XML 40 R31.htm IDEA: XBRL DOCUMENT v3.22.2.2
Derivative Instruments - Effect of Derivatives on Statement of Operations (Details)
3 Months Ended 9 Months Ended
Sep. 30, 2022
USD ($)
instrument
Sep. 30, 2021
USD ($)
instrument
Sep. 30, 2022
USD ($)
instrument
Sep. 30, 2021
USD ($)
contract
instrument
Derivative Instruments        
Rarely exceeded margin-to-equity ratio (as a percent)     25.00%  
Futures, Forward, and Swap Contracts        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 1,272,554 $ 1,311,085 $ 6,779,971 $ 7,316,269
Futures Contracts        
Derivative Instruments        
Monthly average number of derivative instruments bought and sold | instrument 3,933 5,307 3,786 5,177
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 1,272,554 $ 1,183,532 $ 7,110,469 $ 6,258,490
Futures Contracts | Agriculturals        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (225,448) (84,408) 23,679 1,104,559
Futures Contracts | Currencies        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 770,724 (34,545) 1,773,677 (144,127)
Futures Contracts | Energy        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (1,016,192) 1,018,009 956,123 2,871,594
Futures Contracts | Interest rates        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 1,389,825 (437,453) 3,220,959 (71,413)
Futures Contracts | Meats        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (172,136) (25,949) (383,906) 2,754
Futures Contracts | Metals        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments 461,563 (162,436) 1,459,350 51,631
Futures Contracts | Soft commodities        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments (374,607) 814,972 (574,551) 1,523,216
Futures Contracts | Stock indices        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments $ 438,825 $ 95,342 $ 635,138 $ 920,276
Forward Contracts        
Derivative Instruments        
Monthly average number of derivative instruments bought and sold | instrument 0 0 0 78
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments       $ 86,650
Forward Contracts | Currencies        
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments       $ 86,650
Swap Contracts        
Derivative Instruments        
Monthly average number of derivative instruments bought and sold 0 0 1 0
Effect of Derivative Instruments on the Consolidated Statement of Operations        
Gains (losses) on derivatives instruments   $ 127,553 $ (330,498) $ 971,129