Schedule of Investments

3 Months Ended

Mar. 31, 2016

Schedule of Investments [Abstract]

Investment Holdings, Schedule of Investments [Text Block]

	March 31, 2016						December 31, 2015
	Percentage of						Percentage of
	Net Assets			Fair value			Net Assets			Fair value
	UNAUDITED						AUDITED
Long Positions
Futures Positions
Agriculture		0.84	%	$	57,090			-0.17	%	$	(10,975	)
Currency		0.19	%		12,830			0.06	%		4,031
Energy		0.34	%		23,013			-0.43	%		(28,234	)
Indices		0.60	%		40,973			-0.05	%		(3,318	)
Interest rates		0.05	%		3,194			-0.16	%		(10,506	)
Metals		-0.04	%		(2,574	)		0.00	%		-
Total long positions on open contracts				$	134,526					$	(49,002	)
Short Positions
Futures Positions
Agriculture		-0.94	%	$	(64,298	)		-0.26	%	$	(17,425	)
Currency		-0.17	%		(11,688	)		0.33	%		21,518
Energy		-0.52	%		(35,715	)		0.89	%		59,088
Indices		0.02	%		1,684			-0.23	%		(15,231	)
Interest rates		-0.12	%		(8,360	)		0.03	%		1,694
Metals		-0.20	%		(13,504	)		0.04	%		2,772
Total short positions on open contracts				$	(131,881	)				$	52,416
Total unrealized gain on open contracts				$	2,645					$	3,414
Short put options on futures contracts
Agriculture (premiums received - $4,657 and $0, respectively)		-0.07	%	$	(4,650	)		0.00	%	$	-
Indices (premiums received - $2,581 and $0, respectively)		-0.02	%		(1,370	)		0.00	%		-
Interest rates (premiums received - $0 and $4,356, respectively)		0.00	%		-			-0.11	%		(7,440	)
Total short put options on futures contracts				$	(6,020	)				$	(7,440	)
Short call options on futures contract
Agriculture (premiums received - $4,526 and $0, respectively)		-0.06	%	$	(3,800	)		0.00	%	$	-
Indices (premiums received - $2,700 and $0, respectively)		-0.04	%		(2,770	)		0.00	%		-
Interest rates (premiums received - $0 and $3,000, respectively)		0.00	%		-			-0.01	%		(619	)
Total short call options on futures contracts				$	(6,570	)				$	(619	)
Total options written on futures contracts				$	(12,590	)				$	(8,059	)