XML 45 R2.htm IDEA: XBRL DOCUMENT v3.20.1
Statements Of Financial Condition - USD ($)
Dec. 31, 2019
Dec. 31, 2018
ASSETS    
Investments in U.S. Treasury notes - at fair value (amortized cost $20,608,824 and $21,617,368) $ 20,644,779 $ 21,603,382
Net unrealized appreciation on open futures and forward currency contracts 1,144,023 4,054,099
Due from brokers 4,019,983 6,504,331
Cash denominated in foreign currencies (cost $8,462,150 and $6,909,914) 8,600,683 6,897,526
Total equity in trading accounts 34,409,468 39,059,338
INVESTMENTS IN U.S. TREASURY NOTES - at fair value (amortized cost $117,144,589 and $127,102,393) 117,233,707 127,073,001
CASH AND CASH EQUIVALENTS 13,142,361 11,323,714
ACCRUED INTEREST RECEIVABLE 606,396 300,240
TOTAL 165,391,932 177,756,293
LIABILITIES:    
Subscriptions by Unitholders received in advance 742,000 75,000
Net unrealized depreciation on open futures and forward currency contracts 1,231,994 318,490
Due to brokers 1,192,838 180,817
Accrued brokerage fees 569,268 713,459
Accrued management fees 60,464 48,716
Redemptions payable to Unitholders 1,317,430 1,542,051
Redemption payable to Managing Owner 349,083 68,133
Accrued expenses 118,317 95,879
Cash overdrafts denominated in foreign currencies (cost $0 and $162,735)   165,502
Total liabilities 5,581,394 3,208,047
TRUST CAPITAL:    
Total trust capital 159,810,538 174,548,246
TOTAL 165,391,932 177,756,293
Managing Owner Interest [Member]    
TRUST CAPITAL:    
Total trust capital 4,230,810 3,878,720
Series 1 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 107,565,649 $ 130,410,857
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING $ 1,216.50 $ 1,185.46
Series 2 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital
Series 3 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 34,128,621 $ 31,842,823
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING $ 1,756.46 $ 1,654.06
Series 4 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 9,261,037 $ 7,485,965
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING $ 2,256.20 $ 2,068.44
Series 5 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 4,624,421 $ 929,881
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING $ 1,675.67 $ 1,589.56