XML 40 R25.htm IDEA: XBRL DOCUMENT v3.20.2
Derivative Instruments (Schedule Of Average Notional Value By Sector Of Futures And Forward Currency Contracts) (Details) - USD ($)
9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Long Positions [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts $ 341,308,558 $ 278,541,276
Long Positions [Member] | Futures Contracts [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 295,587,619 245,595,287
Long Positions [Member] | Energies [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 8,911,277 10,710,588
Long Positions [Member] | Grains [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 4,539,716 2,227,178
Long Positions [Member] | Interest Rates [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 210,815,600 167,096,856
Long Positions [Member] | Livestock [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 155,158 320,490
Long Positions [Member] | Metals [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 13,333,707 2,054,703
Long Positions [Member] | Softs [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 1,190,563 186,119
Long Positions [Member] | Stock Indices [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 56,641,598 62,999,353
Long Positions [Member] | Forward Currency Contracts [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 45,720,939 32,945,989
Short Positions [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 104,707,100 299,494,896
Short Positions [Member] | Futures Contracts [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 80,582,114 218,037,195
Short Positions [Member] | Energies [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 6,718,330 16,083,367
Short Positions [Member] | Grains [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 4,543,772 9,724,495
Short Positions [Member] | Interest Rates [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 54,680,755 138,507,852
Short Positions [Member] | Livestock [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 139,923 717,053
Short Positions [Member] | Metals [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 2,316,727 9,688,499
Short Positions [Member] | Softs [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 1,040,801 3,815,158
Short Positions [Member] | Stock Indices [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts 11,141,806 39,500,771
Short Positions [Member] | Forward Currency Contracts [Member]    
Derivative [Line Items]    
Average notional amount of futures and forward currency contracts $ 24,124,986 $ 81,457,701