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STATEMENTS OF OPERATIONS (Unaudited) (USD $)
3 Months Ended 6 Months Ended
Jun. 30, 2011
Jun. 30, 2010
Jun. 30, 2011
Jun. 30, 2010
Futures trading gains (losses)        
Realized $ 931,521 $ 24,555,209 $ (12,112,788) $ (45,406,842)
Change in unrealized (28,397,552) (15,641,461) (42,751,873) 21,842,191
Brokerage commissions (1,195,100) (974,437) (2,082,421) (2,093,434)
Net gain (loss) from futures trading (28,661,131) 7,939,311 (56,947,082) (25,658,085)
Forward currency and options on forward currency trading gains (losses)        
Realized 31,659,338 16,716,602 37,617,028 (12,371,723)
Change in unrealized 7,214,454 (17,944,116) (22,892,214) (1,116,770)
Brokerage commissions (197,084) (95,735) (327,567) (199,616)
Net gain (loss) from forward currency and options on forward currency trading 38,676,708 (1,323,249) 14,397,247 (13,688,109)
Total net trading gain (loss) 10,015,577 6,616,062 (42,549,835) (39,346,194)
Investment income        
Interest income 1,117,942 1,355,730 2,276,242 2,917,270
Realized gain (loss) on fixed income securities 2,640 118,079 7,379 112,592
Change in unrealized gain (loss) on fixed income securities 106,376 (142,497) 176,250 312,618
Total investment income 1,226,958 1,331,312 2,459,871 3,342,480
Expenses        
Brokerage fee 23,001,109 25,927,853 47,236,738 53,711,240
Operating expenses 485,367 650,223 1,036,098 1,389,117
Total expenses 23,486,476 26,578,076 48,272,836 55,100,357
Net investment income (loss) (22,259,518) (25,246,764) (45,812,965) (51,757,877)
NET INCOME (LOSS) $ (12,243,941) $ (18,630,702) $ (88,362,800) $ (91,104,071)
NET INCOME (LOSS) PER GENERAL AND LIMITED PARTNER UNIT (based on weighted average number of units outstanding during the period) (in dollars per unit) $ (23.78) $ (29.05) $ (167.97) $ (135.86)
INCREASE (DECREASE) IN NET ASSET VALUE PER GENERAL AND LIMITED PARTNER UNIT (in dollars per unit) $ (29.77) $ (32.46) $ (174.75) $ (132.63)