2.4.0.8080500 - Disclosure - Derivatives and Hedging (Tables)truefalsefalse1false falsefalsec20130101to20130630http://www.sec.gov/CIK0001097396duration2013-01-01T00:00:002013-06-30T00:00:001true 1us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstractus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsexbrli:stringItemTypestringfalse0Derivatives and Hedging [Abstract]2false 2dwsx_OffsettingOfDerivativeAssetsAndLiabilitiesTextBlockdwsx_falsenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00<div style="font-family: 'Times New Roman', Times, serif; font-size: 10pt;"><div style="text-align: justify; font-family: Times New Roman; color: #000000; font-size: 10pt; margin-right: 12pt;">The following tables summarize the valuation of the Partnership's investments as of June 30, 2013 and December 31, 2012, respectively.</div><div><br /></div><div style="text-align: justify; font-family: Times New Roman; color: #000000; font-size: 10pt; margin-right: 12pt;"><u>Offsetting of Derivative Assets and Liabilities as of June 30, 2013:</u></div><table cellpadding="0" cellspacing="0" style="width: 100%; font-family: 'Times New Roman', Times, serif; font-size: 10pt;"><tr><td valign="bottom" style="padding-bottom: 2px; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td colspan="2" valign="bottom" style="border-bottom: #000000 2px solid; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Gross Amounts</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Recognized</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td colspan="2" valign="bottom" style="border-bottom: #000000 2px solid; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Gross Amounts</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Offset in the Statement of</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Financial</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Condition</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td colspan="2" valign="bottom" style="border-bottom: #000000 2px solid; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Net Amounts</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Presented in the Statement of</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Financial</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Condition</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #cceeff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; 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background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #cceeff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; margin-left: 9pt; font-size: 10pt;">Futures</div></td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; 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width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; margin-left: 9pt; font-size: 10pt;">Forwards</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">48,013</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; 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background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; 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background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #cceeff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; margin-left: 9pt; font-size: 10pt;">Futures</div></td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; margin-left: 9pt; font-size: 10pt;">Forwards</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">7,018</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(17,823</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(10,805</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td></tr><tr><td valign="bottom" style="background-color: #cceeff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; 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background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 4px; background-color: #ffffff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;">Total net unrealized loss on open contracts</div></td><td valign="bottom" style="padding-bottom: 4px; 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background-color: #cceeff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$&#160;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #ffffff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">Assets</div></td><td valign="bottom" style="background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #cceeff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; margin-left: 9pt; font-size: 10pt;">Futures</div></td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#8211;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; 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background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 64%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; 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font-family: Times New Roman; color: #000000; font-size: 10pt;">$&#160;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$&#160;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$&#160;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$&#160;</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td colspan="3" valign="bottom" style="background-color: #cceeff; vertical-align: bottom; font-weight: normal;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$</div></div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #ffffff; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td colspan="3" valign="bottom" style="background-color: #ffffff; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;"></div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #ffffff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #ffffff; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 28%; vertical-align: bottom;"><div style="text-align: left; text-indent: -18pt; font-family: Times New Roman; color: #000000; margin-left: 18pt; font-size: 10pt;">Foreign currency</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">48,013</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(63,655</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">7,018</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(17,823</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(26,447</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">1,617</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 4px; 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text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 4px double; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(63,655</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 4px; background-color: #ffffff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 4px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 4px double; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 4px double; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">7,018</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 4px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 4px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 4px double; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 4px double; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(17,823</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 4px; background-color: #ffffff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 4px; 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padding-bottom: 4px; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 4px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="background-color: #cceeff; width: 28%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; background-color: #cceeff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 28%; vertical-align: bottom;"><div style="text-align: left; font-family: Times New Roman; color: #000000; margin-left: 18pt; font-size: 10pt;">Unrealized currency loss</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; padding-bottom: 2px; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; padding-bottom: 2px; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; padding-bottom: 2px; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; padding-bottom: 2px; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">(83,271</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">)</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: right; padding-bottom: 2px; background-color: #ffffff; width: 9%; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 4px; 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vertical-align: bottom;"><div style="text-align: left; text-indent: -18pt; font-family: Times New Roman; color: #000000; margin-left: 18pt; font-size: 10pt;">Futures and Forward Contracts</div></td><td valign="bottom" style="padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td colspan="2" valign="bottom" style="border-bottom: #000000 2px solid; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Long Unrealized</div><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Gain</div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td valign="bottom" style="padding-bottom: 2px; vertical-align: bottom;">&#160;</td><td colspan="2" valign="bottom" style="border-bottom: #000000 2px solid; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">Long Unrealized</div><div style="text-align: center; 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vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt; font-weight: bold;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$</div></td><td nowrap="nowrap" valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: center; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td colspan="2" valign="bottom" style="background-color: #cceeff; vertical-align: bottom; font-weight: normal;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;"><div style="text-align: center; font-family: Times New Roman; color: #000000; font-size: 10pt;">$</div></div></td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="background-color: #cceeff; vertical-align: bottom;">&#160;</td><td valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;"><div style="font-family: Times New Roman; color: #000000; font-size: 10pt;">&#160;</div></td><td valign="bottom" style="text-align: right; background-color: #cceeff; vertical-align: bottom;">&#160;</td><td nowrap="nowrap" valign="bottom" style="text-align: left; background-color: #cceeff; vertical-align: bottom;">&#160;</td></tr><tr><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 28%; vertical-align: bottom;"><div style="text-align: left; text-indent: -18pt; font-family: Times New Roman; color: #000000; margin-left: 18pt; font-size: 10pt;">Foreign currency</div></td><td valign="bottom" style="padding-bottom: 2px; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: left; background-color: #ffffff; width: 1%; vertical-align: bottom;">&#160;</td><td valign="bottom" style="border-bottom: #000000 2px solid; text-align: right; background-color: #ffffff; width: 9%; vertical-align: bottom;"><div style="font-family: Times New Roman; 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