XML 13 R25.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivatives and Hedging, Effect of Trading Activities on Statements of Financial Condition (Details) (USD $)
3 Months Ended
Mar. 31, 2013
Mar. 31, 2012
Dec. 31, 2012
Futures and Forward Contracts [Abstract]      
Net unrealized gain/(loss) on open contracts $ (1,351,338)   $ (1,105,501)
Unrealized currency loss (2,411,820)   (2,389,680)
Effect of Trading Activities on Statements of Income [Abstract]      
Unrealized currency loss (22,141) (4,577)  
Net realized 3,377,941 4,415,381  
Net change in unrealized (245,837) (1,752,230)  
Total Trading Results 3,132,104 2,663,151  
Commodity [Member]
     
Effect of Trading Activities on Statements of Income [Abstract]      
Trading results 658,208 2,010,118  
Equity [Member]
     
Effect of Trading Activities on Statements of Income [Abstract]      
Trading results 1,735,606 2,131,999  
Foreign Currency [Member]
     
Effect of Trading Activities on Statements of Income [Abstract]      
Trading results 1,723,625 399,975  
Interest Rate [Member]
     
Effect of Trading Activities on Statements of Income [Abstract]      
Trading results (963,194) (1,874,364)  
Futures and Forward Contracts [Member]
     
Futures and Forward Contracts [Abstract]      
Net unrealized gain/(loss) on open contracts 1,060,482   1,284,179
Futures and Forward Contracts [Member] | Commodity [Member]
     
Futures and Forward Contracts [Abstract]      
Net unrealized gain/(loss) on open contracts 576,680   137,853
Average number of contracts outstanding 562   531
Futures and Forward Contracts [Member] | Equity [Member]
     
Futures and Forward Contracts [Abstract]      
Net unrealized gain/(loss) on open contracts 84,508   208,488
Average number of contracts outstanding 655   464
Futures and Forward Contracts [Member] | Foreign Currency [Member]
     
Futures and Forward Contracts [Abstract]      
Net unrealized gain/(loss) on open contracts (180,608)   905,158
Average number of contracts outstanding 6,781   4,815
Futures and Forward Contracts [Member] | Interest Rate [Member]
     
Futures and Forward Contracts [Abstract]      
Net unrealized gain/(loss) on open contracts 579,902   32,680
Average number of contracts outstanding 1,545   2,003
Futures and Forward Contracts [Member] | Long [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 1,148,097   794,510
Unrealized Loss (277,306)   (493,636)
Futures and Forward Contracts [Member] | Long [Member] | Commodity [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 113,504   101,521
Unrealized Loss (83,964)   (62,923)
Futures and Forward Contracts [Member] | Long [Member] | Equity [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 236,878   378,456
Unrealized Loss (143,240)   (157,913)
Futures and Forward Contracts [Member] | Long [Member] | Foreign Currency [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 153,976   142,465
Unrealized Loss (24,143)   (206,669)
Futures and Forward Contracts [Member] | Long [Member] | Interest Rate [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 643,739   172,068
Unrealized Loss (25,959)   (66,131)
Futures and Forward Contracts [Member] | Short [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 676,157   1,184,674
Unrealized Loss (486,466)   (201,369)
Futures and Forward Contracts [Member] | Short [Member] | Commodity [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 615,501   147,045
Unrealized Loss (68,361)   (47,790)
Futures and Forward Contracts [Member] | Short [Member] | Equity [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 0   0
Unrealized Loss (9,130)   (12,055)
Futures and Forward Contracts [Member] | Short [Member] | Foreign Currency [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 60,656   1,037,514
Unrealized Loss (371,097)   (68,152)
Futures and Forward Contracts [Member] | Short [Member] | Interest Rate [Member]
     
Futures and Forward Contracts [Abstract]      
Unrealized Gain 0   115
Unrealized Loss $ (37,878)   $ (73,372)