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Statements of Financial Condition - USD ($)
Sep. 30, 2016
Dec. 31, 2015
Equity in trading account:    
Investment in U.S. Treasury bills, at fair value (amortized cost $8,993,980 and $16,996,479 at September 30, 2016 and December 31, 2015, respectively) $ 8,998,228 $ 16,998,561
Unrestricted cash 13,512,148 7,076,316
Restricted cash 3,144,782 3,396,902
Total equity in trading account 25,912,318 27,712,038
Cash at bank 413  
Interest receivable 2,600 2,030
Total assets 25,915,331 27,714,068
Accrued expenses:    
Ongoing placement agent fees 43,396 47,197
General Partner fees 43,396 47,197
Management fees 32,546 35,397
Redemptions payable to Limited Partners 285,689 196,980
Total liabilities 405,027 326,771
Partners' Capital:    
General Partner 283,522 304,663
Limited Partners 25,226,782 27,082,634
Total partners' capital (net asset value) 25,510,304 27,387,297
Total liabilities and partners' capital $ 25,915,331 $ 27,714,068
Net asset value per Unit $ 14.35 $ 14.20
Forward Contracts [Member]    
Equity in trading account:    
Net unrealized appreciation (depreciation) on open contracts $ 36,062 $ 2,832
Futures Contracts [Member]    
Equity in trading account:    
Net unrealized appreciation (depreciation) on open contracts $ 221,098 $ 237,427