XML 43 R2.htm IDEA: XBRL DOCUMENT v3.10.0.1
Statements Of Financial Condition
Sep. 30, 2018
USD ($)
$ / item
Dec. 31, 2017
USD ($)
$ / item
ASSETS    
Investments in U.S. Treasury notes - at fair value (amortized cost $26,788,253 and $43,712,747) $ 26,757,755 $ 43,659,062
Net unrealized appreciation on open futures and forward currency contracts 4,868,897 1,183,274
Due from brokers 8,455,651 231,309
Cash denominated in foreign currencies (cost $5,553,008 and $10,692,888) 5,534,594 10,970,398
Total equity in trading accounts 45,616,897 56,044,043
INVESTMENTS IN U.S. TREASURY NOTES - at fair value (amortized cost $128,085,676 and $144,189,124) 127,954,937 143,988,170
CASH AND CASH EQUIVALENTS 14,658,809 23,212,966
ACCRUED INTEREST RECEIVABLE 383,823 505,305
TOTAL 188,614,466 223,750,484
LIABILITIES:    
Subscriptions by Unitholders received in advance 759,450 1,420,900
Net unrealized depreciation on open forward currency contracts 1,160,709 4,213,545
Due to Managing Owner 146,974 0
Due to brokers 729,561 348,101
Accrued brokerage and custodial fees 778,523 942,175
Accrued management fees 47,477 47,179
Redemptions payable to Unitholders 6,832,157 3,468,963
Redemption payable to Managing Owner   1,308,811
Accrued expenses 112,410 155,246
Accrued profit share 4,842  
Total liabilities 10,572,103 11,904,920
TRUST CAPITAL:    
Total trust capital 178,042,363 211,845,564
TOTAL 188,614,466 223,750,484
Managing Owner Interest [Member]    
TRUST CAPITAL:    
Total trust capital 3,734,859 3,742,615
Series 1 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 135,227,910 $ 169,927,843
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING | $ / item 1,159.50 1,218.29
Series 3 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 31,262,440 $ 31,616,309
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING | $ / item 1,602.62 1,627.18
Series 4 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 7,084,474 $ 6,558,797
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING | $ / item 1,991.72 1,995.85
Series 5 Unitholders [Member]    
TRUST CAPITAL:    
Total trust capital $ 732,680
NET ASSET VALUE PER UNIT OUTSTANDING:    
NET ASSET VALUE PER UNIT OUTSTANDING | $ / item 1,548.04