Form 10-Q

Realized and unrealized gain (loss) on investments

(144,178)

(256,629)

(473,407)

(853,074)

Net realized gain (loss) on futures and forward contracts

180,927

488,261

996,624

(801,820)

Net change in unrealized appreciation (depreciation) on futures and forward contracts

330,726

(339,674)

69,294

(60,414)

Net increase (decrease) in net assets from operations

511,653

148,587

1,065,918

(862,234)

367,475

(108,042)

592,511

(1,715,308)

Investment Income

Interest income

2,952

516

7,099

1,675

Other income

3,500

Total investment income

2,952

516

10,599

1,675

Expenses

Selling commission

32,404

64,940

102,781

210,779

Brokerage commissions

6,961

18,229

29,103

72,245

Management fee

14,987

30,035

47,537

97,486

Operating expenses

1,215

2,435

3,854

7,904

Other

1,302

4,184

6,189

12,203

Total expenses

56,869

119,823

189,464

400,617

Realized and unrealized gain (loss) on investments

(53,917)

(119,307)

(178,865)

(398,942)

Net realized gain (loss) on futures and forward contracts

20,316

195,654

273,070

(386,405)

Net change in unrealized appreciation (depreciation) on futures and forward contracts

96,810

(135,928)

9,301

(32,557)

Net increase (decrease) in net assets from operations

117,126

59,726

282,371

(418,962)

$ 63,209

$ (59,581)

$ 103,506

$ (817,904)

Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of units outstanding during period)

^[1]

$ 20.26

$ (10.50)

$ 31.37

$ (136.35)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per unit during period)

^[1]

$ 19.42

$ (11.36)

$ 29.59

$ (132.02)

Investment Income

Interest income

$ 5,218

$ 717

$ 11,465

$ 2,285

Other income

2,653

Total investment income

5,220

717

14,118

2,285

Expenses

Selling commission

49,673

69,260

151,821

219,951

Brokerage commissions

17,999

29,708

70,123

112,978

Management fee

22,973

32,033

70,216

101,728

Operating expenses

1,863

2,597

5,694

8,248

Other

2,973

4,441

10,806

13,512

Total expenses

95,481

138,039

308,660

456,417

Realized and unrealized gain (loss) on investments

(90,261)

(137,322)

(294,542)

(454,132)

Net realized gain (loss) on futures and forward contracts

160,611

292,607

723,554

(415,415)

Net change in unrealized appreciation (depreciation) on futures and forward contracts

233,916

(203,746)

59,993

(27,857)

Net increase (decrease) in net assets from operations

394,527

88,861

783,547

(443,272)

$ 304,266

$ (48,461)

$ 489,005

$ (897,404)

Net increase (decrease) in net assets from operations per Unit (based upon weighted average number of units outstanding during period)

^[2]

$ 71.23

$ (9.11)

$ 109.25

$ (162.81)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per unit during period)

^[2]

$ 70.05

$ (12.11)

$ 107.81

$ (162.72)

[1]	Weighted average number of Units outstanding for Series A for the three months ended September 30, 2017 and September 30, 2016: 3,120.43 and 5,673.76, respectively; and for the nine months ended September 30, 2017 and September 30, 2016: 3,299.02 and 5,998.73, respectively.
[2]	Weighted average number of Units outstanding for Series B for the three months ended September 30, 2017 and September 30, 2016: 4,271.66 and 5,316.77, respectively; and for the nine months ended September 30, 2017 and September 30, 2016: 4,475.83 and 5,511.87, respectively.

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STATEMENTS OF CASH FLOWS - USD ($)	9 Months Ended
STATEMENTS OF CASH FLOWS - USD ($)	Sep. 30, 2017	Sep. 30, 2016
Cash flows from operating activities
Net increase (decrease) in net assets from operations	$ 592,511	$ (1,715,308)
Changes in operating assets and liabilities:
Decrease in due from brokers	969,510	129,475
(Increase) decrease in futures contracts purchased	(54,141)	(227,285)
(Increase) decrease in unrealized appreciation on open forward contracts	25,475	(31,250)
Increase (decrease) in futures contracts sold	(6,535)	293,694
Increase (decrease) in unrealized depreciation on open forward contracts	(34,093)	25,255
Increase in other assets	(680)
Decrease in management fees payable	(3,018)	(5,673)
Decrease in fees payable	(4,961)	(3,063)
Net cash provided by (used in) operating activities	1,484,068	(1,534,155)
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions	239,536	349,704
Redemptions, net of change in redemptions payable	(2,779,288)	(2,295,538)
Net cash used in financing activities	(2,539,752)	(1,945,834)
Net decrease in cash	(1,055,684)	(3,479,989)
Cash, beginning of period	4,768,586	9,619,391
Cash, end of period	3,712,902	6,139,402
SERIES A
Cash flows from operating activities
Net increase (decrease) in net assets from operations	103,506	(817,904)
Changes in operating assets and liabilities:
Decrease in due from brokers	905,455	56,622
(Increase) decrease in futures contracts purchased	(5,807)	(83,511)
(Increase) decrease in unrealized appreciation on open forward contracts	4,792	(9,768)
Increase (decrease) in futures contracts sold	1,286	118,867
Increase (decrease) in unrealized depreciation on open forward contracts	(9,573)	6,970
Increase in other assets	(680)
Decrease in management fees payable	(2,592)	(2,939)
Decrease in fees payable	(3,490)	(1,800)
Net cash provided by (used in) operating activities	992,897	(733,463)
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions	97,830	158,812
Redemptions, net of change in redemptions payable	(1,874,234)	(1,237,449)
Net cash used in financing activities	(1,776,404)	(1,078,637)
Net decrease in cash	(783,507)	(1,812,100)
Cash, beginning of period	2,648,829	5,412,560
Cash, end of period	1,865,322	3,600,460
SERIES B
Cash flows from operating activities
Net increase (decrease) in net assets from operations	489,005	(897,404)
Changes in operating assets and liabilities:
Decrease in due from brokers	64,055	72,853
(Increase) decrease in futures contracts purchased	(48,334)	(143,774)
(Increase) decrease in unrealized appreciation on open forward contracts	20,683	(21,482)
Increase (decrease) in futures contracts sold	(7,821)	174,827
Increase (decrease) in unrealized depreciation on open forward contracts	(24,520)	18,285
Decrease in management fees payable	(426)	(2,734)
Decrease in fees payable	(1,471)	(1,263)
Net cash provided by (used in) operating activities	491,171	(800,692)
Cash flows from financing activities
Subscriptions, net of change in advanced subscriptions	141,706	190,892
Redemptions, net of change in redemptions payable	(905,054)	(1,058,089)
Net cash used in financing activities	(763,348)	(867,197)
Net decrease in cash	(272,177)	(1,667,889)
Cash, beginning of period	2,119,757	4,206,831
Cash, end of period	$ 1,847,580	$ 2,538,942

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STATEMENTS OF OPERATIONS (Parenthetical) - shares	3 Months Ended		9 Months Ended
STATEMENTS OF OPERATIONS (Parenthetical) - shares	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
SERIES A
Weighted average number of Units outstanding	3,120.43	5,673.76	3,299.02	5,998.73
SERIES B
Weighted average number of Units outstanding	4,271.66	5,316.77	4,475.83	5,511.87

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Nature of operations	9 Months Ended
Nature of operations	Sep. 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.

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Basis of presentation and significant accounting policies	9 Months Ended
	Sep. 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 September 30, 2017, the Fund had on deposit $1,354,999 at ADM Investor Services, Inc. and $2,838,202 at Merrill Lynch, Pierce, Fenner & Smith Inc. As of September 30, 2017, Series A had on deposit $452,478 at ADM Investor Services, Inc. and $791,699 at Merrill Lynch, Pierce, Fenner & Smith Inc. As of September 30, 2017, Series B had on deposit $902,520 at ADM Investor Services, Inc. and $2,046,504 at Merrill Lynch, Pierce, Fenner & Smith Inc. 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 2014 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 has determined that the revenue generated by the Fund is not within the scope of ASU 2014-09. 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.

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Fair Value Measurements

9 Months Ended

Sep. 30, 2017

Fair Value Disclosures [Abstract]

Fair Value Measurements

3. Fair Value Measurements


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.

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 September 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 September 30, 2017 and December 31, 2016:

Superfund Green, L.P.


	Balance September 30, 2017		Level 1		Level 2		Level 3
ASSETS
Futures contracts sold	$	57,912	$	57,912	$	—	$	—
Futures contracts purchased		176,135		176,135		—		—

Total Assets Measured at Fair Value	$	234,047	$	234,047	$	—	$	—

LIABILITIES
Futures contracts sold	$	32,002	$	32,002	$	—	$	—
Futures contracts purchased		78,351		78,351		—		—

Total Liabilities Measured at Fair Value	$	110,353	$	110,353	$	—	$	—


	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 September 30, 2017		Level 1		Level 2		Level 3
ASSETS
Futures contracts sold	$	17,392	$	17,392	$	—	$	—
Futures contracts purchased		33,723		33,723		—		—

Total Assets Measured at Fair Value	$	51,115	$	51,115	$	—	$	—

LIABILITIES
Futures contracts sold	$	6,372	$	6,372	$	—	$	—
Futures contracts purchased		15,809		15,809		—		—

Total Liabilities Measured at Fair Value	$	22,181	$	22,181	$	—	$	—


	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 September 30, 2017		Level 1		Level 2		Level 3
ASSETS
Futures contracts sold	$	40,520	$	40,520	$	—	$	—
Futures contracts purchased		142,412		142,412		—		—

Total Assets Measured at Fair Value	$	182,932	$	182,932	$	—	$	—

LIABILITIES
Futures contracts sold	$	25,630	$	25,630	$	—	$	—
Futures contracts purchased		62,542		62,542		—		—

Total Liabilities Measured at Fair Value	$	88,172	$	88,172	$	—	$	—


	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	$	—

- Definition

The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information.

+ References + Details

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Disclosure of derivative instruments and hedging activities

9 Months Ended

Sep. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Disclosure of derivative instruments and hedging activities

4. Disclosure of derivative instruments and hedging activities

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 September 30, 2017, is as follows:


Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at September 30, 2017		Liability Derivatives at September 30, 2017			Net
Futures contracts	Futures contracts purchased	$	176,135	$	(78,351	)	$	97,784
Futures contracts	Futures contracts sold		57,912		(32,002	)		25,910

Totals		$	234,047	$	(110,353	)	$	123,694

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 September 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	$	51,459	$	—	$	—	$	51,459
Merrill Lynch		72,235		—		—		72,235

Totals	$	123,694	$	—	$	—	$	123,694

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 September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,560	)	$	5,313
Futures contracts	Net realized/unrealized gain on futures and forward contracts		194,487			325,413

Total		$	180,927		$	330,726

Effects of derivative instruments on the statement of operations for the nine months ended September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,756	)	$	8,619
Futures contracts	Net realized/unrealized gain on futures and forward contracts		1,010,380			60,675

Total		$	996,624		$	69,294

Effects of derivative instruments on the statement of operations for the three months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,194	)	$	5,995
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		501,455			(345,669	)

Total		$	488,261		$	(339,674	)

Effects of derivative instruments on the statement of operations for the nine months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(1,056	)	$	5,995
Futures contracts	Net realized/unrealized loss on futures and forward contracts		(800,764	)		(66,409	)

Total		$	(801,820	)	$	(60,414	)

