Fair Value (Tables)

6 Months Ended

Jun. 30, 2020

Fair Value [Abstract]

Schedule Of Financial Assets And Liabilities At Fair Value

Financial assets at fair value as of June 30, 2020
		Level 1		Level 2		Total
U.S. Treasury Notes (1)	$	112,213,660	$	-	$	112,213,660
Short-Term Money Market Fund*		8,697,580		-		8,697,580
Exchange-Traded Futures Contracts
Energies		(6,728)		-		(6,728)
Grains		129,266		-		129,266
Interest rates		822,460		-		822,460
Livestock		(1,260)		-		(1,260)
Metals		(449,560)		-		(449,560)
Softs		(27,199)		-		(27,199)
Stock indices		388,003		-		388,003
Total exchange-traded futures contracts		854,982		-		854,982
Over-the-Counter Forward Currency Contracts		-		(192,485)		(192,485)
Total futures and forward currency contracts (2)		854,982		(192,485)		662,497
Total financial assets and liabilities at fair value	$	121,766,222	$	(192,485)	$	121,573,737
Per line item in the Statements of Financial Condition
(1)
Investments in U.S. Treasury notes held in equity trading accounts as collateral					$	10,032,348
Investments in U.S. Treasury notes						102,181,312
Total investments in U.S. Treasury notes					$	112,213,660
(2)
Net unrealized appreciation on open futures and forward currency contracts					$	854,982
Net unrealized depreciation on open futures and forward currency contracts						(192,485)
Total net unrealized appreciation on open futures and forward currency contracts					$	662,497
*The short-term money market fund is included in Cash and Cash Equivalents in the Statements of Financial Condition.

Financial assets and liabilities at fair value as of December 31, 2019
		Level 1		Level 2		Total
U.S. Treasury Notes (1)	$	133,560,635	$	-	$	133,560,635
Short-Term Money Market Fund*		13,861,142		-		13,861,142
Exchange-Traded Futures Contracts
Energies		312,136		-		312,136
Grains		(187,779)		-		(187,779)
Interest rates		394,563		-		394,563
Livestock		(140)		-		(140)
Metals		295,006		-		295,006
Softs		(3,723)		-		(3,723)
Stock indices		287,409		-		287,409
Total exchange-traded futures contracts		1,097,472		-		1,097,472
Over-the-Counter Forward Currency Contracts		-		(1,196,064)		(1,196,064)
Total futures and forward currency contracts (2)		1,097,472		(1,196,064)		(98,592)
Total financial assets and liabilities at fair value	$	148,519,249	$	(1,196,064)	$	147,323,185
Per line item in Statements of Financial Condition
(1)
Investments in U.S. Treasury notes held in equity trading accounts as collateral					$	19,975,068
Investments in U.S. Treasury notes						113,585,567
Total investments in U.S. Treasury notes					$	133,560,635
(2)
Net unrealized appreciation on open futures and forward currency contracts					$	1,097,472
Net unrealized depreciation on open futures and forward currency contracts						(1,196,064)
Total net unrealized depreciation on open futures and forward currency contracts					$	(98,592)
*The short-term money market fund is included in Cash and Cash Equivalents on the Statements of Financial Condition.