10-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 10-Q

(Mark One)

☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended June 30, 2017

OR

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from                      to                     

Commission File number: 000-51634

SUPERFUND GREEN, L.P.

(Exact name of registrant as specified in charter)

Delaware	98-0375395
(State or other jurisdiction of incorporation or organization)	(I.R.S. Employer Identification No.)
Superfund Office Building P.O. Box 1479 Grand Anse St. George’s, Grenada West Indies	Not applicable
(Address of principal executive offices)	(Zip Code)

(473) 439-2418

(Registrant’s telephone number, including area code)

Not applicable

(Former name, former address and former fiscal year, if changed since last report)

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.    Yes  ☒    No  ☐

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files).    Yes  ☒    No  ☐

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company or an emerging growth company. See the definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company” and “emerging growth company” in Rule 12b-2 of the Exchange Act.

Large Accelerated Filer	☐	Accelerated Filer	☐
Non-Accelerated Filer	☐  (Do not check if a smaller reporting company)	Smaller Reporting Company	☒
Emerging growth company	☐

If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act.  ☐

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).    Yes  ☐    No  ☒

PART I—FINANCIAL INFORMATION

ITEM 1. FINANCIAL STATEMENTS

The following unaudited financial statements of Superfund Green, L.P., Superfund Green, L.P. Series A and Superfund Green, L.P. Series B are included in Item 1:

	Page
Unaudited Financial Statements: Superfund Green, L.P.
Statements of Assets and Liabilities as of June  30, 2017 (unaudited) and December 31, 2016		3
Unaudited Condensed Schedule of Investments as of June 30, 2017		4
Condensed Schedule of Investments as of December 31, 2016		5
Unaudited Statements of Operations for the Three and Six Months Ended June 30, 2017 and June 30, 2016		6
Unaudited Statements of Changes in Net Assets for the Six Months Ended June 30, 2017 and June 30, 2016		7
Unaudited Statements of Cash Flows for the Six Months Ended June  30, 2017 and June 30, 2016		8
Unaudited Financial Statements: Superfund Green, L.P. – Series A
Statements of Assets and Liabilities as of June  30, 2017 (unaudited) and December 31, 2016		9
Unaudited Condensed Schedule of Investments as of June 30, 2017		10
Condensed Schedule of Investments as of December 31, 2016		11
Unaudited Statements of Operations for the Three and Six Months Ended June 30, 2017 and June 30, 2016		12
Unaudited Statements of Changes in Net Assets for the Six Months Ended June 30, 2017 and June 30, 2016		13
Unaudited Statements of Cash Flows for the Six Months Ended June  30, 2017 and June 30, 2016		14
Unaudited Financial Statements: Superfund Green, L.P. – Series B
Statements of Assets and Liabilities as of June  30, 2017 (unaudited) and December 31, 2016		15
Unaudited Condensed Schedule of Investments as of June 30, 2017		16
Condensed Schedule of Investments as of December 31, 2016		17
Unaudited Statements of Operations for the Three and Six Months Ended June 30, 2017 and June 30, 2016		18
Unaudited Statements of Changes in Net Assets for the Six Months Ended June 30, 2017 and June 30, 2016		19
Unaudited Statements of Cash Flows for the Six Months Ended June  30, 2017 and June 30, 2016		20
Notes to Unaudited Financial Statements		21-41

2

SUPERFUND GREEN, L.P.

STATEMENTS OF ASSETS AND LIABILITIES

as of June 30, 2017 and December 31, 2016

	June 30, 2017 (unaudited)		December 31, 2016
ASSETS
Due from brokers	$	5,311,865	$	5,162,711
Unrealized appreciation on open forward contracts		21,374		25,475
Unrealized gain on futures contracts purchased		86,924		254,994
Unrealized gain on futures contracts sold		47,870		164,986
Cash		3,118,501		4,768,586
Total assets		8,586,534		10,376,752
LIABILITIES
Unrealized depreciation on open forward contracts		26,687		34,093
Unrealized loss on futures contracts purchased		235,163		211,351
Unrealized loss on futures contracts sold		101,351		145,611
Redemptions payable		235,160		1,180,571
Management fees payable		12,720		15,439
Fees payable		742		6,427
Total liabilities		611,823		1,593,492
NET ASSETS	$	7,974,711	$	8,783,260

See accompanying notes to unaudited financial statements.

3

SUPERFUND GREEN, L.P.

UNAUDITED CONDENSED SCHEDULE OF INVESTMENTS

as of June 30, 2017

	Percentage of Net Assets			Fair Value
Forward contracts, at fair value
Unrealized appreciation on open forward contracts Currency		0.3	%	$	21,374
Total unrealized appreciation on forward contracts		0.3			21,374
Unrealized depreciation on open forward contracts Currency		(0.4	)		(26,687	)
Total unrealized depreciation on forward contracts		(0.4	)		(26,687	)
Total forward contracts, at fair value		(0.1	)%	$	(5,313	)
Futures Contracts Purchased
Currency		0.4	%	$	34,380
Energy		0.0	**		194
Financial		(1.5	)*		(118,392	)
Food & Fiber		0.1			8,154
Indices		(1.2	)*		(92,396	)
Livestock		0.0	**		3,150
Metals		0.2			16,671
Total futures contracts purchased		(2.0	)		(148,239	)
Futures Contracts Sold
Currency		0.1			7,375
Energy		(0.2	)		(36,242	)
Financial		0.1			11,410
Food & Fiber		(0.5	)		(38,717	)
Indices		0.0	**		2,887
Metals		(0.0	)**		(194	)
Total futures contracts sold		(0.5	)		(53,481	)
Total futures contracts, at fair value		(2.5	)%	$	(201,720	)
Futures and Forward Contracts by Country Composition
Australia		0.1	%	$	11,016
Canada		(0.4	)		(32,469	)
European Monetary Union		(0.2	)		(17,517	)
Great Britain		(0.4	)		(33,142	)
Japan		(0.2	)		(12,441	)
United States		(0.8	)		(65,888	)
Other		(0.7	)		(56,592	)
Total futures and forward contracts by country composition		(2.6	)%	$	(207,033	)

* No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

** Due to rounding – amount is less than 0.05%

See accompanying notes to unaudited financial statements.

4

SUPERFUND GREEN, L.P.

CONDENSED SCHEDULE OF INVESTMENTS

as of December 31, 2016

	Percentage of Net Assets			Fair Value
Forward contracts, at fair value
Unrealized appreciation on open forward contracts Currency		0.3	%	$	25,475
Total unrealized appreciation on forward contracts		0.3			25,475
Unrealized depreciation on open forward contracts Currency		(0.4	)		(34,093	)
Total unrealized depreciation on forward contracts		(0.4	)		(34,093	)
Total forward contracts, at fair value		(0.1	)%	$	(8,618	)
Futures Contracts Purchased
Currency		(0.4	)%	$	(35,971	)
Energy		0.4			34,774
Financial		1.1	*		93,546
Food & Fiber		(0.2	)		(17,290	)
Indices		0.5			43,062
Metals		(0.8	)		(74,478	)
Total futures contracts purchased		0.6			43,643
Futures Contracts Sold
Currency		0.2			16,460
Energy		(0.2	)		(13,920	)
Financial		(0.3	)		(26,976	)
Food & Fiber		0.1			7,644
Indices		(0.2	)		(20,077	)
Livestock		(0.5	)		(45,580	)
Metals		1.2	*		101,824
Total futures contracts sold		0.3			19,375
Total futures contracts, at fair value		0.9	%	$	63,018
Futures and Forward Contracts by Country Composition
Australia		0.0	**%	$	1,745
Canada		(0.1	)		(5,425	)
European Monetary Union		0.1			10,712
Great Britain		(0.1	)		(12,941	)
Japan		0.5			41,942
United States		(0.7	)		(64,154	)
Other		1.1			82,521
Total futures and forward contracts by country composition		0.8	%	$	54,400

* No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

** Due to rounding – amount is less than 0.05%

See accompanying notes to unaudited financial statements.

5

SUPERFUND GREEN, L.P.

UNAUDITED STATEMENTS OF OPERATIONS

	Three Months Ended June 30,						Six Months Ended June 30,
	2017			2016			2017			2016
Investment Income
Interest income	$	6,674		$	1,410		$	10,394		$	2,727
Other income		535			—			6,151			—
Total investment income		7,209			1,410			16,545			2,727
Expenses
Selling commission		84,275			138,382			172,525			296,530
Brokerage commissions		34,550			70,641			74,266			137,286
Management fee		38,977			64,002			79,793			137,146
Operating expenses		3,160			5,189			6,470			11,120
Other		6,316			8,180			12,720			17,090
Total expenses		167,278			286,394			345,774			599,172
Net investment loss	$	(160,069	)	$	(284,984	)	$	(329,229	)	$	(596,445	)
Realized and unrealized gain (loss) on investments
Net change in realized gain (loss) on futures and forward contracts	$	434,156		$	(1,182,093	)	$	815,697		$	(1,290,081	)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(320,204	)		247,066			(261,432	)		279,260
Net gain (loss) on investments	$	113,952		$	(935,027	)	$	554,265		$	(1,010,821	)
Net increase (decrease) in net assets from operations	$	(46,117	)	$	(1,220,011	)	$	225,036		$	(1,607,266	)

See accompanying notes to unaudited financial statements.

6

SUPERFUND GREEN, L.P.

UNAUDITED STATEMENTS OF CHANGES IN NET ASSETS

	Six Months Ended June 30,
	2017			2016
Increase (decrease) in net assets from operations
Net investment loss	$	(329,229	)	$	(596,445	)
Net realized gain (loss) on futures and forward contracts		815,697			(1,290,081	)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(261,432	)		279,260
Net increase (decrease) in net assets from operations		225,036			(1,607,266	)
Capital share transactions
Issuance of Units		161,681			242,356
Redemption of Units		(1,195,266	)		(1,270,282	)
Net decrease in net assets from capital share transactions		(1,033,585	)		(1,027,926	)
Net decrease in net assets		(808,549	)		(2,635,192	)
Net assets, beginning of period		8,783,260			15,940,740
Net assets, end of period	$	7,974,711		$	13,305,548

See accompanying notes to unaudited financial statements.

7

SUPERFUND GREEN, L.P.

UNAUDITED STATEMENTS OF CASH FLOWS

	Six Months Ended June 30,
	2017			2016
Cash flows from operating activities
Net increase (decrease) in net assets from operations	$	225,036		$	(1,607,266	)
Adjustment to reconcile net increase (decrease) in net assets from operations to net cash provided by operating activities:
Changes in operating assets and liabilities:
Decrease (increase) in due from brokers		(149,154	)		2,474,000
Decrease (increase) in unrealized appreciation on open forward contracts		4,101			—
Decrease (increase) in futures contracts purchased		191,882			(641,839	)
Increase (decrease) in unrealized depreciation on open forward contracts		(7,406	)		—
Decrease (increase) in futures contracts sold		72,856			362,579
Increase (decrease) in management fees payable		(2,719	)		(4,194	)
Increase (decrease) in fees payable		(5,685	)		(205	)
Net cash provided by operating activities		328,911			583,075
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions		161,681			242,356
Redemptions, net of change in redemptions payable		(2,140,677	)		(1,341,865	)
Net cash used in financing activities		(1,978,996	)		(1,099,509	)
Net decrease in cash		(1,650,085	)		(516,434	)
Cash, beginning of period		4,768,586			9,619,391
Cash, end of period	$	3,118,501		$	9,102,957

See accompanying notes to unaudited financial statements.

8

SUPERFUND GREEN, L.P. – SERIES A

STATEMENTS OF ASSETS AND LIABILITIES

as of June 30, 2017 and December 31, 2016

	June 30, 2017 (unaudited)		December 31, 2016
ASSETS
Due from brokers	$	1,886,733	$	2,149,632
Unrealized appreciation on open forward contracts		2,023		4,792
Unrealized gain on futures contracts purchased		14,090		96,648
Unrealized gain on futures contracts sold		11,047		69,382
Cash		1,525,952		2,648,829
Total assets		3,439,845		4,969,283
LIABILITIES
Unrealized depreciation on open forward contracts		3,785		9,573
Unrealized loss on futures contracts purchased		63,866		84,541
Unrealized loss on futures contracts sold		27,386		57,076
Redemptions payable		79,400		1,150,674
Management fees payable		5,174		7,448
Fees payable		148		3,885
Total liabilities		179,759		1,313,197
NET ASSETS	$	3,260,086	$	3,656,086
Number of Units		3,261.160		3,694.882
Net Asset Value per Unit	$	999.67	$	989.50

See accompanying notes to unaudited financial statements.

9

SUPERFUND GREEN, L.P. – SERIES A

UNAUDITED CONDENSED SCHEDULE OF INVESTMENTS

as of June 30, 2017

	Percentage of Net Assets			Fair Value
Forward contracts, at fair value
Unrealized appreciation on open forward contracts Currency		0.1	%	$	2,023
Total unrealized appreciation on forward contracts		0.1			2,023
Unrealized depreciation on open forward contracts Currency		(0.1	)		(3,785	)
Total unrealized depreciation on forward contracts		(0.1	)		(3,785	)
Total forward contracts, at fair value		(0.0	)*%	$	(1,762	)
Futures contracts purchased
Currency		0.2	%	$	7,159
Financial		(1.0	)*		(32,834	)
Food & Fiber		(0.0	)**		(14	)
Indices		(0.7	)		(24,914	)
Livestock		0.0	**		730
Metals		0.0	**		97
Total futures contracts purchased		(1.5	)		(49,776	)
Futures contracts sold
Currency		0.1			1,675
Energy		(0.3	)		(10,634	)
Financial		0.1			3,720
Food & Fiber		(0.5	)		(13,386	)
Indices		0.0	**		631
Metals		0.0	**		1,655
Total futures contracts sold		(0.6	)		(16,339	)
Total futures contracts, at fair value		(2.1	)%	$	(66,115	)
Futures and Forward Contracts by Country Composition
Australia		0.1	%	$	3,595
Canada		(0.2	)		(7,936	)
European Monetary Union		(0.1	)		(4,525	)
Great Britain		(0.3	)		(9,443	)
Japan		(0.2	)		(7,269	)
United States		(0.9	)		(27,354	)
Other		(0.5	)		(14,945	)
Total futures and forward contracts by country composition		(2.1	)%	$	(67,877	)

* No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

** Due to rounding – amount is less than 0.05%

See accompanying notes to unaudited financial statements.

10

SUPERFUND GREEN, L.P. – SERIES A

CONDENSED SCHEDULE OF INVESTMENTS

as of December 31, 2016

	Percentage of Net Assets			Fair Value
Forward contracts, at fair value
Unrealized appreciation on open forward contracts Currency		0.1	%	$	4,792
Total unrealized appreciation on forward contracts		0.1			4,792
Unrealized depreciation on open forward contracts Currency		(0.2	)		(9,573	)
Total unrealized depreciation on forward contracts		(0.2	)		(9,573	)
Total forward contracts, at fair value		(0.1	)%	$	(4,781	)
Futures contracts purchased
Currency		(0.4	)%	$	(13,680	)
Energy		0.3			10,380
Financial		1.0	*		34,827
Food & Fiber		(0.2	)		(6,327	)
Indices		0.7			24,618
Metals		(1.0	)*		(37,711	)
Total futures contracts purchased		0.4			12,107
Futures contracts sold
Currency		0.1			5,019
Energy		(0.2	)		(5,710	)
Financial		(0.3	)		(9,766	)
Food & Fiber		0.1			4,530
Indices		(0.2	)		(8,401	)
Livestock		(0.4	)		(18,160	)
Metals		1.2	*		44,794
Total futures contracts sold		0.3			12,306
Total futures contracts, at fair value		0.7	%	$	24,413
Futures and Forward Contracts by Country Composition
Australia		(0.0	)**%	$	(801	)
Canada		0.0	**		290
European Monetary Union		0.1			3,300
Great Britain		(0.1	)		(5,471	)
Japan		0.5			22,931
United States		(0.8	)		(28,600	)
Other		0.8			27,983
Total futures and forward contracts by country composition		0.5	%	$	19,632

* No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

** Due to rounding – amount is less than 0.05%

See accompanying notes to unaudited financial statements.

11

SUPERFUND GREEN, L.P. – SERIES A

UNAUDITED STATEMENTS OF OPERATIONS

	Three Months Ended June 30,						Six Months Ended June 30,
	2017			2016			2017			2016
Investment Income
Interest income	$	2,525		$	618		$	4,147		$	1,159
Other income		501			—			3,500			—
Total investment income		3,026			618			7,647			1,159
Expenses
Selling commission		34,144			68,618			70,377			145,839
Brokerage commissions		10,022			27,893			22,142			54,016
Management fee		15,792			31,736			32,550			67,451
Operating expenses		1,280			2,573			2,639			5,469
Other		2,033			3,835			4,887			8,019
Total expenses		63,271			134,655			132,595			280,794
Net investment loss	$	(60,245	)	$	(134,037	)	$	(124,948	)	$	(279,635	)
Realized and unrealized gain (loss) on investments
Net change in realized gain (loss) on futures and forward contracts	$	123,153		$	(480,902	)	$	252,754		$	(582,059	)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(100,028	)		100,809			(87,509	)		103,371
Net gain (loss) on investments	$	23,125		$	(380,093	)	$	165,245		$	(478,688	)
Net increase (decrease) in net assets from operations	$	(37,120	)	$	(514,130	)	$	40,297		$	(758,323	)
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of units outstanding during period)*	$	(10.94	)	$	(84.48	)	$	11.82		$	(122.41	)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per unit during period)*	$	(11.13	)	$	(82.03	)	$	10.17		$	(120.66	)

* Weighted average number of Units outstanding for Series A for the Three Months Ended June 30, 2017 and June 30, 2016: 3,393.11 and 6,085.69, respectively; and for the Six Months Ended June 30, 2017 and June 30, 2016: 3,407.81 and 6,195.17, respectively.

See accompanying notes to unaudited financial statements.

12

SUPERFUND GREEN, L.P. – SERIES A

UNAUDITED STATEMENTS OF CHANGES IN NET ASSETS

	Six Months Ended June 30,
	2017			2016
Increase (decrease) in net assets from operations
Net investment loss	$	(124,948	)	$	(279,635	)
Net realized gain (loss) on futures and forward contracts		252,754			(582,059	)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(87,509	)		103,371
Net increase (decrease) in net assets from operations		40,297			(758,323	)
Capital Share transactions
Issuance of Units		66,025			110,930
Redemption of Units		(502,322	)		(770,670	)
Net decrease in net assets from capital share transactions		(436,297	)		(659,740	)
Net decrease in net assets		(396,000	)		(1,418,063	)
Net assets, beginning of period		3,656,086			7,867,509
Net assets, end of period	$	3,260,086		$	6,449,446
Units, beginning of period		3,694.882			6,436.862
Issuance of Units		65.554			94.249
Redemption of Units		(499.276	)		(676.472	)
Units, end of period		3,261.160			5,854.639

See accompanying notes to unaudited financial statements.

13

SUPERFUND GREEN, L.P. – SERIES A

UNAUDITED STATEMENTS OF CASH FLOWS

	Six Months Ended June 30,
	2017			2016
Cash flows from operating activities
Net increase (decrease) in net assets from operations	$	40,297		$	(758,323	)
Adjustment to reconcile net increase (decrease) in net assets from operations to net cash provided by operating activities:
Changes in operating assets and liabilities:
Decrease (increase) in due from brokers		262,899			1,019,020
Decrease (increase) in unrealized appreciation on open forward contracts		2,769			—
Decrease (increase) in futures contracts purchased		61,883			(242,799	)
Increase (decrease) in unrealized depreciation on open forward contracts		(5,788	)		—
Decrease (increase) in futures contracts sold		28,645			139,429
Increase (decrease) in management fees payable		(2,274	)		(2,204	)
Increase (decrease) in fees payable		(3,737	)		(1,104	)
Net cash provided by operating activities		384,694			154,019
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions		66,025			110,930
Redemptions, net of change in redemptions payable		(1,573,596	)		(775,021	)
Net cash used in financing activities		(1,507,571	)		(664,091	)
Net decrease in cash		(1,122,877	)		(510,072	)
Cash, beginning of period		2,648,829			5,412,560
Cash, end of period	$	1,525,952		$	4,902,488

See accompanying notes to unaudited financial statements.

14

SUPERFUND GREEN, L.P. – SERIES B

STATEMENTS OF ASSETS AND LIABILITIES

as of June 30, 2017 and December 31, 2016

	June 30, 2017 (unaudited)		December 31, 2016
ASSETS
Due from brokers	$	3,425,132	$	3,013,079
Unrealized appreciation on open forward contracts		19,351		20,683
Unrealized gain on futures contracts purchased		72,834		158,346
Unrealized gain on futures contracts sold		36,823		95,604
Cash		1,592,549		2,119,757
Total assets		5,146,689		5,407,469
LIABILITIES
Unrealized depreciation on open forward contracts		22,902		24,520
Unrealized loss on futures contracts purchased		171,297		126,810
Unrealized loss on futures contracts sold		73,965		88,535
Redemptions payable		155,760		29,897
Management fees payable		7,546		7,991
Fees payable		594		2,542
Total liabilities		432,064		280,295
NET ASSETS	$	4,714,625	$	5,127,174
Number of Units		4,338.211		4,887.522
Net Asset Value per Unit	$	1,086.77	$	1,049.01

See accompanying notes to unaudited financial statements.

15

SUPERFUND GREEN, L.P. – SERIES B

UNAUDITED CONDENSED SCHEDULE OF INVESTMENTS

as of June 30, 2017

	Percentage of Net Assets			Fair Value
Forward contracts, at fair value
Unrealized appreciation on open forward contracts Currency		0.4	%	$	19,351
Total unrealized appreciation on forward contracts		0.4			19,351
Unrealized depreciation on open forward contracts Currency		(0.5	)		(22,902	)
Total unrealized depreciation on forward contracts		(0.5	)		(22,902	)
Total forward contracts, at fair value		(0.1	)%	$	(3,551	)
Futures contracts purchased
Currency		0.6	%	$	27,221
Energy		0.0	**		194
Financial		(1.8	)*		(85,558	)
Food & Fiber		0.2			8,168
Indices		(1.5	)*		(67,482	)
Livestock		0.1			2,420
Metals		0.3			16,574
Total futures contracts purchased		(2.1	)		(98,463	)
Futures contracts sold
Currency		0.1			5,700
Energy		(0.5	)		(25,608	)
Financial		0.2			7,690
Food & Fiber		(0.6	)		(25,331	)
Indices		0.0	**		2,256
Metals		(0.0	)**		(1,849	)
Total futures contracts sold		(0.8	)		(37,142	)
Total futures contracts, at fair value		(2.9	)%	$	(135,605	)
Futures and Forward Contracts by Country Composition
Australia		0.2	%	$	7,421
Canada		(0.5	)		(24,533	)
European Monetary Union		(0.3	)		(12,992	)
Great Britain		(0.5	)		(23,699	)
Japan		(0.1	)		(5,172	)
United States		(0.9	)		(38,534	)
Other		(0.9	)		(41,647	)
Total futures and forward contracts by country composition		(3.0	)%	$	(139,156	)

* No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

** Due to rounding – amount is less than 0.05%

See accompanying notes to unaudited financial statements.

16

SUPERFUND GREEN, L.P. – SERIES B

CONDENSED SCHEDULE OF INVESTMENTS

as of December 31, 2016

	Percentage of Net Assets			Fair Value
Forward contracts, at fair value
Unrealized appreciation on open forward contracts Currency		0.4	%	$	20,683
Total unrealized appreciation on forward contracts		0.4			20,683
Unrealized depreciation on open forward contracts Currency		(0.5	)		(24,520	)
Total unrealized depreciation on forward contracts		(0.5	)		(24,520	)
Total forward contracts, at fair value		(0.1	)%	$	(3,837	)
Futures contracts purchased
Currency		(0.4	)%	$	(22,291	)
Energy		0.5			24,394
Financial		1.1	*		58,719
Food & Fiber		(0.2	)		(10,963	)
Indices		0.4			18,444
Metals		(0.7	)		(36,767	)
Total futures contracts purchased		0.7			31,536
Futures contracts sold
Currency		0.2			11,441
Energy		(0.2	)		(8,210	)
Financial		(0.3	)		(17,210	)
Food & Fiber		0.1			3,114
Indices		(0.2	)		(11,676	)
Livestock		(0.6	)		(27,420	)
Metals		1.1	*		57,030
Total futures contracts sold		0.1			7,069
Total futures contracts, at fair value		0.8	%	$	38,605
Futures and Forward Contracts by Country Composition
Australia		0.0	**%	$	2,546
Canada		(0.1	)		(5,715	)
European Monetary Union		0.1			7,412
Great Britain		(0.1	)		(7,470	)
Japan		0.4			19,011
United States		(0.7	)		(35,554	)
Other		1.1	*		54,538
Total futures and forward contracts by country composition		0.7	%	$	34,768

* No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

** Due to rounding – amount is less than 0.05%

See accompanying notes to unaudited financial statements.

17

SUPERFUND GREEN, L.P. – SERIES B

UNAUDITED STATEMENTS OF OPERATIONS

	Three Months Ended June 30,						Six Months Ended June 30,
	2017			2016			2017			2016
Investment Income
Interest income	$	4,149		$	792		$	6,247		$	1,568
Other income		34			—			2,651			—
Total investment income		4,183			792			8,898			1,568
Expenses
Selling commission		50,131			69,764			102,148			150,691
Brokerage commissions		24,528			42,748			52,124			83,270
Management fee		23,185			32,266			47,243			69,695
Operating expenses		1,880			2,616			3,831			5,651
Other		4,283			4,345			7,833			9,071
Total expenses		104,007			151,739			213,179			318,378
Net investment loss	$	(99,824	)	$	(150,947	)	$	(204,281	)	$	(316,810	)
Realized and unrealized gain (loss) on investments
Net change in realized gain (loss) on futures and forward contracts	$	311,003		$	(701,191	)	$	562,943		$	(708,022	)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(220,176	)		146,257			(173,923	)		175,889
Net gain (loss) on investments	$	90,827		$	(554,934	)	$	389,020		$	(532,133	)
Net increase (decrease) in net assets from operations	$	(8,997	)	$	(705,881	)	$	184,739		$	(848,943	)
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of units outstanding during period)*	$	(1.97	)	$	(126.09	)	$	40.13		$	(150.44	)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per unit during period)*	$	(2.50	)	$	(125.48	)	$	37.76		$	(150.61	)

* Weighted average number of Units outstanding for Series B for the Three Months Ended June 30, 2017 and June 30, 2016: 4,562.72 and 5,598.12, respectively; and for the Six Months Ended June 30, 2017 and June 30, 2016: 4,603.57 and 5,643.17, respectively.

See accompanying notes to unaudited financial statements.

18

SUPERFUND GREEN, L.P. – SERIES B

UNAUDITED STATEMENTS OF CHANGES IN NET ASSETS

	Six Months Ended June 30,
	2017			2016
Increase (decrease) in net assets from operations
Net investment loss	$	(204,281	)	$	(316,810	)
Net realized gain (loss) on futures and forward contracts		562,943			(708,022	)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(173,923	)		175,889
Net increase (decrease) in net assets from operations		184,739			(848,943	)
Capital Share transactions
Issuance of Units		95,656			131,426
Redemption of Units		(692,944	)		(499,612	)
Net decrease in net assets from capital share transactions		(597,288	)		(368,186	)
Net decrease in net assets		(412,549	)		(1,217,129	)
Net assets, beginning of period		5,127,174			8,073,231
Net assets, end of period	$	4,714,625		$	6,856,102
Units, beginning of period		4,887.522			5,799.188
Issuance of Units		88.691			97.598
Redemption of Units		(638.002	)		(374.443	)
Units, end of period		4,338.211			5,522.343

See accompanying notes to unaudited financial statements.

19

SUPERFUND GREEN, L.P. – SERIES B

UNAUDITED STATEMENTS OF CASH FLOWS

	Six Months Ended June 30,
	2017			2016
Cash flows from operating activities
Net increase (decrease) in net assets from operations	$	184,739		$	(848,943	)
Adjustment to reconcile net increase (decrease) in net assets from operations to net cash used in operating activities:
Changes in operating assets and liabilities:
Decrease (increase) in due from brokers		(412,053	)		1,454,980
Decrease (increase) in unrealized appreciation on open forward contracts		1,332			—
Decrease (increase) in futures contracts purchased		129,999			(399,040	)
Increase (decrease) in unrealized depreciation on open forward contracts		(1,618	)		—
Decrease (increase) in futures contracts sold		44,211			223,150
Increase (decrease) in management fees payable		(445	)		(1,990	)
Increase (decrease) in fees payable		(1,948	)		899
Net cash used in operating activities		(55,783	)		429,056
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions		95,656			131,426
Redemptions, net of change in redemptions payable		(567,081	)		(566,844	)
Net cash used in financing activities		(471,425	)		(435,418	)
Net decrease in cash		(527,208	)		(6,362	)
Cash, beginning of period		2,119,757			4,206,831
Cash, end of period	$	1,592,549		$	4,200,469

See accompanying notes to unaudited financial statements.

20

SUPERFUND GREEN, L.P., SUPERFUND GREEN, L.P. – SERIES A and SUPERFUND GREEN, L.P. – SERIES B

NOTES TO UNAUDITED FINANCIAL STATEMENTS

June 30, 2017

1. Nature of operations

Organization and Business

Superfund Green, L.P. (the “Fund”), a Delaware limited partnership, commenced operations on November 5, 2002. The Fund was organized to trade speculatively in the United States (“U.S.”) and international commodity futures and forward markets using a fully-automated computerized trading system. The Fund has issued two classes of units (“Units”), Series A and Series B (each, a “Series”). The two Series are traded and managed the same way except for the degree of leverage.