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


	As of September 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
Currency	$	5,100		0.1		$	(22,723	)		(0.3	)	$	10,257		0.1	$	(1,220	)		(0.0	)*	$	(8,586	)
Financial		3,286		0.0	*		(23,591	)		(0.3	)		11,535		0.1		(874	)		(0.0	)*		(9,644	)
Food & Fiber		5,055		0.1			(4,957	)		(0.1	)		9,500		0.1		(19,764	)		(0.2	)		(10,166	)
Indices		103,142		1.3			(2,917	)		(0.0	)*		6,105		0.1		(6,673	)		(0.1	)		99,657
Metals		14,983		0.2			(13,975	)		(0.2	)		10,275		0.1		(3,091	)		(0.0	)*		8,192
Energy		44,348		0.6			(10,188	)		(0.1	)		10,240		0.1		(380	)		(0.0	)*		44,020
Livestock		221		0.0	*		—			—			—		—		—			—			221

Totals	$	176,135		2.3		$	(78,351	)		(1.0	)	$	57,912		0.6	$	(32,002	)		(0.3	)	$	123,694

*	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. trading results by market sector:


	For the Three Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,560	)	$	5,313		$	(8,247	)
Currency		118,747			(50,341	)		68,406
Financial		(18,462	)		97,338			78,876
Food & Fiber		(20,038	)		20,394			356
Indices		49,370			189,166			238,536
Metals		59,839			(8,286	)		51,553
Livestock		(37,820	)		(2,930	)		(40,750	)
Energy		42,851			80,072			122,923

Total net trading gains in Statement of Operations	$	180,927		$	330,726		$	511,653


	For the Nine Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,756	)	$	8,619		$	(5,137	)
Currency		(70,930	)		10,925			(60,005	)
Financial		(2,639	)		(76,213	)		(78,852	)
Food & Fiber		(51,799	)		(523	)		(52,322	)
Indices		1,469,637			76,671			1,546,308
Metals		(16,160	)		(19,155	)		(35,315	)
Livestock		(53,000	)		45,800			(7,200	)
Energy		(264,729	)		23,170			(241,559	)

Total net trading gains in Statement of Operations	$	996,624		$	69,294		$	1,065,918

	For the Three Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,194	)	$	5,995		$	(7,199	)
Currency		(137,156	)		108,463			(28,693	)
Financial		270,122			(166,743	)		103,379
Food & Fiber		91,936			(164,610	)		(72,674	)
Indices		215,396			85,895			301,291
Metals		188,585			(265,523	)		(76,938	)
Livestock		14,290			48,380			62,670
Energy		(141,718	)		8,469			(133,249	)

Total net trading gains (losses) in Statement of Operations	$	488,261		$	(339,674	)	$	148,587


	For the Nine Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(1,056	)	$	5,995		$	4,939
Currency		(619,658	)		156,837			(462,821	)
Financial		540,279			54,497			594,776
Food & Fiber		120,141			(50,329	)		69,812
Indices		52,853			(80,334	)		(27,481	)
Metals		(493,751	)		(53,962	)		(547,713	)
Livestock		(16,810	)		45,740			28,930
Energy		(383,818	)		(138,858	)		(522,676	)

Total net trading losses in Statement of Operations	$	(801,820	)	$	(60,414	)	$	(862,234	)

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 September 30, 2017, is as follows:


Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at September 30, 2017		Liability Derivatives at September 30, 2017			Net
Futures contracts	Futures contracts purchased	$	33,723	$	(15,809	)	$	17,914
Futures contracts	Futures contracts sold		17,392		(6,372	)		11,020

Totals		$	51,115	$	(22,181	)	$	28,934

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 September 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	$	8,543	$	—	$	—	$	8,543
Merrill Lynch		20,391		—		—		20,391

Totals	$	28,934	$	—	$	—	$	28,934

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 September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(5,288	)	$	1,762
Futures contracts	Net realized/unrealized gain on futures and forward contracts		25,604			95,048

Total		$	20,316		$	96,810

Effects of derivative instruments on the statement of operations for the nine months ended September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(2,778	)	$	4,781
Futures contracts	Net realized/unrealized gain on futures and forward contracts		275,848			4,520

Total		$	273,070		$	9,301

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


Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) 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	$	595	$	2,798
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		195,059		(138,726	)

Total		$	195,654	$	(135,928	)

Effects of derivative instruments on the statement of operations for the nine months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	4,162		$	2,798
Futures contracts	Net realized/unrealized loss on futures and forward contracts		(390,567	)		(35,355	)

Total		$	(386,405	)	$	(32,557	)

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


	As of September 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
Currency	$	—		—		$	(3,453	)		(0.1	)	$	1,175		0.0	*	$	—			—		$	(2,278	)
Financial		750		0.0	*		(6,802	)		(0.2	)		3,464		0.1			(409	)		(0.0	)*		(2,997	)
Food & Fiber		1,740		0.1			(1,552	)		(0.0	)*		658		0.0	*		(5,160	)		(0.2	)		(4,314	)
Indices		23,470		0.8			(689	)		(0.0	)*		1,250		0.0	*		(803	)		(0.0	)*		23,228
Metals		2,313		0.1			(533	)		(0.0	)*		9,025		0.3			—			—			10,805
Energy		5,450		0.2			(2,780	)		(0.1	)		1,820		0.1			—			—			4,490

Totals	$	33,723		1.2		$	(15,809	)		(0.4	)	$	17,392		0.5		$	(6,372	)		(0.2	)	$	28,934

*	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 trading results by market sector:


	For the Three Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(5,288	)	$	1,762		$	(3,526	)
Currency		26,426			(11,112	)		15,314
Financial		(2,945	)		26,117			23,172
Food & Fiber		(8,944	)		9,083			139
Indices		2,802			47,511			50,313
Metals		6,969			9,052			16,021
Livestock		(8,920	)		(730	)		(9,650	)
Energy		10,216			15,127			25,343

Total net trading gains in Statement of Operations	$	20,316		$	96,810		$	117,126


	For the Nine Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(2,778	)	$	4,781		$	2,003
Currency		(32,049	)		6,383			(25,666	)
Financial		(1,861	)		(28,057	)		(29,918	)
Food & Fiber		(18,382	)		(2,521	)		(20,903	)
Indices		402,617			7,011			409,628
Metals		(16,218	)		3,721			(12,497	)
Livestock		(16,490	)		18,160			1,670
Energy		(41,769	)		(177	)		(41,946	)

Total net trading gains in Statement of Operations	$	273,070		$	9,301		$	282,371


	For the Three Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	595		$	2,798		$	3,393
Currency		(52,810	)		44,003			(8,807	)
Financial		91,195			(50,962	)		40,233
Food & Fiber		37,813			(67,648	)		(29,835	)
Indices		80,549			22,888			103,437
Metals		83,778			(105,869	)		(22,091	)
Livestock		9,320			15,800			25,120
Energy		(54,786	)		3,062			(51,724	)

Total net trading gains (losses) in Statement of Operations	$	195,654		$	(135,928	)	$	59,726

	For the Nine Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	4,162		$	2,798		$	6,960
Currency		(243,667	)		64,241			(179,426	)
Financial		202,918			18,599			221,517
Food & Fiber		36,229			(20,511	)		15,718
Indices		(30,670	)		(39,127	)		(69,797	)
Metals		(182,251	)		(24,618	)		(206,869	)
Livestock		(660	)		14,760			14,100
Energy		(172,466	)		(48,699	)		(221,165	)

Total net trading losses in Statement of Operations	$	(386,405	)	$	(32,557	)	$	(418,962	)

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 September 30, 2017, is as follows:


Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at September 30, 2017		Liability Derivatives at September 30, 2017			Net
Futures contracts	Futures contracts purchased	$	142,412	$	(62,542	)	$	79,870
Futures contracts	Futures contracts sold		40,520		(25,630	)		14,890

Totals		$	182,932	$	(88,172	)	$	94,760

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statements 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 September 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	$	42,916	$	—	$	—	$	42,916
Merrill Lynch		51,844		—		—		51,844

Totals	$	94,760	$	—	$	—	$	94,760

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 September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(8,272	)	$	3,551
Futures contracts	Net realized/unrealized gain on futures and forward contracts		168,883			230,365

Total		$	160,611		$	233,916

Effects of derivative instruments on the statement of operations for the nine months ended September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(10,978	)	$	3,838
Futures contracts	Net realized/unrealized gain on futures and forward contracts		734,532			56,155

Total		$	723,554		$	59,993

Effects of derivative instruments on the statement of operations for the three months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,789	)	$	3,197
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		306,396			(206,943	)

Total		$	292,607		$	(203,746	)

Effects of derivative instruments on the statement of operations for the nine months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(5,218	)	$	3,197
Futures contracts	Net realized/unrealized loss on futures and forward contracts		(410,197	)		(31,054	)

Total		$	(415,415	)	$	(27,857	)

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


	As of September 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
Currency	$	5,100		0.1		$	(19,270	)		(0.4	)	$	9,082		0.2		$	(1,220	)		(0.0	)*	$	(6,308	)
Financial		2,536		0.1			(16,789	)		(0.3	)		8,071		0.2			(465	)		(0.0	)*		(6,647	)
Food & Fiber		3,315		0.1			(3,405	)		(0.1	)		8,842		0.2			(14,604	)		(0.3	)		(5,852	)
Indices		79,672		1.7			(2,228	)		(0.0	)*		4,855		0.1			(5,870	)		(0.1	)		76,429
Metals		12,670		0.3			(13,442	)		(0.3	)		1,250		0.0	*		(3,091	)		(0.1	)		(2,613	)
Energy		38,898		0.8			(7,408	)		(0.2	)		8,420		0.2			(380	)		(0.0	)*		39,530
Livestock		221		0.0	*		—			—			—		—			—			—			221

Totals	$	142,412		3.1		$	(62,542	)		(1.3	)	$	40,520		0.9		$	(25,630	)		(0.5	)	$	94,760

*	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 trading results by market sector:


	For the Three Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(8,272	)	$	3,551		$	(4,721	)
Currency		92,321			(39,229	)		53,092
Financial		(15,517	)		71,221			55,704
Food & Fiber		(11,094	)		11,311			217
Indices		46,568			141,655			188,223
Metals		52,870			(17,338	)		35,532
Livestock		(28,900	)		(2,200	)		(31,100	)
Energy		32,635			64,945			97,580

Total net trading gains in Statement of Operations	$	160,611		$	233,916		$	394,527


	For the Nine Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(10,978	)	$	3,838		$	(7,140	)
Currency		(38,881	)		4,542			(34,339	)
Financial		(778	)		(48,156	)		(48,934	)
Food & Fiber		(33,417	)		1,998			(31,419	)
Indices		1,067,020			69,660			1,136,680
Metals		58			(22,876	)		(22,818	)
Livestock		(36,510	)		27,640			(8,870	)
Energy		(222,960	)		23,347			(199,613	)

Total net trading gains in Statement of Operations	$	723,554		$	59,993		$	783,547


	For the Three Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,789	)	$	3,197		$	(10,592	)
Currency		(84,346	)		64,460			(19,886	)
Financial		178,927			(115,781	)		63,146
Food & Fiber		54,123			(96,962	)		(42,839	)
Indices		134,847			63,007			197,854
Metals		104,807			(159,654	)		(54,847	)
Livestock		4,970			32,580			37,550
Energy		(86,932	)		5,407			(81,525	)

Total net trading gains (losses) in Statement of Operations	$	292,607		$	(203,746	)	$	88,861


	For the Nine Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(5,218	)	$	3,197		$	(2,021	)
Currency		(375,991	)		92,596			(283,395	)
Financial		337,361			35,898			373,259
Food & Fiber		83,912			(29,818	)		54,094
Indices		83,523			(41,207	)		42,316
Metals		(311,500	)		(29,344	)		(340,844	)
Livestock		(16,150	)		30,980			14,830
Energy		(211,352	)		(90,159	)		(301,511	)

Total net trading losses in Statement of Operations	$	(415,415	)	$	(27,857	)	$	(443,272	)

XML 21 R10.htm IDEA: XBRL DOCUMENT

Due from/to brokers	9 Months Ended
Due from/to brokers	Sep. 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 September 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 22 R11.htm IDEA: XBRL DOCUMENT

