XML 40 R32.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Instruments (Details 2) (USD $)
3 Months Ended 6 Months Ended
Jun. 30, 2013
instrument
Jun. 30, 2012
instrument
Jun. 30, 2013
instrument
Jun. 30, 2012
instrument
Derivative Instruments        
Margin-to-equity ratio (as a percent)     25.00%  
Monthly average number of derivative instruments bought and sold 6,401 9,273 6,695 8,363
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ (17,513,180) $ 26,777,604 $ (6,532,821) $ 32,929,604
Agricultural contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 1,298,274 (1,707,697) (1,477,013) (5,347,854)
Currencies contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (10,146,933) (98,876) (4,853,407) (15,409,354)
Energy contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (13,322,470) (8,170,645) (16,662,161) 8,312,452
Interest rates contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (9,170,129) 43,835,597 (15,046,385) 27,840,667
Meats contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 1,203,369 (482,758) 1,232,878 (377,806)
Metals contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 13,357,594 2,045,251 12,038,152 (3,670,013)
Soft commodities contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (1,086,681) 4,261,334 1,253,762 3,462,588
Stock indices contracts
       
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 353,796 $ (12,904,602) $ 16,981,353 $ 18,118,924