STATEMENTS OF FINANCIAL CONDITION (Unaudited) (USD $)	Jun. 30, 2011	Dec. 31, 2010
Equity in broker trading accounts
Cash	$ 86,065,513	$ 294,040,862
Restricted cash	84,158,791	0
Fixed income securities (cost $119,999,433 and $149,996,271, respectively)	119,999,433	149,996,271
Net unrealized gain (loss) on open futures contracts	(24,401,595)	18,350,278
Total equity in broker trading accounts	265,822,142	462,387,411
Cash and cash equivalents	43,398,227	78,868,811
Restricted cash deposits with forwards broker	0	4,324,051
Fixed income securities (cost $ 1,049,558,805 and $874,139,862 , respectively)	1,049,987,584	874,392,391
Options purchased, at fair value (premiums paid - $ 2,412,812 and $4,537,333 , respectively)	3,145,326	6,243,013
Net unrealized gain (loss) on open forward currency contracts	(1,630,388)	22,181,636
Interest receivable	1,401,894	2,445,265
Total assets	1,362,124,785	1,450,842,578
LIABILITIES
Accounts payable	398,814	729,337
Brokerage fee	7,220,148	8,438,643
Options written, at fair value (premiums received - $ 1,215,146 and $988,402 , respectively)	1,217,882	2,884,114
Payable for securities purchased	122,264,361	0
Accrued commissions and other trading fees on open contracts	217,238	197,479
Offering costs payable	286,903	407,181
Redemptions payable	19,253,254	20,340,196
Total liabilities	150,858,600	32,996,950
PARTNERS' CAPITAL (Net Asset Value)
General Partner - 4,330.602 and 6,602.933 redeemable units outstanding at June 30, 2011 and December 31, 2010	10,549,866	17,239,400
Limited Partners - 492,879.809 and 536,451.595 redeemable units outstanding at June 30, 2011 and December 31, 2010	1,200,716,319	1,400,606,228
Total partners' capital (Net Asset Value)	1,211,266,185	1,417,845,628
Total liabilities and partners' capital (Net Asset Value)	$ 1,362,124,785	$ 1,450,842,578