Allocation of net profits and losses	9 Months Ended
Allocation of net profits and losses	Sep. 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 23 R12.htm IDEA: XBRL DOCUMENT

Related party transactions	9 Months Ended
Related party transactions	Sep. 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 24 R13.htm IDEA: XBRL DOCUMENT

Financial highlights

9 Months Ended

Sep. 30, 2017

Organization, Consolidation and Presentation of Financial Statements [Abstract]

Financial highlights

8. Financial highlights

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


	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		3.1	%		10.5	%		(11.1	)%		(11.9	)%
Incentive fees		0.0			0.0			0.0			0.0

Total return after incentive fees		3.1	%		10.5	%		(11.1	)%		(11.9	)%

Ratios to average partners’ capital
Operating expenses before incentive fees		5.6	%		6.2	%		5.8	%		6.3	%
Incentive fees		0.0			0.0			0.0			0.0

Total expenses		5.6	%		6.2	%		5.8	%		6.3	%

Net investment loss		(5.3	)%		(5.9	)%		(5.7	)%		(6.2	)%

Net asset value per unit, beginning of period	$	989.50		$	1,049.01		$	1,222.26		$	1,392.13
Net investment loss		(53.75	)		(65.43	)		(66.25	)		(82.22	)
Net gain (loss) on investments		83.34			173.24			(65.77	)		(80.50	)

Total income (loss) from operations		29.59			107.81			(132.02	)		(162.72	)

Net asset value per unit, end of period	$	1,019.09		$	1,156.82		$	1,090.24		$	1,229.41

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)	$	31.37		$	109.25		$	(136.35	)	$	(162.81	)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit) upon change in net asset value per Unit)	$	29.59		$	107.81		$	(132.02	)	$	(162.72	)

Financial highlights for the period July 1 through September 30 are as follows:


	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		2.0	%		6.6	%		(1.2	)%		(1.1	)%
Incentive fees		0.0			0.0			0.0			0.0

Total return after incentive fees		2.0	%		6.6	%		(1.2	)%		(1.1	)%

Ratios to average partners’ capital
Operating expenses before incentive fees		1.8	%		2.0	%		1.9	%		2.0	%
Incentive fees		0.0			0.0			0.0			0.0

Total expenses		1.8	%		2.0	%		1.9	%		2.0	%

Net investment loss		(1.7	)%		(1.9	)%		(1.9	)%		(2.0	)%

Net asset value per unit, beginning of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Net investment loss		(17.23	)		(21.23	)		(21.04	)		(25.80	)
Net gain on investments		36.65			91.28			9.68			13.69

Total income (loss) from operations		19.42			70.05			(11.36	)		(12.11	)

Net asset value per unit, end of period	$	1,019.09		$	1,156.82		$	1,090.24		$	1,229.41

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)	$	20.26		$	71.23		$	(10.50	)	$	(9.11	)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit) upon change in net asset value per Unit)	$	19.42		$	70.05		$	(11.36	)	$	(12.11	)

*	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 25 R14.htm IDEA: XBRL DOCUMENT

Financial instrument risk	9 Months Ended
Financial instrument risk	Sep. 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 $234,047 and $110,353, respectively at September 30, 2017. For the Fund, gross unrealized gains and losses related to exchange-traded futures were $657,205 and $553,188, respectively at September 30, 2016. For the Fund, gross unrealized gains and losses related to non-exchange traded forwards were $31,250 and $25,255, respectively, at September 30, 2016. For Series A, gross unrealized gains and losses related to exchange-traded futures were $51,115 and $22,181, respectively at September 30, 2017. For Series A, gross unrealized gains and losses related to exchange-traded futures were $245,786 and $220,215, respectively at September 30, 2016. For Series A, gross unrealized gains and losses related to non-exchange traded forwards were $9,768 and $6,970, respectively, at September 30, 2016. For Series B, gross unrealized gains and losses related to exchange-traded futures were $182,932 and $88,172, respectively at September 30, 2017. For Series B, gross unrealized gains and losses related to exchange-traded futures were $411,419 and $332,973, respectively at September 30, 2016. For Series B, gross unrealized gains and losses related to non-exchange traded forwards were $21,482 and $18,285, respectively, at September 30, 2016. 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 and forwards mature within one year of September 30, 2017. However, due to the nature of the Fund’s business, these instruments may not be held to maturity.

XML 26 R15.htm IDEA: XBRL DOCUMENT

Subscriptions and redemptions	9 Months Ended
Subscriptions and redemptions	Sep. 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 27 R16.htm IDEA: XBRL DOCUMENT

Indemnification	9 Months Ended
Indemnification	Sep. 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 28 R17.htm IDEA: XBRL DOCUMENT

Subsequent events	9 Months Ended
Subsequent events	Sep. 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 29 R18.htm IDEA: XBRL DOCUMENT

Basis of presentation and significant accounting policies (Policies)	9 Months Ended
	Sep. 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 September 30, 2017, the Fund had on deposit $1,354,999 at ADM Investor Services, Inc. and $2,838,202 at Merrill Lynch, Pierce, Fenner & Smith Inc. As of September 30, 2017, Series A had on deposit $452,478 at ADM Investor Services, Inc. and $791,699 at Merrill Lynch, Pierce, Fenner & Smith Inc. As of September 30, 2017, Series B had on deposit $902,520 at ADM Investor Services, Inc. and $2,046,504 at Merrill Lynch, Pierce, Fenner & Smith Inc.
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 2014 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 has determined that the revenue generated by the Fund is not within the scope of ASU 2014-09. 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.

- Definition

Disclosure of accounting policy for income taxes, which may include its accounting policies for recognizing and measuring deferred tax assets and liabilities and related valuation allowances, recognizing investment tax credits, operating loss carryforwards, tax credit carryforwards, and other carryforwards, methodologies for determining its effective income tax rate and the characterization of interest and penalties in the financial statements.

+ References + Details

- Definition

Disclosure of accounting policy for investments in financial assets, including marketable securities (debt and equity securities with readily determinable fair values), investments accounted for under the equity method and cost method, securities borrowed and loaned, and repurchase and resale agreements. For marketable securities, the disclosure may include the entity's accounting treatment for transfers between investment categories and how the fair values for such securities are determined. Also, for all investments, an entity may describe its policy for assessing, recognizing and measuring impairment of the investment.

+ References + Details

XML 30 R19.htm IDEA: XBRL DOCUMENT

Fair Value Measurements (Tables)

9 Months Ended

Sep. 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 September 30, 2017 and December 31, 2016:

Superfund Green, L.P.


	Balance September 30, 2017		Level 1		Level 2		Level 3
ASSETS
Futures contracts sold	$	57,912	$	57,912	$	—	$	—
Futures contracts purchased		176,135		176,135		—		—

Total Assets Measured at Fair Value	$	234,047	$	234,047	$	—	$	—

LIABILITIES
Futures contracts sold	$	32,002	$	32,002	$	—	$	—
Futures contracts purchased		78,351		78,351		—		—

Total Liabilities Measured at Fair Value	$	110,353	$	110,353	$	—	$	—


	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 September 30, 2017		Level 1		Level 2		Level 3
ASSETS
Futures contracts sold	$	17,392	$	17,392	$	—	$	—
Futures contracts purchased		33,723		33,723		—		—

Total Assets Measured at Fair Value	$	51,115	$	51,115	$	—	$	—

LIABILITIES
Futures contracts sold	$	6,372	$	6,372	$	—	$	—
Futures contracts purchased		15,809		15,809		—		—

Total Liabilities Measured at Fair Value	$	22,181	$	22,181	$	—	$	—


	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 September 30, 2017		Level 1		Level 2		Level 3
ASSETS
Futures contracts sold	$	40,520	$	40,520	$	—	$	—
Futures contracts purchased		142,412		142,412		—		—

Total Assets Measured at Fair Value	$	182,932	$	182,932	$	—	$	—

LIABILITIES
Futures contracts sold	$	25,630	$	25,630	$	—	$	—
Futures contracts purchased		62,542		62,542		—		—

Total Liabilities Measured at Fair Value	$	88,172	$	88,172	$	—	$	—


	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 31 R20.htm IDEA: XBRL DOCUMENT

Disclosure of derivative instruments and hedging activities (Tables)

9 Months Ended

Sep. 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 September 30, 2017, is as follows:


Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at September 30, 2017		Liability Derivatives at September 30, 2017			Net
Futures contracts	Futures contracts purchased	$	176,135	$	(78,351	)	$	97,784
Futures contracts	Futures contracts sold		57,912		(32,002	)		25,910

Totals		$	234,047	$	(110,353	)	$	123,694

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 September 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	$	51,459	$	—	$	—	$	51,459
Merrill Lynch		72,235		—		—		72,235

Totals	$	123,694	$	—	$	—	$	123,694

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 September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,560	)	$	5,313
Futures contracts	Net realized/unrealized gain on futures and forward contracts		194,487			325,413

Total		$	180,927		$	330,726

Effects of derivative instruments on the statement of operations for the nine months ended September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,756	)	$	8,619
Futures contracts	Net realized/unrealized gain on futures and forward contracts		1,010,380			60,675

Total		$	996,624		$	69,294

Effects of derivative instruments on the statement of operations for the three months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,194	)	$	5,995
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		501,455			(345,669	)

Total		$	488,261		$	(339,674	)

Effects of derivative instruments on the statement of operations for the nine months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(1,056	)	$	5,995
Futures contracts	Net realized/unrealized loss on futures and forward contracts		(800,764	)		(66,409	)

Total		$	(801,820	)	$	(60,414	)

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 September 30, 2017 and December 31, 2016:


	As of September 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
Currency	$	5,100		0.1		$	(22,723	)		(0.3	)	$	10,257		0.1	$	(1,220	)		(0.0	)*	$	(8,586	)
Financial		3,286		0.0	*		(23,591	)		(0.3	)		11,535		0.1		(874	)		(0.0	)*		(9,644	)
Food & Fiber		5,055		0.1			(4,957	)		(0.1	)		9,500		0.1		(19,764	)		(0.2	)		(10,166	)
Indices		103,142		1.3			(2,917	)		(0.0	)*		6,105		0.1		(6,673	)		(0.1	)		99,657
Metals		14,983		0.2			(13,975	)		(0.2	)		10,275		0.1		(3,091	)		(0.0	)*		8,192
Energy		44,348		0.6			(10,188	)		(0.1	)		10,240		0.1		(380	)		(0.0	)*		44,020
Livestock		221		0.0	*		—			—			—		—		—			—			221

Totals	$	176,135		2.3		$	(78,351	)		(1.0	)	$	57,912		0.6	$	(32,002	)		(0.3	)	$	123,694

*	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 September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,560	)	$	5,313		$	(8,247	)
Currency		118,747			(50,341	)		68,406
Financial		(18,462	)		97,338			78,876
Food & Fiber		(20,038	)		20,394			356
Indices		49,370			189,166			238,536
Metals		59,839			(8,286	)		51,553
Livestock		(37,820	)		(2,930	)		(40,750	)
Energy		42,851			80,072			122,923

Total net trading gains in Statement of Operations	$	180,927		$	330,726		$	511,653


	For the Nine Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,756	)	$	8,619		$	(5,137	)
Currency		(70,930	)		10,925			(60,005	)
Financial		(2,639	)		(76,213	)		(78,852	)
Food & Fiber		(51,799	)		(523	)		(52,322	)
Indices		1,469,637			76,671			1,546,308
Metals		(16,160	)		(19,155	)		(35,315	)
Livestock		(53,000	)		45,800			(7,200	)
Energy		(264,729	)		23,170			(241,559	)

Total net trading gains in Statement of Operations	$	996,624		$	69,294		$	1,065,918