The terms of Series A and Series B each shall continue until December 31, 2050, unless the applicable Series is terminated earlier by the Fund’s general partner, Superfund Capital Management, Inc. (“Superfund Capital Management”) or by operation of law or a decline in the aggregate net assets of such Series to less than $500,000.

2. Basis of presentation and significant accounting policies

Basis of Presentation

The unaudited financial statements have been prepared in accordance with the rules and regulations of the Securities and Exchange Commission (“SEC”) and accounting principles generally accepted in the U.S. (“U.S. GAAP”) with respect to the Form 10-Q and reflect all adjustments which in the opinion of management are normal and recurring, and which are necessary for a fair statement of the results of interim periods presented. It is suggested that these financial statements be read in conjunction with the financial statements and the related notes included in the Fund’s Annual Report on Form 10-K for the year ended December 31, 2016.

Valuation of Investments in Futures Contracts and Forward Contracts

All commodity interests (including derivative financial instruments and derivative commodity instruments) are used for trading purposes. The commodity interests are recorded on a trade date basis and open contracts are recorded in the statements of assets and liabilities at fair value on the last business day of the period, which represents market value for those commodity interests for which market quotes are readily available.

Exchange-traded futures contracts are valued at settlement prices published by the recognized exchange. Any spot and forward foreign currency contracts held by the Fund will be valued at published settlement prices or at dealers’ quotes.

Translation of Foreign Currency

Assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the period-end exchange rates. Purchases and sales of investments and income and expenses that are denominated in foreign currencies are translated into U.S. dollar amounts on the transaction date. Adjustments arising from foreign currency transactions are reflected in the statements of operations.

The Fund does not isolate that portion of the results of operations arising from the effect of changes in foreign exchange rates on investments from fluctuations from changes in market prices of investments held. Such fluctuations are included in net realized and unrealized gain (loss) on investments in the statements of operations.

21

Investment Transactions, Investment Income and Expenses

Investment transactions are accounted for on a trade-date basis. Interest income and expenses are recognized on the accrual basis. Operating expenses of the Fund are allocated to each Series in proportion to the net asset value of the Series at the beginning of each month. Expenses directly attributable to a particular Series are charged directly to that Series.

Gains or losses are realized when contracts are liquidated. Unrealized gains and losses on open contracts (the difference between contract trade price and market price) are reported in the statements of assets and liabilities as gross unrealized gain or loss, and any change in that amount from the prior period is reflected in the accompanying statements of operations. There exists a right of offset of unrealized gains or losses in accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 210-20, Offsetting – Balance Sheet.

Set forth herein are instruments and transactions eligible for offset in the statements of assets and liabilities and which are subject to derivative clearing agreements with the Fund’s futures commission merchants. Each futures commission merchant nets margin held on behalf of each Series of the Fund or payment obligations of the futures commission merchant to each Series against any payment obligations of that Series to the futures commission merchant. Each Series is required to deposit margin at each futures commission merchant to meet the original and maintenance requirements established by that futures commission merchant, and/or the exchange or clearinghouse associated with the exchange on which the instrument is traded. The derivative clearing agreements give each futures commission merchant a security interest in this margin to secure any liabilities owed to the futures commission merchant arising from a default by the Series. As of June 30, 2017, the Fund had on deposit $1,601,165 at ADM Investor Services, Inc. and $3,710,700 at Merrill Lynch, Pierce, Fenner & Smith. As of June 30, 2017, Series A had on deposit $645,442 at ADM Investor Services, Inc. and $1,241,291 at Merrill Lynch, Pierce, Fenner & Smith. As of June 30, 2017, Series B had on deposit $955,723 at ADM Investor Services, Inc. and $2,469,409 at Merrill Lynch, Pierce, Fenner & Smith.

Income Taxes

The Fund does not record a provision for U.S. income taxes because the partners report their share of the Fund’s income or loss on their returns. The financial statements reflect the Fund’s transactions without adjustment, if any, required for income tax purposes.

Superfund Capital Management has evaluated the application of ASC Topic 740, Income Taxes (“ASC 740”), to the Fund, to determine whether or not there are uncertain tax positions that require financial statement recognition. Based on this evaluation, Superfund Capital Management has determined no reserves for uncertain tax positions are required to be recorded as a result of the application of ASC 740. Superfund Capital Management is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next twelve months. As a result, no income tax liability or expense has been recorded in the accompanying financial statements. The Fund files federal and various state tax returns. The 2013 through 2016 tax years generally remain subject to examination by the U.S. federal and most state tax authorities.

Use of Estimates

The preparation of financial statements in conformity with U.S. GAAP requires Superfund Capital Management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Recently Adopted and/or Issued Accounting Pronouncements

ASU 2015-14

In August 2015, the FASB issued Accounting Standards Update (“ASU”) No. 2015-14, Revenue from Contracts with Customers (Topic 606) – Deferral of Effective Date (“ASU 2015-14”), which defers the effective date of ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) (“ASU 2014-09”). The amendments in ASU 2014-09 affect any entity that enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards. The guidance is effective for annual reporting periods beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2015-14 on the financial statements and disclosures.

22

ASU 2016-01

In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments – Overall (Suptopic 825-10) Recognition and Measurement of Financial Assets and Liabilities (“ASU 2016-01”). The amendments in ASU 2016-01 affect any entity that holds financial assets or owes financial liabilities. The guidance is effective for fiscal years beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2016-01 on the Fund’s financial statements and disclosures.

ASU 2016-05

In March 2016, the FASB issued ASU No. 2016-05, Derivatives and Hedging (Topic 815) Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships (“ASU 2016-05”). The amendments in ASU 2016-05 affect any reporting entity for which there is a change in the counterparty to a derivative instrument that has been designated as a hedging instrument under Topic 815. The guidance is effective for fiscal years beginning after December 15, 2016. The adoption of ASU 2016-05 is not expected to have an impact on the Fund’s financial statements.

3. Fair Value Measurements

The Fund follows ASC 820, Fair Value Measurements and Disclosures, which establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under ASC 820 are described below:

Level 1:	Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;
Level 2:	Quoted prices in markets that are not considered to be active or financial instruments for which all significant inputs are observable, either directly or indirectly;
Level 3:	Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable.

A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement.

Derivative Contracts. Derivative contracts can be exchange-traded or over-the-counter (“OTC”). Exchange-traded derivatives typically fall within Level 1 or Level 2 of the fair value hierarchy depending on whether they are deemed to be actively traded or not. The Fund has exposure to exchange-traded derivative contracts through the Fund’s trading of exchange-traded futures contracts. The Fund’s exchange-traded futures contract positions are valued daily at settlement prices published by the applicable exchanges. In such cases, provided they are deemed to be actively traded, exchange-traded derivatives are classified within Level 1 of the fair value hierarchy. Less actively traded exchange-traded derivatives fall within Level 2 of the fair value hierarchy.

OTC derivatives are valued using market transactions and other market evidence whenever possible, including market-based inputs to models, model calibration to market-clearing transactions, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency. Where models are used, the selection of a particular model to value an OTC derivative depends upon the contractual terms of, and specific risks inherent in, the instrument as well as the availability of pricing information in the market. For OTC derivatives that trade in liquid markets, such as generic forwards and swaps, model inputs can generally be verified and model selection does not involve significant management judgment. The OTC derivatives held by the Fund may include forwards and swaps. Spot and forward foreign currency contracts held by the Fund are valued at published daily settlement prices or at dealers’ quotes. The Fund’s forward and swap positions are typically classified within Level 2 of the fair value hierarchy.

Certain OTC derivatives trade in less liquid markets with limited pricing information, and the determination of fair value for these derivatives is inherently more difficult. Such instruments are classified within Level 3 of the fair value hierarchy. Where the Fund does not have corroborating market evidence to support significant model inputs and cannot verify the model to market transactions, transaction price is initially used as the best estimate of fair value. Accordingly, when a pricing model is used to value such an instrument, the model is adjusted so that the model value at inception equals the transaction price. The valuations of these less liquid OTC derivatives are typically based on Level 1 and/or Level 2 inputs that can be observed in the market, as well as unobservable Level 3 inputs. Subsequent to initial recognition, the Fund updates the Level 1 and Level 2 inputs to reflect observable market changes, with resulting gains and losses reflected within Level 3. Level 3 inputs are

23

changed only when corroborated by evidence such as similar market transactions, third-party pricing services and/or broker or dealer quotations, or other empirical market data. In circumstances in which the Fund cannot verify the model value to market transactions, it is possible that a different valuation model could produce a materially different estimate of fair value. The Fund attempts to avoid holding less liquid OTC derivatives. However, once held, the market for any particular derivative contract could become less liquid during the holding period. There were no Level 3 holdings at June 30, 2017 or December 31, 2016 or during the periods then ended.

The following table summarizes the valuation of the Fund’s assets and liabilities by the ASC 820 fair value hierarchy as of June 30, 2017 and December 31, 2016:

Superfund Green, L.P.

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	21,374	$	—	$	21,374	$	—
Futures contracts sold		47,870		47,870		—		—
Futures contracts purchased		86,924		86,924		—		—
Total Assets Measured at Fair Value	$	156,168	$	134,794	$	21,374	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	26,687	$	—	$	26,687	$	—
Futures contracts sold		101,351		101,351		—		—
Futures contracts purchased		235,163		235,163		—		—
Total Liabilities Measured at Fair Value	$	363,201	$	336,514	$	26,687	$	—

	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	25,475	$	—	$	25,475	$	—
Futures contracts sold		164,986		164,986		—
Futures contracts purchased		254,994		254,994		—		—
Total Assets Measured at Fair Value	$	445,455	$	419,980	$	25,475	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	34,093	$	—	$	34,093	$	—
Futures contracts sold		145,611		145,611		—
Futures contracts purchased		211,351		211,351		—		—
Total Liabilities Measured at Fair Value	$	391,055	$	356,962	$	34,093	$	—

Superfund Green, L.P. – Series A

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	2,023	$	—	$	2,023	$	—
Futures contracts sold		11,047		11,047		—		—
Futures contracts purchased		14,090		14,090		—		—
Total Assets Measured at Fair Value	$	27,160	$	25,137	$	2,023	$	—

24

LIABILITIES
Unrealized depreciation on open forward contracts	$	3,785	$	—	$	3,785	$	—
Futures contracts sold		27,386		27,386		—		—
Futures contracts purchased		63,866		63,866		—		—
Total Liabilities Measured at Fair Value	$	95,037	$	91,252	$	3,785	$	—
	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	4,792	$	—	$	4,792	$	—
Futures contracts sold		69,382		69,382		—
Futures contracts purchased		96,648		96,648		—		—
Total Assets Measured at Fair Value	$	170,822	$	166,030	$	4,792	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	9,573	$	—	$	9,573	$	—
Futures contracts sold		57,076		57,076		—
Futures contracts purchased		84,541		84,541		—		—
Total Liabilities Measured at Fair Value	$	151,190	$	141,617	$	9,573	$	—

Superfund Green, L.P. – Series B

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	19,351	$	—	$	19,351	$	—
Futures contracts sold		36,823		36,823		—		—
Futures contracts purchased		72,834		72,834		—		—
Total Assets Measured at Fair Value	$	129,008	$	109,657	$	19,351	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	22,902	$	—	$	22,902	$	—
Futures contracts sold		73,965		73,965		—		—
Futures contracts purchased		171,297		171,297		—		—
Total Liabilities Measured at Fair Value	$	268,164	$	245,262	$	22,902	$	—

	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	20,683	$	—	$	20,683	$	—
Futures contracts sold		95,604		95,604		—
Futures contracts purchased		158,346		158,346		—		—
Total Assets Measured at Fair Value	$	274,633	$	253,950	$	20,683	$	—

25

LIABILITIES
Unrealized depreciation on open forward contracts	$	24,520	$	—	$	24,520	$	—
Futures contracts sold		88,535		88,535		—
Futures contracts purchased		126,810		126,810		—		—
Total Liabilities Measured at Fair Value	$	239,865	$	215,345	$	24,520	$	—

4. Disclosure of derivative instruments and hedging activities

The Fund follows ASC 815, Disclosures about Derivative Instruments and Hedging Activities (“ASC 815”). ASC 815 is intended to improve financial reporting for derivative instruments by requiring enhanced disclosure that enables investors to understand how and why an entity uses derivatives, how derivatives are accounted for, and how derivative instruments affect an entity’s results of operations and financial position.

Derivative instruments held by the Fund do not qualify as derivative instruments held as hedging instruments, as defined in ASC 815. Instead, the Fund includes derivative instruments in its trading activity. Per the requirements of ASC 815, the Fund discloses the gains and losses on its trading activities for both derivative and nonderivative instruments in the statements of operations.

The Fund engages in the speculative trading of futures contracts in a wide range of commodities, including equity markets, interest rates, food and fiber, energy, livestock, and metals. ASC 815 requires entities to recognize all derivative instruments as either assets or liabilities at fair value in the statement of financial position. Investments in commodity futures contracts are recorded in the statements of assets and liabilities as unrealized appreciation or depreciation on futures contracts purchased and futures contracts sold. Since the derivatives held or sold by the Fund are for speculative trading purposes, the derivative instruments are not designated as hedging instruments under the provisions of ASC 815. Accordingly, all realized gains and losses, as well as any change in net unrealized gains or losses on open positions from the preceding period, are recognized as part of the Fund’s realized and unrealized gain (loss) on investments in the statements of operations.

Information concerning the fair value of the Fund’s derivatives held long or sold short, as well as information related to the annual average volume of the Fund’s derivative activity, is as follows:

Superfund Green, L.P.

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	21,374	$	—		$	21,374
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(26,687	)		(26,687	)
Futures contracts	Futures contracts purchased		86,924		(235,163	)		(148,239	)
Futures contracts	Futures contracts sold		47,870		(101,351	)		(53,481	)
Totals		$	156,168	$	(363,201	)	$	(207,033	)

26

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location		Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts		Unrealized appreciation on open forward contracts	$	25,475	$	—		$	25,475
Foreign exchange contracts		Unrealized depreciation on open forward contracts		—		(34,093	)		(34,093	)
Futures contracts		Futures contracts purchased		254,994		(211,351	)		43,643
Futures contracts		Futures contracts sold		164,986		(145,611	)		19,375
Totals			$	445,455	$	(391,055	)	$	54,400

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(58,390	)	$	—	$	—	$	(58,390	)
Merrill Lynch		(148,643	)		—		—		(148,643	)
Totals	$	(207,033	)	$	—	$	—	$	(207,033	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(62,704	)	$	—	$	—	$	(62,704	)
Merrill Lynch		117,104			—		—		117,104
Totals	$	54,400		$	—	$	—	$	54,400

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(40,183	)	$	17,128
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		474,339			(337,332	)
Total		$	434,156		$	(320,204	)

27

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(196	)	$	3,306
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		815,893			(264,738	)
Total		$	815,697		$	(261,432	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(7,409	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(1,174,684	)		247,066
Total		$	(1,182,093	)	$	247,066

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives In Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	12,138		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(1,302,219	)		279,260
Total		$	(1,290,081	)	$	279,260

Superfund Green, L.P. gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	14,717		0.5		$	(10,367	)		(0.3	)	$	6,657		0.2		$	(16,320	)		(0.5	)	$	(5,313	)
Currency		36,287		1.1			(1,907	)		(0.1	)		13,900		0.4			(6,525	)		(0.2	)		41,755
Financial		1,671		0.1			(120,063	)		(3.7	)		11,410		0.3			—			—			(106,982	)
Food & Fiber		8,228		0.3			(74	)		(0.0	)*		7,545		0.2			(46,262	)		(1.4	)		(30,563	)
Indices		12,266		0.4			(104,662	)		(3.2	)		6,636		0.2			(3,749	)		(0.1	)		(89,509	)
Metals		19,259		0.6			(2,587	)		(0.1	)		7,189		0.2			(7,383	)		(0.2	)		16,478
Livestock		9,020		0.3			(5,870	)		(0.2	)		—		—			—			—			3,150
Energy		193		0.0	*		—			—			1,190		0.0	*		(37,432	)		(1.1	)		(36,049	)
Totals	$	101,641		3.1		$	(245,530	)		(7.5	)	$	54,527		1.7		$	(117,671	)		(3.6	)	$	(207,033	)

* Due to rounding – amount is less than 0.05%

28

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	13,481		0.2		$	(14,738	)		(0.2	)	$	11,994		0.1		$	(19,355	)		(0.2	)	$	(8,618	)
Currency		2,976		0.0	*		(38,947	)		(0.4	)		20,015		0.2			(3,555	)		(0.0	)*		(19,511	)
Financial		105,659		1.2			(12,113	)		(0.1	)		1,789		0.0	*		(28,765	)		(0.3	)		66,570
Food & Fiber		13,543		0.2			(30,833	)		(0.4	)		28,124		0.3			(20,480	)		(0.2	)		(9,646	)
Indices		92,375		1.1			(49,313	)		(0.6	)		8,350		0.1			(28,427	)		(0.3	)		22,985
Metals		5,640		0.1			(80,118	)		(0.9	)		106,709		1.2			(4,885	)		(0.1	)		27,346
Livestock		—		—			—			—			—		—			(45,580	)		(0.5	)		(45,580	)
Energy		34,799		0.4			(25	)		(0.0	)*		—		—			(13,920	)		(0.2	)		20,854
Totals	$	268,473		3.2		$	(226,087	)		(2.6	)	$	176,981		1.9		$	(164,967	)		(1.8	)	$	54,400

* Due to rounding – amount is less than 0.05%

Superfund Green L.P. monthly contract volume: For the three months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,757 and the monthly average futures and forward contracts sold was 324. For the six months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,696 and the monthly average futures and forward contracts sold was 533. For the three months ended June 30, 2016, the monthly average futures contracts bought was 2,408 and the monthly average futures contracts sold was 2,113. For the six months ended June 30, 2016 the monthly average futures contracts bought was 2,000 and the monthly average futures and forward contracts sold was 2,113.

Superfund Green, L.P. trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(40,183	)	$	17,128		$	(23,055	)
Currency		(79,773	)		75,760			(4,013	)
Financial		37,159			(154,468	)		(117,309	)
Food & Fiber		101,616			(95,904	)		5,712
Indices		697,066			(127,678	)		569,388
Metals		(141,478	)		13,107			(128,371	)
Livestock		43,380			1,720			45,100
Energy		(183,631	)		(49,869	)		(233,500	)
Total net trading gains (losses) in Statement of Operations	$	434,156		$	(320,204	)	$	113,952
	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(196	)	$	3,306		$	3,110
Currency		(189,677	)		61,266			(128,411	)
Financial		15,823			(173,551	)		(157,728	)
Food & Fiber		(31,761	)		(20,917	)		(52,678	)
Indices		1,420,267			(112,495	)		1,307,772
Metals		(75,999	)		(10,869	)		(86,868	)
Livestock		(15,180	)		48,730			33,550
Energy		(307,580	)		(56,902	)		(364,482	)
Total net trading gains (losses) in Statement of Operations	$	815,697		$	(261,432	)	$	554,265

29

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(7,409	)	$	—		$	(7,409	)
Currency		(283,350	)		(71,904	)		(355,254	)
Financial		364,468			174,181			538,649
Food & Fiber		115,413			(22,457	)		92,956
Indices		(392,201	)		(83,786	)		(475,987	)
Metals		(321,885	)		264,713			(57,172	)
Livestock		(16,140	)		20,570			4,430
Energy		(640,989	)		(34,251	)		(675,240	)
Total net trading gains (losses) in Statement of Operations	$	(1,182,093	)	$	247,066		$	(935,027	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	12,138		$	—		$	12,138
Currency		(482,502	)		48,374			(434,128	)
Financial		270,157			221,240			491,397
Food & Fiber		28,205			114,281			142,486
Indices		(162,543	)		(166,229	)		(328,772	)
Metals		(682,336	)		211,561			(470,775	)
Livestock		(31,100	)		(2,640	)		(33,740	)
Energy		(242,100	)		(147,327	)		(389,427	)
Total net trading gains (losses) in Statement of Operations	$	(1,290,081	)	$	279,260		$	(1,010,821	)

Superfund Green, L.P. – Series A

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	2,023	$	—		$	2,023
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(3,785	)		(3,785	)
Futures contracts	Futures contracts purchased		14,090		(63,866	)		(49,776	)
Futures contracts	Futures contracts sold		11,047		(27,386	)		(16,339	)
Totals		$	27,160	$	(95,037	)	$	(67,877	)

30

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	4,792	$	—		$	4,792
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(9,573	)		(9,573	)
Futures contracts	Futures contracts purchased		96,648		(84,541	)		12,107
Futures contracts	Futures contracts sold		69,382		(57,076	)		12,306
Totals		$	170,822	$	(151,190	)	$	19,632

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(22,321	)	$	—	$	—	$	(22,321	)
Merrill Lynch		(45,556	)		—		—		(45,556	)
Totals	$	(67,877	)	$	—	$	—	$	(67,877	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(25,285	)	$	—	$	—	$	(25,285	)
Merrill Lynch		44,917			—		—		44,917
Totals	$	19,632		$	—	$	—	$	19,632

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(7,805	)	$	1,607
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		130,958			(101,635	)
Total		$	123,153		$	(100,028	)

31

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain on Derivatives in Statement of Operations		Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	2,510	$	3,019
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		250,244		(90,528	)
Total		$	252,754	$	(87,509	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(4,129	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(476,773	)		100,809
Total		$	(480,902	)	$	100,809

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	3,567		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(585,626	)		103,371
Total		$	(582,059	)	$	103,371

Superfund Green, L.P. – Series A gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	—		—		$	(2,232	)		(0.1	)	$	2,023		0.1		$	(1,553	)		(0.0	)*	$	(1,762	)
Currency		7,549		0.2			(390	)		(0.0	)*		3,306		0.1			(1,631	)		(0.1	)		8,834
Financial		360		0.0	*		(33,194	)		(1.0	)		3,720		0.1			—			—			(29,114	)
Food & Fiber		—		—			(14	)		(0.0	)*		280		0.0	*		(13,666	)		(0.4	)		(13,400	)
Indices		3,073		0.1			(27,987	)		(0.9	)		1,911		0.1			(1,280	)		(0.0	)*		(24,283	)
Metals		728		0.0	*		(631	)		(0.0	)*		1,830		0.1			(175	)		(0.0	)*		1,752
Livestock		2,380		0.1			(1,650	)		(0.1	)		—		—			—			—			730
Energy		—		—			—			—			—		—			(10,634	)		(0.3	)		(10,634	)
Totals	$	14,090		0.4		$	(66,098	)		(2.1	)	$	13,070		0.5		$	(28,939	)		(0.8	)	$	(67,877	)

* Due to rounding – amount is less than 0.05%

32

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	1,557		0.0	*	$	(4,187	)		(0.1	)	$	3,235		0.1		$	(5,386	)		(0.1	)	$	(4,781	)
Currency		1,288		0.0	*		(14,968	)		(0.4	)		7,389		0.2			(2,370	)		(0.1	)		(8,661	)
Financial		37,316		1.0			(2,489	)		(0.1	)		750		0.0	*		(10,516	)		(0.3	)		25,061
Food & Fiber		5,428		0.1			(11,755	)		(0.3	)		11,771		0.3			(7,241	)		(0.2	)		(1,797	)
Indices		40,361		1.1			(15,743	)		(0.4	)		2,693		0.1			(11,094	)		(0.3	)		16,217
Metals		1,874		0.1			(39,585	)		(1.1	)		46,779		1.3			(1,985	)		(0.1	)		7,083
Livestock		—		—			—			—			—		—			(18,160	)		(0.5	)		(18,160	)
Energy		10,380		0.3			—			—			—		—			(5,710	)		(0.2	)		4,670
Totals	$	98,204		2.6		$	(88,727	)		(2.4	)	$	72,617		2.0		$	(62,462	)		(1.8	)	$	19,632

* Due to rounding – amount is less than 0.05%

Series A monthly contract volume: For the three months ended June 30, 2017, the monthly average futures and forward contracts bought was 517 and the monthly average futures and forward contracts sold was 91. For the six months ended June 30, 2017, the monthly average futures and forward contracts bought was 505 and the monthly average futures and forward contracts sold was 165. For the three months ended June 30, 2016, the monthly average futures contracts bought was 949 and the monthly average futures contracts sold was 736. For the six months ended June 30, 2016, the monthly average futures contracts bought was 784 and the monthly average futures contracts sold was 833.

Series A trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(7,805	)	$	1,607		$	(6,198	)
Currency		(23,574	)		19,213			(4,361	)
Financial		5,223			(42,165	)		(36,942	)
Food & Fiber		28,295			(32,456	)		(4,161	)
Indices		175,206			(31,076	)		144,130
Metals		(34,739	)		895			(33,844	)
Livestock		12,730			(390	)		12,340
Energy		(32,183	)		(15,656	)		(47,839	)
Total net trading gains (losses) in Statement of Operations	$	123,153		$	(100,028	)	$	23,125
	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	2,510		$	3,019		$	5,529
Currency		(58,475	)		17,495			(40,980	)
Financial		1,084			(54,174	)		(53,090	)
Food & Fiber		(9,438	)		(11,604	)		(21,042	)
Indices		399,815			(40,500	)		359,315
Metals		(23,187	)		(5,331	)		(28,518	)
Livestock		(7,570	)		18,890			11,320
Energy		(51,985	)		(15,304	)		(67,289	)
Total net trading gains (losses) in Statement of Operations	$	252,754		$	(87,509	)	$	165,245

33

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(4,129	)	$	—		$	(4,129	)
Currency		(111,850	)		(27,817	)		(139,667	)
Financial		142,722			57,242			199,964
Food & Fiber		39,332			(10,095	)		29,237
Indices		(165,961	)		(18,907	)		(184,868	)
Metals		(124,472	)		103,283			(21,189	)
Livestock		(7,490	)		9,560			2,070
Energy		(249,054	)		(12,457	)		(261,511	)
Total net trading gains (losses) in Statement of Operations	$	(480,902	)	$	100,809		$	(380,093	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	3,567		$	—		$	3,567
Currency		(190,857	)		20,238			(170,619	)
Financial		111,723			69,561			181,284
Food & Fiber		(1,584	)		47,137			45,553
Indices		(111,219	)		(62,015	)		(173,234	)
Metals		(266,029	)		81,251			(184,778	)
Livestock		(9,980	)		(1,040	)		(11,020	)
Energy		(117,680	)		(51,761	)		(169,441	)
Total net trading gains (losses) in Statement of Operations	$	(582,059	)	$	103,371		$	(478,688	)

Superfund Green, L.P. – Series B

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	19,351	$	—		$	19,351
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(22,902	)		(22,902	)
Futures contracts	Futures contracts purchased		72,834		(171,297	)		(98,463	)
Futures contracts	Futures contracts sold		36,823		(73,965	)		(37,142	)
Totals		$	129,008	$	(268,164	)	$	(139,156	)

34

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	20,683	$	—		$	20,683
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(24,520	)		(24,520	)
Futures contracts	Futures contracts purchased		158,346		(126,810	)		31,536
Futures contracts	Futures contracts sold		95,604		(88,535	)		7,069
Totals		$	274,633	$	(239,865	)	$	34,768

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(36,069	)	$	—	$	—	$	(36,069	)
Merrill Lynch		(103,087	)		—		—		(103,087	)
Totals	$	(139,156	)	$	—	$	—	$	(139,156	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(37,419	)	$	—	$	—	$	(37,419	)
Merrill Lynch		72,187			—		—		72,187
Totals	$	34,768		$	—	$	—	$	34,768

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(32,378	)	$	15,521
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		343,381			(235,697	)
Total		$	311,003		$	(220,176	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

35

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(2,706	)	$	287
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		565,649			(174,210	)
Total		$	562,943		$	(173,923	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(3,280	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(697,911	)		146,257
Total		$	(701,191	)	$	146,257

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	8,571		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(716,593	)		175,889
Total		$	(708,022	)	$	175,889

Superfund Green, L.P. – Series B gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contacts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets		Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	14,717		0.3		$	(8,135	)		(0.2	)	$	4,634		0.1	$	(14,767	)		(0.3	)	$	(3,551	)
Currency		28,738		0.6			(1,517	)		(0.0	)*		10,594		0.2		(4,894	)		(0.1	)		32,921
Financial		1,311		0.0	*		(86,869	)		(1.8	)		7,690		0.2		—			—			(77,868	)

36

Food & Fiber		8,228	0.2			(60	)	(0.0	)*		7,265	0.2			(32,596	)	(0.7	)		(17,163	)
Indices		9,193	0.2			(76,675	)	(1.6	)		4,725	0.1			(2,469	)	(0.1	)		(65,226	)
Metals		18,531	0.4			(1,956	)	(0.0	)*		5,359	0.1			(7,208	)	(0.2	)		14,726
Livestock		6,640	0.1			(4,220	)	(0.1	)		—	—			—		—			2,420
Energy		193	0.0	*		—		—			1,190	0.0	*		(26,798	)	(0.6	)		(25,415	)
Totals	$	87,551	1.8		$	(179,432	)	(3.7	)	$	41,457	0.9		$	(88,732	)	(2.0	)	$	(139,156	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contacts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	11,924		0.2		$	(10,551	)		(0.2	)	$	8,759		0.2		$	(13,969	)		(0.3	)	$	(3,837	)
Currency		1,688		0.0	*		(23,979	)		(0.5	)		12,626		0.2			(1,185	)		(0.0	)*		(10,850	)
Financial		68,343		1.3			(9,624	)		(0.2	)		1,039		0.0	*		(18,249	)		(0.4	)		41,509
Food & Fiber		8,115		0.2			(19,078	)		(0.4	)		16,353		0.3			(13,239	)		(0.3	)		(7,849	)
Indices		52,014		1.0			(33,570	)		(0.7	)		5,657		0.1			(17,333	)		(0.3	)		6,768
Metals		3,766		0.1			(40,533	)		(0.8	)		59,930		1.2			(2,900	)		(0.1	)		20,263
Livestock		—		—			—			—			—		—			(27,420	)		(0.5	)		(27,420	)
Energy		24,419		0.5			(25	)		(0.0	)*		—		—			(8,210	)		(0.2	)		16,184
Totals	$	170,269		3.3		$	(137,360	)		(2.8	)	$	104,364		2.0		$	(102,505	)		(2.1	)	$	34,768

* Due to rounding – amount is less than 0.05%

Series B monthly contract volume: For the three months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,240 and the monthly average futures and forward contracts sold was 233. For the six months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,191 and the monthly average futures and forward contracts sold was 368. For the three months ended June 30, 2016, the monthly average futures contracts bought was 1,459 and the monthly average futures contracts sold was 1,129. For the six months ended June 30, 2016, the monthly average futures contracts bought was 1,216 and the monthly average futures contracts sold was 1,280.

