1] | 0.24% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,105,110 | [1] | -787,648 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.69% | [1] | -0.18% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 16,563 | [1] | -614 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [1] | 0.00% | [1] |
Open short contracts | Futures Contracts | Foreign Futures Positions | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 59,177 | [1] | -76,992 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | -0.02% | [1] |
Open short contracts | Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | -7,546 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.00% | [1] |
Open short contracts | Options on Futures and Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | -7,546 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.00% | [1] |
Open short contracts | Options on Futures and Forward Contracts | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.00% | [1] |
Open contracts | Total Futures, Forward and Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 25,510,118 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 5.70% | [1] |
Open contracts | Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 10,181,558 | [1] | ' | |
Percent of Partners' Capital (Net Asset Value) | 3.33% | [1] | ' | |
Open contracts | Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -576,518 | [1] | 735,618 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.19% | [1] | 0.17% | [1] |
Open contracts | Futures Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 10,758,076 | [1] | 24,666,418 | [1] |
Percent of Partners' Capital (Net Asset Value) | 3.52% | [1] | 5.51% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 9,162,011 | [1] | 16,859,438 | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,501,634 | [1] | 2,118,470 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.49% | [1] | 0.47% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 4,633,358 | [1] | 7,065,720 | [1] |
Percent of Partners' Capital (Net Asset Value) | 1.51% | [1] | 1.58% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 685,863 | [1] | -187,033 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.23% | [1] | -0.04% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -324,879 | [1] | 630,029 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.11% | [1] | 0.15% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Meats | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 277,497 | [1] | 11,393 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.09% | [1] | 0.01% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 2,678,449 | [1] | 1,698,885 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.88% | [1] | 0.38% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 282,623 | [1] | 39,611 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.09% | [1] | 0.01% | [1] |
Open contracts | Futures Contracts | U.S. Futures Positions | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -572,534 | [1] | 5,482,363 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.19% | [1] | 1.22% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,596,065 | [1] | 7,806,980 | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | Agriculturals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 16,868 | [1] | 46,326 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.01% | [1] | 0.01% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | Energy | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,129,543 | [1] | 194,523 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.37% | [1] | 0.04% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 1,492,592 | [1] | -469,666 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.48% | [1] | -0.11% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | Metals | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -238,171 | [1] | -1,473,308 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.08% | [1] | -0.33% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | Soft commodities | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | 40,837 | [1] | -2,535 | [1] |
Percent of Partners' Capital (Net Asset Value) | 0.02% | [1] | 0.00% | [1] |
Open contracts | Futures Contracts | Foreign Futures Positions | Stock indices and single stock futures | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | -845,604 | [1] | 9,511,640 | [1] |
Percent of Partners' Capital (Net Asset Value) | -0.28% | [1] | 2.12% | [1] |
Open contracts | Options on Futures and Forward Contracts | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 108,082 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.02% | [1] |
Open contracts | Options on Futures and Forward Contracts | Currencies | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 92,644 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.02% | [1] |
Open contracts | Options on Futures and Forward Contracts | Interest rates | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Net unrealized gain/(loss) on open contracts | ' | | 15,438 | [1] |
Percent of Partners' Capital (Net Asset Value) | ' | | 0.00% | [1] |
Securities owned | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 59.51% | | 54.10% | |
Investments Owned, Fair Value | 182,070,254 | | 242,024,612 | |
Securities owned | U.S. Commercial paper | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 0.87% | | ' | |
Investments Owned, Face Value | 2,660,000 | | ' | |
Investments Owned, Rate of Return | 0.20% | | ' | |
Investments Owned, cost | 2,658,271 | | ' | |
Investments Owned, Fair Value | 2,660,000 | | ' | |
Securities owned | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 48.07% | | 35.23% | |
Investments Owned, cost | 146,938,829 | | 157,435,063 | |
Investments Owned, Fair Value | 147,078,660 | | 157,597,272 | |
Securities owned | Corporate Bonds | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 7.29% | | 16.64% | |
Investments Owned, cost | 22,256,397 | | 74,253,167 | |
Investments Owned, Fair Value | 22,307,705 | | 74,428,993 | |
Securities owned | US Certificates of deposit | U.S. Bank deposits | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 3.28% | | ' | |
Investments Owned, Face Value | 10,000,000 | | ' | |
Investments Owned, Rate of Return | 0.40% | | ' | |
Investments Owned, cost | 10,000,000 | | ' | |
Investments Owned, Fair Value | 10,023,889 | | ' | |
Securities owned | Federal Home Loan Banks | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 27.82% | | 5.61% | |
Investments Owned, Face Value | 85,000,000 | | 25,000,000 | |
Investments Owned, Rate of Return Range Minimum | 0.90% | | 1.00% | |
Investments Owned, Rate of Return Range Maximum | 1.30% | | 1.20% | |
Investments Owned, Fair Value | 85,125,804 | | 25,088,017 | |
Securities owned | Federal Farm Credit Banks | U.S. Government-sponsored enterprises | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 20.25% | | 29.62% | |
Investments Owned, Face Value | 61,950,000 | | 132,450,000 | |
Investments Owned, Rate of Return Range Minimum | ' | | 0.20% | |
Investments Owned, Rate of Return Range Maximum | ' | | 0.90% | |
Investments Owned, Rate of Return | 0.20% | | ' | |
Investments Owned, Fair Value | 61,952,856 | | 132,509,255 | |
Securities owned | Foreign corporate bonds | Corporate Bonds | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 1.16% | [2] | 3.92% | [2] |
Investments Owned, Face Value | 3,542,000 | [2] | 17,122,000 | [2] |
Investments Owned, Rate of Return Range Minimum | 0.60% | [2] | 0.60% | [2] |
Investments Owned, Rate of Return Range Maximum | 0.80% | [2] | 1.40% | [2] |
Investments Owned, Fair Value | 3,563,126 | [2] | 17,538,526 | [2] |
Securities owned | U.S. corporate bonds | Corporate Bonds | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | 6.13% | [2] | 12.72% | [2] |
Investments Owned, Face Value | 18,283,000 | [2] | 54,702,000 | [2] |
Investments Owned, Rate of Return Range Minimum | 0.70% | [2] | 0.50% | [2] |
Investments Owned, Rate of Return Range Maximum | 1.10% | [2] | 1.50% | [2] |
Investments Owned, Fair Value | 18,744,579 | [2] | 56,890,467 | [2] |
Securities owned | U.S. Treasury Bill | ' | | ' | |
Unrealized gain/(loss), percent of partners' capital (net asset value), face value and fair value of Investments Owned | ' | | ' | |
Percent of Partners' Capital (Net Asset Value) | ' | | 2.23% | |
Investments Owned, Face Value | ' | | 10,000,000 | |
Investments Owned, Rate of Return | ' | | 0.10% | |
Investments Owned, cost | ' | | 9,998,192 | |
Investments Owned, Fair Value | ' | | $9,998,347 | |
|
[1] | No individual futures, forward, and options on futures and forward contract position constituted greater than 1 percent of partners’ capital (net asset value). Accordingly, the number of contracts and expiration dates are not presented. |
[2] | No individual position constituted greater than 1 percent of partners’ capital (net asset value). |