	For the Three Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,194	)	$	5,995		$	(7,199	)
Currency		(137,156	)		108,463			(28,693	)
Financial		270,122			(166,743	)		103,379
Food & Fiber		91,936			(164,610	)		(72,674	)
Indices		215,396			85,895			301,291
Metals		188,585			(265,523	)		(76,938	)
Livestock		14,290			48,380			62,670
Energy		(141,718	)		8,469			(133,249	)

Total net trading gains (losses) in Statement of Operations	$	488,261		$	(339,674	)	$	148,587


	For the Nine Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(1,056	)	$	5,995		$	4,939
Currency		(619,658	)		156,837			(462,821	)
Financial		540,279			54,497			594,776
Food & Fiber		120,141			(50,329	)		69,812
Indices		52,853			(80,334	)		(27,481	)
Metals		(493,751	)		(53,962	)		(547,713	)
Livestock		(16,810	)		45,740			28,930
Energy		(383,818	)		(138,858	)		(522,676	)

Total net trading losses in Statement of Operations	$	(801,820	)	$	(60,414	)	$	(862,234	)

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 September 30, 2017, is as follows:


Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at September 30, 2017		Liability Derivatives at September 30, 2017			Net
Futures contracts	Futures contracts purchased	$	33,723	$	(15,809	)	$	17,914
Futures contracts	Futures contracts sold		17,392		(6,372	)		11,020

Totals		$	51,115	$	(22,181	)	$	28,934

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 September 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	$	8,543	$	—	$	—	$	8,543
Merrill Lynch		20,391		—		—		20,391

Totals	$	28,934	$	—	$	—	$	28,934

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 September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(5,288	)	$	1,762
Futures contracts	Net realized/unrealized gain on futures and forward contracts		25,604			95,048

Total		$	20,316		$	96,810

Effects of derivative instruments on the statement of operations for the nine months ended September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(2,778	)	$	4,781
Futures contracts	Net realized/unrealized gain on futures and forward contracts		275,848			4,520

Total		$	273,070		$	9,301

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


Derivatives not Designated as Hedging Instruments under ASC 815	Location of Gain (Loss) 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	$	595	$	2,798
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		195,059		(138,726	)

Total		$	195,654	$	(135,928	)

Effects of derivative instruments on the statement of operations for the nine months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain on futures and forward contracts	$	4,162		$	2,798
Futures contracts	Net realized/unrealized loss on futures and forward contracts		(390,567	)		(35,355	)

Total		$	(386,405	)	$	(32,557	)

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 September 30, 2017 and December 31, 2016:


	As of September 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
Currency	$	—		—		$	(3,453	)		(0.1	)	$	1,175		0.0	*	$	—			—		$	(2,278	)
Financial		750		0.0	*		(6,802	)		(0.2	)		3,464		0.1			(409	)		(0.0	)*		(2,997	)
Food & Fiber		1,740		0.1			(1,552	)		(0.0	)*		658		0.0	*		(5,160	)		(0.2	)		(4,314	)
Indices		23,470		0.8			(689	)		(0.0	)*		1,250		0.0	*		(803	)		(0.0	)*		23,228
Metals		2,313		0.1			(533	)		(0.0	)*		9,025		0.3			—			—			10,805
Energy		5,450		0.2			(2,780	)		(0.1	)		1,820		0.1			—			—			4,490

Totals	$	33,723		1.2		$	(15,809	)		(0.4	)	$	17,392		0.5		$	(6,372	)		(0.2	)	$	28,934

*	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 September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(5,288	)	$	1,762		$	(3,526	)
Currency		26,426			(11,112	)		15,314
Financial		(2,945	)		26,117			23,172
Food & Fiber		(8,944	)		9,083			139
Indices		2,802			47,511			50,313
Metals		6,969			9,052			16,021
Livestock		(8,920	)		(730	)		(9,650	)
Energy		10,216			15,127			25,343

Total net trading gains in Statement of Operations	$	20,316		$	96,810		$	117,126


	For the Nine Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(2,778	)	$	4,781		$	2,003
Currency		(32,049	)		6,383			(25,666	)
Financial		(1,861	)		(28,057	)		(29,918	)
Food & Fiber		(18,382	)		(2,521	)		(20,903	)
Indices		402,617			7,011			409,628
Metals		(16,218	)		3,721			(12,497	)
Livestock		(16,490	)		18,160			1,670
Energy		(41,769	)		(177	)		(41,946	)

Total net trading gains in Statement of Operations	$	273,070		$	9,301		$	282,371


	For the Three Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	595		$	2,798		$	3,393
Currency		(52,810	)		44,003			(8,807	)
Financial		91,195			(50,962	)		40,233
Food & Fiber		37,813			(67,648	)		(29,835	)
Indices		80,549			22,888			103,437
Metals		83,778			(105,869	)		(22,091	)
Livestock		9,320			15,800			25,120
Energy		(54,786	)		3,062			(51,724	)

Total net trading gains (losses) in Statement of Operations	$	195,654		$	(135,928	)	$	59,726

	For the Nine Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	4,162		$	2,798		$	6,960
Currency		(243,667	)		64,241			(179,426	)
Financial		202,918			18,599			221,517
Food & Fiber		36,229			(20,511	)		15,718
Indices		(30,670	)		(39,127	)		(69,797	)
Metals		(182,251	)		(24,618	)		(206,869	)
Livestock		(660	)		14,760			14,100
Energy		(172,466	)		(48,699	)		(221,165	)

Total net trading losses in Statement of Operations	$	(386,405	)	$	(32,557	)	$	(418,962	)

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 September 30, 2017, is as follows:


Type of Instrument	Statement of Assets and Liabilities Location	Asset Derivatives at September 30, 2017		Liability Derivatives at September 30, 2017			Net
Futures contracts	Futures contracts purchased	$	142,412	$	(62,542	)	$	79,870
Futures contracts	Futures contracts sold		40,520		(25,630	)		14,890

Totals		$	182,932	$	(88,172	)	$	94,760

The fair value of the Fund’s derivatives by instrument type, as well as the location of those instruments on the statements 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 September 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	$	42,916	$	—	$	—	$	42,916
Merrill Lynch		51,844		—		—		51,844

Totals	$	94,760	$	—	$	—	$	94,760

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 September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(8,272	)	$	3,551
Futures contracts	Net realized/unrealized gain on futures and forward contracts		168,883			230,365

Total		$	160,611		$	233,916

Effects of derivative instruments on the statement of operations for the nine months ended September 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 on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(10,978	)	$	3,838
Futures contracts	Net realized/unrealized gain on futures and forward contracts		734,532			56,155

Total		$	723,554		$	59,993

Effects of derivative instruments on the statement of operations for the three months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(13,789	)	$	3,197
Futures contracts	Net realized/unrealized gain (loss) on futures and forward contracts		306,396			(206,943	)

Total		$	292,607		$	(203,746	)

Effects of derivative instruments on the statement of operations for the nine months ended September 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 (Depreciation) on Derivatives in Statement of Operations
Foreign exchange contracts	Net realized/unrealized gain (loss) on futures and forward contracts	$	(5,218	)	$	3,197
Futures contracts	Net realized/unrealized loss on futures and forward contracts		(410,197	)		(31,054	)

Total		$	(415,415	)	$	(27,857	)

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 September 30, 2017 and December 31, 2016:


	As of September 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
Currency	$	5,100		0.1		$	(19,270	)		(0.4	)	$	9,082		0.2		$	(1,220	)		(0.0	)*	$	(6,308	)
Financial		2,536		0.1			(16,789	)		(0.3	)		8,071		0.2			(465	)		(0.0	)*		(6,647	)
Food & Fiber		3,315		0.1			(3,405	)		(0.1	)		8,842		0.2			(14,604	)		(0.3	)		(5,852	)
Indices		79,672		1.7			(2,228	)		(0.0	)*		4,855		0.1			(5,870	)		(0.1	)		76,429
Metals		12,670		0.3			(13,442	)		(0.3	)		1,250		0.0	*		(3,091	)		(0.1	)		(2,613	)
Energy		38,898		0.8			(7,408	)		(0.2	)		8,420		0.2			(380	)		(0.0	)*		39,530
Livestock		221		0.0	*		—			—			—		—			—			—			221

Totals	$	142,412		3.1		$	(62,542	)		(1.3	)	$	40,520		0.9		$	(25,630	)		(0.5	)	$	94,760

*	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 September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(8,272	)	$	3,551		$	(4,721	)
Currency		92,321			(39,229	)		53,092
Financial		(15,517	)		71,221			55,704
Food & Fiber		(11,094	)		11,311			217
Indices		46,568			141,655			188,223
Metals		52,870			(17,338	)		35,532
Livestock		(28,900	)		(2,200	)		(31,100	)
Energy		32,635			64,945			97,580

Total net trading gains in Statement of Operations	$	160,611		$	233,916		$	394,527


	For the Nine Months Ended September 30, 2017
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(10,978	)	$	3,838		$	(7,140	)
Currency		(38,881	)		4,542			(34,339	)
Financial		(778	)		(48,156	)		(48,934	)
Food & Fiber		(33,417	)		1,998			(31,419	)
Indices		1,067,020			69,660			1,136,680
Metals		58			(22,876	)		(22,818	)
Livestock		(36,510	)		27,640			(8,870	)
Energy		(222,960	)		23,347			(199,613	)

Total net trading gains in Statement of Operations	$	723,554		$	59,993		$	783,547


	For the Three Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(13,789	)	$	3,197		$	(10,592	)
Currency		(84,346	)		64,460			(19,886	)
Financial		178,927			(115,781	)		63,146
Food & Fiber		54,123			(96,962	)		(42,839	)
Indices		134,847			63,007			197,854
Metals		104,807			(159,654	)		(54,847	)
Livestock		4,970			32,580			37,550
Energy		(86,932	)		5,407			(81,525	)

Total net trading gains (losses) in Statement of Operations	$	292,607		$	(203,746	)	$	88,861


	For the Nine Months Ended September 30, 2016
	Net Realized Gains (Losses)			Change in Net Unrealized Gains (Losses)			Net Trading Gains (Losses)
Foreign Exchange	$	(5,218	)	$	3,197		$	(2,021	)
Currency		(375,991	)		92,596			(283,395	)
Financial		337,361			35,898			373,259
Food & Fiber		83,912			(29,818	)		54,094
Indices		83,523			(41,207	)		42,316
Metals		(311,500	)		(29,344	)		(340,844	)
Livestock		(16,150	)		30,980			14,830
Energy		(211,352	)		(90,159	)		(301,511	)

Total net trading losses in Statement of Operations	$	(415,415	)	$	(27,857	)	$	(443,272	)

XML 32 R21.htm IDEA: XBRL DOCUMENT

Financial highlights (Tables)

9 Months Ended

Sep. 30, 2017

Organization, Consolidation and Presentation of Financial Statements [Abstract]

Financial highlights

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


	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		3.1	%		10.5	%		(11.1	)%		(11.9	)%
Incentive fees		0.0			0.0			0.0			0.0

Total return after incentive fees		3.1	%		10.5	%		(11.1	)%		(11.9	)%

Ratios to average partners’ capital
Operating expenses before incentive fees		5.6	%		6.2	%		5.8	%		6.3	%
Incentive fees		0.0			0.0			0.0			0.0

Total expenses		5.6	%		6.2	%		5.8	%		6.3	%

Net investment loss		(5.3	)%		(5.9	)%		(5.7	)%		(6.2	)%

Net asset value per unit, beginning of period	$	989.50		$	1,049.01		$	1,222.26		$	1,392.13
Net investment loss		(53.75	)		(65.43	)		(66.25	)		(82.22	)
Net gain (loss) on investments		83.34			173.24			(65.77	)		(80.50	)

Total income (loss) from operations		29.59			107.81			(132.02	)		(162.72	)

Net asset value per unit, end of period	$	1,019.09		$	1,156.82		$	1,090.24		$	1,229.41