Series B trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(32,378	)	$	15,521		$	(16,857	)
Currency		(56,199	)		56,547			348
Financial		31,936			(112,303	)		(80,367	)
Food & Fiber		73,321			(63,448	)		9,873
Indices		521,860			(96,602	)		425,258
Metals		(106,739	)		12,212			(94,527	)
Livestock		30,650			2,110			32,760
Energy		(151,448	)		(34,213	)		(185,661	)
Total net trading gains (losses) in Statement of Operations	$	311,003		$	(220,176	)	$	90,827

	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(2,706	)	$	287		$	(2,419	)
Currency		(131,202	)		43,771			(87,431	)
Financial		14,739			(119,377	)		(104,638	)
Food & Fiber		(22,323	)		(9,313	)		(31,636	)
Indices		1,020,452			(71,995	)		948,457
Metals		(52,812	)		(5,538	)		(58,350	)
Livestock		(7,610	)		29,840			22,230
Energy		(255,595	)		(41,598	)		(297,193	)
Total net trading gains (losses) in Statement of Operations	$	562,943		$	(173,923	)	$	389,020

37

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(3,280	)	$	—		$	(3,280	)
Currency		(171,500	)		(44,087	)		(215,587	)
Financial		221,746			116,939			338,685
Food & Fiber		76,081			(12,362	)		63,719
Indices		(226,240	)		(64,879	)		(291,119	)
Metals		(197,413	)		161,430			(35,983	)
Livestock		(8,650	)		11,010			2,360
Energy		(391,935	)		(21,794	)		(413,729	)
Total net trading gains (losses) in Statement of Operations	$	(701,191	)	$	146,257		$	(554,934	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	8,571		$	—		$	8,571
Currency		(291,645	)		28,136			(263,509	)
Financial		158,434			151,679			310,113
Food & Fiber		29,789			67,144			96,933
Indices		(51,324	)		(104,214	)		(155,538	)
Metals		(416,307	)		130,310			(285,997	)
Livestock		(21,120	)		(1,600	)		(22,720	)
Energy		(124,420	)		(95,566	)		(219,986	)
Total net trading gains (losses) in Statement of Operations	$	(708,022	)	$	175,889		$	(532,133	)

5. Due from/to brokers

Due from brokers consists of cash held at broker. Amounts due from brokers may be restricted to the extent that they serve as deposits for securities sold short. Amounts due to brokers, if any, represent margin borrowings that are collateralized by certain securities. As of June 30, 2017 and December 31, 2016, there were no amounts due to brokers.

In the normal course of business, all of the Fund’s marketable securities transactions, money balances and marketable security positions are transacted with brokers. The Fund is subject to credit risk to the extent any broker with whom it conducts business is unable to fulfill contractual obligations on its behalf.

6. Allocation of net profits and losses

In accordance with the Fund’s Sixth Amended and Restated Limited Partnership Agreement, net profits and losses of the Fund are allocated to partners according to their respective interests in the Fund as of the beginning of each month.

Subscriptions received in advance, if any, represent cash received prior to the balance sheet date for subscriptions of the subsequent month and do not participate in the earnings of the Fund until the following month.

7. Related party transactions

Superfund Capital Management shall be paid a management fee equal to one-twelfth of 1.85% of month-end net assets (1.85% per annum), ongoing offering expenses equal to one-twelfth of 1% of month-end net assets (1% per annum), not to exceed the amount of actual expenses incurred, and monthly operating expenses equal to one-twelfth of 0.15% of month-end net assets (0.15% per annum), not to exceed the amount of actual expenses incurred. Superfund Capital Management will also be paid a

38

monthly performance/incentive fee equal to 25% of the new appreciation without respect to interest income. Trading losses will be carried forward and no further performance/incentive fee may be paid until the prior losses have been recovered. In addition, Superfund Brokerage Services, Inc., an affiliate of Superfund Capital Management, serves as the introducing broker for the Fund’s futures transactions and receives a portion of the brokerage commissions paid by the Fund in connection with its futures trading. Superfund USA, LLC an entity related to Superfund Capital Management by common ownership, shall be paid monthly selling commissions equal to one-twelfth of 4% (4% per annum) of the month-end net asset value of the Fund. However, the maximum cumulative selling commission per Unit is limited to 10% of the initial public offering price of Units sold. Selling commissions charged as of the end of each month in excess of 10% of the initial public offering price of Units sold shall not be paid out to any selling agent but shall instead be held in a separate account. Accrued monthly performance fees, if any, will then be charged against both net assets of the Fund as of month-end, as well as against amounts held in the separate account. Any increase or decrease in net assets and any accrued interest will then be credited or charged to each investor (a “Limited Partner”) on a pro rata basis. The remainder of the amounts held in the separate account, if any, shall then be reinvested in Units as of such month-end, at the current net asset value, for the benefit of the appropriate Limited Partner. The amount of any distribution to a Limited Partner, any amount paid to a Limited Partner on redemption of Units and any redemption fee paid to Superfund Capital Management upon the redemption of Units will be charged to that Limited Partner. Selling commissions are shown gross on the statements of operations and amounts over the 10% selling commission threshold are rebated to the Limited Partner by purchasing Units of the Fund.

8. Financial highlights

Financial highlights for the period January 1 through June 30 are as follows:

	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		1.1	%		3.7	%		(10.0	)%		(11.0	)%
Incentive fees		0.0			0.0			0.0			0.0
Total return after incentive fees		1.1	%		3.7	%		(10.0	)%		(11.0	)%
Ratios to average partners’ capital
Operating expenses before incentive fees		3.8	%		4.3	%		3.9	%		4.2	%
Incentive fees		0.0			0.0			0.0			0.0
Total expenses		3.8	%		4.3	%		3.9	%		4.2	%
Net investment loss		(3.6	)%		(4.1	)%		(3.9	)%		(4.2	)%
Net asset value per unit, beginning of period	$	989.50		$	1,049.01		$	1,222.26		$	1,392.13
Net investment loss		(36.41	)		(44.21	)		(45.11	)		(56.19	)
Net gain (loss) on investments		46.58			81.97			(75.55	)		(94.42	)
Total income (loss) from operations		10.17			37.76			(120.66	)		(150.61	)
Net asset value per unit, end of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Other per Unit information:
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of Units during period) upon weighted average number of Units during period)	$	11.82		$	40.13		$	(122.41	)	$	(150.44	)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit)	$	10.17		$	37.76		$	(120.66	)	$	(150.61	)

Financial highlights for the period April 1 through June 30 are as follows:

	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		(1.1	)%		(0.2	)%		(7.1	)%		(9.3	)%
Incentive fees		0.0			0.0			0.0			0.0
Total return after incentive fees		(1.1	)%		(0.2	)%		(7.1	)%		(9.3	)%

39

Ratios to average partners’ capital
Operating expenses before incentive fees		1.9	%		2.1	%		2.0	%		2.1	%
Incentive fees		0.0			0.0			0.0			0.0
Total expenses		1.9	%		2.1	%		2.0	%		2.1	%
Net investment loss		(1.8	)%		(2.0	)%		(2.0	)%		(2.1	)%
Net asset value per unit, beginning of period	$	1,010.80		$	1,089.27		$	1,183.63		$	1,367.00
Net investment loss		(18.05	)		(22.22	)		(22.04	)		(27.15	)
Net gain (loss) on investments		6.92			19.72			(59.99	)		(98.32	)
Total income (loss) from operations		(11.13	)		(2.50	)		(82.03	)		(125.48	)
Net asset value per unit, end of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Other per Unit information:
Net decrease in net assets from operations per Unit (based upon weighted average number of Units during period)	$	(10.94	)	$	(1.97	)	$	(84.48	)	$	(126.09	)
Net decrease in net assets from operations per Unit (based upon change in net asset value per Unit)	$	(11.13	)	$	(2.50	)	$	(82.03	)	$	(125.48	)

* Total return is calculated for each Series of the Fund taken as a whole. An individual’s return may vary from these returns based on the timing of capital transactions.

Financial highlights are calculated for each series taken as a whole. An individual partner’s return, per unit data, and ratios may vary based on the timing of capital transactions.

9. Financial instrument risk

In the normal course of its business, the Fund is party to financial instruments with off-balance sheet risk, including derivative financial instruments and derivative commodity instruments. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. These financial instruments may include forwards, futures and options, whose values are based upon an underlying asset, index, or reference rate, and generally represent future commitments to exchange currencies or cash flows, to purchase or sell other financial instruments at specific terms at specific future dates, or, in the case of derivative commodity instruments, to have a reasonable possibility to be settled in cash, through physical delivery or with another financial instrument. These instruments may be traded on an exchange or OTC. Exchange-traded instruments are standardized and include futures and certain option contracts. OTC contracts are negotiated between contracting parties and include forwards and certain options. Each of these instruments is subject to various risks similar to those related to the underlying financial instruments including market and credit risk. In general, the risks associated with OTC contracts are greater than those associated with exchange-traded instruments because of the greater risk of default by the counterparty to an OTC contract.

For the Fund, gross unrealized gains and losses related to exchange-traded futures were $134,794 and $336,514, respectively, at June 30, 2017. For the Fund, gross unrealized gains and losses related to exchange-traded futures were $943,031 and $493,345, respectively, at June 30, 2016. For the Fund, gross unrealized gains and losses related to non-exchange traded forwards were $21,374 and $26,687, respectively at June 30, 2017.

For Series A, gross unrealized gains and losses related to exchange-traded futures were $25,137 and $91,252, respectively, at June 30, 2017. For Series A, gross unrealized gains and losses related to exchange-traded futures were $364,977 and $200,680, respectively, at June 30, 2016. For Series A, gross unrealized gains and losses related to non-exchange traded forwards were $2,023 and $3,785, respectively at June 30, 2017.

For Series B, gross unrealized gains and losses related to exchange-traded futures were $109,657 and $245,262, respectively, at June 30, 2017. For Series B, gross unrealized gains and losses related to exchange-traded futures were $578,054 and $292,665, respectively, at June 30, 2016. For Series B, gross unrealized gains and losses related to non-exchange traded forwards were $19,351 and $22,902, respectively at June 30, 2017.

40

Market risk is the potential for changes in the value of the financial instruments traded by the Fund due to market changes, including interest and foreign exchange rate movements and fluctuations in commodity or security prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions such as interest rate volatility, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and Superfund Capital Management was unable to offset such positions, the Fund could experience substantial losses.

Credit risk is the possibility that a loss may occur due to the failure of a counterparty to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as a counterparty to the transactions. The Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the statements of assets and liabilities and not represented by the contract or notional amounts of the instruments. As the Fund’s assets are held in segregated accounts with futures commission merchants, the Fund has credit risk and concentration risk. The Fund’s futures commission merchants are currently ADM Investor Services, Inc. and Merrill Lynch, Pierce, Fenner & Smith Inc.

Superfund Capital Management monitors and attempts to control the Fund’s risk exposure on a daily basis through financial, credit, and risk management monitoring systems, and accordingly believes that it has effective procedures for evaluating and limiting the credit and market risks to which the Fund is subject. These monitoring systems allow Superfund Capital Management to statistically analyze actual trading results with risk adjusted performance indicators and correlation statistics. In addition, on-line monitoring systems provide account analysis of futures and forward positions by sector, margin requirements, gain and loss transactions, and collateral positions.

The majority of these futures mature within one year of June 30, 2017. However, due to the nature of the Fund’s business, these instruments may not be held to maturity.

10. Subscriptions and redemptions

Effective May 1, 2014, the Fund no longer accepts subscriptions.

A Limited Partner may request any or all of his investment in such Series be redeemed by such Series at the net asset value of a Unit within such Series as of the end of each month, subject to a minimum redemption of $1,000 and subject further to such Limited Partner having an investment in such Series, after giving effect to the requested redemption, at least equal to the minimum initial investment amount of $10,000. Limited Partners must transmit a written request of such redemption to Superfund Capital Management not less than five business days prior to the end of the month (or such shorter period as permitted by Superfund Capital Management) as of which the redemption is to be effective. Redemptions will generally be paid within twenty days after the effective date of the redemption. However, in special circumstances, including, but not limited to, inability to liquidate dealers’ positions as of a redemption date or default or delay in payments due to each Series from clearing brokers, banks or other persons or entities, each Series may in turn delay payment to persons requesting redemption of the proportionate part of the net assets of each Series represented by the sums that are subject of such default or delay. As provided in the Partnership Agreement, if the net asset value per Unit within a Series as of the end of any business day declines by 50% or more from either the prior year-end or the prior month-end Unit value of such Series, Superfund Capital Management will suspend trading activities, notify all Limited Partners within such Series of the relevant facts within seven business days and declare a special redemption period.

11. Indemnification

In the normal course of business, the Fund enters into contracts that provide general indemnifications. The Fund’s maximum exposure under these arrangements is dependent on future claims that may be made against the Fund, and therefore cannot be established; however, based on experience, the risk of loss from such claims is considered remote.

12. Subsequent events

Superfund Capital Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were filed and has determined that there were no subsequent events requiring recognition or disclosure in the financial statements.

41

ITEM 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

INTRODUCTION

The Fund commenced the offering of its Units on October 22, 2002. The initial offering terminated on October 31, 2002 and the Fund commenced operations on November 5, 2002. The continuing offering period commenced at the termination of the initial offering period and ended May 1, 2014. Subscription and redemption data is presented for both the Fund, as the SEC registrant, and for Series A and Series B, individually. For the quarter ended June 30, 2017, redemptions totaled $492,782. For the quarter ended June 30, 2017, redemptions totaled $165,080 in Series A and $327,702 in Series B.

LIQUIDITY

Most U.S. commodity exchanges limit fluctuations in futures contracts prices during a single day by regulations referred to as “daily price fluctuation limits” or “daily limits.” During a single trading day, no trades may be executed at prices beyond the daily limit. This may affect the Fund’s ability to initiate new positions or close existing ones or may prevent it from having orders executed. Futures prices have occasionally moved the daily limit for several consecutive days with little or no trading. Similar occurrences could prevent the Fund from promptly liquidating unfavorable positions and subject the Fund to substantial losses, which could exceed the margin initially committed to such trades. In addition, even if futures prices have not moved the daily limit, the Fund may not be able to execute futures trades at favorable prices if little trading in such contracts is taking place.

Other than these limitations on liquidity, which are inherent in the Fund’s futures and forward trading operations, the Fund’s assets are expected to be highly liquid.

CAPITAL RESOURCES

The Fund will raise additional capital only through the sale of Units offered pursuant to the continuing offering and does not intend to raise any capital through borrowings. Due to the nature of the Fund’s business, it will make no capital expenditures and will have no capital assets which are not operating capital or assets.

RESULTS OF OPERATIONS

Three Months Ended June 30, 2017

Series A:

Net results for the quarter ended June 30, 2017, were a loss of 1.1% in net asset value compared to the preceding quarter end. In this period, Series A experienced a net decrease in net assets from operations of $37,120. This decrease consisted of investment income of $3,026, trading gains of $23,125 and total expenses of $63,271. Expenses included $15,792 in management fees, $1,280 in operating expenses, $34,144 in selling commissions, $10,022 in brokerage commissions and $2,033 in other expenses. At June 30, 2017 and December 31, 2016, the net asset value per Unit of Series A was $999.67 and $989.50, respectively.

Series B:

Net results for the quarter ended June 30, 2017, were a loss of 0.2% in net asset value compared to the preceding quarter end. In this period, Series B experienced a net decrease in net assets from operations of $8,997. This decrease consisted of investment income of $4,183, trading gains of $90,827 and total expenses of $104,007. Expenses included $23,185 in management fees, $1,880 in operating expenses, $50,131 in selling commissions, $24,528 in brokerage commissions and $4,283 in other expenses. At June 30, 2017 and December 31, 2016, the net asset value per Unit of Series B was $1,086.77 and $1,049.01 respectively.

Fund results for 2^nd Quarter 2017:

In June, the Fund’s managed futures strategy yielded negative performance. The Fund’s long positions in the bonds sector produced the largest losses for the Fund, as global bond prices fell on higher interest rates and hints of a reduction in quantitative easing programs. The Fund’s positions in Euro-BOBL and the Canadian 10-year bond contributed the most to these losses. The Fund’s allocation to stock indices and currencies markets helped to lessen the Fund’s negative performance. In particular, the Fund’s positions in the MSCI Taiwan, KSE Kospi and CME Australian dollar all yielded positive returns.

In May, the Fund’s managed futures strategy produced strong positive returns. The Fund’s positions in equity markets delivered the highest gains for the Fund as a result of the bullish trend in global equities. In particular, the Fund’s positions in CME Nasdaq, KSE Kospi nd FTSE China A50 all produced strong returns. The Fund’s allocations to the bonds and agricultural sectors also produced positive results. Losses attributed to the Fund’s positions in the currencies, energy and metals sectors offset some of the Fund’s gains.

42

In April, the Fund’s managed futures strategy produced negative results. The Fund’s allocations to the metals, energy, grains and currency sectors underperformed. The Fund’s positions in Comex silver, Euro-Bund and Euro-BOBL produced the largest negative yield as decreased demand for base metals and political movements in Europe placed a strain on performance. The Fund’s allocation to stock indices, bonds and agricultural markets helped to offset some of these losses. The Fund’s long Nasdaq 100 positions yielded positive returns the global outlook on equity markets improved. Similarly, the Fund’s long positions in CME live cattle resulted in gains for the Fund as prices surged on increased demand and higher grain prices.

Three Months Ended March 31, 2017

Series A:

Net results for the quarter ended March 31, 2017, were a gain of 2.2% in net asset value compared to the preceding quarter end. In this period, Series A experienced a net increase in net assets from operations of $77,417. This increase consisted of investment income of $4,621, trading gains of $142,120 and total expenses of $69,324. Expenses included $16,758 in management fees, $1,359 in operating expenses, $36,233 in selling commissions, $12,120 in brokerage commissions and $2,854 in other expenses. At March 31, 2017 and December 31, 2016, the net asset value per Unit of Series A was $1,010.80 and $989.50, respectively.

Series B:

Net results for the quarter ended March 31, 2017, were a gain of 3.9% in net asset value compared to the preceding quarter end. In this period, Series B experienced a net increase in net assets from operations of $193,736. This increase consisted of investment income of $4,715, trading gains of $298,193 and total expenses of $109,172. Expenses included $24,058 in management fees, $1,951 in operating expenses, $52,017 in selling commissions, $27,596 in brokerage commissions and $3,550 in other expenses. At March 31, 2017 and December 31, 2016, the net asset value per Unit of Series B was $1,089.27 and $1,049.01 respectively.

Fund results for 1^st Quarter 2017:

In March, the Fund’s managed futures strategy produced negative results. The Fund’s positions in the metals sector contributed significantly to negative performance for the month. The Fund’s positions in Comex gold suffered as a result of unfavorable movements in the U.S. dollar. The Fund’s allocation to the bonds sector also yielded negative returns. The Fund’s positions in stock indices helped to offset some of these losses as global stock markets continued to rally.

In February, the Fund’s managed futures strategy yielded strong positive returns, as positions in stock indices and bonds proved to be top performers. The funds long positions in stock indices produced strong gains as U.S. stock indices surged amid investor optimism on tax cuts and regulatory reform. The Fund’s positions in bonds, particularly the Eurex Euro BOBL, benefitted from rising bond prices as geopolitical concerns led investors to safer assets.

In January, the Fund’s managed futures strategy produced positive results. The stock indices sector, particularly long positions in the Nasdaq index, was the strongest performing sector for the Fund. The Fund’s positions in the CBOE Volatility Index and LME Aluminum also yielded strong positive returns. The Fund’s allocation to the bonds sector yielded negative results, as did its positions in NYMEX Rbob Gas and NYMEX Platinum.

Three Months Ended June 30, 2016

Series A:

Net results for the quarter ended June 30, 2016, were a loss of 7.1% in net asset value compared to the preceding quarter end. In this period, Series A experienced a net decrease in net assets from operations of $514,130. This decrease consisted of investment income of $618, trading losses of $380,093 and total expenses of $134,655. Expenses included $31,736 in management fees, $2,573 in operating expenses, $68,618 in selling commissions, $27,893 in brokerage commissions and $3,835 in other expenses. At June 30, 2016 and December 31, 2015, the net asset value per Unit of Series A was $1,101.60 and $1,222.26, respectively.

Series B:

Net results for the quarter ended June 30, 2016, were a loss of 9.3% in net asset value compared to the preceding quarter end. In this period, Series B experienced a net decrease in net assets from operations of $705,881. This decrease consisted of investment income of $792, trading losses of $554,934 and total expenses of $151,739. Expenses included $32,266 in management fees, $2,616 in operating expenses, $69,764 in selling commissions, $42,748 in brokerage commissions and $4,345 in other expenses. At June 30, 2016 and December 31, 2015, the net asset value per Unit of Series B was $1,241.52 and $1,392.13 respectively.

43

Fund results for 2nd Quarter 2016:

In June, the Fund’s managed futures strategy produced positive returns, as the markets came to terms with the United Kingdom’s vote to withdraw from the European Union. In the midst of market volatility and heightened market skepticism, investors fled to safe haven assets. As a result, the Fund’s positions in bonds and metals markets produced gains for the Fund. In particular, the Fund’s positions in Euro-Bund, Euro-BOBL and Comex gold yielded significant positive returns for the Fund. The Fund’s allocation to grain and agricultural markets also yielded positive results. The Fund’s positions in stock indices and currencies lost ground, partially offsetting the Fund’s gains in other markets.

In May, the Fund’s managed futures strategy yielded negative returns. Prospects of a rise in rates by the U.S. Federal Reserve (the “Fed”) in the coming months, as well as reservations about the state of the global economy, weighed on performance of markets worldwide. The Fund’s allocation to metals produced the largest negative returns, with position in Comex gold and silver being the largest contributor. The Fund’s short positions in soybean meal also yielded losses as a result of adverse weather conditions in major growth markets. The Fund’s positive positions in bonds helped to offset some of the Fund’s negative performance, as the Fund took advantage of declining Treasury prices as well as increasing European bond prices resulting from weak economic data.

In April, the Fund’s managed futures strategy resulted in negative returns. The Fund’s allocation to the bond and metal markets yielded losses amidst changing global monetary policies and fluctuating oil prices. The Fund’s positions in the grains sector also produced negative results. In particular, the Fund’s short positions in soybean meal suffered, as soybean prices rose as a result of the weakening U.S. dollar and bullish Chinese export data. The Fund’s allocation to the metals market, particularly long positions in Comex gold and silver, produced positive returns for the month, as metals saw strong gains throughout April.

Three Months Ended March 31, 2016

Series A:

Net results for the quarter ended March 31, 2016, were a loss of 3.2% in net asset value compared to the preceding quarter end. In this period, Series A experienced a net decrease in net assets from operations of $244,193. This decrease consisted of investment income of $541, trading losses of $98,595 and total expenses of $146,139. Expenses included $35,715 in management fees, $2,896 in operating expenses, $77,221 in selling commissions, $26,123 in brokerage commissions and $4,184 in other expenses. At March 31, 2016 and December 31, 2015, the net asset value per Unit of Series A was $1,183.63 and $1,222.26, respectively.

Series B:

Net results for the quarter ended March 31, 2016, were a loss of 1.9% in net asset value compared to the preceding quarter end. In this period, Series B experienced a net decrease in net assets from operations of $143,062. This decrease consisted of investment income of $776, trading gains of $22,801 and total expenses of $166,639. Expenses included $37,429 in management fees, $3,035 in operating expenses, $80,927 in selling commissions, $40,522 in brokerage commissions and $4,726 in other expenses. At March 31, 2016 and December 31, 2015, the net asset value per Unit of Series B was $1,337.50 and $1,392.13 respectively.

Fund results for 1^st Quarter 2016:

In March, the Fund’s managed futures strategy yielded negative results. The Fund’s allocation to the energy sector produced losses as the Fund’s short positions lost ground on rising oil prices in the month. The rise in oil prices also helped to rally the Hang Seng China Enterprises Index, generating a loss for the Fund’s short positions. The Fund’s long positions in bonds also produced negative results as a result of general rout in global bond prices. The Fund’s allocation to the agricultural market produced negative results, although its positions in London Commodity Exchange sugar helped to partially offset these losses by yielding positive returns. The Fund’s allocation to the currencies sector proved to be the sole positive performing sector for the month, with the Australian dollar trading at its highest level in recent weeks on better than expected economic data.

In February, the Fund’s managed futures strategy produced positive returns. The Fund’s allocation to the bonds market generated strong positive returns as bond prices advanced on fears of a global slowdown. The Fund’s positions in the energy sector also produced positive results, as the Fund’s long and short positions took advantage of volatile oil prices. The agricultural sector also produced positive returns for the Fund, as the Fund’s short positions in Chicago Board of Trade soybean meal benefitted from declining sales in the soybean market. The Fund’s positions in the currencies markets produced negative results as positions in the Japanese yen lost value as a result of stimulus measures imposed by the Bank of Japan.

44

In January, the Fund’s managed futures strategy yielded negative results. The Fund’s positions in indices generated losses, as global stock indices were negatively affected by a sell-off in China which spurred a stock market slump worldwide. The Fund’s allocation to the agricultural sector also produced negative returns, as the Fund’s long positions in cocoa suffered due to increased supplies, weaker demand and favorable weather for production. The Fund’s allocation to the bonds sector helped to partially offset these losses, producing positive returns as bond prices advanced.

OFF-BALANCE SHEET RISK

The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. The Fund trades in futures and is therefore a party to financial instruments with elements of off-balance sheet market and credit risk. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions, such as interest rate volatility, resulting in such contracts being less valuable. If the markets should move against all of the futures interests positions of the Fund at the same time, and if Superfund Capital Management was unable to offset such positions, the Fund could experience substantial losses. Superfund Capital Management attempts to minimize market risk through real-time monitoring of open positions, diversification of the portfolio and maintenance of a margin-to-equity ratio in all but extreme instances not greater than 50%.

In addition to market risk, in entering into futures, there is a credit risk that a counterparty will not be able to meet its obligations to the Fund. The counterparty for futures contracts traded in the U.S. and on most foreign exchanges is the clearinghouse associated with such exchange. In general, clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the non-performance by one of their members and, as such, should significantly reduce this credit risk. In cases where the clearinghouse is not backed by the clearing members, like some foreign exchanges, it is normally backed by a consortium of banks or other financial institutions.

OFF-BALANCE SHEET ARRANGEMENTS

The Fund does not engage in off-balance sheet arrangements.

CONTRACTUAL OBLIGATIONS

The Fund does not enter into contractual obligations or commercial commitments to make future payments of a type that would be typical for an operating company. The Fund’s sole business is trading futures, currency, forward and certain swap contracts, both long (contracts to buy) and short (contracts to sell). All such contracts are settled by offset, not delivery. Substantially all such contracts are for settlement within four months of the trade date and substantially all such contracts are held by the Fund for less than four months before being offset or rolled over into new contracts with similar maturities. The financial statements of Series A and Series B each present a condensed schedule of investments setting forth net unrealized appreciation (depreciation) of such Series’ open forward contracts as well as the fair value of the futures contracts purchased and sold by each Series at June 30, 2017 and December 31, 2016.

USE OF ESTIMATES

The preparation of financial statements in conformity with U.S. GAAP requires Superfund Capital Management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. Management assesses the levels of the investments at each measurement date and has determined that there are no significant estimates.

CRITICAL ACCOUNTING POLICIES – VALUATION OF THE FUND’S POSITIONS

Superfund Capital Management believes that the accounting policies that will be most critical to the Fund’s financial condition and results of operations relate to the valuation of the Fund’s positions. The majority of the Fund’s positions will be exchange-traded futures contracts, which will be valued daily at settlement prices published by the exchanges. Any spot and forward foreign currency or swap contracts held by the Fund will also be valued at published daily settlement prices or at dealers’ quotes. Thus, Superfund Capital Management expects that under normal circumstances substantially all of the Fund’s assets will be valued on a daily basis using objective measures.

