XML 21 R6.htm IDEA: XBRL DOCUMENT v2.4.0.6
Statements of Cash Flows (Unaudited) (USD $)
3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Cash flows from operating activities:          
Net income (loss) $ (15,574,687) $ (14,926,213) $ (8,427,716) $ 974,460 $ (16,706,421)
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities:          
Purchases of short-term investments     (632,368,697) (1,059,885,820)  
Proceeds from sales and maturities of short-term investments     643,736,671 1,053,519,063  
Premiums paid for call options written     (177,052) (448,520)  
Premiums received for call options written     4,489,456 5,351,925  
Amortization (Accretion)     796,826 439,244  
(Increase) Decrease in:          
Deposits with brokers     8,995,035 (7,681,048)  
Interest receivable     496,959 (677,274)  
Other assets     (23,906) (29,517)  
Increase (Decrease) in:          
Accrued management fees     (32,955) (2,782)  
Other accrued expenses     (72,689) (72,524)  
Net realized (gain) loss from:          
Short-term investments   (10,899) 652 (10,899)  
Call options written (1,659,694) (2,963,912) (4,236,174) (5,357,510) (10,035,572)
Change in net unrealized (appreciation) depreciation of:          
Short-term investments 4,822 (10,559) 28,176 7,586 (4,506)
Futures contracts (7,190,243) 9,779,337 (7,710,570) 22,956,284 23,776,469
Call options written 1,352,546 134,460 1,709,545 (2,364,079) (2,741,582)
Net cash provided by (used in) operating activities     7,203,561 6,718,589  
Cash flows from financing activities:          
Cash paid for shares repurchased     (519,611)    
Cash distributions to shareholders     (6,683,950) (6,718,605)  
Net cash provided by (used in) financing activities     (7,203,561) (6,718,605)  
Net increase (decrease) in cash     0 (16)  
Cash - beginning of period     0 16 16
Cash - end of period $ 0 $ 0 $ 0 $ 0 $ 0