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)	$	31.37		$	109.25		$	(136.35	)	$	(162.81	)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit) upon change in net asset value per Unit)	$	29.59		$	107.81		$	(132.02	)	$	(162.72	)

Financial highlights for the period July 1 through September 30 are as follows:


	2017						2016
	Series A			Series B			Series A			Series B
Total Return*
Total return before incentive fees		2.0	%		6.6	%		(1.2	)%		(1.1	)%
Incentive fees		0.0			0.0			0.0			0.0

Total return after incentive fees		2.0	%		6.6	%		(1.2	)%		(1.1	)%

Ratios to average partners’ capital
Operating expenses before incentive fees		1.8	%		2.0	%		1.9	%		2.0	%
Incentive fees		0.0			0.0			0.0			0.0

Total expenses		1.8	%		2.0	%		1.9	%		2.0	%

Net investment loss		(1.7	)%		(1.9	)%		(1.9	)%		(2.0	)%

Net asset value per unit, beginning of period	$	999.67		$	1,086.77		$	1,101.60		$	1,241.52
Net investment loss		(17.23	)		(21.23	)		(21.04	)		(25.80	)
Net gain on investments		36.65			91.28			9.68			13.69

Total income (loss) from operations		19.42			70.05			(11.36	)		(12.11	)

Net asset value per unit, end of period	$	1,019.09		$	1,156.82		$	1,090.24		$	1,229.41

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)	$	20.26		$	71.23		$	(10.50	)	$	(9.11	)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit) upon change in net asset value per Unit)	$	19.42		$	70.05		$	(11.36	)	$	(12.11	)

*	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 33 R22.htm IDEA: XBRL DOCUMENT

Condensed Schedule of Investments (Detail) - USD ($)

Sep. 30, 2017

Dec. 31, 2016

Futures Contracts

1.50%

0.90%

Futures Contract Purchased

$ 123,694

$ 63,018

1.20%

0.60%

Futures Contract Purchased | Currency

$ 97,784

$ 43,643

(0.20%)

(0.40%)

Futures Contract Purchased | Energy

$ (17,623)

$ (35,971)

0.40%

Futures Contract Purchased | Financial

$ 34,162

$ 34,774

(0.30%)

1.10%

^[1]

Futures Contract Purchased | Food & Fiber

$ (20,305)

$ 93,546

0.00%

^[2]

(0.20%)

Futures Contract Purchased | Indices

$ 98

$ (17,290)

1.30%

^[1]

0.50%

Futures Contract Purchased | Livestock

$ 100,225

$ 43,062

^[2]

0.00%

Futures Contract Purchased | Metals

$ 220

0.00%

^[2]

(0.80%)

$ 1,007

$ (74,478)

Futures Contracts Sold

0.30%

Futures Contracts Sold | Currency

$ 25,910

$ 19,375

0.10%

0.20%

Futures Contracts Sold | Energy

$ 9,037

$ 16,460

0.10%

(0.20%)

Futures Contracts Sold | Financial

$ 9,862

$ (13,920)

0.10%

(0.30%)

Futures Contracts Sold | Food & Fiber

$ 10,661

$ (26,976)

(0.10%)

0.10%

Futures Contracts Sold | Indices

$ (10,266)

$ 7,644

0.00%

^[2]

(0.20%)

Futures Contracts Sold | Livestock

$ (568)

$ (20,077)

(0.50%)

Futures Contracts Sold | Metals

$ (45,580)

0.10%

1.20%

^[1]

Futures contracts by country composition

$ 7,184

$ 101,824

1.50%

Futures contracts by country composition | Australia

$ 123,694

0.10%

Futures contracts by country composition | Canada

$ 6,272

^[2]

0.00%

Futures contracts by country composition | European Monetary Union

$ 2,494

0.30%

Futures contracts by country composition | Great Britain

$ 19,979

^[2]

0.00%

Futures contracts by country composition | Japan

$ 3,673

0.20%

Futures contracts by country composition | United States

$ 15,621

1.00%

Futures contracts by country composition | Other

$ 79,713

(0.10%)

$ (4,058)

Forward Contracts

(0.10%)

Forward Contracts | Unrealized Appreciation on Open Forward Contracts

$ (8,618)

0.30%

Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Currency

$ 25,475

0.30%

Forward Contracts | Unrealized Depreciation on Open Forward Contracts

$ 25,475

(0.40%)

Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Currency

$ (34,093)

(0.40%)

Futures and Forward Contracts

$ (34,093)

0.80%

Futures and Forward Contracts | Australia

$ 54,400

^[2]

0.00%

Futures and Forward Contracts | Canada

$ 1,745

(0.10%)

Futures and Forward Contracts | European Monetary Union

$ (5,425)

0.10%

Futures and Forward Contracts | Great Britain

$ 10,712

(0.10%)

Futures and Forward Contracts | Japan

$ (12,941)

0.50%

Futures and Forward Contracts | United States

$ 41,942

(0.70%)

Futures and Forward Contracts | Other

$ (64,154)

1.10%

SERIES A | Futures Contracts

$ 82,521

0.90%

0.70%

SERIES A | Futures Contract Purchased

$ 28,934

$ 24,413

0.50%

0.40%

SERIES A | Futures Contract Purchased | Currency

$ 17,914

$ 12,107

(0.10%)

(0.40%)

SERIES A | Futures Contract Purchased | Energy

$ (3,453)

$ (13,680)

0.10%

0.30%

SERIES A | Futures Contract Purchased | Financial

$ 2,671

$ 10,380

(0.20%)

1.00%

^[1]

SERIES A | Futures Contract Purchased | Food & Fiber

$ (6,052)

$ 34,827

0.00%

^[2]

(0.20%)

SERIES A | Futures Contract Purchased | Indices

$ 188

$ (6,327)

0.60%

0.70%

SERIES A | Futures Contract Purchased | Metals

$ 22,781

$ 24,618

0.10%

(1.00%)

^[1]

SERIES A | Futures Contracts Sold

$ 1,779

$ (37,711)

0.40%

0.30%

SERIES A | Futures Contracts Sold | Currency

$ 11,020

$ 12,306

0.00%

^[2]

0.10%

SERIES A | Futures Contracts Sold | Energy

$ 1,175

$ 5,019

0.10%

(0.20%)

SERIES A | Futures Contracts Sold | Financial

$ 1,822

$ (5,710)

0.10%

(0.30%)

SERIES A | Futures Contracts Sold | Food & Fiber

$ 3,055

$ (9,766)

(0.10%)

0.10%

SERIES A | Futures Contracts Sold | Indices

$ (4,504)

$ 4,530

0.00%

^[2]

(0.20%)

SERIES A | Futures Contracts Sold | Livestock

$ 447

$ (8,401)

(0.40%)

SERIES A | Futures Contracts Sold | Metals

$ (18,160)

0.30%

1.20%

^[1]

SERIES A | Futures contracts by country composition

$ 9,025

$ 44,794

0.90%

SERIES A | Futures contracts by country composition | Australia

$ 28,934

0.10%

SERIES A | Futures contracts by country composition | Canada

$ 2,519

^[2]

0.00%

SERIES A | Futures contracts by country composition | European Monetary Union

$ (409)

0.10%

SERIES A | Futures contracts by country composition | Japan

$ 4,631

0.10%

SERIES A | Futures contracts by country composition | United States

$ 2,724

0.70%

SERIES A | Futures contracts by country composition | Other

$ 21,359

(0.10%)

SERIES A | Forward Contracts

$ (1,890)

(0.10%)

SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts

$ (4,781)

0.10%

SERIES A | Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Currency

$ 4,792

0.10%

SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts

$ 4,792

(0.20%)

SERIES A | Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Currency

$ (9,573)

(0.20%)

SERIES A | Futures and Forward Contracts

$ (9,573)

0.50%

SERIES A | Futures and Forward Contracts | Australia

$ 19,632

^[2]

0.00%

SERIES A | Futures and Forward Contracts | Canada

$ (801)

^[2]

0.00%

SERIES A | Futures and Forward Contracts | European Monetary Union

$ 290

0.10%

SERIES A | Futures and Forward Contracts | Great Britain

$ 3,300

(0.10%)

SERIES A | Futures and Forward Contracts | Japan

$ (5,471)

0.50%

SERIES A | Futures and Forward Contracts | United States

$ 22,931

(0.80%)

SERIES A | Futures and Forward Contracts | Other

$ (28,600)

0.80%

SERIES B | Futures Contracts

$ 27,983

2.00%

0.80%

SERIES B | Futures Contract Purchased

$ 94,760

$ 38,605

1.70%

0.70%

SERIES B | Futures Contract Purchased | Currency

$ 79,870

$ 31,536

(0.30%)

(0.40%)

SERIES B | Futures Contract Purchased | Energy

$ (14,170)

$ (22,291)

0.70%

0.50%

SERIES B | Futures Contract Purchased | Financial

$ 31,491

$ 24,394

(0.30%)

1.10%

^[1]

SERIES B | Futures Contract Purchased | Food & Fiber

$ (14,253)

$ 58,719

0.00%

^[2]

(0.20%)

SERIES B | Futures Contract Purchased | Indices

$ (90)

$ (10,963)

1.60%

^[1]

0.40%

SERIES B | Futures Contract Purchased | Livestock

$ 77,444

$ 18,444

^[2]

0.00%

SERIES B | Futures Contract Purchased | Metals

$ 220

0.00%

^[2]

(0.70%)

SERIES B | Futures Contracts Sold

$ (772)

$ (36,767)

0.30%

0.10%

SERIES B | Futures Contracts Sold | Currency

$ 14,890

$ 7,069

0.10%

0.20%

SERIES B | Futures Contracts Sold | Energy

$ 7,862

$ 11,441

0.20%

(0.20%)

SERIES B | Futures Contracts Sold | Financial

$ 8,040

$ (8,210)

0.10%

(0.30%)

SERIES B | Futures Contracts Sold | Food & Fiber

$ 7,606

$ (17,210)

(0.10%)

0.10%

SERIES B | Futures Contracts Sold | Indices

$ (5,762)

$ 3,114

0.00%

^[2]

(0.20%)

SERIES B | Futures Contracts Sold | Livestock

$ (1,015)

$ (11,676)

(0.60%)

SERIES B | Futures Contracts Sold | Metals

$ (27,420)

0.00%

^[2]

1.10%

^[1]

SERIES B | Futures contracts by country composition

$ (1,841)

$ 57,030

2.00%

SERIES B | Futures contracts by country composition | Australia

$ 94,760

0.10%

SERIES B | Futures contracts by country composition | Canada

$ 3,753

0.10%

SERIES B | Futures contracts by country composition | European Monetary Union

$ 2,903

0.20%

SERIES B | Futures contracts by country composition | Great Britain

$ 15,348

0.10%

SERIES B | Futures contracts by country composition | Japan

$ 3,673

0.30%

SERIES B | Futures contracts by country composition | United States

$ 12,897

1.20%

SERIES B | Futures contracts by country composition | Other

$ 58,354

^[2]

0.00%

SERIES B | Forward Contracts

$ (2,168)

(0.10%)

SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts

$ (3,837)

0.40%

SERIES B | Forward Contracts | Unrealized Appreciation on Open Forward Contracts | Currency

$ 20,683

0.40%

SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts

$ 20,683

(0.50%)

SERIES B | Forward Contracts | Unrealized Depreciation on Open Forward Contracts | Currency

$ (24,520)

(0.50%)

SERIES B | Futures and Forward Contracts

$ (24,520)

0.70%

SERIES B | Futures and Forward Contracts | Australia

$ 34,768

^[2]

0.00%

SERIES B | Futures and Forward Contracts | Canada

$ 2,546

(0.10%)

SERIES B | Futures and Forward Contracts | European Monetary Union

$ (5,715)