45

RECENTLY ADOPTED AND/OR ISSUED ACCOUNTING PRONOUNCEMENTS

ASU 2015-14

In August 2015, the FASB issued Accounting Standards Update (“ASU”) No. 2015-14, Revenue from Contracts with Customers (Topic 606) – Deferral of Effective Date (“ASU 2015-14”), which defers the effective date of ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) (“ASU 2014-09”). The amendments in ASU 2014-09 affect any entity that enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards. The guidance is effective for annual reporting periods beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2015-14 on the financial statements and disclosures.

ASU 2016-01

In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments – Overall (Suptopic 825-10) Recognition and Measurement of Financial Assets and Liabilities (“ASU 2016-01”). The amendments in ASU 2016-01 affect any entity that holds financial assets or owes financial liabilities. The guidance is effective for fiscal years beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2016-01 on the Fund’s financial statements and disclosures.

ASU 2016-05

In March 2016, the FASB issued ASU No. 2016-05, Derivatives and Hedging (Topic 815) Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships (“ASU 2016-05”). The amendments in ASU 2016-05 affect any reporting entity for which there is a change in the counterparty to a derivative instrument that has been designated as a hedging instrument under Topic 815. The guidance is effective for fiscal years beginning after December 15, 2016. The adoption of ASU 2016-05 is not expected to have an impact on the Fund’s financial statements.

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

Not required.

ITEM 4. CONTROLS AND PROCEDURES

Superfund Capital Management, the Fund’s general partner, with the participation of Superfund Capital Management’s principal executive officer and principal financial officer, has evaluated the effectiveness of the design and operation of its disclosure controls and procedures with respect to each Series individually, as well as the Fund as a whole, as of the end of the period covered by this quarterly report, and, based on their evaluation, have concluded that these disclosure controls and procedures are effective. There were no formal changes in Superfund Capital Management’s internal controls over financial reporting during the quarter ended June 30, 2017 that have materially affected, or are reasonably likely to materially affect, Superfund Capital Management’s internal control over financial reporting with respect to each Series individually, as well as the Fund as a whole.

The Rule 13a-14(a)/15d-14(a) certifications of the principal executive officer and the principal financial officer included as Exhibits 31.1 and 31.2, respectively, are certifying as to each Series individually, as well as the Fund as a whole.

PART II - OTHER INFORMATION

ITEM 1. LEGAL PROCEEDINGS

Superfund Capital Management is not aware of any pending legal proceedings to which either the Fund is a party or to which any of its assets are subject. The Fund has no subsidiaries.

ITEM 1A. RISK FACTORS

Not required.

ITEM 2. UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS

(a) There were no sales of unregistered securities during the quarter ended June 30, 2017.

(c) Pursuant to the Fund’s Sixth Amended and Restated Limited Partnership Agreement, investors may redeem their Units at the end of each calendar month at the then current month-end Net Asset Value per Unit. The redemption of Units has no impact on the value of Units that remain outstanding, and Units are not reissued once redeemed.

46

The following tables summarize the redemptions by investors during the three months ended June 30, 2017:

Series A:

Month	Units Redeemed		NAV per Unit ($)
April 30, 2017		38.454		1,004.20
May 31, 2017		46.251		1,017.57
June 30, 2017		79.430		999.67
		164.135

Series B:

Month	Units Redeemed		NAV per Unit ($)
April 30, 2017		33.884		1,081.99
May 31, 2017		121.748		1,111.52
June 30, 2017		143.324		1,086.77
		298.956

ITEM 3. DEFAULTS UPON SENIOR SECURITIES

Not applicable.

ITEM 4. MINE SAFETY DISCLOSURE

Not applicable.

ITEM 5. OTHER INFORMATION

None.

ITEM 6. EXHIBITS

The following exhibits are included herewith:

31.1	Rule 13a-14(a)/15d-14(a) Certification of Principal Executive Officer
31.2	Rule 13a-14(a)/15d-14(a) Certification of Principal Financial Officer
32.1	Section 1350 Certification of Principal Executive Officer
32.2	Section 1350 Certification of Principal Financial Officer
101.INS	XBRL Instance Document
101.SCH	XBRL Taxonomy Extension Schema Document
101.CAL	XBRL Taxonomy Extension Calculation Linkbase Document
101.DEF	XBRL Taxonomy Extension Definition Linkbase Document
101.LAB	XBRL Taxonomy Extension Labe Linkbase Document
101.PRE	XBRL Taxonomy Extension Presentation Linkbase Document

47

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Date: August 4, 2017	SUPERFUND GREEN, L.P.
	(Registrant)
	By: Superfund Capital Management, Inc.
	General Partner
	By:	/s/ Nigel James
	Nigel James
	President and Principal Executive Officer
	By:	/s/ Martin Schneider
	Martin Schneider
	Vice President and Principal Financial Officer

48

EXHIBIT INDEX

Exhibit Number	Description of Document	Page Number
31.1	Rule 13a-14(a)/15d-14(a) Certification of Principal Executive Officer		E-2
31.2	Rule 13a-14(a)/15d-14(a) Certification of Principal Financial Officer		E-3
32.1	Section 1350 Certification of Principal Executive Officer		E-4
32.2	Section 1350 Certification of Principal Financial Officer		E-5

E-1

EX-31.1

Exhibit 31.1

RULE 13a-14(a)/15d-14(a)

CERTIFICATION OF PRINCIPAL EXECUTIVE OFFICER

I, Nigel James, certify that:

1. I have reviewed this report on Form 10-Q for the period ending June 30, 2017, of Superfund Green, L.P.;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: August 4, 2017	By:	/s/ Nigel James
		Nigel James
		President and Principal Executive Officer

E-2

EX-31.2

Exhibit 31.2

RULE 13a-14(a)/15d-14(a)

CERTIFICATION OF PRINCIPAL FINANCIAL OFFICER

I, Martin Schneider, certify that:

1. I have reviewed this report on Form 10-Q for the period ending June 30, 2017, of Superfund Green, L.P.;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer(s) and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: August 4, 2017	By:	/s/ Martin Schneider
		Martin Schneider
		Vice President and Principal Financial Officer

E-3

EX-32.1

Exhibit 32.1

SECTION 1350 CERTIFICATION

OF PRINCIPAL EXECUTIVE OFFICER

In connection with the report on Form 10-Q for the period ending June 30, 2017 (the “Report”), I, Nigel James, President and Principal Executive Officer of Superfund Capital Management, Inc., the general partner of Superfund Green, L.P. (the “Fund”), certify, pursuant to 18 U.S.C. §1350, as adopted pursuant to §906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

(2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Fund.

Date: August 4, 2017	By:	/s/ Nigel James
		Nigel James
		President and Principal Executive Officer

E-4

EX-32.2

Exhibit 32.2

SECTION 1350 CERTIFICATION

OF PRINCIPAL FINANCIAL OFFICER

In connection with the report on Form 10-Q for the period ending June 30, 2017 (the “Report”), I, Martin Schneider, Vice President and Principal Financial Officer of Superfund Capital Management, Inc., the general partner of Superfund Green, L.P. (the “Fund”), certify, pursuant to 18 U.S.C. §1350, as adopted pursuant to §906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

(2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Fund.

Date: August 4, 2017	By:	/s/ Martin Schneider
		Martin Schneider
		Vice President and Principal Financial Officer

E-5

XML

Document and Entity Information	6 Months Ended
	Jun. 30, 2017 shares
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2017
Document Fiscal Year Focus	2017
Document Fiscal Period Focus	Q2
Trading Symbol	CK0001168990
Entity Registrant Name	SUPERFUND GREEN, L.P.
Entity Central Index Key	0001168990
Current Fiscal Year End Date	--12-31
Entity Filer Category	Smaller Reporting Company
Entity Common Stock, Shares Outstanding	0

XML

STATEMENTS OF ASSETS AND LIABILITIES - USD ($)	Jun. 30, 2017	Dec. 31, 2016
ASSETS
Due from brokers	$ 5,311,865	$ 5,162,711
Unrealized appreciation on open forward contracts	21,374	25,475
Unrealized gain on futures contracts purchased	86,924	254,994
Unrealized gain on futures contracts sold	47,870	164,986
Cash	3,118,501	4,768,586
Total assets	8,586,534	10,376,752
LIABILITIES
Unrealized depreciation on open forward contracts	26,687	34,093
Unrealized loss on futures contracts purchased	235,163	211,351
Unrealized loss on futures contracts sold	101,351	145,611
Redemptions payable	235,160	1,180,571
Management fees payable	12,720	15,439
Fees payable	742	6,427
Total liabilities	611,823	1,593,492
NET ASSETS	7,974,711	8,783,260
SERIES A
ASSETS
Due from brokers	1,886,733	2,149,632
Unrealized appreciation on open forward contracts	2,023	4,792
Unrealized gain on futures contracts purchased	14,090	96,648
Unrealized gain on futures contracts sold	11,047	69,382
Cash	1,525,952	2,648,829
Total assets	3,439,845	4,969,283
LIABILITIES
Unrealized depreciation on open forward contracts	3,785	9,573
Unrealized loss on futures contracts purchased	63,866	84,541
Unrealized loss on futures contracts sold	27,386	57,076
Redemptions payable	79,400	1,150,674
Management fees payable	5,174	7,448
Fees payable	148	3,885
Total liabilities	179,759	1,313,197
NET ASSETS	$ 3,260,086	$ 3,656,086
Number of Units	3,261.160	3,694.882
Net Asset Value per Unit	$ 999.67	$ 989.50
SERIES B
ASSETS
Due from brokers	$ 3,425,132	$ 3,013,079
Unrealized appreciation on open forward contracts	19,351	20,683
Unrealized gain on futures contracts purchased	72,834	158,346
Unrealized gain on futures contracts sold	36,823	95,604
Cash	1,592,549	2,119,757
Total assets	5,146,689	5,407,469
LIABILITIES
Unrealized depreciation on open forward contracts	22,902	24,520
Unrealized loss on futures contracts purchased	171,297	126,810
Unrealized loss on futures contracts sold	73,965	88,535
Redemptions payable	155,760	29,897
Management fees payable	7,546	7,991
Fees payable	594	2,542
Total liabilities	432,064	280,295
NET ASSETS	$ 4,714,625	$ 5,127,174
Number of Units	4,338.211	4,887.522
Net Asset Value per Unit	$ 1,086.77	$ 1,049.01

XML

STATEMENTS OF OPERATIONS - USD ($)		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Investment Income
Interest income		$ 6,674	$ 1,410	$ 10,394	$ 2,727
Other income		535		6,151
Total investment income		7,209	1,410	16,545	2,727
Expenses
Selling commission		84,275	138,382	172,525	296,530
Brokerage commissions		34,550	70,641	74,266	137,286
Management fee		38,977	64,002	79,793	137,146
Operating expenses		3,160	5,189	6,470	11,120
Other		6,316	8,180	12,720	17,090
Total expenses		167,278	286,394	345,774	599,172
Net investment loss		(160,069)	(284,984)	(329,229)	(596,445)
Realized and unrealized gain (loss) on investments
Net change in realized gain (loss) on futures and forward contracts		434,156	(1,182,093)	815,697	(1,290,081)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(320,204)	247,066	(261,432)	279,260
Net gain (loss) on investments		113,952	(935,027)	554,265	(1,010,821)
Net increase (decrease) in net assets from operations		(46,117)	(1,220,011)	225,036	(1,607,266)
SERIES A
Investment Income
Interest income		2,525	618	4,147	1,159
Other income		501		3,500
Total investment income		3,026	618	7,647	1,159
Expenses
Selling commission		34,144	68,618	70,377	145,839
Brokerage commissions		10,022	27,893	22,142	54,016
Management fee		15,792	31,736	32,550	67,451
Operating expenses		1,280	2,573	2,639	5,469
Other		2,033	3,835	4,887	8,019
Total expenses		63,271	134,655	132,595	280,794
Net investment loss		(60,245)	(134,037)	(124,948)	(279,635)
Realized and unrealized gain (loss) on investments
Net change in realized gain (loss) on futures and forward contracts		123,153	(480,902)	252,754	(582,059)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(100,028)	100,809	(87,509)	103,371
Net gain (loss) on investments		23,125	(380,093)	165,245	(478,688)
Net increase (decrease) in net assets from operations		$ (37,120)	$ (514,130)	$ 40,297	$ (758,323)
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of units outstanding during period)	[1]	$ (10.94)	$ (84.48)	$ 11.82	$ (122.41)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per unit during period)	[1]	$ (11.13)	$ (82.03)	$ 10.17	$ (120.66)
SERIES B
Investment Income
Interest income		$ 4,149	$ 792	$ 6,247	$ 1,568
Other income		34		2,651
Total investment income		4,183	792	8,898	1,568
Expenses
Selling commission		50,131	69,764	102,148	150,691
Brokerage commissions		24,528	42,748	52,124	83,270
Management fee		23,185	32,266	47,243	69,695
Operating expenses		1,880	2,616	3,831	5,651
Other		4,283	4,345	7,833	9,071
Total expenses		104,007	151,739	213,179	318,378
Net investment loss		(99,824)	(150,947)	(204,281)	(316,810)
Realized and unrealized gain (loss) on investments
Net change in realized gain (loss) on futures and forward contracts		311,003	(701,191)	562,943	(708,022)
Net change in unrealized appreciation (depreciation) on futures and forward contracts		(220,176)	146,257	(173,923)	175,889
Net gain (loss) on investments		90,827	(554,934)	389,020	(532,133)
Net increase (decrease) in net assets from operations		$ (8,997)	$ (705,881)	$ 184,739	$ (848,943)
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of units outstanding during period)	[2]	$ (1.97)	$ (126.09)	$ 40.13	$ (150.44)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per unit during period)	[2]	$ (2.50)	$ (125.48)	$ 37.76	$ (150.61)

[1] Weighted average number of Units outstanding for Series A for the Three Months Ended June 30, 2017 and June 30, 2016: 3,393.11 and 6,085.69, respectively; and for the Six Months Ended June 30, 2017 and June 30, 2016: 3,407.81 and 6,195.17, respectively.

[2] Weighted average number of Units outstanding for Series B for the Three Months Ended June 30, 2017 and June 30, 2016: 4,562.72 and 5,598.12, respectively; and for the Six Months Ended June 30, 2017 and June 30, 2016: 4,603.57 and 5,643.17, respectively.

XML

STATEMENTS OF CASH FLOWS - USD ($)	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Cash flows from operating activities
Net increase (decrease) in net assets from operations	$ 225,036	$ (1,607,266)
Changes in operating assets and liabilities:
Decrease (increase) in due from brokers	(149,154)	2,474,000
Decrease (increase) in unrealized appreciation on open forward contracts	4,101
Decrease (increase) in futures contracts purchased	191,882	(641,839)
Increase (decrease) in unrealized depreciation on open forward contracts	(7,406)
Decrease (increase) in futures contracts sold	72,856	362,579
Increase (decrease) in management fees payable	(2,719)	(4,194)
Increase (decrease) in fees payable	(5,685)	(205)
Net cash provided by operating activities	328,911	583,075
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions	161,681	242,356
Redemptions, net of change in redemptions payable	(2,140,677)	(1,341,865)
Net cash used in financing activities	(1,978,996)	(1,099,509)
Net decrease in cash	(1,650,085)	(516,434)
Cash, beginning of period	4,768,586	9,619,391
Cash, end of period	3,118,501	9,102,957
SERIES A
Cash flows from operating activities
Net increase (decrease) in net assets from operations	40,297	(758,323)
Changes in operating assets and liabilities:
Decrease (increase) in due from brokers	262,899	1,019,020
Decrease (increase) in unrealized appreciation on open forward contracts	2,769
Decrease (increase) in futures contracts purchased	61,883	(242,799)
Increase (decrease) in unrealized depreciation on open forward contracts	(5,788)
Decrease (increase) in futures contracts sold	28,645	139,429
Increase (decrease) in management fees payable	(2,274)	(2,204)
Increase (decrease) in fees payable	(3,737)	(1,104)
Net cash provided by operating activities	384,694	154,019
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions	66,025	110,930
Redemptions, net of change in redemptions payable	(1,573,596)	(775,021)
Net cash used in financing activities	(1,507,571)	(664,091)
Net decrease in cash	(1,122,877)	(510,072)
Cash, beginning of period	2,648,829	5,412,560
Cash, end of period	1,525,952	4,902,488
SERIES B
Cash flows from operating activities
Net increase (decrease) in net assets from operations	184,739	(848,943)
Changes in operating assets and liabilities:
Decrease (increase) in due from brokers	(412,053)	1,454,980
Decrease (increase) in unrealized appreciation on open forward contracts	1,332
Decrease (increase) in futures contracts purchased	129,999	(399,040)
Increase (decrease) in unrealized depreciation on open forward contracts	(1,618)
Decrease (increase) in futures contracts sold	44,211	223,150
Increase (decrease) in management fees payable	(445)	(1,990)
Increase (decrease) in fees payable	(1,948)	899
Net cash provided by operating activities	(55,783)	429,056
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions	95,656	131,426
Redemptions, net of change in redemptions payable	(567,081)	(566,844)
Net cash used in financing activities	(471,425)	(435,418)
Net decrease in cash	(527,208)	(6,362)
Cash, beginning of period	2,119,757	4,206,831
Cash, end of period	$ 1,592,549	$ 4,200,469

XML

STATEMENTS OF OPERATIONS (Parenthetical) - shares	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
SERIES A
Weighted average number of Units outstanding	3,393.11	6,085.69	3,407.81	6,195.17
SERIES B
Weighted average number of Units outstanding	4,562.72	5,598.12	4,603.57	5,643.17

XML

Nature of operations

6 Months Ended

Jun. 30, 2017

Accounting Policies [Abstract]

Nature of operations

1. Nature of operations

Organization and Business

Superfund Green, L.P. (the “Fund”), a Delaware limited partnership, commenced operations on November 5, 2002. The Fund was organized to trade speculatively in the United States (“U.S.”) and international commodity futures and forward markets using a fully-automated computerized trading system. The Fund has issued two classes of units (“Units”), Series A and Series B (each, a “Series”). The two Series are traded and managed the same way except for the degree of leverage.

The terms of Series A and Series B each shall continue until December 31, 2050, unless the applicable Series is terminated earlier by the Fund’s general partner, Superfund Capital Management, Inc. (“Superfund Capital Management”) or by operation of law or a decline in the aggregate net assets of such Series to less than $500,000.

XML

Basis of presentation and significant accounting policies

6 Months Ended

Jun. 30, 2017

Accounting Policies [Abstract]

Basis of presentation and significant accounting policies

2. Basis of presentation and significant accounting policies

Basis of Presentation

The unaudited financial statements have been prepared in accordance with the rules and regulations of the Securities and Exchange Commission (“SEC”) and accounting principles generally accepted in the U.S. (“U.S. GAAP”) with respect to the Form 10-Q and reflect all adjustments which in the opinion of management are normal and recurring, and which are necessary for a fair statement of the results of interim periods presented. It is suggested that these financial statements be read in conjunction with the financial statements and the related notes included in the Fund’s Annual Report on Form 10-K for the year ended December 31, 2016.

Valuation of Investments in Futures Contracts and Forward Contracts

All commodity interests (including derivative financial instruments and derivative commodity instruments) are used for trading purposes. The commodity interests are recorded on a trade date basis and open contracts are recorded in the statements of assets and liabilities at fair value on the last business day of the period, which represents market value for those commodity interests for which market quotes are readily available.

Exchange-traded futures contracts are valued at settlement prices published by the recognized exchange. Any spot and forward foreign currency contracts held by the Fund will be valued at published settlement prices or at dealers’ quotes.

Translation of Foreign Currency

Assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the period-end exchange rates. Purchases and sales of investments and income and expenses that are denominated in foreign currencies are translated into U.S. dollar amounts on the transaction date. Adjustments arising from foreign currency transactions are reflected in the statements of operations.

The Fund does not isolate that portion of the results of operations arising from the effect of changes in foreign exchange rates on investments from fluctuations from changes in market prices of investments held. Such fluctuations are included in net realized and unrealized gain (loss) on investments in the statements of operations.

Investment Transactions, Investment Income and Expenses

Investment transactions are accounted for on a trade-date basis. Interest income and expenses are recognized on the accrual basis. Operating expenses of the Fund are allocated to each Series in proportion to the net asset value of the Series at the beginning of each month. Expenses directly attributable to a particular Series are charged directly to that Series.

Gains or losses are realized when contracts are liquidated. Unrealized gains and losses on open contracts (the difference between contract trade price and market price) are reported in the statements of assets and liabilities as gross unrealized gain or loss, and any change in that amount from the prior period is reflected in the accompanying statements of operations. There exists a right of offset of unrealized gains or losses in accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 210-20, Offsetting – Balance Sheet.

Set forth herein are instruments and transactions eligible for offset in the statements of assets and liabilities and which are subject to derivative clearing agreements with the Fund’s futures commission merchants. Each futures commission merchant nets margin held on behalf of each Series of the Fund or payment obligations of the futures commission merchant to each Series against any payment obligations of that Series to the futures commission merchant. Each Series is required to deposit margin at each futures commission merchant to meet the original and maintenance requirements established by that futures commission merchant, and/or the exchange or clearinghouse associated with the exchange on which the instrument is traded. The derivative clearing agreements give each futures commission merchant a security interest in this margin to secure any liabilities owed to the futures commission merchant arising from a default by the Series. As of June 30, 2017, the Fund had on deposit $1,601,165 at ADM Investor Services, Inc. and $3,710,700 at Merrill Lynch, Pierce, Fenner & Smith. As of June 30, 2017, Series A had on deposit $645,442 at ADM Investor Services, Inc. and $1,241,291 at Merrill Lynch, Pierce, Fenner & Smith. As of June 30, 2017, Series B had on deposit $955,723 at ADM Investor Services, Inc. and $2,469,409 at Merrill Lynch, Pierce, Fenner & Smith.

Income Taxes

The Fund does not record a provision for U.S. income taxes because the partners report their share of the Fund’s income or loss on their returns. The financial statements reflect the Fund’s transactions without adjustment, if any, required for income tax purposes.

Superfund Capital Management has evaluated the application of ASC Topic 740, Income Taxes (“ASC 740”), to the Fund, to determine whether or not there are uncertain tax positions that require financial statement recognition. Based on this evaluation, Superfund Capital Management has determined no reserves for uncertain tax positions are required to be recorded as a result of the application of ASC 740. Superfund Capital Management is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next twelve months. As a result, no income tax liability or expense has been recorded in the accompanying financial statements. The Fund files federal and various state tax returns. The 2013 through 2016 tax years generally remain subject to examination by the U.S. federal and most state tax authorities.

Use of Estimates

The preparation of financial statements in conformity with U.S. GAAP requires Superfund Capital Management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Recently Adopted and/or Issued Accounting Pronouncements

ASU 2015-14

In August 2015, the FASB issued Accounting Standards Update (“ASU”) No. 2015-14, Revenue from Contracts with Customers (Topic 606) – Deferral of Effective Date (“ASU 2015-14”), which defers the effective date of ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) (“ASU 2014-09”). The amendments in ASU 2014-09 affect any entity that enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards. The guidance is effective for annual reporting periods beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2015-14 on the financial statements and disclosures.

ASU 2016-01

In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments – Overall (Suptopic 825-10) Recognition and Measurement of Financial Assets and Liabilities (“ASU 2016-01”). The amendments in ASU 2016-01 affect any entity that holds financial assets or owes financial liabilities. The guidance is effective for fiscal years beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2016-01 on the Fund’s financial statements and disclosures.

ASU 2016-05

In March 2016, the FASB issued ASU No. 2016-05, Derivatives and Hedging (Topic 815) Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships (“ASU 2016-05”). The amendments in ASU 2016-05 affect any reporting entity for which there is a change in the counterparty to a derivative instrument that has been designated as a hedging instrument under Topic 815. The guidance is effective for fiscal years beginning after December 15, 2016. The adoption of ASU 2016-05 is not expected to have an impact on the Fund’s financial statements.

XML

Fair Value Measurements

6 Months Ended

Jun. 30, 2017

Fair Value Disclosures [Abstract]

Fair Value Measurements

3. Fair Value Measurements

The Fund follows ASC 820, Fair Value Measurements and Disclosures, which establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under ASC 820 are described below:

Level 1:	Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;
Level 2:	Quoted prices in markets that are not considered to be active or financial instruments for which all significant inputs are observable, either directly or indirectly;
Level 3:	Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable.

A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement.

Derivative Contracts. Derivative contracts can be exchange-traded or over-the-counter (“OTC”). Exchange-traded derivatives typically fall within Level 1 or Level 2 of the fair value hierarchy depending on whether they are deemed to be actively traded or not. The Fund has exposure to exchange-traded derivative contracts through the Fund’s trading of exchange-traded futures contracts. The Fund’s exchange-traded futures contract positions are valued daily at settlement prices published by the applicable exchanges. In such cases, provided they are deemed to be actively traded, exchange-traded derivatives are classified within Level 1 of the fair value hierarchy. Less actively traded exchange-traded derivatives fall within Level 2 of the fair value hierarchy.

OTC derivatives are valued using market transactions and other market evidence whenever possible, including market-based inputs to models, model calibration to market-clearing transactions, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency. Where models are used, the selection of a particular model to value an OTC derivative depends upon the contractual terms of, and specific risks inherent in, the instrument as well as the availability of pricing information in the market. For OTC derivatives that trade in liquid markets, such as generic forwards and swaps, model inputs can generally be verified and model selection does not involve significant management judgment. The OTC derivatives held by the Fund may include forwards and swaps. Spot and forward foreign currency contracts held by the Fund are valued at published daily settlement prices or at dealers’ quotes. The Fund’s forward and swap positions are typically classified within Level 2 of the fair value hierarchy.

Certain OTC derivatives trade in less liquid markets with limited pricing information, and the determination of fair value for these derivatives is inherently more difficult. Such instruments are classified within Level 3 of the fair value hierarchy. Where the Fund does not have corroborating market evidence to support significant model inputs and cannot verify the model to market transactions, transaction price is initially used as the best estimate of fair value. Accordingly, when a pricing model is used to value such an instrument, the model is adjusted so that the model value at inception equals the transaction price. The valuations of these less liquid OTC derivatives are typically based on Level 1 and/or Level 2 inputs that can be observed in the market, as well as unobservable Level 3 inputs. Subsequent to initial recognition, the Fund updates the Level 1 and Level 2 inputs to reflect observable market changes, with resulting gains and losses reflected within Level 3. Level 3 inputs are changed only when corroborated by evidence such as similar market transactions, third-party pricing services and/or broker or dealer quotations, or other empirical market data. In circumstances in which the Fund cannot verify the model value to market transactions, it is possible that a different valuation model could produce a materially different estimate of fair value. The Fund attempts to avoid holding less liquid OTC derivatives. However, once held, the market for any particular derivative contract could become less liquid during the holding period. There were no Level 3 holdings at June 30, 2017 or December 31, 2016 or during the periods then ended.

The following table summarizes the valuation of the Fund’s assets and liabilities by the ASC 820 fair value hierarchy as of June 30, 2017 and December 31, 2016:

Superfund Green, L.P.

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	21,374	$	—	$	21,374	$	—
Futures contracts sold		47,870		47,870		—		—
Futures contracts purchased		86,924		86,924		—		—
Total Assets Measured at Fair Value	$	156,168	$	134,794	$	21,374	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	26,687	$	—	$	26,687	$	—
Futures contracts sold		101,351		101,351		—		—
Futures contracts purchased		235,163		235,163		—		—
Total Liabilities Measured at Fair Value	$	363,201	$	336,514	$	26,687	$	—

	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	25,475	$	—	$	25,475	$	—
Futures contracts sold		164,986		164,986		—
Futures contracts purchased		254,994		254,994		—		—
Total Assets Measured at Fair Value	$	445,455	$	419,980	$	25,475	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	34,093	$	—	$	34,093	$	—
Futures contracts sold		145,611		145,611		—
Futures contracts purchased		211,351		211,351		—		—
Total Liabilities Measured at Fair Value	$	391,055	$	356,962	$	34,093	$	—

Superfund Green, L.P. – Series A

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	2,023	$	—	$	2,023	$	—
Futures contracts sold		11,047		11,047		—		—
Futures contracts purchased		14,090		14,090		—		—
Total Assets Measured at Fair Value	$	27,160	$	25,137	$	2,023	$	—

LIABILITIES
Unrealized depreciation on open forward contracts	$	3,785	$	—	$	3,785	$	—
Futures contracts sold		27,386		27,386		—		—
Futures contracts purchased		63,866		63,866		—		—
Total Liabilities Measured at Fair Value	$	95,037	$	91,252	$	3,785	$	—
	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	4,792	$	—	$	4,792	$	—
Futures contracts sold		69,382		69,382		—
Futures contracts purchased		96,648		96,648		—		—
Total Assets Measured at Fair Value	$	170,822	$	166,030	$	4,792	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	9,573	$	—	$	9,573	$	—
Futures contracts sold		57,076		57,076		—
Futures contracts purchased		84,541		84,541		—		—
Total Liabilities Measured at Fair Value	$	151,190	$	141,617	$	9,573	$	—

Superfund Green, L.P. – Series B

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	19,351	$	—	$	19,351	$	—
Futures contracts sold		36,823		36,823		—		—
Futures contracts purchased		72,834		72,834		—		—
Total Assets Measured at Fair Value	$	129,008	$	109,657	$	19,351	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	22,902	$	—	$	22,902	$	—
Futures contracts sold		73,965		73,965		—		—
Futures contracts purchased		171,297		171,297		—		—
Total Liabilities Measured at Fair Value	$	268,164	$	245,262	$	22,902	$	—

	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	20,683	$	—	$	20,683	$	—
Futures contracts sold		95,604		95,604		—
Futures contracts purchased		158,346		158,346		—		—
Total Assets Measured at Fair Value	$	274,633	$	253,950	$	20,683	$	—

LIABILITIES
Unrealized depreciation on open forward contracts	$	24,520	$	—	$	24,520	$	—
Futures contracts sold		88,535		88,535		—
Futures contracts purchased		126,810		126,810		—		—
Total Liabilities Measured at Fair Value	$	239,865	$	215,345	$	24,520	$	—

XML

Disclosure of derivative instruments and hedging activities

6 Months Ended

Jun. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Disclosure of derivative instruments and hedging activities

4. Disclosure of derivative instruments and hedging activities

The Fund follows ASC 815, Disclosures about Derivative Instruments and Hedging Activities (“ASC 815”). ASC 815 is intended to improve financial reporting for derivative instruments by requiring enhanced disclosure that enables investors to understand how and why an entity uses derivatives, how derivatives are accounted for, and how derivative instruments affect an entity’s results of operations and financial position.

