Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2016

Fair Value Disclosures [Abstract]

Assets and Liabilities Measured at Fair Value on Recurring Basis

June 30, 2016	Total		Level 1		Level 2		Level 3
Assets
Futures	$	833,049	$	833,049	$	-	$	-
Forwards		1,047,993		133,006		914,987		-
Total assets	$	1,881,042	$	966,055	$	914,987	$	-
Liabilities
Futures	$	215,901	$	215,901	$	-	$	-
Forwards		944,347		144,935		799,412		-
Total liabilities	$	1,160,248	$	360,836	$	799,412	$	-

December 31, 2015	Total		Level 1		Level 2		Level 3
Assets
U.S. Treasury bills	$	15,498,983	$	-	$	15,498,983	$	-
Futures		269,891		269,891		-		-
Forwards		1,264,408		26,108		1,238,300		-
Total assets	$	17,033,282	$	295,999	$	16,737,283	$	-
Liabilities
Futures	$	460,830	$	460,830	$	-	$	-
Forwards		1,322,225		135,773		1,186,452		-
Total liabilities	$	1,783,055	$	596,603	$	1,186,452	$	-