XML 66 R35.htm IDEA: XBRL DOCUMENT v3.3.1.900
Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($)
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Fair Values of Derivative Instruments    
Asset Derivatives $ 8,801,134 $ 16,665,824
Liability Derivatives $ (7,046,098) (5,297,579)
Interest rates    
Fair Values of Derivative Instruments    
Sector exposure index 43.00%  
Futures Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 6,950,709 15,469,004
Liability Derivatives (6,123,114) (3,919,537)
Fair Value 827,595 11,549,467
Futures Contracts | Agriculturals    
Fair Values of Derivative Instruments    
Asset Derivatives 708,940 191,641
Liability Derivatives (192,304) (419,214)
Fair Value 516,636 (227,573)
Futures Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 1,586,035 2,137,050
Liability Derivatives (488,106) (159,450)
Fair Value 1,097,929 1,977,600
Futures Contracts | Energy    
Fair Values of Derivative Instruments    
Asset Derivatives 1,861,351 3,081,754
Liability Derivatives (1,035,133) (309,423)
Fair Value 826,218 2,772,331
Futures Contracts | Interest rates    
Fair Values of Derivative Instruments    
Asset Derivatives 853,598 5,167,693
Liability Derivatives (2,119,167) (539,761)
Fair Value (1,265,569) 4,627,932
Futures Contracts | Meats    
Fair Values of Derivative Instruments    
Asset Derivatives 18,294 59,987
Liability Derivatives (165,939) (153,808)
Fair Value (147,645) (93,821)
Futures Contracts | Metals    
Fair Values of Derivative Instruments    
Asset Derivatives 1,206,519 1,755,563
Liability Derivatives (912,776) (1,529,838)
Fair Value 293,743 225,725
Futures Contracts | Soft commodities    
Fair Values of Derivative Instruments    
Asset Derivatives 101,389 888,928
Liability Derivatives (273,791) (68,652)
Fair Value (172,402) 820,276
Futures Contracts | Stock indices    
Fair Values of Derivative Instruments    
Asset Derivatives 614,583 2,186,388
Liability Derivatives (935,898) (739,391)
Fair Value (321,315) 1,446,997
Forward Contracts    
Fair Values of Derivative Instruments    
Fair Value (240,659) (181,222)
Forward Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 682,325 1,196,820
Liability Derivatives (922,984) (1,378,042)
Fair Value $ (240,659) $ (181,222)
Sector exposure index 42.00%  
Swap Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 1,168,100  
Fair Value $ 1,168,100  
Sector exposure index 100.00%  
Financial contracts | Stock indices contracts and stock index options contracts    
Fair Values of Derivative Instruments    
Sector exposure index 15.00%