Derivative instruments held by the Fund do not qualify as derivative instruments held as hedging instruments, as defined in ASC 815. Instead, the Fund includes derivative instruments in its trading activity. Per the requirements of ASC 815, the Fund discloses the gains and losses on its trading activities for both derivative and nonderivative instruments in the statements of operations.

The Fund engages in the speculative trading of futures contracts in a wide range of commodities, including equity markets, interest rates, food and fiber, energy, livestock, and metals. ASC 815 requires entities to recognize all derivative instruments as either assets or liabilities at fair value in the statement of financial position. Investments in commodity futures contracts are recorded in the statements of assets and liabilities as unrealized appreciation or depreciation on futures contracts purchased and futures contracts sold. Since the derivatives held or sold by the Fund are for speculative trading purposes, the derivative instruments are not designated as hedging instruments under the provisions of ASC 815. Accordingly, all realized gains and losses, as well as any change in net unrealized gains or losses on open positions from the preceding period, are recognized as part of the Fund’s realized and unrealized gain (loss) on investments in the statements of operations.

Information concerning the fair value of the Fund’s derivatives held long or sold short, as well as information related to the annual average volume of the Fund’s derivative activity, is as follows:

Superfund Green, L.P.

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	21,374	$	—		$	21,374
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(26,687	)		(26,687	)
Futures contracts	Futures contracts purchased		86,924		(235,163	)		(148,239	)
Futures contracts	Futures contracts sold		47,870		(101,351	)		(53,481	)
Totals		$	156,168	$	(363,201	)	$	(207,033	)

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location		Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts		Unrealized appreciation on open forward contracts	$	25,475	$	—		$	25,475
Foreign exchange contracts		Unrealized depreciation on open forward contracts		—		(34,093	)		(34,093	)
Futures contracts		Futures contracts purchased		254,994		(211,351	)		43,643
Futures contracts		Futures contracts sold		164,986		(145,611	)		19,375
Totals			$	445,455	$	(391,055	)	$	54,400

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(58,390	)	$	—	$	—	$	(58,390	)
Merrill Lynch		(148,643	)		—		—		(148,643	)
Totals	$	(207,033	)	$	—	$	—	$	(207,033	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(62,704	)	$	—	$	—	$	(62,704	)
Merrill Lynch		117,104			—		—		117,104
Totals	$	54,400		$	—	$	—	$	54,400

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(40,183	)	$	17,128
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		474,339			(337,332	)
Total		$	434,156		$	(320,204	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(196	)	$	3,306
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		815,893			(264,738	)
Total		$	815,697		$	(261,432	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(7,409	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(1,174,684	)		247,066
Total		$	(1,182,093	)	$	247,066

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives In Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	12,138		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(1,302,219	)		279,260
Total		$	(1,290,081	)	$	279,260

Superfund Green, L.P. gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	14,717		0.5		$	(10,367	)		(0.3	)	$	6,657		0.2		$	(16,320	)		(0.5	)	$	(5,313	)
Currency		36,287		1.1			(1,907	)		(0.1	)		13,900		0.4			(6,525	)		(0.2	)		41,755
Financial		1,671		0.1			(120,063	)		(3.7	)		11,410		0.3			—			—			(106,982	)
Food & Fiber		8,228		0.3			(74	)		(0.0	)*		7,545		0.2			(46,262	)		(1.4	)		(30,563	)
Indices		12,266		0.4			(104,662	)		(3.2	)		6,636		0.2			(3,749	)		(0.1	)		(89,509	)
Metals		19,259		0.6			(2,587	)		(0.1	)		7,189		0.2			(7,383	)		(0.2	)		16,478
Livestock		9,020		0.3			(5,870	)		(0.2	)		—		—			—			—			3,150
Energy		193		0.0	*		—			—			1,190		0.0	*		(37,432	)		(1.1	)		(36,049	)
Totals	$	101,641		3.1		$	(245,530	)		(7.5	)	$	54,527		1.7		$	(117,671	)		(3.6	)	$	(207,033	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	13,481		0.2		$	(14,738	)		(0.2	)	$	11,994		0.1		$	(19,355	)		(0.2	)	$	(8,618	)
Currency		2,976		0.0	*		(38,947	)		(0.4	)		20,015		0.2			(3,555	)		(0.0	)*		(19,511	)
Financial		105,659		1.2			(12,113	)		(0.1	)		1,789		0.0	*		(28,765	)		(0.3	)		66,570
Food & Fiber		13,543		0.2			(30,833	)		(0.4	)		28,124		0.3			(20,480	)		(0.2	)		(9,646	)
Indices		92,375		1.1			(49,313	)		(0.6	)		8,350		0.1			(28,427	)		(0.3	)		22,985
Metals		5,640		0.1			(80,118	)		(0.9	)		106,709		1.2			(4,885	)		(0.1	)		27,346
Livestock		—		—			—			—			—		—			(45,580	)		(0.5	)		(45,580	)
Energy		34,799		0.4			(25	)		(0.0	)*		—		—			(13,920	)		(0.2	)		20,854
Totals	$	268,473		3.2		$	(226,087	)		(2.6	)	$	176,981		1.9		$	(164,967	)		(1.8	)	$	54,400

* Due to rounding – amount is less than 0.05%

Superfund Green L.P. monthly contract volume: For the three months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,757 and the monthly average futures and forward contracts sold was 324. For the six months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,696 and the monthly average futures and forward contracts sold was 533. For the three months ended June 30, 2016, the monthly average futures contracts bought was 2,408 and the monthly average futures contracts sold was 2,113. For the six months ended June 30, 2016 the monthly average futures contracts bought was 2,000 and the monthly average futures and forward contracts sold was 2,113.

Superfund Green, L.P. trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(40,183	)	$	17,128		$	(23,055	)
Currency		(79,773	)		75,760			(4,013	)
Financial		37,159			(154,468	)		(117,309	)
Food & Fiber		101,616			(95,904	)		5,712
Indices		697,066			(127,678	)		569,388
Metals		(141,478	)		13,107			(128,371	)
Livestock		43,380			1,720			45,100
Energy		(183,631	)		(49,869	)		(233,500	)
Total net trading gains (losses) in Statement of Operations	$	434,156		$	(320,204	)	$	113,952
	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(196	)	$	3,306		$	3,110
Currency		(189,677	)		61,266			(128,411	)
Financial		15,823			(173,551	)		(157,728	)
Food & Fiber		(31,761	)		(20,917	)		(52,678	)
Indices		1,420,267			(112,495	)		1,307,772
Metals		(75,999	)		(10,869	)		(86,868	)
Livestock		(15,180	)		48,730			33,550
Energy		(307,580	)		(56,902	)		(364,482	)
Total net trading gains (losses) in Statement of Operations	$	815,697		$	(261,432	)	$	554,265
	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(7,409	)	$	—		$	(7,409	)
Currency		(283,350	)		(71,904	)		(355,254	)
Financial		364,468			174,181			538,649
Food & Fiber		115,413			(22,457	)		92,956
Indices		(392,201	)		(83,786	)		(475,987	)
Metals		(321,885	)		264,713			(57,172	)
Livestock		(16,140	)		20,570			4,430
Energy		(640,989	)		(34,251	)		(675,240	)
Total net trading gains (losses) in Statement of Operations	$	(1,182,093	)	$	247,066		$	(935,027	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	12,138		$	—		$	12,138
Currency		(482,502	)		48,374			(434,128	)
Financial		270,157			221,240			491,397
Food & Fiber		28,205			114,281			142,486
Indices		(162,543	)		(166,229	)		(328,772	)
Metals		(682,336	)		211,561			(470,775	)
Livestock		(31,100	)		(2,640	)		(33,740	)
Energy		(242,100	)		(147,327	)		(389,427	)
Total net trading gains (losses) in Statement of Operations	$	(1,290,081	)	$	279,260		$	(1,010,821	)

Superfund Green, L.P. – Series A

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	2,023	$	—		$	2,023
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(3,785	)		(3,785	)
Futures contracts	Futures contracts purchased		14,090		(63,866	)		(49,776	)
Futures contracts	Futures contracts sold		11,047		(27,386	)		(16,339	)
Totals		$	27,160	$	(95,037	)	$	(67,877	)

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	4,792	$	—		$	4,792
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(9,573	)		(9,573	)
Futures contracts	Futures contracts purchased		96,648		(84,541	)		12,107
Futures contracts	Futures contracts sold		69,382		(57,076	)		12,306
Totals		$	170,822	$	(151,190	)	$	19,632

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(22,321	)	$	—	$	—	$	(22,321	)
Merrill Lynch		(45,556	)		—		—		(45,556	)
Totals	$	(67,877	)	$	—	$	—	$	(67,877	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(25,285	)	$	—	$	—	$	(25,285	)
Merrill Lynch		44,917			—		—		44,917
Totals	$	19,632		$	—	$	—	$	19,632

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(7,805	)	$	1,607
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		130,958			(101,635	)
Total		$	123,153		$	(100,028	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain on Derivatives in Statement of Operations		Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	2,510	$	3,019
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		250,244		(90,528	)
Total		$	252,754	$	(87,509	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(4,129	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(476,773	)		100,809
Total		$	(480,902	)	$	100,809

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	3,567		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(585,626	)		103,371
Total		$	(582,059	)	$	103,371

Superfund Green, L.P. – Series A gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	—		—		$	(2,232	)		(0.1	)	$	2,023		0.1		$	(1,553	)		(0.0	)*	$	(1,762	)
Currency		7,549		0.2			(390	)		(0.0	)*		3,306		0.1			(1,631	)		(0.1	)		8,834
Financial		360		0.0	*		(33,194	)		(1.0	)		3,720		0.1			—			—			(29,114	)
Food & Fiber		—		—			(14	)		(0.0	)*		280		0.0	*		(13,666	)		(0.4	)		(13,400	)
Indices		3,073		0.1			(27,987	)		(0.9	)		1,911		0.1			(1,280	)		(0.0	)*		(24,283	)
Metals		728		0.0	*		(631	)		(0.0	)*		1,830		0.1			(175	)		(0.0	)*		1,752
Livestock		2,380		0.1			(1,650	)		(0.1	)		—		—			—			—			730
Energy		—		—			—			—			—		—			(10,634	)		(0.3	)		(10,634	)
Totals	$	14,090		0.4		$	(66,098	)		(2.1	)	$	13,070		0.5		$	(28,939	)		(0.8	)	$	(67,877	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	1,557		0.0	*	$	(4,187	)		(0.1	)	$	3,235		0.1		$	(5,386	)		(0.1	)	$	(4,781	)
Currency		1,288		0.0	*		(14,968	)		(0.4	)		7,389		0.2			(2,370	)		(0.1	)		(8,661	)
Financial		37,316		1.0			(2,489	)		(0.1	)		750		0.0	*		(10,516	)		(0.3	)		25,061
Food & Fiber		5,428		0.1			(11,755	)		(0.3	)		11,771		0.3			(7,241	)		(0.2	)		(1,797	)
Indices		40,361		1.1			(15,743	)		(0.4	)		2,693		0.1			(11,094	)		(0.3	)		16,217
Metals		1,874		0.1			(39,585	)		(1.1	)		46,779		1.3			(1,985	)		(0.1	)		7,083
Livestock		—		—			—			—			—		—			(18,160	)		(0.5	)		(18,160	)
Energy		10,380		0.3			—			—			—		—			(5,710	)		(0.2	)		4,670
Totals	$	98,204		2.6		$	(88,727	)		(2.4	)	$	72,617		2.0		$	(62,462	)		(1.8	)	$	19,632

* Due to rounding – amount is less than 0.05%

Series A monthly contract volume: For the three months ended June 30, 2017, the monthly average futures and forward contracts bought was 517 and the monthly average futures and forward contracts sold was 91. For the six months ended June 30, 2017, the monthly average futures and forward contracts bought was 505 and the monthly average futures and forward contracts sold was 165. For the three months ended June 30, 2016, the monthly average futures contracts bought was 949 and the monthly average futures contracts sold was 736. For the six months ended June 30, 2016, the monthly average futures contracts bought was 784 and the monthly average futures contracts sold was 833.

Series A trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(7,805	)	$	1,607		$	(6,198	)
Currency		(23,574	)		19,213			(4,361	)
Financial		5,223			(42,165	)		(36,942	)
Food & Fiber		28,295			(32,456	)		(4,161	)
Indices		175,206			(31,076	)		144,130
Metals		(34,739	)		895			(33,844	)
Livestock		12,730			(390	)		12,340
Energy		(32,183	)		(15,656	)		(47,839	)
Total net trading gains (losses) in Statement of Operations	$	123,153		$	(100,028	)	$	23,125
	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	2,510		$	3,019		$	5,529
Currency		(58,475	)		17,495			(40,980	)
Financial		1,084			(54,174	)		(53,090	)
Food & Fiber		(9,438	)		(11,604	)		(21,042	)
Indices		399,815			(40,500	)		359,315
Metals		(23,187	)		(5,331	)		(28,518	)
Livestock		(7,570	)		18,890			11,320
Energy		(51,985	)		(15,304	)		(67,289	)
Total net trading gains (losses) in Statement of Operations	$	252,754		$	(87,509	)	$	165,245

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(4,129	)	$	—		$	(4,129	)
Currency		(111,850	)		(27,817	)		(139,667	)
Financial		142,722			57,242			199,964
Food & Fiber		39,332			(10,095	)		29,237
Indices		(165,961	)		(18,907	)		(184,868	)
Metals		(124,472	)		103,283			(21,189	)
Livestock		(7,490	)		9,560			2,070
Energy		(249,054	)		(12,457	)		(261,511	)
Total net trading gains (losses) in Statement of Operations	$	(480,902	)	$	100,809		$	(380,093	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	3,567		$	—		$	3,567
Currency		(190,857	)		20,238			(170,619	)
Financial		111,723			69,561			181,284
Food & Fiber		(1,584	)		47,137			45,553
Indices		(111,219	)		(62,015	)		(173,234	)
Metals		(266,029	)		81,251			(184,778	)
Livestock		(9,980	)		(1,040	)		(11,020	)
Energy		(117,680	)		(51,761	)		(169,441	)
Total net trading gains (losses) in Statement of Operations	$	(582,059	)	$	103,371		$	(478,688	)

Superfund Green, L.P. – Series B

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	19,351	$	—		$	19,351
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(22,902	)		(22,902	)
Futures contracts	Futures contracts purchased		72,834		(171,297	)		(98,463	)
Futures contracts	Futures contracts sold		36,823		(73,965	)		(37,142	)
Totals		$	129,008	$	(268,164	)	$	(139,156	)

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	20,683	$	—		$	20,683
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(24,520	)		(24,520	)
Futures contracts	Futures contracts purchased		158,346		(126,810	)		31,536
Futures contracts	Futures contracts sold		95,604		(88,535	)		7,069
Totals		$	274,633	$	(239,865	)	$	34,768

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(36,069	)	$	—	$	—	$	(36,069	)
Merrill Lynch		(103,087	)		—		—		(103,087	)
Totals	$	(139,156	)	$	—	$	—	$	(139,156	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(37,419	)	$	—	$	—	$	(37,419	)
Merrill Lynch		72,187			—		—		72,187
Totals	$	34,768		$	—	$	—	$	34,768

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(32,378	)	$	15,521
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		343,381			(235,697	)
Total		$	311,003		$	(220,176	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(2,706	)	$	287
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		565,649			(174,210	)
Total		$	562,943		$	(173,923	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(3,280	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(697,911	)		146,257
Total		$	(701,191	)	$	146,257

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	8,571		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(716,593	)		175,889
Total		$	(708,022	)	$	175,889

Superfund Green, L.P. – Series B gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contacts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets		Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	14,717		0.3		$	(8,135	)		(0.2	)	$	4,634		0.1	$	(14,767	)		(0.3	)	$	(3,551	)
Currency		28,738		0.6			(1,517	)		(0.0	)*		10,594		0.2		(4,894	)		(0.1	)		32,921
Financial		1,311		0.0	*		(86,869	)		(1.8	)		7,690		0.2		—			—			(77,868	)

Food & Fiber		8,228	0.2			(60	)	(0.0	)*		7,265	0.2			(32,596	)	(0.7	)		(17,163	)
Indices		9,193	0.2			(76,675	)	(1.6	)		4,725	0.1			(2,469	)	(0.1	)		(65,226	)
Metals		18,531	0.4			(1,956	)	(0.0	)*		5,359	0.1			(7,208	)	(0.2	)		14,726
Livestock		6,640	0.1			(4,220	)	(0.1	)		—	—			—		—			2,420
Energy		193	0.0	*		—		—			1,190	0.0	*		(26,798	)	(0.6	)		(25,415	)
Totals	$	87,551	1.8		$	(179,432	)	(3.7	)	$	41,457	0.9		$	(88,732	)	(2.0	)	$	(139,156	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contacts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	11,924		0.2		$	(10,551	)		(0.2	)	$	8,759		0.2		$	(13,969	)		(0.3	)	$	(3,837	)
Currency		1,688		0.0	*		(23,979	)		(0.5	)		12,626		0.2			(1,185	)		(0.0	)*		(10,850	)
Financial		68,343		1.3			(9,624	)		(0.2	)		1,039		0.0	*		(18,249	)		(0.4	)		41,509
Food & Fiber		8,115		0.2			(19,078	)		(0.4	)		16,353		0.3			(13,239	)		(0.3	)		(7,849	)
Indices		52,014		1.0			(33,570	)		(0.7	)		5,657		0.1			(17,333	)		(0.3	)		6,768
Metals		3,766		0.1			(40,533	)		(0.8	)		59,930		1.2			(2,900	)		(0.1	)		20,263
Livestock		—		—			—			—			—		—			(27,420	)		(0.5	)		(27,420	)
Energy		24,419		0.5			(25	)		(0.0	)*		—		—			(8,210	)		(0.2	)		16,184
Totals	$	170,269		3.3		$	(137,360	)		(2.8	)	$	104,364		2.0		$	(102,505	)		(2.1	)	$	34,768

* Due to rounding – amount is less than 0.05%

Series B monthly contract volume: For the three months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,240 and the monthly average futures and forward contracts sold was 233. For the six months ended June 30, 2017, the monthly average futures and forward contracts bought was 1,191 and the monthly average futures and forward contracts sold was 368. For the three months ended June 30, 2016, the monthly average futures contracts bought was 1,459 and the monthly average futures contracts sold was 1,129. For the six months ended June 30, 2016, the monthly average futures contracts bought was 1,216 and the monthly average futures contracts sold was 1,280.

Series B trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(32,378	)	$	15,521		$	(16,857	)
Currency		(56,199	)		56,547			348
Financial		31,936			(112,303	)		(80,367	)
Food & Fiber		73,321			(63,448	)		9,873
Indices		521,860			(96,602	)		425,258
Metals		(106,739	)		12,212			(94,527	)
Livestock		30,650			2,110			32,760
Energy		(151,448	)		(34,213	)		(185,661	)
Total net trading gains (losses) in Statement of Operations	$	311,003		$	(220,176	)	$	90,827

	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(2,706	)	$	287		$	(2,419	)
Currency		(131,202	)		43,771			(87,431	)
Financial		14,739			(119,377	)		(104,638	)
Food & Fiber		(22,323	)		(9,313	)		(31,636	)
Indices		1,020,452			(71,995	)		948,457
Metals		(52,812	)		(5,538	)		(58,350	)
Livestock		(7,610	)		29,840			22,230
Energy		(255,595	)		(41,598	)		(297,193	)
Total net trading gains (losses) in Statement of Operations	$	562,943		$	(173,923	)	$	389,020

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(3,280	)	$	—		$	(3,280	)
Currency		(171,500	)		(44,087	)		(215,587	)
Financial		221,746			116,939			338,685
Food & Fiber		76,081			(12,362	)		63,719
Indices		(226,240	)		(64,879	)		(291,119	)
Metals		(197,413	)		161,430			(35,983	)
Livestock		(8,650	)		11,010			2,360
Energy		(391,935	)		(21,794	)		(413,729	)
Total net trading gains (losses) in Statement of Operations	$	(701,191	)	$	146,257		$	(554,934	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	8,571		$	—		$	8,571
Currency		(291,645	)		28,136			(263,509	)
Financial		158,434			151,679			310,113
Food & Fiber		29,789			67,144			96,933
Indices		(51,324	)		(104,214	)		(155,538	)
Metals		(416,307	)		130,310			(285,997	)
Livestock		(21,120	)		(1,600	)		(22,720	)
Energy		(124,420	)		(95,566	)		(219,986	)
Total net trading gains (losses) in Statement of Operations	$	(708,022	)	$	175,889		$	(532,133	)

XML

Due from/to brokers

6 Months Ended

Jun. 30, 2017

Brokers and Dealers [Abstract]

Due from/to brokers

5. Due from/to brokers

Due from brokers consists of cash held at broker. Amounts due from brokers may be restricted to the extent that they serve as deposits for securities sold short. Amounts due to brokers, if any, represent margin borrowings that are collateralized by certain securities. As of June 30, 2017 and December 31, 2016, there were no amounts due to brokers.

In the normal course of business, all of the Fund’s marketable securities transactions, money balances and marketable security positions are transacted with brokers. The Fund is subject to credit risk to the extent any broker with whom it conducts business is unable to fulfill contractual obligations on its behalf.

XML

Allocation of net profits and losses

6 Months Ended

Jun. 30, 2017

Text Block [Abstract]

Allocation of net profits and losses

6. Allocation of net profits and losses

In accordance with the Fund’s Sixth Amended and Restated Limited Partnership Agreement, net profits and losses of the Fund are allocated to partners according to their respective interests in the Fund as of the beginning of each month.

Subscriptions received in advance, if any, represent cash received prior to the balance sheet date for subscriptions of the subsequent month and do not participate in the earnings of the Fund until the following month.

XML

Related party transactions

6 Months Ended

Jun. 30, 2017

Related Party Transactions [Abstract]

Related party transactions

7. Related party transactions

Superfund Capital Management shall be paid a management fee equal to one-twelfth of 1.85% of month-end net assets (1.85% per annum), ongoing offering expenses equal to one-twelfth of 1% of month-end net assets (1% per annum), not to exceed the amount of actual expenses incurred, and monthly operating expenses equal to one-twelfth of 0.15% of month-end net assets (0.15% per annum), not to exceed the amount of actual expenses incurred. Superfund Capital Management will also be paid a monthly performance/incentive fee equal to 25% of the new appreciation without respect to interest income. Trading losses will be carried forward and no further performance/incentive fee may be paid until the prior losses have been recovered. In addition, Superfund Brokerage Services, Inc., an affiliate of Superfund Capital Management, serves as the introducing broker for the Fund’s futures transactions and receives a portion of the brokerage commissions paid by the Fund in connection with its futures trading. Superfund USA, LLC an entity related to Superfund Capital Management by common ownership, shall be paid monthly selling commissions equal to one-twelfth of 4% (4% per annum) of the month-end net asset value of the Fund. However, the maximum cumulative selling commission per Unit is limited to 10% of the initial public offering price of Units sold. Selling commissions charged as of the end of each month in excess of 10% of the initial public offering price of Units sold shall not be paid out to any selling agent but shall instead be held in a separate account. Accrued monthly performance fees, if any, will then be charged against both net assets of the Fund as of month-end, as well as against amounts held in the separate account. Any increase or decrease in net assets and any accrued interest will then be credited or charged to each investor (a “Limited Partner”) on a pro rata basis. The remainder of the amounts held in the separate account, if any, shall then be reinvested in Units as of such month-end, at the current net asset value, for the benefit of the appropriate Limited Partner. The amount of any distribution to a Limited Partner, any amount paid to a Limited Partner on redemption of Units and any redemption fee paid to Superfund Capital Management upon the redemption of Units will be charged to that Limited Partner. Selling commissions are shown gross on the statements of operations and amounts over the 10% selling commission threshold are rebated to the Limited Partner by purchasing Units of the Fund.

XML

Financial highlights

6 Months Ended

Jun. 30, 2017

Organization, Consolidation and Presentation of Financial Statements [Abstract]

Financial highlights

8. Financial highlights

Financial highlights for the period January 1 through June 30 are as follows:

	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		1.1	%		3.7	%		(10.0	)%		(11.0	)%
Incentive fees		0.0			0.0			0.0			0.0
Total return after incentive fees		1.1	%		3.7	%		(10.0	)%		(11.0	)%
Ratios to average partners’ capital
Operating expenses before incentive fees		3.8	%		4.3	%		3.9	%		4.2	%
Incentive fees		0.0			0.0			0.0			0.0
Total expenses		3.8	%		4.3	%		3.9	%		4.2	%
Net investment loss		(3.6	)%		(4.1	)%		(3.9	)%		(4.2	)%
Net asset value per unit, beginning of period	$	989.50		$	1,049.01		$	1,222.26		$	1,392.13
Net investment loss		(36.41	)		(44.21	)		(45.11	)		(56.19	)
Net gain (loss) on investments		46.58			81.97			(75.55	)		(94.42	)
Total income (loss) from operations		10.17			37.76			(120.66	)		(150.61	)
Net asset value per unit, end of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Other per Unit information:
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of Units during period) upon weighted average number of Units during period)	$	11.82		$	40.13		$	(122.41	)	$	(150.44	)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit)	$	10.17		$	37.76		$	(120.66	)	$	(150.61	)

Financial highlights for the period April 1 through June 30 are as follows:

	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		(1.1	)%		(0.2	)%		(7.1	)%		(9.3	)%
Incentive fees		0.0			0.0			0.0			0.0
Total return after incentive fees		(1.1	)%		(0.2	)%		(7.1	)%		(9.3	)%

Ratios to average partners’ capital
Operating expenses before incentive fees		1.9	%		2.1	%		2.0	%		2.1	%
Incentive fees		0.0			0.0			0.0			0.0
Total expenses		1.9	%		2.1	%		2.0	%		2.1	%
Net investment loss		(1.8	)%		(2.0	)%		(2.0	)%		(2.1	)%
Net asset value per unit, beginning of period	$	1,010.80		$	1,089.27		$	1,183.63		$	1,367.00
Net investment loss		(18.05	)		(22.22	)		(22.04	)		(27.15	)
Net gain (loss) on investments		6.92			19.72			(59.99	)		(98.32	)
Total income (loss) from operations		(11.13	)		(2.50	)		(82.03	)		(125.48	)
Net asset value per unit, end of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Other per Unit information:
Net decrease in net assets from operations per Unit (based upon weighted average number of Units during period)	$	(10.94	)	$	(1.97	)	$	(84.48	)	$	(126.09	)
Net decrease in net assets from operations per Unit (based upon change in net asset value per Unit)	$	(11.13	)	$	(2.50	)	$	(82.03	)	$	(125.48	)

* Total return is calculated for each Series of the Fund taken as a whole. An individual’s return may vary from these returns based on the timing of capital transactions.

Financial highlights are calculated for each series taken as a whole. An individual partner’s return, per unit data, and ratios may vary based on the timing of capital transactions.

XML

Financial instrument risk

6 Months Ended

Jun. 30, 2017

Investments, All Other Investments [Abstract]

Financial instrument risk

9. Financial instrument risk

In the normal course of its business, the Fund is party to financial instruments with off-balance sheet risk, including derivative financial instruments and derivative commodity instruments. The term “off-balance sheet risk” refers to an unrecorded potential liability that, even though it does not appear on the balance sheet, may result in a future obligation or loss. These financial instruments may include forwards, futures and options, whose values are based upon an underlying asset, index, or reference rate, and generally represent future commitments to exchange currencies or cash flows, to purchase or sell other financial instruments at specific terms at specific future dates, or, in the case of derivative commodity instruments, to have a reasonable possibility to be settled in cash, through physical delivery or with another financial instrument. These instruments may be traded on an exchange or OTC. Exchange-traded instruments are standardized and include futures and certain option contracts. OTC contracts are negotiated between contracting parties and include forwards and certain options. Each of these instruments is subject to various risks similar to those related to the underlying financial instruments including market and credit risk. In general, the risks associated with OTC contracts are greater than those associated with exchange-traded instruments because of the greater risk of default by the counterparty to an OTC contract.

For the Fund, gross unrealized gains and losses related to exchange-traded futures were $134,794 and $336,514, respectively, at June 30, 2017. For the Fund, gross unrealized gains and losses related to exchange-traded futures were $943,031 and $493,345, respectively, at June 30, 2016. For the Fund, gross unrealized gains and losses related to non-exchange traded forwards were $21,374 and $26,687, respectively at June 30, 2017.

For Series A, gross unrealized gains and losses related to exchange-traded futures were $25,137 and $91,252, respectively, at June 30, 2017. For Series A, gross unrealized gains and losses related to exchange-traded futures were $364,977 and $200,680, respectively, at June 30, 2016. For Series A, gross unrealized gains and losses related to non-exchange traded forwards were $2,023 and $3,785, respectively at June 30, 2017.