0.10%

SERIES B | Futures and Forward Contracts | Great Britain

$ 7,412

(0.10%)

SERIES B | Futures and Forward Contracts | Japan

$ (7,470)

0.40%

SERIES B | Futures and Forward Contracts | United States

$ 19,011

(0.70%)

SERIES B | Futures and Forward Contracts | Other

$ (35,554)

^[1]

1.10%

Derivative Instruments, Gain (Loss) [Line Items]

$ 54,538

[1]	No individual contract position constituted one percent or greater of net assets. Accordingly, the number of contracts and expiration dates are not presented.
[2]	Due to rounding - amount is less than 0.05%

XML 34 R23.htm IDEA: XBRL DOCUMENT

Condensed Schedule of Investments (Parenthetical) (Detail) - Maximum	Sep. 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 35 R24.htm IDEA: XBRL DOCUMENT

Statements of Changes in Net Assets (Detail) - USD ($)	3 Months Ended		9 Months Ended
Statements of Changes in Net Assets (Detail) - USD ($)	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Decrease in net assets from operations
Net investment loss	$ (144,178)	$ (256,629)	$ (473,407)	$ (853,074)
Net realized gain (loss) on futures and forward contracts	180,927	488,261	996,624	(801,820)
Net change in unrealized appreciation (depreciation) on futures and forward contracts	330,726	(339,674)	69,294	(60,414)
Net increase (decrease) in net assets from operations	367,475	(108,042)	592,511	(1,715,308)
Capital share transactions
Issuance of Units			239,536	349,704
Redemption of Units			(1,684,322)	(2,424,637)
Net decrease in net assets from capital share transactions			(1,444,786)	(2,074,933)
Net decrease in net assets			(852,275)	(3,790,241)
Net assets, beginning of period			8,783,260	15,940,740
Net assets, end of period	7,930,985	12,150,499	7,930,985	12,150,499
SERIES A
Decrease in net assets from operations
Net investment loss	(53,917)	(119,307)	(178,865)	(398,942)
Net realized gain (loss) on futures and forward contracts	20,316	195,654	273,070	(386,405)
Net change in unrealized appreciation (depreciation) on futures and forward contracts	96,810	(135,928)	9,301	(32,557)
Net increase (decrease) in net assets from operations	63,209	(59,581)	103,506	(817,904)
Capital share transactions
Issuance of Units			97,830	158,812
Redemption of Units			(751,783)	(1,348,921)
Net decrease in net assets from capital share transactions			(653,953)	(1,190,109)
Net decrease in net assets			(550,447)	(2,008,013)
Net assets, beginning of period			3,656,086	7,867,509
Net assets, end of period	$ 3,105,639	$ 5,859,496	$ 3,105,639	$ 5,859,496
Units, beginning of period			3,694.882	6,436.862
Issuance of Units			96.993	136.965
Redemption of Units			(744.411)	(1,199.342)
Units, end of period	3,047.464	5,374.485	3,047.464	5,374.485
SERIES B
Decrease in net assets from operations
Net investment loss	$ (90,261)	$ (137,322)	$ (294,542)	$ (454,132)
Net realized gain (loss) on futures and forward contracts	160,611	292,607	723,554	(415,415)
Net change in unrealized appreciation (depreciation) on futures and forward contracts	233,916	(203,746)	59,993	(27,857)
Net increase (decrease) in net assets from operations	304,266	(48,461)	489,005	(897,404)
Capital share transactions
Issuance of Units			141,706	190,892
Redemption of Units			(932,539)	(1,075,716)
Net decrease in net assets from capital share transactions			(790,833)	(884,824)
Net decrease in net assets			(301,828)	(1,782,228)
Net assets, beginning of period			5,127,174	8,073,231
Net assets, end of period	$ 4,825,346	$ 6,291,003	$ 4,825,346	$ 6,291,003
Units, beginning of period			4,887.522	5,799.188
Issuance of Units			129.531	144.137
Redemption of Units			(845.851)	(826.242)
Units, end of period	4,171.202	5,117.083	4,171.202	5,117.083

XML 36 R25.htm IDEA: XBRL DOCUMENT

Nature of Operations - Additional Information (Detail)	9 Months Ended
Nature of Operations - Additional Information (Detail)	Sep. 30, 2017 USD ($) Unit
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Number of Classes \| Unit	2
Aggregate Net Assets \| $	$ 500,000

XML 37 R26.htm IDEA: XBRL DOCUMENT

Basis of Presentation and Significant Accounting Policies - Additional Information (Detail)	Sep. 30, 2017 USD ($)
ADMIS
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	$ 1,354,999
Merrill Lynch
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	2,838,202
SERIES A \| ADMIS
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	452,478
SERIES A \| Merrill Lynch
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	791,699
SERIES B \| ADMIS
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	902,520
SERIES B \| Merrill Lynch
Basis Of Presentation And Summary Of Significant Accounting Policies [Line Items]
Margin on deposit	$ 2,046,504

XML 38 R27.htm IDEA: XBRL DOCUMENT

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

XML 39 R28.htm IDEA: XBRL DOCUMENT

Summary of Valuation of Fund's Assets and Liabilities (Detail) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	$ 234,047	$ 445,455
Total Liabilities Measured at Fair Value	110,353	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		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		34,093
Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	57,912	164,986
Total Liabilities Measured at Fair Value	32,002	145,611
Futures Contract Purchased
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	176,135	254,994
Total Liabilities Measured at Fair Value	78,351	211,351
Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	234,047	419,980
Total Liabilities Measured at Fair Value	110,353	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
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
Level 1 \| Futures Contracts Sold
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	57,912	164,986
Total Liabilities Measured at Fair Value	32,002	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	176,135	254,994
Total Liabilities Measured at Fair Value	78,351	211,351
Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total Assets Measured at Fair Value	0	25,475
Total Liabilities Measured at Fair Value	0	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		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		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
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
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	51,115	170,822
Total Liabilities Measured at Fair Value	22,181	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		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		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	17,392	69,382
Total Liabilities Measured at Fair Value	6,372	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	33,723	96,648
Total Liabilities Measured at Fair Value	15,809	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	51,115	166,030
Total Liabilities Measured at Fair Value	22,181	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
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
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	17,392	69,382
Total Liabilities Measured at Fair Value	6,372	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	33,723	96,648
Total Liabilities Measured at Fair Value	15,809	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	0	4,792
Total Liabilities Measured at Fair Value	0	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		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		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
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
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	182,932	274,633
Total Liabilities Measured at Fair Value	88,172	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		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		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	40,520	95,604
Total Liabilities Measured at Fair Value	25,630	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	142,412	158,346
Total Liabilities Measured at Fair Value	62,542	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	182,932	253,950
Total Liabilities Measured at Fair Value	88,172	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
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
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	40,520	95,604
Total Liabilities Measured at Fair Value	25,630	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	142,412	158,346
Total Liabilities Measured at Fair Value	62,542	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	0	20,683
Total Liabilities Measured at Fair Value	0	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		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		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
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
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 40 R29.htm IDEA: XBRL DOCUMENT

Fair Value of Funds Derivatives by Instrument Type (Detail) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative Assets	$ 234,047	$ 445,455
Derivative Liabilities	(110,353)	(391,055)
Derivative Assets (Liabilities), Net	123,694	54,400
Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	176,135	254,994
Derivative Liabilities	(78,351)	(211,351)
Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	57,912	164,986
Derivative Liabilities	(32,002)	(145,611)
Forward Contracts \| Unrealized Appreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		25,475
Forward Contracts \| Unrealized Appreciation on Open Forward Contracts \| Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		25,475
Derivative Liabilities		0
Derivative Assets (Liabilities), Net		25,475
Forward Contracts \| Unrealized Depreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Liabilities		(34,093)
Forward Contracts \| Unrealized Depreciation on Open Forward Contracts \| Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		0
Derivative Liabilities		(34,093)
Derivative Assets (Liabilities), Net		(34,093)
Futures Contracts \| Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	176,135	254,994
Derivative Liabilities	(78,351)	(211,351)
Derivative Assets (Liabilities), Net	97,784	43,643
Futures Contracts \| Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	57,912	164,986
Derivative Liabilities	(32,002)	(145,611)
Derivative Assets (Liabilities), Net	25,910	19,375
SERIES A
Derivatives, Fair Value [Line Items]
Derivative Assets	51,115	170,822
Derivative Liabilities	(22,181)	(151,190)
Derivative Assets (Liabilities), Net	28,934	19,632
SERIES A \| Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	33,723	96,648
Derivative Liabilities	(15,809)	(84,541)
SERIES A \| Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	17,392	69,382
Derivative Liabilities	(6,372)	(57,076)
SERIES A \| Forward Contracts \| Unrealized Appreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		4,792
SERIES A \| Forward Contracts \| Unrealized Appreciation on Open Forward Contracts \| Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		4,792
Derivative Liabilities		0
Derivative Assets (Liabilities), Net		4,792
SERIES A \| Forward Contracts \| Unrealized Depreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Liabilities		(9,573)
SERIES A \| Forward Contracts \| Unrealized Depreciation on Open Forward Contracts \| Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		0
Derivative Liabilities		(9,573)
Derivative Assets (Liabilities), Net		(9,573)
SERIES A \| Futures Contracts \| Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	33,723	96,648
Derivative Liabilities	(15,809)	(84,541)
Derivative Assets (Liabilities), Net	17,914	12,107
SERIES A \| Futures Contracts \| Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	17,392	69,382
Derivative Liabilities	(6,372)	(57,076)
Derivative Assets (Liabilities), Net	11,020	12,306
SERIES B
Derivatives, Fair Value [Line Items]
Derivative Assets	182,932	274,633
Derivative Liabilities	(88,172)	(239,865)
Derivative Assets (Liabilities), Net	94,760	34,768
SERIES B \| Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	142,412	158,346
Derivative Liabilities	(62,542)	(126,810)
SERIES B \| Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	40,520	95,604
Derivative Liabilities	(25,630)	(88,535)
SERIES B \| Forward Contracts \| Unrealized Appreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		20,683
SERIES B \| Forward Contracts \| Unrealized Appreciation on Open Forward Contracts \| Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		20,683
Derivative Liabilities		0
Derivative Assets (Liabilities), Net		20,683
SERIES B \| Forward Contracts \| Unrealized Depreciation on Open Forward Contracts
Derivatives, Fair Value [Line Items]
Derivative Liabilities		(24,520)
SERIES B \| Forward Contracts \| Unrealized Depreciation on Open Forward Contracts \| Foreign Exchange Contracts
Derivatives, Fair Value [Line Items]
Derivative Assets		0
Derivative Liabilities		(24,520)
Derivative Assets (Liabilities), Net		(24,520)
SERIES B \| Futures Contracts \| Futures Contract Purchased
Derivatives, Fair Value [Line Items]
Derivative Assets	142,412	158,346
Derivative Liabilities	(62,542)	(126,810)
Derivative Assets (Liabilities), Net	79,870	31,536
SERIES B \| Futures Contracts \| Futures Contracts Sold
Derivatives, Fair Value [Line Items]
Derivative Assets	40,520	95,604
Derivative Liabilities	(25,630)	(88,535)
Derivative Assets (Liabilities), Net	$ 14,890	$ 7,069

XML 41 R30.htm IDEA: XBRL DOCUMENT

Disclosure of Derivative Instruments and Hedging Activities - Offsetting Assets (Detail) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	$ 123,694	$ 54,400
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	123,694	54,400
ADMIS
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	51,459	(62,704)
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	51,459	(62,704)
Merrill Lynch
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	72,235	117,104
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	72,235	117,104
SERIES A
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	28,934	19,632
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	28,934	19,632
SERIES A \| ADMIS
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	8,543	(25,285)
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	8,543	(25,285)
SERIES A \| Merrill Lynch
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	20,391	44,917
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	20,391	44,917
SERIES B
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	94,760	34,768
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	94,760	34,768
SERIES B \| ADMIS
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	42,916	(37,419)
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	42,916	(37,419)
SERIES B \| Merrill Lynch
Offsetting Assets [Line Items]
Net Amount of Assets in the Statement of Assets and Liabilities	51,844	72,187
Financial Instruments Pledged	0	0
Cash Collateral Received	0	0
Net Amount	$ 51,844	$ 72,187

