XML 40 R30.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($)
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Fair Values of Derivative Instruments    
Asset Derivatives $ 5,842,471 $ 6,127,320
Liability Derivatives $ (5,970,229) $ (4,581,389)
Agriculturals | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 2.00% 3.00%
Energy | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 1.00% 1.00%
Interest rates | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 60.00% 53.00%
Interest rates | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 48.00% 61.00%
Meats | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 1.00%  
Metals | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index   3.00%
Stock indices | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 18.00% 15.00%
Stock indices | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 11.00% 10.00%
Futures Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 4,767,366 $ 5,166,127
Liability Derivatives (4,136,863) (2,886,203)
Fair Value 630,503 2,279,924
Futures Contracts | Agriculturals    
Fair Values of Derivative Instruments    
Asset Derivatives 555,070 121,013
Liability Derivatives (152,110) (261,721)
Fair Value 402,960 (140,708)
Futures Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 414,687 763,565
Liability Derivatives (652,198) (345,781)
Fair Value (237,511) 417,784
Futures Contracts | Energy    
Fair Values of Derivative Instruments    
Asset Derivatives 142,514 562,341
Liability Derivatives (936,734) (18,461)
Fair Value (794,220) 543,880
Futures Contracts | Interest rates    
Fair Values of Derivative Instruments    
Asset Derivatives 461,756 578,244
Liability Derivatives (706,094) (326,726)
Fair Value (244,338) 251,518
Futures Contracts | Meats    
Fair Values of Derivative Instruments    
Asset Derivatives 128,988 79,821
Liability Derivatives (62,007) (10,487)
Fair Value 66,981 69,334
Futures Contracts | Metals    
Fair Values of Derivative Instruments    
Asset Derivatives 1,016,343 1,604,965
Liability Derivatives (849,019) (1,282,731)
Fair Value 167,324 322,234
Futures Contracts | Soft commodities    
Fair Values of Derivative Instruments    
Asset Derivatives 397,194 344,652
Liability Derivatives (93,163) (86,579)
Fair Value 304,031 258,073
Futures Contracts | Stock indices    
Fair Values of Derivative Instruments    
Asset Derivatives 1,650,814 1,111,526
Liability Derivatives (685,538) (553,717)
Fair Value 965,276 557,809
Forward Contracts    
Fair Values of Derivative Instruments    
Fair Value (477,797) 705
Forward Contracts | Currencies    
Fair Values of Derivative Instruments    
Asset Derivatives 482,736 556,627
Liability Derivatives (960,533) (555,922)
Fair Value $ (477,797) $ 705
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 18.00% 25.00%
Forward Contracts | Currencies | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 41.00% 29.00%
Swap Contracts    
Fair Values of Derivative Instruments    
Asset Derivatives $ 592,369 $ 404,566
Liability Derivatives (872,833) (1,139,264)
Fair Value $ (280,464) $ (734,698)
Swap Contracts | Deutsche Bank Total Return Swap Terminating March 29, 2019    
Fair Values of Derivative Instruments    
Sector exposure index 100.00% 100.00%
Swap Contracts | Deutsche Bank Total Return Swap Terminating July 1, 2020    
Fair Values of Derivative Instruments    
Sector exposure index 100.00% 100.00%