XML 23 R5.htm IDEA: XBRL DOCUMENT v3.6.0.2
Schedule of Investments - Futures Contracts - Futures [Member]
12 Months Ended
Dec. 31, 2016
USD ($)
Contract
Dec. 31, 2015
USD ($)
Contract
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 3.95% (17.68%)
Unrealized Appreciation/ (Depreciation) [1] $ 101,032,417 $ (351,279,993)
Notional Value $ 2,557,065,161 $ 1,987,153,877
Corn [Member] | CME SWAPS MARKETS (CBOT) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.05% (0.36%)
Unrealized Appreciation/ (Depreciation) [1] $ 1,268,361 $ (7,213,436)
Notional Value $ 129,584,812 $ 119,104,350
Number of Contracts | Contract 6,981 6,348
Maturity Date Sep. 14, 2017 Sep. 14, 2016
Soybean [Member] | CME SWAPS MARKETS (CBOT) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.12% (0.09%)
Unrealized Appreciation/ (Depreciation) [1] $ 3,209,119 $ (1,789,744)
Notional Value $ 133,400,362 $ 124,820,850
Number of Contracts | Contract 2,697 2,828
Maturity Date Nov. 14, 2017 Nov. 14, 2016
Wheat [Member] | CME SWAPS MARKETS (CBOT) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity (1.14%) (0.60%)
Unrealized Appreciation/ (Depreciation) [1] $ (29,220,100) $ (11,964,777)
Notional Value $ 125,563,388 $ 116,777,362
Number of Contracts | Contract 5,783 4,833
Maturity Date Jul. 14, 2017 Jul. 14, 2016
Gold [Member] | CME SWAPS MARKETS (COMEX) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity (1.12%) (0.35%)
Unrealized Appreciation/ (Depreciation) [1] $ (28,677,888) $ (6,963,235)
Notional Value $ 171,665,200 $ 170,940,160
Number of Contracts | Contract 1,480 1,609
Maturity Date Aug. 29, 2017 Aug. 29, 2016
Silver [Member] | CME SWAPS MARKETS (COMEX) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity (0.10%) (0.06%)
Unrealized Appreciation/ (Depreciation) [1] $ (2,503,196) $ (1,273,926)
Notional Value $ 41,251,620 $ 41,892,105
Number of Contracts | Contract 516 607
Maturity Date Mar. 29, 2017 Mar. 29, 2016
Brent Crude Oil [Member] | ICE FUTURES EUROPE [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.75% (2.72%)
Unrealized Appreciation/ (Depreciation) [1] $ 19,155,785 $ (54,007,216)
Notional Value $ 335,113,380 $ 220,801,200
Number of Contracts | Contract 5,706 4,973
Maturity Date Oct. 31, 2017 Oct. 31, 2016
Aluminum [Member] | LME CLEAR [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity (0.02%) (0.23%)
Unrealized Appreciation/ (Depreciation) [1] $ (551,306) $ (4,605,087)
Notional Value $ 96,630,738 $ 91,292,350
Number of Contracts | Contract 2,266 2,372
Maturity Date Oct. 16, 2017 Nov. 14, 2016
Copper [Member] | LME CLEAR [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.54% 0.12%
Unrealized Appreciation/ (Depreciation) [1] $ 13,883,069 $ 2,462,856
Notional Value $ 104,798,238 $ 86,922,563
Number of Contracts | Contract 758 738
Maturity Date Feb. 13, 2017 Feb. 15, 2016
Zinc [Member] | LME CLEAR [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.13% (1.63%)
Unrealized Appreciation/ (Depreciation) [1] $ 3,269,739 $ (32,303,825)
Notional Value $ 102,650,000 $ 89,236,406
Number of Contracts | Contract 1,600 2,225
Maturity Date Dec. 18, 2017 Feb. 15, 2016
Sugar [Member] | ICE FUTURES U.S. [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity (0.25%) 0.97%
Unrealized Appreciation/ (Depreciation) [1] $ (6,328,919) $ 19,297,530
Notional Value $ 125,014,680 $ 133,604,442
Number of Contracts | Contract 5,985 8,126
Maturity Date Sep. 29, 2017 Sep. 30, 2016
Natural Gas [Member] | CME SWAPS MARKETS (NYMEX) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.82% (0.83%)
Unrealized Appreciation/ (Depreciation) [1] $ 20,938,774 $ (16,429,233)
Notional Value $ 160,443,840 $ 117,554,230
Number of Contracts | Contract 4,517 4,663
Maturity Date Aug. 29, 2017 Aug. 29, 2016
NY Harbor ULSD [Member] | CME SWAPS MARKETS (NYMEX) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 1.23% (5.93%)
Unrealized Appreciation/ (Depreciation) [1] $ 31,579,715 $ (117,899,929)
Notional Value $ 342,794,222 $ 212,814,109
Number of Contracts | Contract 4,666 4,169
Maturity Date May 31, 2017 May 31, 2016
RBOB Gasoline [Member] | CME SWAPS MARKETS (NYMEX) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 0.52% (0.63%)
Unrealized Appreciation/ (Depreciation) [1] $ 13,225,172 $ (12,489,060)
Notional Value $ 344,999,201 $ 239,893,240
Number of Contracts | Contract 5,079 4,557
Maturity Date Nov. 30, 2017 Nov. 30, 2016
WTI Crude Oil [Member] | CME SWAPS MARKETS (NYMEX) [Member]    
Schedule of Investments [Line Items]    
Percentage of Shareholders’ Equity 2.42% (5.34%)
Unrealized Appreciation/ (Depreciation) [1] $ 61,784,092 $ (106,100,911)
Notional Value $ 343,155,480 $ 221,500,510
Number of Contracts | Contract 6,278 5,803
Maturity Date Feb. 21, 2017 Feb. 22, 2016
[1] Unrealized appreciation/(depreciation) is presented above, net by contract.