XML 42 R31.htm IDEA: XBRL DOCUMENT

Effects of Derivative Instruments on Statement of Operations (Detail) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	$ 180,927	$ 488,261	$ 996,624	$ (801,820)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	330,726	(339,674)	69,294	(60,414)
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	(13,560)	(13,194)	(13,756)	(1,056)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	5,313	5,995	8,619	5,995
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	194,487	501,455	1,010,380	(800,764)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	325,413	(345,669)	60,675	(66,409)
SERIES A
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	20,316	195,654	273,070	(386,405)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	96,810	(135,928)	9,301	(32,557)
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	(5,288)	595	(2,778)	4,162
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	1,762	2,798	4,781	2,798
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	25,604	195,059	275,848	(390,567)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	95,048	(138,726)	4,520	(35,355)
SERIES B
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gain (Loss) on Derivatives in Statement of Operations	160,611	292,607	723,554	(415,415)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	233,916	(203,746)	59,993	(27,857)
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	(8,272)	(13,789)	(10,978)	(5,218)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	3,551	3,197	3,838	3,197
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	168,883	306,396	734,532	(410,197)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives in Statement of Operations	$ 230,365	$ (206,943)	$ 56,155	$ (31,054)

XML 43 R32.htm IDEA: XBRL DOCUMENT

Gross and Net Unrealized Gains and Losses by Long and Short Positions (Detail) - USD ($)

Sep. 30, 2017

Dec. 31, 2016

$ 234,047

$ 445,455

(110,353)

(391,055)

Derivative Instruments, Gain (Loss) [Line Items]

123,694

54,400

Foreign Exchange

Derivative Instruments, Gain (Loss) [Line Items]

(8,618)

Currency

Derivative Instruments, Gain (Loss) [Line Items]

(8,586)

(19,511)

Financial

Derivative Instruments, Gain (Loss) [Line Items]

(9,644)

66,570

Food & Fiber

Derivative Instruments, Gain (Loss) [Line Items]

(10,166)

(9,646)

Indices

Derivative Instruments, Gain (Loss) [Line Items]

99,657

22,985

Metals

Derivative Instruments, Gain (Loss) [Line Items]

8,192

27,346

Livestock

Derivative Instruments, Gain (Loss) [Line Items]

221

(45,580)

Energy

Derivative Instruments, Gain (Loss) [Line Items]

44,020

20,854

Long Position

$ 176,135

$ 268,473

2.30%

3.20%

$ (78,351)

$ (226,087)

Long Position | Foreign Exchange

(1.00%)

(2.60%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 13,481

0.20%

$ (14,738)

Derivative Instruments, Gain (Loss) [Line Items]

(0.20%)

Long Position | Currency

$ 5,100

$ 2,976

0.10%

0.00%

^[1]

$ (22,723)

$ (38,947)

Long Position | Financial

(0.30%)

(0.40%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 3,286

$ 105,659

0.00%

^[1]

1.20%

$ (23,591)

$ (12,113)

Long Position | Food & Fiber

(0.30%)

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 5,055

$ 13,543

0.10%

0.20%

$ (4,957)

$ (30,833)

Derivative Instruments, Gain (Loss) [Line Items]

(0.10%)

(0.40%)

Long Position | Indices

$ 103,142

$ 92,375

1.30%

1.10%

$ (2,917)

$ (49,313)

Derivative Instruments, Gain (Loss) [Line Items]

(0.00%)

^[1]

(0.60%)

Long Position | Metals

$ 14,983

$ 5,640

0.20%

0.10%

$ (13,975)

$ (80,118)

Long Position | Livestock

(0.20%)

(0.90%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 221

$ 0

0.00%

^[1]

0.00%

$ 0

Derivative Instruments, Gain (Loss) [Line Items]

(0.00%)

Long Position | Energy

$ 44,348

$ 34,799

0.60%

0.40%

$ (10,188)

$ (25)

Derivative Instruments, Gain (Loss) [Line Items]

(0.10%)

(0.00%)

^[1]

Short Position

$ 57,912

$ 176,981

0.60%

1.90%

$ (32,002)

$ (164,967)

Short Position | Foreign Exchange

(0.30%)

(1.80%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 11,994

0.10%

$ (19,355)

Short Position | Currency

(0.20%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 10,257

$ 20,015

0.10%

0.20%

$ (1,220)

$ (3,555)

Short Position | Financial

^[1]

(0.00%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 11,535

$ 1,789

0.10%

0.00%

^[1]

$ (874)

$ (28,765)

Short Position | Food & Fiber

(0.00%)

^[1]

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 9,500

$ 28,124

0.10%

0.30%

$ (19,764)

$ (20,480)

Derivative Instruments, Gain (Loss) [Line Items]

(0.20%)

Short Position | Indices

$ 6,105

$ 8,350

0.10%

$ (6,673)

$ (28,427)

Derivative Instruments, Gain (Loss) [Line Items]

(0.10%)

(0.30%)

Short Position | Metals

$ 10,275

$ 106,709

0.10%

1.20%

$ (3,091)

$ (4,885)

Short Position | Livestock

(0.00%)

^[1]

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 0

0.00%

$ 0

$ (45,580)

Derivative Instruments, Gain (Loss) [Line Items]

(0.00%)

(0.50%)

Short Position | Energy

$ 10,240

$ 0

0.10%

0.00%

$ (380)

$ (13,920)

(0.00%)

^[1]

(0.20%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 51,115

$ 170,822

(22,181)

(151,190)

SERIES A | Foreign Exchange

28,934

19,632

Derivative Instruments, Gain (Loss) [Line Items]

Derivative Instruments, Gain (Loss) [Line Items]

(4,781)

SERIES A | Currency

Derivative Instruments, Gain (Loss) [Line Items]

(2,278)

(8,661)

SERIES A | Financial

Derivative Instruments, Gain (Loss) [Line Items]

(2,997)

25,061

SERIES A | Food & Fiber

Derivative Instruments, Gain (Loss) [Line Items]

(4,314)

(1,797)

SERIES A | Indices

Derivative Instruments, Gain (Loss) [Line Items]

23,228

16,217

SERIES A | Metals

Derivative Instruments, Gain (Loss) [Line Items]

10,805

7,083

SERIES A | Livestock

Derivative Instruments, Gain (Loss) [Line Items]

(18,160)

SERIES A | Energy

Derivative Instruments, Gain (Loss) [Line Items]

4,490

4,670

SERIES A | Long Position

$ 33,723

$ 98,204

1.20%

2.60%

$ (15,809)

$ (88,727)

SERIES A | Long Position | Foreign Exchange

(0.40%)

(2.40%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 1,557

^[1]

0.00%

$ (4,187)

SERIES A | Long Position | Currency

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 0

$ 1,288

0.00%

^[1]

$ (3,453)

$ (14,968)

SERIES A | Long Position | Financial

(0.10%)

(0.40%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 750

$ 37,316

0.00%

^[1]

1.00%

$ (6,802)

$ (2,489)

SERIES A | Long Position | Food & Fiber

(0.20%)

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 1,740

$ 5,428

0.10%

$ (1,552)

$ (11,755)

SERIES A | Long Position | Indices

(0.00%)

^[1]

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 23,470

$ 40,361

0.80%

1.10%

$ (689)

$ (15,743)

SERIES A | Long Position | Metals

(0.00%)

^[1]

(0.40%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 2,313

$ 1,874

0.10%

$ (533)

$ (39,585)

SERIES A | Long Position | Livestock

(0.00%)

^[1]

(1.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 0

0.00%

$ 0

SERIES A | Long Position | Energy

(0.00%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 5,450

$ 10,380

0.20%

0.30%

$ (2,780)

$ 0

SERIES A | Short Position

(0.10%)

(0.00%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 17,392

$ 72,617

0.50%

2.00%

$ (6,372)

$ (62,462)

SERIES A | Short Position | Foreign Exchange

(0.20%)

(1.80%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 3,235

0.10%

$ (5,386)

SERIES A | Short Position | Currency

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 1,175

$ 7,389

0.00%

^[1]

0.20%

$ 0

$ (2,370)

SERIES A | Short Position | Financial

(0.00%)

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 3,464

$ 750

0.10%

0.00%

^[1]

$ (409)

$ (10,516)

SERIES A | Short Position | Food & Fiber

(0.00%)

^[1]

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 658

$ 11,771

0.00%

^[1]

0.30%

$ (5,160)

$ (7,241)

SERIES A | Short Position | Indices

(0.20%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 1,250

$ 2,693

0.00%

^[1]

0.10%

$ (803)

$ (11,094)

SERIES A | Short Position | Metals

(0.00%)

^[1]

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 9,025

$ 46,779

0.30%

1.30%

$ 0

$ (1,985)

SERIES A | Short Position | Livestock

(0.00%)

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 0

0.00%

$ (18,160)

SERIES A | Short Position | Energy

(0.50%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 1,820

$ 0

0.10%

0.00%

$ 0

$ (5,710)

(0.00%)

(0.20%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 182,932

$ 274,633

(88,172)

(239,865)

SERIES B | Foreign Exchange

94,760

34,768

Derivative Instruments, Gain (Loss) [Line Items]

Derivative Instruments, Gain (Loss) [Line Items]

(3,837)

SERIES B | Currency

Derivative Instruments, Gain (Loss) [Line Items]

(6,308)

(10,850)

SERIES B | Financial

Derivative Instruments, Gain (Loss) [Line Items]

(6,647)

41,509

SERIES B | Food & Fiber

Derivative Instruments, Gain (Loss) [Line Items]

(5,852)

(7,849)

SERIES B | Indices

Derivative Instruments, Gain (Loss) [Line Items]

76,429

6,768

SERIES B | Metals

Derivative Instruments, Gain (Loss) [Line Items]

(2,613)

20,263

SERIES B | Livestock

Derivative Instruments, Gain (Loss) [Line Items]

221

(27,420)

SERIES B | Energy

Derivative Instruments, Gain (Loss) [Line Items]

39,530

16,184

SERIES B | Long Position

$ 142,412

$ 170,269

3.10%

3.30%

$ (62,542)

$ (137,360)

SERIES B | Long Position | Foreign Exchange

(1.30%)

(2.80%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 11,924

0.20%

$ (10,551)

SERIES B | Long Position | Currency

(0.20%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 5,100

$ 1,688

0.10%

0.00%

^[1]

$ (19,270)

$ (23,979)

SERIES B | Long Position | Financial

(0.40%)

(0.50%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 2,536

$ 68,343

0.10%

1.30%

$ (16,789)

$ (9,624)

SERIES B | Long Position | Food & Fiber

(0.30%)

(0.20%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 3,315

$ 8,115

0.10%

0.20%

$ (3,405)

$ (19,078)

SERIES B | Long Position | Indices

(0.10%)

(0.40%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 79,672

$ 52,014

1.70%

1.00%

$ (2,228)

$ (33,570)

SERIES B | Long Position | Metals

(0.00%)

^[1]

(0.70%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 12,670

$ 3,766

0.30%

0.10%

$ (13,442)

$ (40,533)

SERIES B | Long Position | Livestock

(0.30%)

(0.80%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 221

$ 0

0.00%

^[1]

0.00%

$ 0

SERIES B | Long Position | Energy

(0.00%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 38,898

$ 24,419

0.80%

0.50%

$ (7,408)

$ (25)

SERIES B | Short Position

(0.20%)