For Series B, gross unrealized gains and losses related to exchange-traded futures were $109,657 and $245,262, respectively, at June 30, 2017. For Series B, gross unrealized gains and losses related to exchange-traded futures were $578,054 and $292,665, respectively, at June 30, 2016. For Series B, gross unrealized gains and losses related to non-exchange traded forwards were $19,351 and $22,902, respectively at June 30, 2017.

Market risk is the potential for changes in the value of the financial instruments traded by the Fund due to market changes, including interest and foreign exchange rate movements and fluctuations in commodity or security prices. In entering into these contracts, there exists a market risk that such contracts may be significantly influenced by conditions such as interest rate volatility, resulting in such contracts being less valuable. If the markets should move against all of the futures interest positions at the same time, and Superfund Capital Management was unable to offset such positions, the Fund could experience substantial losses.

Credit risk is the possibility that a loss may occur due to the failure of a counterparty to perform according to the terms of a contract. Credit risk with respect to exchange-traded instruments is reduced to the extent that an exchange or clearing organization acts as a counterparty to the transactions. The Fund’s risk of loss in the event of counterparty default is typically limited to the amounts recognized in the statements of assets and liabilities and not represented by the contract or notional amounts of the instruments. As the Fund’s assets are held in segregated accounts with futures commission merchants, the Fund has credit risk and concentration risk. The Fund’s futures commission merchants are currently ADM Investor Services, Inc. and Merrill Lynch, Pierce, Fenner & Smith Inc.

Superfund Capital Management monitors and attempts to control the Fund’s risk exposure on a daily basis through financial, credit, and risk management monitoring systems, and accordingly believes that it has effective procedures for evaluating and limiting the credit and market risks to which the Fund is subject. These monitoring systems allow Superfund Capital Management to statistically analyze actual trading results with risk adjusted performance indicators and correlation statistics. In addition, on-line monitoring systems provide account analysis of futures and forward positions by sector, margin requirements, gain and loss transactions, and collateral positions.

The majority of these futures mature within one year of June 30, 2017. However, due to the nature of the Fund’s business, these instruments may not be held to maturity.

XML

Subscriptions and redemptions

6 Months Ended

Jun. 30, 2017

Text Block [Abstract]

Subscriptions and redemptions

10. Subscriptions and redemptions

Effective May 1, 2014, the Fund no longer accepts subscriptions.

A Limited Partner may request any or all of his investment in such Series be redeemed by such Series at the net asset value of a Unit within such Series as of the end of each month, subject to a minimum redemption of $1,000 and subject further to such Limited Partner having an investment in such Series, after giving effect to the requested redemption, at least equal to the minimum initial investment amount of $10,000. Limited Partners must transmit a written request of such redemption to Superfund Capital Management not less than five business days prior to the end of the month (or such shorter period as permitted by Superfund Capital Management) as of which the redemption is to be effective. Redemptions will generally be paid within twenty days after the effective date of the redemption. However, in special circumstances, including, but not limited to, inability to liquidate dealers’ positions as of a redemption date or default or delay in payments due to each Series from clearing brokers, banks or other persons or entities, each Series may in turn delay payment to persons requesting redemption of the proportionate part of the net assets of each Series represented by the sums that are subject of such default or delay. As provided in the Partnership Agreement, if the net asset value per Unit within a Series as of the end of any business day declines by 50% or more from either the prior year-end or the prior month-end Unit value of such Series, Superfund Capital Management will suspend trading activities, notify all Limited Partners within such Series of the relevant facts within seven business days and declare a special redemption period.

XML

Indemnification

6 Months Ended

Jun. 30, 2017

Text Block [Abstract]

Indemnification

11. Indemnification

In the normal course of business, the Fund enters into contracts that provide general indemnifications. The Fund’s maximum exposure under these arrangements is dependent on future claims that may be made against the Fund, and therefore cannot be established; however, based on experience, the risk of loss from such claims is considered remote.

XML

Subsequent events

6 Months Ended

Jun. 30, 2017

Subsequent Events [Abstract]

Subsequent events

12. Subsequent events

Superfund Capital Management has evaluated the impact of all subsequent events on the Fund through the date the financial statements were filed and has determined that there were no subsequent events requiring recognition or disclosure in the financial statements.

XML

Basis of presentation and significant accounting policies (Policies)

6 Months Ended

Jun. 30, 2017

Accounting Policies [Abstract]

Basis of Presentation

Basis of Presentation

The unaudited financial statements have been prepared in accordance with the rules and regulations of the Securities and Exchange Commission (“SEC”) and accounting principles generally accepted in the U.S. (“U.S. GAAP”) with respect to the Form 10-Q and reflect all adjustments which in the opinion of management are normal and recurring, and which are necessary for a fair statement of the results of interim periods presented. It is suggested that these financial statements be read in conjunction with the financial statements and the related notes included in the Fund’s Annual Report on Form 10-K for the year ended December 31, 2016.

Valuation of Investments in Futures Contracts and Forward Contracts

Valuation of Investments in Futures Contracts and Forward Contracts

All commodity interests (including derivative financial instruments and derivative commodity instruments) are used for trading purposes. The commodity interests are recorded on a trade date basis and open contracts are recorded in the statements of assets and liabilities at fair value on the last business day of the period, which represents market value for those commodity interests for which market quotes are readily available.

Exchange-traded futures contracts are valued at settlement prices published by the recognized exchange. Any spot and forward foreign currency contracts held by the Fund will be valued at published settlement prices or at dealers’ quotes.

Translation of Foreign Currency

Translation of Foreign Currency

Assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the period-end exchange rates. Purchases and sales of investments and income and expenses that are denominated in foreign currencies are translated into U.S. dollar amounts on the transaction date. Adjustments arising from foreign currency transactions are reflected in the statements of operations.

The Fund does not isolate that portion of the results of operations arising from the effect of changes in foreign exchange rates on investments from fluctuations from changes in market prices of investments held. Such fluctuations are included in net realized and unrealized gain (loss) on investments in the statements of operations.

Investment Transactions, Investment Income and Expenses

Investment Transactions, Investment Income and Expenses

Investment transactions are accounted for on a trade-date basis. Interest income and expenses are recognized on the accrual basis. Operating expenses of the Fund are allocated to each Series in proportion to the net asset value of the Series at the beginning of each month. Expenses directly attributable to a particular Series are charged directly to that Series.

Gains or losses are realized when contracts are liquidated. Unrealized gains and losses on open contracts (the difference between contract trade price and market price) are reported in the statements of assets and liabilities as gross unrealized gain or loss, and any change in that amount from the prior period is reflected in the accompanying statements of operations. There exists a right of offset of unrealized gains or losses in accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 210-20, Offsetting – Balance Sheet.

Set forth herein are instruments and transactions eligible for offset in the statements of assets and liabilities and which are subject to derivative clearing agreements with the Fund’s futures commission merchants. Each futures commission merchant nets margin held on behalf of each Series of the Fund or payment obligations of the futures commission merchant to each Series against any payment obligations of that Series to the futures commission merchant. Each Series is required to deposit margin at each futures commission merchant to meet the original and maintenance requirements established by that futures commission merchant, and/or the exchange or clearinghouse associated with the exchange on which the instrument is traded. The derivative clearing agreements give each futures commission merchant a security interest in this margin to secure any liabilities owed to the futures commission merchant arising from a default by the Series. As of June 30, 2017, the Fund had on deposit $1,601,165 at ADM Investor Services, Inc. and $3,710,700 at Merrill Lynch, Pierce, Fenner & Smith. As of June 30, 2017, Series A had on deposit $645,442 at ADM Investor Services, Inc. and $1,241,291 at Merrill Lynch, Pierce, Fenner & Smith. As of June 30, 2017, Series B had on deposit $955,723 at ADM Investor Services, Inc. and $2,469,409 at Merrill Lynch, Pierce, Fenner & Smith.

Income Taxes

Income Taxes

The Fund does not record a provision for U.S. income taxes because the partners report their share of the Fund’s income or loss on their returns. The financial statements reflect the Fund’s transactions without adjustment, if any, required for income tax purposes.

Superfund Capital Management has evaluated the application of ASC Topic 740, Income Taxes (“ASC 740”), to the Fund, to determine whether or not there are uncertain tax positions that require financial statement recognition. Based on this evaluation, Superfund Capital Management has determined no reserves for uncertain tax positions are required to be recorded as a result of the application of ASC 740. Superfund Capital Management is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will change materially in the next twelve months. As a result, no income tax liability or expense has been recorded in the accompanying financial statements. The Fund files federal and various state tax returns. The 2013 through 2016 tax years generally remain subject to examination by the U.S. federal and most state tax authorities.

Use of Estimates

Use of Estimates

The preparation of financial statements in conformity with U.S. GAAP requires Superfund Capital Management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Recently Adopted and/or Issued Accounting Pronouncements

Recently Adopted and/or Issued Accounting Pronouncements

ASU 2015-14

In August 2015, the FASB issued Accounting Standards Update (“ASU”) No. 2015-14, Revenue from Contracts with Customers (Topic 606) – Deferral of Effective Date (“ASU 2015-14”), which defers the effective date of ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) (“ASU 2014-09”). The amendments in ASU 2014-09 affect any entity that enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of nonfinancial assets unless those contracts are within the scope of other standards. The guidance is effective for annual reporting periods beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2015-14 on the financial statements and disclosures.

ASU 2016-01

In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments – Overall (Suptopic 825-10) Recognition and Measurement of Financial Assets and Liabilities (“ASU 2016-01”). The amendments in ASU 2016-01 affect any entity that holds financial assets or owes financial liabilities. The guidance is effective for fiscal years beginning after December 15, 2017. Superfund Capital Management is evaluating the impact of ASU 2016-01 on the Fund’s financial statements and disclosures.

ASU 2016-05

In March 2016, the FASB issued ASU No. 2016-05, Derivatives and Hedging (Topic 815) Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships (“ASU 2016-05”). The amendments in ASU 2016-05 affect any reporting entity for which there is a change in the counterparty to a derivative instrument that has been designated as a hedging instrument under Topic 815. The guidance is effective for fiscal years beginning after December 15, 2016. The adoption of ASU 2016-05 is not expected to have an impact on the Fund’s financial statements.

XML

Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2017

Fair Value Disclosures [Abstract]

Summary of Valuation of Fund's Assets and Liabilities

The following table summarizes the valuation of the Fund’s assets and liabilities by the ASC 820 fair value hierarchy as of June 30, 2017 and December 31, 2016:

Superfund Green, L.P.

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	21,374	$	—	$	21,374	$	—
Futures contracts sold		47,870		47,870		—		—
Futures contracts purchased		86,924		86,924		—		—
Total Assets Measured at Fair Value	$	156,168	$	134,794	$	21,374	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	26,687	$	—	$	26,687	$	—
Futures contracts sold		101,351		101,351		—		—
Futures contracts purchased		235,163		235,163		—		—
Total Liabilities Measured at Fair Value	$	363,201	$	336,514	$	26,687	$	—

	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	25,475	$	—	$	25,475	$	—
Futures contracts sold		164,986		164,986		—
Futures contracts purchased		254,994		254,994		—		—
Total Assets Measured at Fair Value	$	445,455	$	419,980	$	25,475	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	34,093	$	—	$	34,093	$	—
Futures contracts sold		145,611		145,611		—
Futures contracts purchased		211,351		211,351		—		—
Total Liabilities Measured at Fair Value	$	391,055	$	356,962	$	34,093	$	—

Superfund Green, L.P. – Series A

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	2,023	$	—	$	2,023	$	—
Futures contracts sold		11,047		11,047		—		—
Futures contracts purchased		14,090		14,090		—		—
Total Assets Measured at Fair Value	$	27,160	$	25,137	$	2,023	$	—

LIABILITIES
Unrealized depreciation on open forward contracts	$	3,785	$	—	$	3,785	$	—
Futures contracts sold		27,386		27,386		—		—
Futures contracts purchased		63,866		63,866		—		—
Total Liabilities Measured at Fair Value	$	95,037	$	91,252	$	3,785	$	—
	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	4,792	$	—	$	4,792	$	—
Futures contracts sold		69,382		69,382		—
Futures contracts purchased		96,648		96,648		—		—
Total Assets Measured at Fair Value	$	170,822	$	166,030	$	4,792	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	9,573	$	—	$	9,573	$	—
Futures contracts sold		57,076		57,076		—
Futures contracts purchased		84,541		84,541		—		—
Total Liabilities Measured at Fair Value	$	151,190	$	141,617	$	9,573	$	—

Superfund Green, L.P. – Series B

	Balance June 30, 2017		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	19,351	$	—	$	19,351	$	—
Futures contracts sold		36,823		36,823		—		—
Futures contracts purchased		72,834		72,834		—		—
Total Assets Measured at Fair Value	$	129,008	$	109,657	$	19,351	$	—
LIABILITIES
Unrealized depreciation on open forward contracts	$	22,902	$	—	$	22,902	$	—
Futures contracts sold		73,965		73,965		—		—
Futures contracts purchased		171,297		171,297		—		—
Total Liabilities Measured at Fair Value	$	268,164	$	245,262	$	22,902	$	—

	Balance December 31, 2016		Level 1		Level 2		Level 3
ASSETS
Unrealized appreciation on open forward contracts	$	20,683	$	—	$	20,683	$	—
Futures contracts sold		95,604		95,604		—
Futures contracts purchased		158,346		158,346		—		—
Total Assets Measured at Fair Value	$	274,633	$	253,950	$	20,683	$	—

LIABILITIES
Unrealized depreciation on open forward contracts	$	24,520	$	—	$	24,520	$	—
Futures contracts sold		88,535		88,535		—
Futures contracts purchased		126,810		126,810		—		—
Total Liabilities Measured at Fair Value	$	239,865	$	215,345	$	24,520	$	—

XML

Disclosure of derivative instruments and hedging activities (Tables)

6 Months Ended

Jun. 30, 2017

Fair Value of Funds Derivatives by Instrument Type

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	21,374	$	—		$	21,374
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(26,687	)		(26,687	)
Futures contracts	Futures contracts purchased		86,924		(235,163	)		(148,239	)
Futures contracts	Futures contracts sold		47,870		(101,351	)		(53,481	)
Totals		$	156,168	$	(363,201	)	$	(207,033	)

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location		Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts		Unrealized appreciation on open forward contracts	$	25,475	$	—		$	25,475
Foreign exchange contracts		Unrealized depreciation on open forward contracts		—		(34,093	)		(34,093	)
Futures contracts		Futures contracts purchased		254,994		(211,351	)		43,643
Futures contracts		Futures contracts sold		164,986		(145,611	)		19,375
Totals			$	445,455	$	(391,055	)	$	54,400

Offsetting Assets

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(58,390	)	$	—	$	—	$	(58,390	)
Merrill Lynch		(148,643	)		—		—		(148,643	)
Totals	$	(207,033	)	$	—	$	—	$	(207,033	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(62,704	)	$	—	$	—	$	(62,704	)
Merrill Lynch		117,104			—		—		117,104
Totals	$	54,400		$	—	$	—	$	54,400

Effects of Derivative Instruments on Statement of Operations

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(40,183	)	$	17,128
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		474,339			(337,332	)
Total		$	434,156		$	(320,204	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(196	)	$	3,306
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		815,893			(264,738	)
Total		$	815,697		$	(261,432	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(7,409	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(1,174,684	)		247,066
Total		$	(1,182,093	)	$	247,066

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives In Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	12,138		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(1,302,219	)		279,260
Total		$	(1,290,081	)	$	279,260

Gross and Net Unrealized Gains and Losses by Long and Short Positions

Superfund Green, L.P. gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	14,717		0.5		$	(10,367	)		(0.3	)	$	6,657		0.2		$	(16,320	)		(0.5	)	$	(5,313	)
Currency		36,287		1.1			(1,907	)		(0.1	)		13,900		0.4			(6,525	)		(0.2	)		41,755
Financial		1,671		0.1			(120,063	)		(3.7	)		11,410		0.3			—			—			(106,982	)
Food & Fiber		8,228		0.3			(74	)		(0.0	)*		7,545		0.2			(46,262	)		(1.4	)		(30,563	)
Indices		12,266		0.4			(104,662	)		(3.2	)		6,636		0.2			(3,749	)		(0.1	)		(89,509	)
Metals		19,259		0.6			(2,587	)		(0.1	)		7,189		0.2			(7,383	)		(0.2	)		16,478
Livestock		9,020		0.3			(5,870	)		(0.2	)		—		—			—			—			3,150
Energy		193		0.0	*		—			—			1,190		0.0	*		(37,432	)		(1.1	)		(36,049	)
Totals	$	101,641		3.1		$	(245,530	)		(7.5	)	$	54,527		1.7		$	(117,671	)		(3.6	)	$	(207,033	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	13,481		0.2		$	(14,738	)		(0.2	)	$	11,994		0.1		$	(19,355	)		(0.2	)	$	(8,618	)
Currency		2,976		0.0	*		(38,947	)		(0.4	)		20,015		0.2			(3,555	)		(0.0	)*		(19,511	)
Financial		105,659		1.2			(12,113	)		(0.1	)		1,789		0.0	*		(28,765	)		(0.3	)		66,570
Food & Fiber		13,543		0.2			(30,833	)		(0.4	)		28,124		0.3			(20,480	)		(0.2	)		(9,646	)
Indices		92,375		1.1			(49,313	)		(0.6	)		8,350		0.1			(28,427	)		(0.3	)		22,985
Metals		5,640		0.1			(80,118	)		(0.9	)		106,709		1.2			(4,885	)		(0.1	)		27,346
Livestock		—		—			—			—			—		—			(45,580	)		(0.5	)		(45,580	)
Energy		34,799		0.4			(25	)		(0.0	)*		—		—			(13,920	)		(0.2	)		20,854
Totals	$	268,473		3.2		$	(226,087	)		(2.6	)	$	176,981		1.9		$	(164,967	)		(1.8	)	$	54,400

* Due to rounding – amount is less than 0.05%

Funds Trading Results by Market Sector

Superfund Green, L.P. trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(40,183	)	$	17,128		$	(23,055	)
Currency		(79,773	)		75,760			(4,013	)
Financial		37,159			(154,468	)		(117,309	)
Food & Fiber		101,616			(95,904	)		5,712
Indices		697,066			(127,678	)		569,388
Metals		(141,478	)		13,107			(128,371	)
Livestock		43,380			1,720			45,100
Energy		(183,631	)		(49,869	)		(233,500	)
Total net trading gains (losses) in Statement of Operations	$	434,156		$	(320,204	)	$	113,952
	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(196	)	$	3,306		$	3,110
Currency		(189,677	)		61,266			(128,411	)
Financial		15,823			(173,551	)		(157,728	)
Food & Fiber		(31,761	)		(20,917	)		(52,678	)
Indices		1,420,267			(112,495	)		1,307,772
Metals		(75,999	)		(10,869	)		(86,868	)
Livestock		(15,180	)		48,730			33,550
Energy		(307,580	)		(56,902	)		(364,482	)
Total net trading gains (losses) in Statement of Operations	$	815,697		$	(261,432	)	$	554,265
	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(7,409	)	$	—		$	(7,409	)
Currency		(283,350	)		(71,904	)		(355,254	)
Financial		364,468			174,181			538,649
Food & Fiber		115,413			(22,457	)		92,956
Indices		(392,201	)		(83,786	)		(475,987	)
Metals		(321,885	)		264,713			(57,172	)
Livestock		(16,140	)		20,570			4,430
Energy		(640,989	)		(34,251	)		(675,240	)
Total net trading gains (losses) in Statement of Operations	$	(1,182,093	)	$	247,066		$	(935,027	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	12,138		$	—		$	12,138
Currency		(482,502	)		48,374			(434,128	)
Financial		270,157			221,240			491,397
Food & Fiber		28,205			114,281			142,486
Indices		(162,543	)		(166,229	)		(328,772	)
Metals		(682,336	)		211,561			(470,775	)
Livestock		(31,100	)		(2,640	)		(33,740	)
Energy		(242,100	)		(147,327	)		(389,427	)
Total net trading gains (losses) in Statement of Operations	$	(1,290,081	)	$	279,260		$	(1,010,821	)

SERIES A

Fair Value of Funds Derivatives by Instrument Type

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	2,023	$	—		$	2,023
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(3,785	)		(3,785	)
Futures contracts	Futures contracts purchased		14,090		(63,866	)		(49,776	)
Futures contracts	Futures contracts sold		11,047		(27,386	)		(16,339	)
Totals		$	27,160	$	(95,037	)	$	(67,877	)

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	4,792	$	—		$	4,792
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(9,573	)		(9,573	)
Futures contracts	Futures contracts purchased		96,648		(84,541	)		12,107
Futures contracts	Futures contracts sold		69,382		(57,076	)		12,306
Totals		$	170,822	$	(151,190	)	$	19,632

Offsetting Assets

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(22,321	)	$	—	$	—	$	(22,321	)
Merrill Lynch		(45,556	)		—		—		(45,556	)
Totals	$	(67,877	)	$	—	$	—	$	(67,877	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(25,285	)	$	—	$	—	$	(25,285	)
Merrill Lynch		44,917			—		—		44,917
Totals	$	19,632		$	—	$	—	$	19,632

Effects of Derivative Instruments on Statement of Operations

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(7,805	)	$	1,607
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		130,958			(101,635	)
Total		$	123,153		$	(100,028	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain on Derivatives in Statement of Operations		Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	2,510	$	3,019
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		250,244		(90,528	)
Total		$	252,754	$	(87,509	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(4,129	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(476,773	)		100,809
Total		$	(480,902	)	$	100,809

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	3,567		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(585,626	)		103,371
Total		$	(582,059	)	$	103,371

Gross and Net Unrealized Gains and Losses by Long and Short Positions

Superfund Green, L.P. – Series A gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	—		—		$	(2,232	)		(0.1	)	$	2,023		0.1		$	(1,553	)		(0.0	)*	$	(1,762	)
Currency		7,549		0.2			(390	)		(0.0	)*		3,306		0.1			(1,631	)		(0.1	)		8,834
Financial		360		0.0	*		(33,194	)		(1.0	)		3,720		0.1			—			—			(29,114	)
Food & Fiber		—		—			(14	)		(0.0	)*		280		0.0	*		(13,666	)		(0.4	)		(13,400	)
Indices		3,073		0.1			(27,987	)		(0.9	)		1,911		0.1			(1,280	)		(0.0	)*		(24,283	)
Metals		728		0.0	*		(631	)		(0.0	)*		1,830		0.1			(175	)		(0.0	)*		1,752
Livestock		2,380		0.1			(1,650	)		(0.1	)		—		—			—			—			730
Energy		—		—			—			—			—		—			(10,634	)		(0.3	)		(10,634	)
Totals	$	14,090		0.4		$	(66,098	)		(2.1	)	$	13,070		0.5		$	(28,939	)		(0.8	)	$	(67,877	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contracts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	1,557		0.0	*	$	(4,187	)		(0.1	)	$	3,235		0.1		$	(5,386	)		(0.1	)	$	(4,781	)
Currency		1,288		0.0	*		(14,968	)		(0.4	)		7,389		0.2			(2,370	)		(0.1	)		(8,661	)
Financial		37,316		1.0			(2,489	)		(0.1	)		750		0.0	*		(10,516	)		(0.3	)		25,061
Food & Fiber		5,428		0.1			(11,755	)		(0.3	)		11,771		0.3			(7,241	)		(0.2	)		(1,797	)
Indices		40,361		1.1			(15,743	)		(0.4	)		2,693		0.1			(11,094	)		(0.3	)		16,217
Metals		1,874		0.1			(39,585	)		(1.1	)		46,779		1.3			(1,985	)		(0.1	)		7,083
Livestock		—		—			—			—			—		—			(18,160	)		(0.5	)		(18,160	)
Energy		10,380		0.3			—			—			—		—			(5,710	)		(0.2	)		4,670
Totals	$	98,204		2.6		$	(88,727	)		(2.4	)	$	72,617		2.0		$	(62,462	)		(1.8	)	$	19,632

* Due to rounding – amount is less than 0.05%

Funds Trading Results by Market Sector

Series A trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(7,805	)	$	1,607		$	(6,198	)
Currency		(23,574	)		19,213			(4,361	)
Financial		5,223			(42,165	)		(36,942	)
Food & Fiber		28,295			(32,456	)		(4,161	)
Indices		175,206			(31,076	)		144,130
Metals		(34,739	)		895			(33,844	)
Livestock		12,730			(390	)		12,340
Energy		(32,183	)		(15,656	)		(47,839	)
Total net trading gains (losses) in Statement of Operations	$	123,153		$	(100,028	)	$	23,125
	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	2,510		$	3,019		$	5,529
Currency		(58,475	)		17,495			(40,980	)
Financial		1,084			(54,174	)		(53,090	)
Food & Fiber		(9,438	)		(11,604	)		(21,042	)
Indices		399,815			(40,500	)		359,315
Metals		(23,187	)		(5,331	)		(28,518	)
Livestock		(7,570	)		18,890			11,320
Energy		(51,985	)		(15,304	)		(67,289	)
Total net trading gains (losses) in Statement of Operations	$	252,754		$	(87,509	)	$	165,245

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(4,129	)	$	—		$	(4,129	)
Currency		(111,850	)		(27,817	)		(139,667	)
Financial		142,722			57,242			199,964
Food & Fiber		39,332			(10,095	)		29,237
Indices		(165,961	)		(18,907	)		(184,868	)
Metals		(124,472	)		103,283			(21,189	)
Livestock		(7,490	)		9,560			2,070
Energy		(249,054	)		(12,457	)		(261,511	)
Total net trading gains (losses) in Statement of Operations	$	(480,902	)	$	100,809		$	(380,093	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	3,567		$	—		$	3,567
Currency		(190,857	)		20,238			(170,619	)
Financial		111,723			69,561			181,284
Food & Fiber		(1,584	)		47,137			45,553
Indices		(111,219	)		(62,015	)		(173,234	)
Metals		(266,029	)		81,251			(184,778	)
Livestock		(9,980	)		(1,040	)		(11,020	)
Energy		(117,680	)		(51,761	)		(169,441	)
Total net trading gains (losses) in Statement of Operations	$	(582,059	)	$	103,371		$	(478,688	)

SERIES B

Fair Value of Funds Derivatives by Instrument Type

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of June 30, 2017, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at June 30, 2017		Liability Derivatives at June 30, 2017			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	19,351	$	—		$	19,351
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(22,902	)		(22,902	)
Futures contracts	Futures contracts purchased		72,834		(171,297	)		(98,463	)
Futures contracts	Futures contracts sold		36,823		(73,965	)		(37,142	)
Totals		$	129,008	$	(268,164	)	$	(139,156	)

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statement of assets and liabilities, as of December 31, 2016, is as follows:

Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at December 31, 2016		Liability Derivatives at December 31, 2016			Net
Foreign exchange contracts	Unrealized appreciation on open forward contracts	$	20,683	$	—		$	20,683
Foreign exchange contracts	Unrealized depreciation on open forward contracts		—		(24,520	)		(24,520	)
Futures contracts	Futures contracts purchased		158,346		(126,810	)		31,536
Futures contracts	Futures contracts sold		95,604		(88,535	)		7,069
Totals		$	274,633	$	(239,865	)	$	34,768

Offsetting Assets

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of June 30, 2017 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(36,069	)	$	—	$	—	$	(36,069	)
Merrill Lynch		(103,087	)		—		—		(103,087	)
Totals	$	(139,156	)	$	—	$	—	$	(139,156	)

The Fund’s financial assets, derivative assets and cash collateral held by counterparties as of December 31, 2016 is as follows:

				Gross Amounts Not Offset in the Statement of Assets and Liabilities
Counterparty	Net Amount of Assets in the Statement of Assets and Liabilities			Financial Instruments Pledged		Cash Collateral Received		Net Amount
ADMIS	$	(37,419	)	$	—	$	—	$	(37,419	)
Merrill Lynch		72,187			—		—		72,187
Totals	$	34,768		$	—	$	—	$	34,768

Effects of Derivative Instruments on Statement of Operations

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(32,378	)	$	15,521
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		343,381			(235,697	)
Total		$	311,003		$	(220,176	)

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2017:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(2,706	)	$	287
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		565,649			(174,210	)
Total		$	562,943		$	(173,923	)

Effects of derivative instruments on the statement of operations for the three months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Loss on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized loss on futures and forward contracts	$	(3,280	)	$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(697,911	)		146,257
Total		$	(701,191	)	$	146,257

Effects of derivative instruments on the statement of operations for the six months ended June 30, 2016:

Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) on Derivatives in Statement of Operations	Net Realized Gain (Loss) on Derivatives in Statement of Operations			Net Change in Unrealized Appreciation on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	8,571		$	—
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		(716,593	)		175,889
Total		$	(708,022	)	$	175,889

Gross and Net Unrealized Gains and Losses by Long and Short Positions

Series B gross and net unrealized gains and losses by long and short positions as of June 30, 2017 and December 31, 2016:

	As of June 30, 2017
	Futures Contracts Purchased											Futures Contacts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets		Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	14,717		0.3		$	(8,135	)		(0.2	)	$	4,634		0.1	$	(14,767	)		(0.3	)	$	(3,551	)
Currency		28,738		0.6			(1,517	)		(0.0	)*		10,594		0.2		(4,894	)		(0.1	)		32,921
Financial		1,311		0.0	*		(86,869	)		(1.8	)		7,690		0.2		—			—			(77,868	)

