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Condensed Schedule of Investments (USD $)
Mar. 31, 2012
Dec. 31, 2011
United States Treasury bills    
Treasury Bill, Face Value $ 3,000,000 [1] $ 4,000,000 [2]
Treasury Bill, Fair Value 2,999,990 3,999,691
Treasury Bill, Percent of Net Assets 70.24% 75.84%
Futures Contracts    
Futures contract held long - Agriculture, Fair Value (250) 504
Futures contract held long - Agriculture, Percent of Net Assets   0.01%
Futures contract held long - Energy, Fair Value   6,260
Futures contract held long - Energy, Percent of Net Assets   0.12%
Futures contract held long - Currency, Fair Value   62,269
Futures contract held long - Currency, Percent of Net Assets   1.18%
Total futures contracts held long, Fair Value (250) 69,033
Total futures contracts held long, Percent of Net Assets   1.31%
Futures contracts held short - Agriculture, Fair Value 160 (6,388)
Futures contracts held short - Agriculture, Percent of Net Assets   (0.12%)
Futures contract held short - Energy, Fair Value   53,130
Futures contract held short - Energy, Percent of Net Assets   1.01%
Futures contract held short - Currency, Fair Value   (1,975)
Futures contract held short - Currency, Percent of Net Assets   (0.04%)
Total futures contracts held short, Fair Value 160 44,767
Total futures contracts held short, Percent of Net Assets   0.85%
Net unrealized (loss) on open futures contracts, Fair Value (90) 113,800
Net unrealized (loss) on open futures contracts, Percent of Net Assets   $ 2.16%
[1] Matures April 2012 (cost $2,999,924)
[2] Matures January 2012 (cost $3,986,110)