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STATEMENTS OF FINANCIAL CONDITION (Unaudited) (Parenthetical) (USD $)
Jun. 30, 2011
Dec. 31, 2010
Equity in broker trading accounts    
Fixed income securities, cost $ 119,999,433 $ 149,996,271
Fixed income securities, cost 1,049,558,805 874,139,862
Options purchased, premiums paid 2,412,812 4,537,333
LIABILITIES    
Options written, premiums received $ 1,215,146 $ 988,402
PARTNERS' CAPITAL (Net Asset Value)    
General Partner, redeemable units outstanding (in units) 4,330.602 6,602.933
Limited Partners, redeemable units outstanding (in units) 492,879.809 536,451.595