Food & Fiber		8,228	0.2			(60	)	(0.0	)*		7,265	0.2			(32,596	)	(0.7	)		(17,163	)
Indices		9,193	0.2			(76,675	)	(1.6	)		4,725	0.1			(2,469	)	(0.1	)		(65,226	)
Metals		18,531	0.4			(1,956	)	(0.0	)*		5,359	0.1			(7,208	)	(0.2	)		14,726
Livestock		6,640	0.1			(4,220	)	(0.1	)		—	—			—		—			2,420
Energy		193	0.0	*		—		—			1,190	0.0	*		(26,798	)	(0.6	)		(25,415	)
Totals	$	87,551	1.8		$	(179,432	)	(3.7	)	$	41,457	0.9		$	(88,732	)	(2.0	)	$	(139,156	)

* Due to rounding – amount is less than 0.05%

	As of December 31, 2016
	Futures Contracts Purchased											Futures Contacts Sold
	Gains		% of Net Assets			Losses			% of Net Assets			Gains		% of Net Assets			Losses			% of Net Assets			Net Unrealized Gain (Loss) on Open Positions
Foreign Exchange	$	11,924		0.2		$	(10,551	)		(0.2	)	$	8,759		0.2		$	(13,969	)		(0.3	)	$	(3,837	)
Currency		1,688		0.0	*		(23,979	)		(0.5	)		12,626		0.2			(1,185	)		(0.0	)*		(10,850	)
Financial		68,343		1.3			(9,624	)		(0.2	)		1,039		0.0	*		(18,249	)		(0.4	)		41,509
Food & Fiber		8,115		0.2			(19,078	)		(0.4	)		16,353		0.3			(13,239	)		(0.3	)		(7,849	)
Indices		52,014		1.0			(33,570	)		(0.7	)		5,657		0.1			(17,333	)		(0.3	)		6,768
Metals		3,766		0.1			(40,533	)		(0.8	)		59,930		1.2			(2,900	)		(0.1	)		20,263
Livestock		—		—			—			—			—		—			(27,420	)		(0.5	)		(27,420	)
Energy		24,419		0.5			(25	)		(0.0	)*		—		—			(8,210	)		(0.2	)		16,184
Totals	$	170,269		3.3		$	(137,360	)		(2.8	)	$	104,364		2.0		$	(102,505	)		(2.1	)	$	34,768

* Due to rounding – amount is less than 0.05%

Funds Trading Results by Market Sector

Series B trading results by market sector:

	For the Three Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(32,378	)	$	15,521		$	(16,857	)
Currency		(56,199	)		56,547			348
Financial		31,936			(112,303	)		(80,367	)
Food & Fiber		73,321			(63,448	)		9,873
Indices		521,860			(96,602	)		425,258
Metals		(106,739	)		12,212			(94,527	)
Livestock		30,650			2,110			32,760
Energy		(151,448	)		(34,213	)		(185,661	)
Total net trading gains (losses) in Statement of Operations	$	311,003		$	(220,176	)	$	90,827

	For the Six Months Ended June 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(2,706	)	$	287		$	(2,419	)
Currency		(131,202	)		43,771			(87,431	)
Financial		14,739			(119,377	)		(104,638	)
Food & Fiber		(22,323	)		(9,313	)		(31,636	)
Indices		1,020,452			(71,995	)		948,457
Metals		(52,812	)		(5,538	)		(58,350	)
Livestock		(7,610	)		29,840			22,230
Energy		(255,595	)		(41,598	)		(297,193	)
Total net trading gains (losses) in Statement of Operations	$	562,943		$	(173,923	)	$	389,020

	For the Three Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(3,280	)	$	—		$	(3,280	)
Currency		(171,500	)		(44,087	)		(215,587	)
Financial		221,746			116,939			338,685
Food & Fiber		76,081			(12,362	)		63,719
Indices		(226,240	)		(64,879	)		(291,119	)
Metals		(197,413	)		161,430			(35,983	)
Livestock		(8,650	)		11,010			2,360
Energy		(391,935	)		(21,794	)		(413,729	)
Total net trading gains (losses) in Statement of Operations	$	(701,191	)	$	146,257		$	(554,934	)
	For the Six Months Ended June 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	8,571		$	—		$	8,571
Currency		(291,645	)		28,136			(263,509	)
Financial		158,434			151,679			310,113
Food & Fiber		29,789			67,144			96,933
Indices		(51,324	)		(104,214	)		(155,538	)
Metals		(416,307	)		130,310			(285,997	)
Livestock		(21,120	)		(1,600	)		(22,720	)
Energy		(124,420	)		(95,566	)		(219,986	)
Total net trading gains (losses) in Statement of Operations	$	(708,022	)	$	175,889		$	(532,133	)

XML

Financial highlights (Tables)

6 Months Ended

Jun. 30, 2017

Organization, Consolidation and Presentation of Financial Statements [Abstract]

Financial highlights

Financial highlights for the period January 1 through June 30 are as follows:

	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		1.1	%		3.7	%		(10.0	)%		(11.0	)%
Incentive fees		0.0			0.0			0.0			0.0
Total return after incentive fees		1.1	%		3.7	%		(10.0	)%		(11.0	)%
Ratios to average partners’ capital
Operating expenses before incentive fees		3.8	%		4.3	%		3.9	%		4.2	%
Incentive fees		0.0			0.0			0.0			0.0
Total expenses		3.8	%		4.3	%		3.9	%		4.2	%
Net investment loss		(3.6	)%		(4.1	)%		(3.9	)%		(4.2	)%
Net asset value per unit, beginning of period	$	989.50		$	1,049.01		$	1,222.26		$	1,392.13
Net investment loss		(36.41	)		(44.21	)		(45.11	)		(56.19	)
Net gain (loss) on investments		46.58			81.97			(75.55	)		(94.42	)
Total income (loss) from operations		10.17			37.76			(120.66	)		(150.61	)
Net asset value per unit, end of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Other per Unit information:
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of Units during period) upon weighted average number of Units during period)	$	11.82		$	40.13		$	(122.41	)	$	(150.44	)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit)	$	10.17		$	37.76		$	(120.66	)	$	(150.61	)

Financial highlights for the period April 1 through June 30 are as follows:

	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		(1.1	)%		(0.2	)%		(7.1	)%		(9.3	)%
Incentive fees		0.0			0.0			0.0			0.0
Total return after incentive fees		(1.1	)%		(0.2	)%		(7.1	)%		(9.3	)%

Ratios to average partners’ capital
Operating expenses before incentive fees		1.9	%		2.1	%		2.0	%		2.1	%
Incentive fees		0.0			0.0			0.0			0.0
Total expenses		1.9	%		2.1	%		2.0	%		2.1	%
Net investment loss		(1.8	)%		(2.0	)%		(2.0	)%		(2.1	)%
Net asset value per unit, beginning of period	$	1,010.80		$	1,089.27		$	1,183.63		$	1,367.00
Net investment loss		(18.05	)		(22.22	)		(22.04	)		(27.15	)
Net gain (loss) on investments		6.92			19.72			(59.99	)		(98.32	)
Total income (loss) from operations		(11.13	)		(2.50	)		(82.03	)		(125.48	)
Net asset value per unit, end of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Other per Unit information:
Net decrease in net assets from operations per Unit (based upon weighted average number of Units during period)	$	(10.94	)	$	(1.97	)	$	(84.48	)	$	(126.09	)
Net decrease in net assets from operations per Unit (based upon change in net asset value per Unit)	$	(11.13	)	$	(2.50	)	$	(82.03	)	$	(125.48	)

* Total return is calculated for each Series of the Fund taken as a whole. An individual’s return may vary from these returns based on the timing of capital transactions.

XML

Condensed Schedule of Investments (Detail) - USD ($)		Jun. 30, 2017		Dec. 31, 2016
Futures Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.50%)		0.90%
Fair Value		$ (201,720)		$ 63,018
Futures Contract Purchased
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.00%)		0.60%
Fair Value		$ (148,239)		$ 43,643
Futures Contract Purchased | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.40%		(0.40%)
Fair Value		$ 34,380		$ (35,971)
Futures Contract Purchased | Energy
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	0.40%
Fair Value		$ 194		$ 34,774
Futures Contract Purchased | Financial
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	[2]	(1.50%)		1.10%
Fair Value		$ (118,392)		$ 93,546
Futures Contract Purchased | Food & Fiber
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		(0.20%)
Fair Value		$ 8,154		$ (17,290)
Futures Contract Purchased | Indices
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(1.20%)	[2]	0.50%
Fair Value		$ (92,396)		$ 43,062
Futures Contract Purchased | Livestock
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	[1]	0.00%
Fair Value		$ 3,150
Futures Contract Purchased | Metals
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.20%		(0.80%)
Fair Value		$ 16,671		$ (74,478)
Futures Contracts Sold
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		0.30%
Fair Value		$ (53,481)		$ 19,375
Futures Contracts Sold | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.20%
Fair Value		$ 7,375		$ 16,460
Futures Contracts Sold | Energy
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.20%)		(0.20%)
Fair Value		$ (36,242)		$ (13,920)
Futures Contracts Sold | Financial
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		(0.30%)
Fair Value		$ 11,410		$ (26,976)
Futures Contracts Sold | Food & Fiber
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		0.10%
Fair Value		$ (38,717)		$ 7,644
Futures Contracts Sold | Indices
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	(0.20%)
Fair Value		$ 2,887		$ (20,077)
Futures Contracts Sold | Livestock
Summary of Investment Holdings [Line Items]
Percentage of Net Assets				(0.50%)
Fair Value				$ (45,580)
Futures Contracts Sold | Metals
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	1.20%	[2]
Fair Value		$ (194)		$ 101,824
Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.10%)		(0.10%)
Fair Value		$ (5,313)		$ (8,618)
Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.30%		0.30%
Fair Value		$ 21,374		$ 25,475
Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.30%		0.30%
Fair Value		$ 21,374		$ 25,475
Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.40%)		(0.40%)
Fair Value		$ (26,687)		$ (34,093)
Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.40%)		(0.40%)
Fair Value		$ (26,687)		$ (34,093)
Futures and Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.60%)		0.80%
Fair Value		$ (207,033)		$ 54,400
Futures and Forward Contracts | Australia
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.00%	[1]
Fair Value		$ 11,016		$ 1,745
Futures and Forward Contracts | Canada
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.40%)		(0.10%)
Fair Value		$ (32,469)		$ (5,425)
Futures and Forward Contracts | European Monetary Union
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.20%)		0.10%
Fair Value		$ (17,517)		$ 10,712
Futures and Forward Contracts | Great Britain
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.40%)		(0.10%)
Fair Value		$ (33,142)		$ (12,941)
Futures and Forward Contracts | Japan
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.20%)		0.50%
Fair Value		$ (12,441)		$ 41,942
Futures and Forward Contracts | United States
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.80%)		(0.70%)
Fair Value		$ (65,888)		$ (64,154)
Futures and Forward Contracts | Other
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.70%)		1.10%
Fair Value		$ (56,592)		$ 82,521
SERIES A | Futures Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.10%)		0.70%
Fair Value		$ (66,115)		$ 24,413
SERIES A | Futures Contract Purchased
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(1.50%)		0.40%
Fair Value		$ (49,776)		$ 12,107
SERIES A | Futures Contract Purchased | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.20%		(0.40%)
Fair Value		$ 7,159		$ (13,680)
SERIES A | Futures Contract Purchased | Energy
Summary of Investment Holdings [Line Items]
Percentage of Net Assets				0.30%
Fair Value				$ 10,380
SERIES A | Futures Contract Purchased | Financial
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	[2]	(1.00%)		1.00%
Fair Value		$ (32,834)		$ 34,827
SERIES A | Futures Contract Purchased | Food & Fiber
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	(0.20%)
Fair Value		$ (14)		$ (6,327)
SERIES A | Futures Contract Purchased | Indices
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.70%)		0.70%
Fair Value		$ (24,914)		$ 24,618
SERIES A | Futures Contract Purchased | Livestock
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	[1]	0.00%
Fair Value		$ 730
SERIES A | Futures Contract Purchased | Metals
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	(1.00%)	[2]
Fair Value		$ 97		$ (37,711)
SERIES A | Futures Contracts Sold
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.60%)		0.30%
Fair Value		$ (16,339)		$ 12,306
SERIES A | Futures Contracts Sold | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.10%
Fair Value		$ 1,675		$ 5,019
SERIES A | Futures Contracts Sold | Energy
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.30%)		(0.20%)
Fair Value		$ (10,634)		$ (5,710)
SERIES A | Futures Contracts Sold | Financial
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		(0.30%)
Fair Value		$ 3,720		$ (9,766)
SERIES A | Futures Contracts Sold | Food & Fiber
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		0.10%
Fair Value		$ (13,386)		$ 4,530
SERIES A | Futures Contracts Sold | Indices
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	(0.20%)
Fair Value		$ 631		$ (8,401)
SERIES A | Futures Contracts Sold | Livestock
Summary of Investment Holdings [Line Items]
Percentage of Net Assets				(0.40%)
Fair Value				$ (18,160)
SERIES A | Futures Contracts Sold | Metals
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	1.20%	[2]
Fair Value		$ 1,655		$ 44,794
SERIES A | Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[2]	(0.10%)
Fair Value		$ (1,762)		$ (4,781)
SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.10%
Fair Value		$ 2,023		$ 4,792
SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.10%
Fair Value		$ 2,023		$ 4,792
SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.10%)		(0.20%)
Fair Value		$ (3,785)		$ (9,573)
SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.10%)		(0.20%)
Fair Value		$ (3,785)		$ (9,573)
SERIES A | Futures and Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.10%)		0.50%
Fair Value		$ (67,877)		$ 19,632
SERIES A | Futures and Forward Contracts | Australia
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.00%	[1]
Fair Value		$ 3,595		$ (801)
SERIES A | Futures and Forward Contracts | Canada
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.20%)		0.00%	[1]
Fair Value		$ (7,936)		$ 290
SERIES A | Futures and Forward Contracts | European Monetary Union
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.10%)		0.10%
Fair Value		$ (4,525)		$ 3,300
SERIES A | Futures and Forward Contracts | Great Britain
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.30%)		(0.10%)
Fair Value		$ (9,443)		$ (5,471)
SERIES A | Futures and Forward Contracts | Japan
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.20%)		0.50%
Fair Value		$ (7,269)		$ 22,931
SERIES A | Futures and Forward Contracts | United States
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.90%)		(0.80%)
Fair Value		$ (27,354)		$ (28,600)
SERIES A | Futures and Forward Contracts | Other
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		0.80%
Fair Value		$ (14,945)		$ 27,983
SERIES B | Futures Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.90%)		0.80%
Fair Value		$ (135,605)		$ 38,605
SERIES B | Futures Contract Purchased
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(2.10%)		0.70%
Fair Value		$ (98,463)		$ 31,536
SERIES B | Futures Contract Purchased | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.60%		(0.40%)
Fair Value		$ 27,221		$ (22,291)
SERIES B | Futures Contract Purchased | Energy
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	0.50%
Fair Value		$ 194		$ 24,394
SERIES B | Futures Contract Purchased | Financial
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	[2]	(1.80%)		1.10%
Fair Value		$ (85,558)		$ 58,719
SERIES B | Futures Contract Purchased | Food & Fiber
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.20%		(0.20%)
Fair Value		$ 8,168		$ (10,963)
SERIES B | Futures Contract Purchased | Indices
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(1.50%)	[2]	0.40%
Fair Value		$ (67,482)		$ 18,444
SERIES B | Futures Contract Purchased | Livestock
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%
Fair Value		$ 2,420
SERIES B | Futures Contract Purchased | Metals
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.30%		(0.70%)
Fair Value		$ 16,574		$ (36,767)
SERIES B | Futures Contracts Sold
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.80%)		0.10%
Fair Value		$ (37,142)		$ 7,069
SERIES B | Futures Contracts Sold | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.10%		0.20%
Fair Value		$ 5,700		$ 11,441
SERIES B | Futures Contracts Sold | Energy
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		(0.20%)
Fair Value		$ (25,608)		$ (8,210)
SERIES B | Futures Contracts Sold | Financial
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.20%		(0.30%)
Fair Value		$ 7,690		$ (17,210)
SERIES B | Futures Contracts Sold | Food & Fiber
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.60%)		0.10%
Fair Value		$ (25,331)		$ 3,114
SERIES B | Futures Contracts Sold | Indices
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	(0.20%)
Fair Value		$ 2,256		$ (11,676)
SERIES B | Futures Contracts Sold | Livestock
Summary of Investment Holdings [Line Items]
Percentage of Net Assets				(0.60%)
Fair Value				$ (27,420)
SERIES B | Futures Contracts Sold | Metals
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.00%	[1]	1.10%	[2]
Fair Value		$ (1,849)		$ 57,030
SERIES B | Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.10%)		(0.10%)
Fair Value		$ (3,551)		$ (3,837)
SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.40%		0.40%
Fair Value		$ 19,351		$ 20,683
SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.40%		0.40%
Fair Value		$ 19,351		$ 20,683
SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		(0.50%)
Fair Value		$ (22,902)		$ (24,520)
SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Currency
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		(0.50%)
Fair Value		$ (22,902)		$ (24,520)
SERIES B | Futures and Forward Contracts
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(3.00%)		0.70%
Fair Value		$ (139,156)		$ 34,768
SERIES B | Futures and Forward Contracts | Australia
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		0.20%		0.00%	[1]
Fair Value		$ 7,421		$ 2,546
SERIES B | Futures and Forward Contracts | Canada
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		(0.10%)
Fair Value		$ (24,533)		$ (5,715)
SERIES B | Futures and Forward Contracts | European Monetary Union
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.30%)		0.10%
Fair Value		$ (12,992)		$ 7,412
SERIES B | Futures and Forward Contracts | Great Britain
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.50%)		(0.10%)
Fair Value		$ (23,699)		$ (7,470)
SERIES B | Futures and Forward Contracts | Japan
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.10%)		0.40%
Fair Value		$ (5,172)		$ 19,011
SERIES B | Futures and Forward Contracts | United States
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.90%)		(0.70%)
Fair Value		$ (38,534)		$ (35,554)
SERIES B | Futures and Forward Contracts | Other
Summary of Investment Holdings [Line Items]
Percentage of Net Assets		(0.90%)		1.10%	[2]
Fair Value		$ (41,647)		$ 54,538

[1] Due to rounding - amount is less than 0.05%

[2] No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.

XML

Condensed Schedule of Investments (Parenthetical) (Detail) - Maximum	Jun. 30, 2017	Dec. 31, 2016
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	0.05%	0.05%
SERIES A
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	0.05%	0.05%
SERIES B
Summary of Investment Holdings [Line Items]
Percentage of Net Assets	0.05%	0.05%

XML

Statements of Changes in Net Assets (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Decrease in net assets from operations
Net investment loss	$ (160,069)	$ (284,984)	$ (329,229)	$ (596,445)
Net realized gain (loss) on futures and forward contracts	434,156	(1,182,093)	815,697	(1,290,081)
Net change in unrealized appreciation (depreciation) on futures and forward contracts	(320,204)	247,066	(261,432)	279,260
Net increase (decrease) in net assets from operations	(46,117)	(1,220,011)	225,036	(1,607,266)
Capital Share transactions
Issuance of Units			161,681	242,356
Redemption of Units			(1,195,266)	(1,270,282)
Net decrease in net assets from capital share transactions			(1,033,585)	(1,027,926)
Net decrease in net assets			(808,549)	(2,635,192)
Net assets, beginning of period			8,783,260	15,940,740
Net assets, end of period	7,974,711	13,305,548	7,974,711	13,305,548
SERIES A
Decrease in net assets from operations
Net investment loss	(60,245)	(134,037)	(124,948)	(279,635)
Net realized gain (loss) on futures and forward contracts	123,153	(480,902)	252,754	(582,059)
Net change in unrealized appreciation (depreciation) on futures and forward contracts	(100,028)	100,809	(87,509)	103,371
Net increase (decrease) in net assets from operations	(37,120)	(514,130)	40,297	(758,323)
Capital Share transactions
Issuance of Units			66,025	110,930
Redemption of Units			(502,322)	(770,670)
Net decrease in net assets from capital share transactions			(436,297)	(659,740)
Net decrease in net assets			(396,000)	(1,418,063)
Net assets, beginning of period			3,656,086	7,867,509
Net assets, end of period	$ 3,260,086	$ 6,449,446	$ 3,260,086	$ 6,449,446
Units, beginning of period			3,694.882	6,436.862
Issuance of Units			65.554	94.249
Redemption of Units			(499.276)	(676.472)
Units, end of period	3,261.160	5,854.639	3,261.160	5,854.639
SERIES B
Decrease in net assets from operations
Net investment loss	$ (99,824)	$ (150,947)	$ (204,281)	$ (316,810)
Net realized gain (loss) on futures and forward contracts	311,003	(701,191)	562,943	(708,022)
Net change in unrealized appreciation (depreciation) on futures and forward contracts	(220,176)	146,257	(173,923)	175,889
Net increase (decrease) in net assets from operations	(8,997)	(705,881)	184,739	(848,943)
Capital Share transactions
Issuance of Units			95,656	131,426
Redemption of Units			(692,944)	(499,612)
Net decrease in net assets from capital share transactions			(597,288)	(368,186)
Net decrease in net assets			(412,549)	(1,217,129)
Net assets, beginning of period			5,127,174	8,073,231
Net assets, end of period	$ 4,714,625	$ 6,856,102	$ 4,714,625	$ 6,856,102
Units, beginning of period			4,887.522	5,799.188
Issuance of Units			88.691	97.598
Redemption of Units			(638.002)	(374.443)
Units, end of period	4,338.211	5,522.343	4,338.211	5,522.343

XML

Nature of Operations - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2017 USD ($) Unit
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of Classes | Unit	2
Aggregate Net Assets | $	$ 500,000

XML

Basis of Presentation and Significant Accounting Policies - Additional Information (Detail)	Jun. 30, 2017 USD ($)
ADMIS
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	$ 1,601,165
Merrill Lynch
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	3,710,700
SERIES A | ADMIS
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	645,442
SERIES A | Merrill Lynch
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	1,241,291
SERIES B | ADMIS
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	955,723
SERIES B | Merrill Lynch
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	$ 2,469,409

XML

Fair Value Measurements - Additional Information (Detail) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Fair Value Disclosures [Abstract]
Derivative Contracts Valued Using Level 3 Holdings During Period	$ 0	$ 0

XML

Summary of Valuation of Fund's Assets and Liabilities (Detail) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	$ 156,168	$ 445,455
Total Liabilities Measured at Fair Value	363,201	391,055
Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	21,374	25,475
Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	26,687	34,093
Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	47,870	164,986
Total Liabilities Measured at Fair Value	101,351	145,611
Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	86,924	254,994
Total Liabilities Measured at Fair Value	235,163	211,351
Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	134,794	419,980
Total Liabilities Measured at Fair Value	336,514	356,962
Level 1 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Level 1 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	0	0
Level 1 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	47,870	164,986
Total Liabilities Measured at Fair Value	101,351	145,611
Level 1 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	86,924	254,994
Total Liabilities Measured at Fair Value	235,163	211,351
Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	21,374	25,475
Total Liabilities Measured at Fair Value	26,687	34,093
Level 2 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	21,374	25,475
Level 2 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	26,687	34,093
Level 2 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
Level 2 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
Level 3 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Level 3 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	0	0
Level 3 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
Level 3 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES A
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	27,160	170,822
Total Liabilities Measured at Fair Value	95,037	151,190
SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	2,023	4,792
SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	3,785	9,573
SERIES A | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	11,047	69,382
Total Liabilities Measured at Fair Value	27,386	57,076
SERIES A | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	14,090	96,648
Total Liabilities Measured at Fair Value	63,866	84,541
SERIES A | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	25,137	166,030
Total Liabilities Measured at Fair Value	91,252	141,617
SERIES A | Level 1 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
SERIES A | Level 1 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	0	0
SERIES A | Level 1 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	11,047	69,382
Total Liabilities Measured at Fair Value	27,386	57,076
SERIES A | Level 1 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	14,090	96,648
Total Liabilities Measured at Fair Value	63,866	84,541
SERIES A | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	2,023	4,792
Total Liabilities Measured at Fair Value	3,785	9,573
SERIES A | Level 2 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	2,023	4,792
SERIES A | Level 2 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	3,785	9,573
SERIES A | Level 2 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES A | Level 2 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES A | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES A | Level 3 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
SERIES A | Level 3 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	0	0
SERIES A | Level 3 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES A | Level 3 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES B
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	129,008	274,633
Total Liabilities Measured at Fair Value	268,164	239,865
SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	19,351	20,683
SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	22,902	24,520
SERIES B | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	36,823	95,604
Total Liabilities Measured at Fair Value	73,965	88,535
SERIES B | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	72,834	158,346
Total Liabilities Measured at Fair Value	171,297	126,810
SERIES B | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	109,657	253,950
Total Liabilities Measured at Fair Value	245,262	215,345
SERIES B | Level 1 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
SERIES B | Level 1 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	0	0
SERIES B | Level 1 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	36,823	95,604
Total Liabilities Measured at Fair Value	73,965	88,535
SERIES B | Level 1 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	72,834	158,346
Total Liabilities Measured at Fair Value	171,297	126,810
SERIES B | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	19,351	20,683
Total Liabilities Measured at Fair Value	22,902	24,520
SERIES B | Level 2 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	19,351	20,683
SERIES B | Level 2 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	22,902	24,520
SERIES B | Level 2 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES B | Level 2 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES B | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES B | Level 3 | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
SERIES B | Level 3 | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Liabilities Measured at Fair Value	0	0
SERIES B | Level 3 | Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	0	0
SERIES B | Level 3 | Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	0
Total Liabilities Measured at Fair Value	$ 0	$ 0

XML

Fair Value of Funds Derivatives by Instrument Type (Detail) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative Assets	$ 156,168	$ 445,455
Derivative Liabilities	(363,201)	(391,055)
Derivative Assets (Liabilities), Net	(207,033)	54,400
Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	86,924	254,994
Derivative Liabilities	(235,163)	(211,351)
Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	47,870	164,986
Derivative Liabilities	(101,351)	(145,611)
Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	21,374	25,475
Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	21,374	25,475
Derivative Liabilities	0	0
Derivative Assets (Liabilities), Net	21,374	25,475
Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Liabilities	(26,687)	(34,093)
Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	0	0
Derivative Liabilities	(26,687)	(34,093)
Derivative Assets (Liabilities), Net	(26,687)	(34,093)
Futures Contracts | Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	86,924	254,994
Derivative Liabilities	(235,163)	(211,351)
Derivative Assets (Liabilities), Net	(148,239)	43,643
Futures Contracts | Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	47,870	164,986
Derivative Liabilities	(101,351)	(145,611)
Derivative Assets (Liabilities), Net	(53,481)	19,375
SERIES A
Derivatives, Fair Value [Line Items]
Derivative Assets	27,160	170,822
Derivative Liabilities	(95,037)	(151,190)
Derivative Assets (Liabilities), Net	(67,877)	19,632
SERIES A | Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	14,090	96,648
Derivative Liabilities	(63,866)	(84,541)
SERIES A | Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	11,047	69,382
Derivative Liabilities	(27,386)	(57,076)
SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	2,023	4,792
SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	2,023	4,792
Derivative Liabilities	0	0
Derivative Assets (Liabilities), Net	2,023	4,792
SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Liabilities	(3,785)	(9,573)
SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	0	0
Derivative Liabilities	(3,785)	(9,573)
Derivative Assets (Liabilities), Net	(3,785)	(9,573)
SERIES A | Futures Contracts | Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	14,090	96,648
Derivative Liabilities	(63,866)	(84,541)
Derivative Assets (Liabilities), Net	(49,776)	12,107
SERIES A | Futures Contracts | Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	11,047	69,382
Derivative Liabilities	(27,386)	(57,076)
Derivative Assets (Liabilities), Net	(16,339)	12,306
SERIES B
Derivatives, Fair Value [Line Items]
Derivative Assets	129,008	274,633
Derivative Liabilities	(268,164)	(239,865)
Derivative Assets (Liabilities), Net	(139,156)	34,768
SERIES B | Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	72,834	158,346
Derivative Liabilities	(171,297)	(126,810)
SERIES B | Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	36,823	95,604
Derivative Liabilities	(73,965)	(88,535)
SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	19,351	20,683
SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	19,351	20,683
Derivative Liabilities	0	0
Derivative Assets (Liabilities), Net	19,351	20,683
SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Liabilities	(22,902)	(24,520)
SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets	0	0
Derivative Liabilities	(22,902)	(24,520)
Derivative Assets (Liabilities), Net	(22,902)	(24,520)
SERIES B | Futures Contracts | Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	72,834	158,346
Derivative Liabilities	(171,297)	(126,810)
Derivative Assets (Liabilities), Net	(98,463)	31,536
SERIES B | Futures Contracts | Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	36,823	95,604
Derivative Liabilities	(73,965)	(88,535)
Derivative Assets (Liabilities), Net	$ (37,142)	$ 7,069

XML

Disclosure of Derivative Instruments and Hedging Activities - Offsetting Assets (Detail) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	$ (207,033)	$ 54,400
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(207,033)	54,400
ADMIS
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(58,390)	(62,704)
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(58,390)	(62,704)
Merrill Lynch
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(148,643)	117,104
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(148,643)	117,104
SERIES A
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(67,877)	19,632
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(67,877)	19,632
SERIES A | ADMIS
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(22,321)	(25,285)
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(22,321)	(25,285)
SERIES A | Merrill Lynch
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(45,556)	44,917
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(45,556)	44,917
SERIES B
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(139,156)	34,768
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(139,156)	34,768
SERIES B | ADMIS
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(36,069)	(37,419)
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	(36,069)	(37,419)
SERIES B | Merrill Lynch
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	(103,087)	72,187
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	$ (103,087)	$ 72,187