(0.00%)

^[1]

Derivative Instruments, Gain (Loss) [Line Items]

$ 40,520

$ 104,364

0.90%

2.00%

$ (25,630)

$ (102,505)

SERIES B | Short Position | Foreign Exchange

(0.50%)

(2.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 8,759

0.20%

$ (13,969)

SERIES B | Short Position | Currency

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 9,082

$ 12,626

0.20%

$ (1,220)

$ (1,185)

SERIES B | Short Position | Financial

^[1]

(0.00%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 8,071

$ 1,039

0.20%

0.00%

^[1]

$ (465)

$ (18,249)

SERIES B | Short Position | Food & Fiber

(0.00%)

^[1]

(0.40%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 8,842

$ 16,353

0.20%

0.30%

$ (14,604)

$ (13,239)

SERIES B | Short Position | Indices

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 4,855

$ 5,657

0.10%

$ (5,870)

$ (17,333)

SERIES B | Short Position | Metals

(0.10%)

(0.30%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 1,250

$ 59,930

0.00%

^[1]

1.20%

$ (3,091)

$ (2,900)

SERIES B | Short Position | Livestock

(0.10%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 0

0.00%

$ 0

$ (27,420)

SERIES B | Short Position | Energy

(0.00%)

(0.50%)

Derivative Instruments, Gain (Loss) [Line Items]

$ 8,420

$ 0

0.20%

0.00%

$ (380)

$ (8,210)

(0.00%)

^[1]

(0.20%)

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

XML 44 R33.htm IDEA: XBRL DOCUMENT

Disclosure of Derivative Instruments and Hedging Activities - Additional Information (Detail) - Futures and Forward Contracts - Contract	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Long Position
Derivatives, Fair Value [Line Items]
Average number of contracts	1,209	1,865	1,534	1,954
Long Position \| SERIES A
Derivatives, Fair Value [Line Items]
Average number of contracts	341	708	450	758
Long Position \| SERIES B
Derivatives, Fair Value [Line Items]
Average number of contracts	867	1,157	1,083	1,196
Short Position
Derivatives, Fair Value [Line Items]
Average number of contracts	259	1,025	442	2,083
Short Position \| SERIES A
Derivatives, Fair Value [Line Items]
Average number of contracts	68	396	133	687
Short Position \| SERIES B
Derivatives, Fair Value [Line Items]
Average number of contracts	191	629	309	1,063

XML 45 R34.htm IDEA: XBRL DOCUMENT

Funds Trading Results by Market Sector (Detail) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	$ 180,927	$ 488,261	$ 996,624	$ (801,820)
Change in Net Unrealized Gains (Losses)	330,726	(339,674)	69,294	(60,414)
Net Trading Gains (Losses)	511,653	148,587	1,065,918	(862,234)
Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(13,560)	(13,194)	(13,756)	(1,056)
Change in Net Unrealized Gains (Losses)	5,313	5,995	8,619	5,995
Net Trading Gains (Losses)	(8,247)	(7,199)	(5,137)	4,939
Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	118,747	(137,156)	(70,930)	(619,658)
Change in Net Unrealized Gains (Losses)	(50,341)	108,463	10,925	156,837
Net Trading Gains (Losses)	68,406	(28,693)	(60,005)	(462,821)
Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(18,462)	270,122	(2,639)	540,279
Change in Net Unrealized Gains (Losses)	97,338	(166,743)	(76,213)	54,497
Net Trading Gains (Losses)	78,876	103,379	(78,852)	594,776
Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(20,038)	91,936	(51,799)	120,141
Change in Net Unrealized Gains (Losses)	20,394	(164,610)	(523)	(50,329)
Net Trading Gains (Losses)	356	(72,674)	(52,322)	69,812
Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	49,370	215,396	1,469,637	52,853
Change in Net Unrealized Gains (Losses)	189,166	85,895	76,671	(80,334)
Net Trading Gains (Losses)	238,536	301,291	1,546,308	(27,481)
Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	59,839	188,585	(16,160)	(493,751)
Change in Net Unrealized Gains (Losses)	(8,286)	(265,523)	(19,155)	(53,962)
Net Trading Gains (Losses)	51,553	(76,938)	(35,315)	(547,713)
Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(37,820)	14,290	(53,000)	(16,810)
Change in Net Unrealized Gains (Losses)	(2,930)	48,380	45,800	45,740
Net Trading Gains (Losses)	(40,750)	62,670	(7,200)	28,930
Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	42,851	(141,718)	(264,729)	(383,818)
Change in Net Unrealized Gains (Losses)	80,072	8,469	23,170	(138,858)
Net Trading Gains (Losses)	122,923	(133,249)	(241,559)	(522,676)
SERIES A
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	20,316	195,654	273,070	(386,405)
Change in Net Unrealized Gains (Losses)	96,810	(135,928)	9,301	(32,557)
Net Trading Gains (Losses)	117,126	59,726	282,371	(418,962)
SERIES A \| Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(5,288)	595	(2,778)	4,162
Change in Net Unrealized Gains (Losses)	1,762	2,798	4,781	2,798
Net Trading Gains (Losses)	(3,526)	3,393	2,003	6,960
SERIES A \| Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	26,426	(52,810)	(32,049)	(243,667)
Change in Net Unrealized Gains (Losses)	(11,112)	44,003	6,383	64,241
Net Trading Gains (Losses)	15,314	(8,807)	(25,666)	(179,426)
SERIES A \| Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(2,945)	91,195	(1,861)	202,918
Change in Net Unrealized Gains (Losses)	26,117	(50,962)	(28,057)	18,599
Net Trading Gains (Losses)	23,172	40,233	(29,918)	221,517
SERIES A \| Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(8,944)	37,813	(18,382)	36,229
Change in Net Unrealized Gains (Losses)	9,083	(67,648)	(2,521)	(20,511)
Net Trading Gains (Losses)	139	(29,835)	(20,903)	15,718
SERIES A \| Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	2,802	80,549	402,617	(30,670)
Change in Net Unrealized Gains (Losses)	47,511	22,888	7,011	(39,127)
Net Trading Gains (Losses)	50,313	103,437	409,628	(69,797)
SERIES A \| Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	6,969	83,778	(16,218)	(182,251)
Change in Net Unrealized Gains (Losses)	9,052	(105,869)	3,721	(24,618)
Net Trading Gains (Losses)	16,021	(22,091)	(12,497)	(206,869)
SERIES A \| Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(8,920)	9,320	(16,490)	(660)
Change in Net Unrealized Gains (Losses)	(730)	15,800	18,160	14,760
Net Trading Gains (Losses)	(9,650)	25,120	1,670	14,100
SERIES A \| Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	10,216	(54,786)	(41,769)	(172,466)
Change in Net Unrealized Gains (Losses)	15,127	3,062	(177)	(48,699)
Net Trading Gains (Losses)	25,343	(51,724)	(41,946)	(221,165)
SERIES B
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	160,611	292,607	723,554	(415,415)
Change in Net Unrealized Gains (Losses)	233,916	(203,746)	59,993	(27,857)
Net Trading Gains (Losses)	394,527	88,861	783,547	(443,272)
SERIES B \| Foreign Exchange
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(8,272)	(13,789)	(10,978)	(5,218)
Change in Net Unrealized Gains (Losses)	3,551	3,197	3,838	3,197
Net Trading Gains (Losses)	(4,721)	(10,592)	(7,140)	(2,021)
SERIES B \| Currency
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	92,321	(84,346)	(38,881)	(375,991)
Change in Net Unrealized Gains (Losses)	(39,229)	64,460	4,542	92,596
Net Trading Gains (Losses)	53,092	(19,886)	(34,339)	(283,395)
SERIES B \| Financial
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(15,517)	178,927	(778)	337,361
Change in Net Unrealized Gains (Losses)	71,221	(115,781)	(48,156)	35,898
Net Trading Gains (Losses)	55,704	63,146	(48,934)	373,259
SERIES B \| Food & Fiber
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(11,094)	54,123	(33,417)	83,912
Change in Net Unrealized Gains (Losses)	11,311	(96,962)	1,998	(29,818)
Net Trading Gains (Losses)	217	(42,839)	(31,419)	54,094
SERIES B \| Indices
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	46,568	134,847	1,067,020	83,523
Change in Net Unrealized Gains (Losses)	141,655	63,007	69,660	(41,207)
Net Trading Gains (Losses)	188,223	197,854	1,136,680	42,316
SERIES B \| Metals
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	52,870	104,807	58	(311,500)
Change in Net Unrealized Gains (Losses)	(17,338)	(159,654)	(22,876)	(29,344)
Net Trading Gains (Losses)	35,532	(54,847)	(22,818)	(340,844)
SERIES B \| Livestock
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	(28,900)	4,970	(36,510)	(16,150)
Change in Net Unrealized Gains (Losses)	(2,200)	32,580	27,640	30,980
Net Trading Gains (Losses)	(31,100)	37,550	(8,870)	14,830
SERIES B \| Energy
Derivative Instruments, Gain (Loss) [Line Items]
Net Realized Gains (Losses)	32,635	(86,932)	(222,960)	(211,352)
Change in Net Unrealized Gains (Losses)	64,945	5,407	23,347	(90,159)
Net Trading Gains (Losses)	$ 97,580	$ (81,525)	$ (199,613)	$ (301,511)

XML 46 R35.htm IDEA: XBRL DOCUMENT

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

XML 47 R36.htm IDEA: XBRL DOCUMENT

Related Party Transactions - Additional Information (Detail) - Superfund Capital Management	9 Months Ended
	Sep. 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 48 R37.htm IDEA: XBRL DOCUMENT

Financial Highlights (Detail) - $ / shares

3 Months Ended

9 Months Ended

Sep. 30, 2017

Sep. 30, 2016

Sep. 30, 2017

Sep. 30, 2016

Investment Company, Financial Highlights [Line Items]

Total return before incentive fees

^[1]

2.00%

(1.20%)

3.10%

(11.10%)

Incentive fees

^[1]

0.00%

Total return after incentive fees

^[1]

2.00%

(1.20%)

3.10%

(11.10%)

Ratios to average partners' capital, Operating expenses before incentive fees

1.80%

1.90%

5.60%

5.80%

Ratios to average partners' capital, Incentive fees

0.00%

Ratios to average partners' capital, Total expenses

1.80%

1.90%

5.60%

5.80%

Net asset value per unit, beginning of period

(1.70%)

(1.90%)

(5.30%)

(5.70%)

$ 999.67

$ 1,101.60

$ 989.50

$ 1,222.26

(17.23)

(21.04)

(53.75)

(66.25)

Total income (loss) from operations

36.65

9.68

83.34

(65.77)

^[2]

19.42

(11.36)

29.59

(132.02)

Net asset value per unit, end of period

1,019.09

1,090.24

1,019.09

1,090.24

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]

20.26

(10.50)

31.37

(136.35)

Net increase (decrease) in net assets from operations per Unit (based upon change in net asset value per Unit)upon change in net asset value per Unit)

^[2]

$ 19.42

$ (11.36)

$ 29.59

$ (132.02)

Investment Company, Financial Highlights [Line Items]

Total return before incentive fees

^[1]

6.60%

(1.10%)

10.50%

(11.90%)

Incentive fees

^[1]

0.00%

Total return after incentive fees

^[1]

6.60%

(1.10%)

10.50%

(11.90%)

Ratios to average partners' capital, Operating expenses before incentive fees

2.00%

6.20%

6.30%

Ratios to average partners' capital, Incentive fees

0.00%

Ratios to average partners' capital, Total expenses

2.00%

6.20%

6.30%

Net asset value per unit, beginning of period

(1.90%)

(2.00%)

(5.90%)

(6.20%)

$ 1,086.77

$ 1,241.52

$ 1,049.01

$ 1,392.13

(21.23)

(25.80)

(65.43)

(82.22)