XML

Effects of Derivative Instruments on Statement of Operations (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	$ 434,156	$ (1,182,093)	$ 815,697	$ (1,290,081)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	(320,204)	247,066	(261,432)	279,260
Net Realized/Unrealized Gain (Loss) on Futures and Forward Contracts | Foreign Exchange Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	(40,183)	(7,409)	(196)	12,138
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	17,128	0	3,306	0
Net Realized/Unrealized Gain (Loss) on Futures and Forward Contracts | Futures Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	474,339	(1,174,684)	815,893	(1,302,219)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	(337,332)	247,066	(264,738)	279,260
SERIES A
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	123,153	(480,902)	252,754	(582,059)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	(100,028)	100,809	(87,509)	103,371
SERIES A | Net Realized/Unrealized Gain (Loss) on Futures and Forward Contracts | Foreign Exchange Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	(7,805)	(4,129)	2,510	3,567
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	1,607	0	3,019	0
SERIES A | Net Realized/Unrealized Gain (Loss) on Futures and Forward Contracts | Futures Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	130,958	(476,773)	250,244	(585,626)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	(101,635)	100,809	(90,528)	103,371
SERIES B
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	311,003	(701,191)	562,943	(708,022)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	(220,176)	146,257	(173,923)	175,889
SERIES B | Net Realized/Unrealized Gain (Loss) on Futures and Forward Contracts | Foreign Exchange Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	(32,378)	(3,280)	(2,706)	8,571
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	15,521	0	287	0
SERIES B | Net Realized/Unrealized Gain (Loss) on Futures and Forward Contracts | Futures Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	343,381	(697,911)	565,649	(716,593)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	$ (235,697)	$ 146,257	$ (174,210)	$ 175,889

XML

Gross and Net Unrealized Gains and Losses by Long and Short Positions (Detail) - USD ($)	Jun. 30, 2017		Dec. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 156,168		$ 445,455
Liability Derivatives	(363,201)		(391,055)
Net Unrealized Gain (Loss) on Open Positions	(207,033)		54,400
Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(5,313)		(8,618)
Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	41,755		(19,511)
Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(106,982)		66,570
Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(30,563)		(9,646)
Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(89,509)		22,985
Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	16,478		27,346
Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	3,150		(45,580)
Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(36,049)		20,854
Long Position
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 101,641		$ 268,473
Gains percentage of net assets	3.10%		3.20%
Liability Derivatives	$ (245,530)		$ (226,087)
Loss percentage of net assets	(7.50%)		(2.60%)
Long Position | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 14,717		$ 13,481
Gains percentage of net assets	0.50%		0.20%
Liability Derivatives	$ (10,367)		$ (14,738)
Loss percentage of net assets	(0.30%)		(0.20%)
Long Position | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 36,287		$ 2,976
Gains percentage of net assets	1.10%		0.00%	[1]
Liability Derivatives	$ (1,907)		$ (38,947)
Loss percentage of net assets	(0.10%)		(0.40%)
Long Position | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 1,671		$ 105,659
Gains percentage of net assets	0.10%		1.20%
Liability Derivatives	$ (120,063)		$ (12,113)
Loss percentage of net assets	(3.70%)		(0.10%)
Long Position | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 8,228		$ 13,543
Gains percentage of net assets	0.30%		0.20%
Liability Derivatives	$ (74)		$ (30,833)
Loss percentage of net assets	(0.00%)	[1]	(0.40%)
Long Position | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 12,266		$ 92,375
Gains percentage of net assets	0.40%		1.10%
Liability Derivatives	$ (104,662)		$ (49,313)
Loss percentage of net assets	(3.20%)		(0.60%)
Long Position | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 19,259		$ 5,640
Gains percentage of net assets	0.60%		0.10%
Liability Derivatives	$ (2,587)		$ (80,118)
Loss percentage of net assets	(0.10%)		(0.90%)
Long Position | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 9,020		$ 0
Gains percentage of net assets	0.30%		0.00%
Liability Derivatives	$ (5,870)		$ 0
Loss percentage of net assets	(0.20%)		(0.00%)
Long Position | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 193		$ 34,799
Gains percentage of net assets	0.00%	[1]	0.40%
Liability Derivatives	$ 0		$ (25)
Loss percentage of net assets	(0.00%)		(0.00%)	[1]
Short Position
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 54,527		$ 176,981
Gains percentage of net assets	1.70%		1.90%
Liability Derivatives	$ (117,671)		$ (164,967)
Loss percentage of net assets	(3.60%)		(1.80%)
Short Position | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 6,657		$ 11,994
Gains percentage of net assets	0.20%		0.10%
Liability Derivatives	$ (16,320)		$ (19,355)
Loss percentage of net assets	(0.50%)		(0.20%)
Short Position | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 13,900		$ 20,015
Gains percentage of net assets	0.40%		0.20%
Liability Derivatives	$ (6,525)		$ (3,555)
Loss percentage of net assets	(0.20%)		(0.00%)	[1]
Short Position | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 11,410		$ 1,789
Gains percentage of net assets	0.30%		0.00%	[1]
Liability Derivatives	$ 0		$ (28,765)
Loss percentage of net assets	(0.00%)		(0.30%)
Short Position | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 7,545		$ 28,124
Gains percentage of net assets	0.20%		0.30%
Liability Derivatives	$ (46,262)		$ (20,480)
Loss percentage of net assets	(1.40%)		(0.20%)
Short Position | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 6,636		$ 8,350
Gains percentage of net assets	0.20%		0.10%
Liability Derivatives	$ (3,749)		$ (28,427)
Loss percentage of net assets	(0.10%)		(0.30%)
Short Position | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 7,189		$ 106,709
Gains percentage of net assets	0.20%		1.20%
Liability Derivatives	$ (7,383)		$ (4,885)
Loss percentage of net assets	(0.20%)		(0.10%)
Short Position | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 0
Gains percentage of net assets	0.00%		0.00%
Liability Derivatives	$ 0		$ (45,580)
Loss percentage of net assets	(0.00%)		(0.50%)
Short Position | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 1,190		$ 0
Gains percentage of net assets	0.00%	[1]	0.00%
Liability Derivatives	$ (37,432)		$ (13,920)
Loss percentage of net assets	(1.10%)		(0.20%)
SERIES A
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 27,160		$ 170,822
Liability Derivatives	(95,037)		(151,190)
Net Unrealized Gain (Loss) on Open Positions	(67,877)		19,632
SERIES A | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(1,762)		(4,781)
SERIES A | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	8,834		(8,661)
SERIES A | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(29,114)		25,061
SERIES A | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(13,400)		(1,797)
SERIES A | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(24,283)		16,217
SERIES A | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	1,752		7,083
SERIES A | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	730		(18,160)
SERIES A | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(10,634)		4,670
SERIES A | Long Position
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 14,090		$ 98,204
Gains percentage of net assets	0.40%		2.60%
Liability Derivatives	$ (66,098)		$ (88,727)
Loss percentage of net assets	(2.10%)		(2.40%)
SERIES A | Long Position | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 1,557
Gains percentage of net assets	0.00%		0.00%	[1]
Liability Derivatives	$ (2,232)		$ (4,187)
Loss percentage of net assets	(0.10%)		(0.10%)
SERIES A | Long Position | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 7,549		$ 1,288
Gains percentage of net assets	0.20%		0.00%	[1]
Liability Derivatives	$ (390)		$ (14,968)
Loss percentage of net assets	(0.00%)	[1]	(0.40%)
SERIES A | Long Position | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 360		$ 37,316
Gains percentage of net assets	0.00%	[1]	1.00%
Liability Derivatives	$ (33,194)		$ (2,489)
Loss percentage of net assets	(1.00%)		(0.10%)
SERIES A | Long Position | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 5,428
Gains percentage of net assets	0.00%		0.10%
Liability Derivatives	$ (14)		$ (11,755)
Loss percentage of net assets	(0.00%)	[1]	(0.30%)
SERIES A | Long Position | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 3,073		$ 40,361
Gains percentage of net assets	0.10%		1.10%
Liability Derivatives	$ (27,987)		$ (15,743)
Loss percentage of net assets	(0.90%)		(0.40%)
SERIES A | Long Position | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 728		$ 1,874
Gains percentage of net assets	0.00%	[1]	0.10%
Liability Derivatives	$ (631)		$ (39,585)
Loss percentage of net assets	(0.00%)	[1]	(1.10%)
SERIES A | Long Position | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 2,380		$ 0
Gains percentage of net assets	0.10%		0.00%
Liability Derivatives	$ (1,650)		$ 0
Loss percentage of net assets	(0.10%)		(0.00%)
SERIES A | Long Position | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 10,380
Gains percentage of net assets	0.00%		0.30%
Liability Derivatives	$ 0		$ 0
Loss percentage of net assets	(0.00%)		(0.00%)
SERIES A | Short Position
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 13,070		$ 72,617
Gains percentage of net assets	0.50%		2.00%
Liability Derivatives	$ (28,939)		$ (62,462)
Loss percentage of net assets	(0.80%)		(1.80%)
SERIES A | Short Position | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 2,023		$ 3,235
Gains percentage of net assets	0.10%		0.10%
Liability Derivatives	$ (1,553)		$ (5,386)
Loss percentage of net assets	(0.00%)	[1]	(0.10%)
SERIES A | Short Position | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 3,306		$ 7,389
Gains percentage of net assets	0.10%		0.20%
Liability Derivatives	$ (1,631)		$ (2,370)
Loss percentage of net assets	(0.10%)		(0.10%)
SERIES A | Short Position | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 3,720		$ 750
Gains percentage of net assets	0.10%		0.00%	[1]
Liability Derivatives	$ 0		$ (10,516)
Loss percentage of net assets			(0.30%)
SERIES A | Short Position | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 280		$ 11,771
Gains percentage of net assets	0.00%	[1]	0.30%
Liability Derivatives	$ (13,666)		$ (7,241)
Loss percentage of net assets	(0.40%)		(0.20%)
SERIES A | Short Position | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 1,911		$ 2,693
Gains percentage of net assets	0.10%		0.10%
Liability Derivatives	$ (1,280)		$ (11,094)
Loss percentage of net assets	(0.00%)	[1]	(0.30%)
SERIES A | Short Position | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 1,830		$ 46,779
Gains percentage of net assets	0.10%		1.30%
Liability Derivatives	$ (175)		$ (1,985)
Loss percentage of net assets	(0.00%)	[1]	(0.10%)
SERIES A | Short Position | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 0
Gains percentage of net assets	0.00%		0.00%
Liability Derivatives	$ 0		$ (18,160)
Loss percentage of net assets	(0.00%)		(0.50%)
SERIES A | Short Position | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 0
Gains percentage of net assets	0.00%		0.00%
Liability Derivatives	$ (10,634)		$ (5,710)
Loss percentage of net assets	(0.30%)		(0.20%)
SERIES B
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 129,008		$ 274,633
Liability Derivatives	(268,164)		(239,865)
Net Unrealized Gain (Loss) on Open Positions	(139,156)		34,768
SERIES B | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(3,551)		(3,837)
SERIES B | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	32,921		(10,850)
SERIES B | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(77,868)		41,509
SERIES B | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(17,163)		(7,849)
SERIES B | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(65,226)		6,768
SERIES B | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	14,726		20,263
SERIES B | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	2,420		(27,420)
SERIES B | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Unrealized Gain (Loss) on Open Positions	(25,415)		16,184
SERIES B | Long Position
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 87,551		$ 170,269
Gains percentage of net assets	1.80%		3.30%
Liability Derivatives	$ (179,432)		$ (137,360)
Loss percentage of net assets	(3.70%)		(2.80%)
SERIES B | Long Position | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 14,717		$ 11,924
Gains percentage of net assets	0.30%		0.20%
Liability Derivatives	$ (8,135)		$ (10,551)
Loss percentage of net assets	(0.20%)		(0.20%)
SERIES B | Long Position | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 28,738		$ 1,688
Gains percentage of net assets	0.60%		0.00%	[1]
Liability Derivatives	$ (1,517)		$ (23,979)
Loss percentage of net assets	(0.00%)	[1]	(0.50%)
SERIES B | Long Position | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 1,311		$ 68,343
Gains percentage of net assets	0.00%	[1]	1.30%
Liability Derivatives	$ (86,869)		$ (9,624)
Loss percentage of net assets	(1.80%)		(0.20%)
SERIES B | Long Position | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 8,228		$ 8,115
Gains percentage of net assets	0.20%		0.20%
Liability Derivatives	$ (60)		$ (19,078)
Loss percentage of net assets	(0.00%)	[1]	(0.40%)
SERIES B | Long Position | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 9,193		$ 52,014
Gains percentage of net assets	0.20%		1.00%
Liability Derivatives	$ (76,675)		$ (33,570)
Loss percentage of net assets	(1.60%)		(0.70%)
SERIES B | Long Position | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 18,531		$ 3,766
Gains percentage of net assets	0.40%		0.10%
Liability Derivatives	$ (1,956)		$ (40,533)
Loss percentage of net assets	(0.00%)	[1]	(0.80%)
SERIES B | Long Position | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 6,640		$ 0
Gains percentage of net assets	0.10%		0.00%
Liability Derivatives	$ (4,220)		$ 0
Loss percentage of net assets	(0.10%)		(0.00%)
SERIES B | Long Position | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 193		$ 24,419
Gains percentage of net assets	0.00%	[1]	0.50%
Liability Derivatives	$ 0		$ (25)
Loss percentage of net assets	(0.00%)		(0.00%)	[1]
SERIES B | Short Position
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 41,457		$ 104,364
Gains percentage of net assets	0.90%		2.00%
Liability Derivatives	$ (88,732)		$ (102,505)
Loss percentage of net assets	(2.00%)		(2.10%)
SERIES B | Short Position | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 4,634		$ 8,759
Gains percentage of net assets	0.10%		0.20%
Liability Derivatives	$ (14,767)		$ (13,969)
Loss percentage of net assets	(0.30%)		(0.30%)
SERIES B | Short Position | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 10,594		$ 12,626
Gains percentage of net assets	0.20%		0.20%
Liability Derivatives	$ (4,894)		$ (1,185)
Loss percentage of net assets	(0.10%)		(0.00%)	[1]
SERIES B | Short Position | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 7,690		$ 1,039
Gains percentage of net assets	0.20%		0.00%	[1]
Liability Derivatives	$ 0		$ (18,249)
Loss percentage of net assets	(0.00%)		(0.40%)
SERIES B | Short Position | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 7,265		$ 16,353
Gains percentage of net assets	0.20%		0.30%
Liability Derivatives	$ (32,596)		$ (13,239)
Loss percentage of net assets	(0.70%)		(0.30%)
SERIES B | Short Position | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 4,725		$ 5,657
Gains percentage of net assets	0.10%		0.10%
Liability Derivatives	$ (2,469)		$ (17,333)
Loss percentage of net assets	(0.10%)		(0.30%)
SERIES B | Short Position | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 5,359		$ 59,930
Gains percentage of net assets	0.10%		1.20%
Liability Derivatives	$ (7,208)		$ (2,900)
Loss percentage of net assets	(0.20%)		(0.10%)
SERIES B | Short Position | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 0		$ 0
Gains percentage of net assets	0.00%		0.00%
Liability Derivatives	$ 0		$ (27,420)
Loss percentage of net assets	(0.00%)		(0.50%)
SERIES B | Short Position | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Asset Derivatives	$ 1,190		$ 0
Gains percentage of net assets	0.00%	[1]	0.00%
Liability Derivatives	$ (26,798)		$ (8,210)
Loss percentage of net assets	(0.60%)		(0.20%)

[1] Due to rounding - amount is less than 0.05%

XML

Disclosure of Derivative Instruments and Hedging Activities - Additional Information (Detail) - Contract	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Futures and Forward Contracts | Long Position
Derivatives, Fair Value [Line Items]
Average number of contracts	1,757		1,696
Futures and Forward Contracts | Long Position | SERIES A
Derivatives, Fair Value [Line Items]
Average number of contracts	517		505
Futures and Forward Contracts | Long Position | SERIES B
Derivatives, Fair Value [Line Items]
Average number of contracts	1,240		1,191
Futures and Forward Contracts | Short Position
Derivatives, Fair Value [Line Items]
Average number of contracts	324		533	2,113
Futures and Forward Contracts | Short Position | SERIES A
Derivatives, Fair Value [Line Items]
Average number of contracts	91		165
Futures and Forward Contracts | Short Position | SERIES B
Derivatives, Fair Value [Line Items]
Average number of contracts	233		368
Futures Contracts | Long Position
Derivatives, Fair Value [Line Items]
Average number of contracts		2,408		2,000
Futures Contracts | Long Position | SERIES A
Derivatives, Fair Value [Line Items]
Average number of contracts		949		784
Futures Contracts | Long Position | SERIES B
Derivatives, Fair Value [Line Items]
Average number of contracts		1,459		1,216
Futures Contracts | Short Position
Derivatives, Fair Value [Line Items]
Average number of contracts		2,113
Futures Contracts | Short Position | SERIES A
Derivatives, Fair Value [Line Items]
Average number of contracts		736		833
Futures Contracts | Short Position | SERIES B
Derivatives, Fair Value [Line Items]
Average number of contracts		1,129		1,280

XML

Funds Trading Results by Market Sector (Detail) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	$ 434,156	$ (1,182,093)	$ 815,697	$ (1,290,081)
Change in Net Unrealized Gains (Losses)	(320,204)	247,066	(261,432)	279,260
Net Trading Gains (Losses)	113,952	(935,027)	554,265	(1,010,821)
Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(40,183)	(7,409)	(196)	12,138
Change in Net Unrealized Gains (Losses)	17,128		3,306
Net Trading Gains (Losses)	(23,055)	(7,409)	3,110	12,138
Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(79,773)	(283,350)	(189,677)	(482,502)
Change in Net Unrealized Gains (Losses)	75,760	(71,904)	61,266	48,374
Net Trading Gains (Losses)	(4,013)	(355,254)	(128,411)	(434,128)
Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	37,159	364,468	15,823	270,157
Change in Net Unrealized Gains (Losses)	(154,468)	174,181	(173,551)	221,240
Net Trading Gains (Losses)	(117,309)	538,649	(157,728)	491,397
Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	101,616	115,413	(31,761)	28,205
Change in Net Unrealized Gains (Losses)	(95,904)	(22,457)	(20,917)	114,281
Net Trading Gains (Losses)	5,712	92,956	(52,678)	142,486
Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	697,066	(392,201)	1,420,267	(162,543)
Change in Net Unrealized Gains (Losses)	(127,678)	(83,786)	(112,495)	(166,229)
Net Trading Gains (Losses)	569,388	(475,987)	1,307,772	(328,772)
Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(141,478)	(321,885)	(75,999)	(682,336)
Change in Net Unrealized Gains (Losses)	13,107	264,713	(10,869)	211,561
Net Trading Gains (Losses)	(128,371)	(57,172)	(86,868)	(470,775)
Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	43,380	(16,140)	(15,180)	(31,100)
Change in Net Unrealized Gains (Losses)	1,720	20,570	48,730	(2,640)
Net Trading Gains (Losses)	45,100	4,430	33,550	(33,740)
Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(183,631)	(640,989)	(307,580)	(242,100)
Change in Net Unrealized Gains (Losses)	(49,869)	(34,251)	(56,902)	(147,327)
Net Trading Gains (Losses)	(233,500)	(675,240)	(364,482)	(389,427)
SERIES A
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	123,153	(480,902)	252,754	(582,059)
Change in Net Unrealized Gains (Losses)	(100,028)	100,809	(87,509)	103,371
Net Trading Gains (Losses)	23,125	(380,093)	165,245	(478,688)
SERIES A | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(7,805)	(4,129)	2,510	3,567
Change in Net Unrealized Gains (Losses)	1,607	0	3,019	0
Net Trading Gains (Losses)	(6,198)	(4,129)	5,529	3,567
SERIES A | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(23,574)	(111,850)	(58,475)	(190,857)
Change in Net Unrealized Gains (Losses)	19,213	(27,817)	17,495	20,238
Net Trading Gains (Losses)	(4,361)	(139,667)	(40,980)	(170,619)
SERIES A | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	5,223	142,722	1,084	111,723
Change in Net Unrealized Gains (Losses)	(42,165)	57,242	(54,174)	69,561
Net Trading Gains (Losses)	(36,942)	199,964	(53,090)	181,284
SERIES A | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	28,295	39,332	(9,438)	(1,584)
Change in Net Unrealized Gains (Losses)	(32,456)	(10,095)	(11,604)	47,137
Net Trading Gains (Losses)	(4,161)	29,237	(21,042)	45,553
SERIES A | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	175,206	(165,961)	399,815	(111,219)
Change in Net Unrealized Gains (Losses)	(31,076)	(18,907)	(40,500)	(62,015)
Net Trading Gains (Losses)	144,130	(184,868)	359,315	(173,234)
SERIES A | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(34,739)	(124,472)	(23,187)	(266,029)
Change in Net Unrealized Gains (Losses)	895	103,283	(5,331)	81,251
Net Trading Gains (Losses)	(33,844)	(21,189)	(28,518)	(184,778)
SERIES A | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	12,730	(7,490)	(7,570)	(9,980)
Change in Net Unrealized Gains (Losses)	(390)	9,560	18,890	(1,040)
Net Trading Gains (Losses)	12,340	2,070	11,320	(11,020)
SERIES A | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(32,183)	(249,054)	(51,985)	(117,680)
Change in Net Unrealized Gains (Losses)	(15,656)	(12,457)	(15,304)	(51,761)
Net Trading Gains (Losses)	(47,839)	(261,511)	(67,289)	(169,441)
SERIES B
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	311,003	(701,191)	562,943	(708,022)
Change in Net Unrealized Gains (Losses)	(220,176)	146,257	(173,923)	175,889
Net Trading Gains (Losses)	90,827	(554,934)	389,020	(532,133)
SERIES B | Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(32,378)	(3,280)	(2,706)	8,571
Change in Net Unrealized Gains (Losses)	15,521	0	287	0
Net Trading Gains (Losses)	(16,857)	(3,280)	(2,419)	8,571
SERIES B | Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(56,199)	(171,500)	(131,202)	(291,645)
Change in Net Unrealized Gains (Losses)	56,547	(44,087)	43,771	28,136
Net Trading Gains (Losses)	348	(215,587)	(87,431)	(263,509)
SERIES B | Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	31,936	221,746	14,739	158,434
Change in Net Unrealized Gains (Losses)	(112,303)	116,939	(119,377)	151,679
Net Trading Gains (Losses)	(80,367)	338,685	(104,638)	310,113
SERIES B | Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	73,321	76,081	(22,323)	29,789
Change in Net Unrealized Gains (Losses)	(63,448)	(12,362)	(9,313)	67,144
Net Trading Gains (Losses)	9,873	63,719	(31,636)	96,933
SERIES B | Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	521,860	(226,240)	1,020,452	(51,324)
Change in Net Unrealized Gains (Losses)	(96,602)	(64,879)	(71,995)	(104,214)
Net Trading Gains (Losses)	425,258	(291,119)	948,457	(155,538)
SERIES B | Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(106,739)	(197,413)	(52,812)	(416,307)
Change in Net Unrealized Gains (Losses)	12,212	161,430	(5,538)	130,310
Net Trading Gains (Losses)	(94,527)	(35,983)	(58,350)	(285,997)
SERIES B | Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	30,650	(8,650)	(7,610)	(21,120)
Change in Net Unrealized Gains (Losses)	2,110	11,010	29,840	(1,600)
Net Trading Gains (Losses)	32,760	2,360	22,230	(22,720)
SERIES B | Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(151,448)	(391,935)	(255,595)	(124,420)
Change in Net Unrealized Gains (Losses)	(34,213)	(21,794)	(41,598)	(95,566)
Net Trading Gains (Losses)	$ (185,661)	$ (413,729)	$ (297,193)	$ (219,986)

XML

Due From/To Brokers - Additional Information (Detail) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Due to and from Broker-Dealers and Clearing Organizations [Abstract]
Due to Brokers	$ 0	$ 0

XML

Related Party Transactions - Additional Information (Detail) - Superfund Capital Management	6 Months Ended
	Jun. 30, 2017
Related Party Transaction [Line Items]
Management Fee	1.85%
Offering expenses percentage	1.00%
Operating expenses percentage	0.15%
Incentive fees	25.00%
Selling commissions percentage	4.00%
Maximum cumulative selling commission percentage	10.00%

XML

Financial Highlights (Detail) - $ / shares		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
SERIES A
Investment Company, Financial Highlights [Line Items]
Total return before incentive fees	[1]	(1.10%)	(7.10%)	1.10%	(10.00%)
Incentive fees	[1]	0.00%	0.00%	0.00%	0.00%
Total return after incentive fees	[1]	(1.10%)	(7.10%)	1.10%	(10.00%)
Ratios to average partners' capital, Operating expenses before incentive fees		1.90%	2.00%	3.80%	3.90%
Ratios to average partners' capital, Incentive fees		0.00%	0.00%	0.00%	0.00%
Ratios to average partners' capital, Total expenses		1.90%	2.00%	3.80%	3.90%
Net investment loss		(1.80%)	(2.00%)	(3.60%)	(3.90%)
Net asset value per unit, beginning of period		$ 1,010.80	$ 1,183.63	$ 989.50	$ 1,222.26
Net investment loss		(18.05)	(22.04)	(36.41)	(45.11)
Net gain (loss) on investments		6.92	(59.99)	46.58	(75.55)
Total income (loss) from operations	[2]	(11.13)	(82.03)	10.17	(120.66)
Net asset value per unit, end of period		999.67	1,101.60	999.67	1,101.60
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of Units during period) upon weighted average number of Units during period)	[2]	(10.94)	(84.48)	11.82	(122.41)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit)	[2]	$ (11.13)	$ (82.03)	$ 10.17	$ (120.66)
SERIES B
Investment Company, Financial Highlights [Line Items]
Total return before incentive fees	[1]	(0.20%)	(9.30%)	3.70%	(11.00%)
Incentive fees	[1]	0.00%	0.00%	0.00%	0.00%
Total return after incentive fees	[1]	(0.20%)	(9.30%)	3.70%	(11.00%)
Ratios to average partners' capital, Operating expenses before incentive fees		2.10%	2.10%	4.30%	4.20%
Ratios to average partners' capital, Incentive fees		0.00%	0.00%	0.00%	0.00%
Ratios to average partners' capital, Total expenses		2.10%	2.10%	4.30%	4.20%
Net investment loss		(2.00%)	(2.10%)	(4.10%)	(4.20%)
Net asset value per unit, beginning of period		$ 1,089.27	$ 1,367.00	$ 1,049.01	$ 1,392.13
Net investment loss		(22.22)	(27.15)	(44.21)	(56.19)
Net gain (loss) on investments		19.72	(98.32)	81.97	(94.42)
Total income (loss) from operations	[3]	(2.50)	(125.48)	37.76	(150.61)
Net asset value per unit, end of period		1,086.77	1,241.52	1,086.77	1,241.52
Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of Units during period) upon weighted average number of Units during period)	[3]	(1.97)	(126.09)	40.13	(150.44)
Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit)	[3]	$ (2.50)	$ (125.48)	$ 37.76	$ (150.61)

[1] Total return is calculated for each Series of the Fund taken as a whole. An individual's return may vary from these returns based on the timing of capital transactions.

[2] Weighted average number of Units outstanding for Series A for the Three Months Ended June 30, 2017 and June 30, 2016: 3,393.11 and 6,085.69, respectively; and for the Six Months Ended June 30, 2017 and June 30, 2016: 3,407.81 and 6,195.17, respectively.

[3] Weighted average number of Units outstanding for Series B for the Three Months Ended June 30, 2017 and June 30, 2016: 4,562.72 and 5,598.12, respectively; and for the Six Months Ended June 30, 2017 and June 30, 2016: 4,603.57 and 5,643.17, respectively.

XML

Financial Instrument Risk - Additional Information (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Exchange Traded Futures
Financial Instrument Risk [Line Items]
Gain On Derivative Instruments Pretax	$ 134,794	$ 943,031
Loss On Derivative Instruments Pretax	336,514	493,345
Exchange Traded Futures | SERIES A
Financial Instrument Risk [Line Items]
Gain On Derivative Instruments Pretax	25,137	364,977
Loss On Derivative Instruments Pretax	91,252	200,680
Exchange Traded Futures | SERIES B
Financial Instrument Risk [Line Items]
Gain On Derivative Instruments Pretax	109,657	578,054
Loss On Derivative Instruments Pretax	245,262	$ 292,665
Non Exchange Traded Forwards
Financial Instrument Risk [Line Items]
Gain On Derivative Instruments Pretax	21,374
Loss On Derivative Instruments Pretax	26,687
Non Exchange Traded Forwards | SERIES A
Financial Instrument Risk [Line Items]
Gain On Derivative Instruments Pretax	2,023
Loss On Derivative Instruments Pretax	3,785
Non Exchange Traded Forwards | SERIES B
Financial Instrument Risk [Line Items]
Gain On Derivative Instruments Pretax	19,351
Loss On Derivative Instruments Pretax	$ 22,902

XML

Subscriptions and Redemptions - Additional Information (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Initial investment amount	$ 1,195,266	$ 1,270,282
Number of days for redemptions	20 days
Net asset value per unit minimum decline rate	50.00%
Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Initial investment amount	$ 1,000
Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Initial investment amount	$ 10,000
Partners capital account, number of days for a written request for redemptions	5 days
Maximum | Special Redemption Period
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Partners capital account, maximum number of days to notify partners about special redemption event	7 days