XML 25 R25.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivatives and Hedging, Effect of Trading Activities on the Statements of Financial Condition (Details) (USD $)
3 Months Ended 6 Months Ended
Jun. 30, 2013
Jun. 30, 2012
Jun. 30, 2013
Jun. 30, 2012
Dec. 31, 2012
Futures and Forward Contracts [Abstract]          
Unrealized currency loss $ (1,192,532)   $ (1,192,532)   $ (1,203,865)
Net unrealized gain on open contracts 4,752,563   4,752,563   2,551,354
Effect of Trading Activities on Statements of Income [Abstract]          
Unrealized currency gain (loss) 1,338 93,283 11,333 81,666  
Net realized (3,371,881) 6,374,875 5,507,184 13,428,053  
Net change in unrealized 2,809,361 (3,795,528) 2,201,209 (6,642,154)  
Total Trading Results (562,520) 2,579,347 7,708,393 6,785,899  
Commodity [Member]
         
Effect of Trading Activities on Statements of Income [Abstract]          
Trading results 4,738,141 (861,207) 1,571,415 3,423,017  
Equity [Member]
         
Effect of Trading Activities on Statements of Income [Abstract]          
Trading results 283,521 (8,143,567) 9,453,363 3,061,766  
Foreign Currency [Member]
         
Effect of Trading Activities on Statements of Income [Abstract]          
Trading results (4,394,227) (1,014,291) (1,415,311) (5,834,615)  
Interest Rate [Member]
         
Effect of Trading Activities on Statements of Income [Abstract]          
Trading results (1,191,293) 12,505,129 (1,912,407) 6,054,065  
Futures and Forward Contracts [Member]
         
Futures and Forward Contracts [Abstract]          
Net Unrealized Gain/(Loss) 3,137,071   3,137,071   3,755,219
Futures and Forward Contracts [Member] | Commodity [Member]
         
Futures and Forward Contracts [Abstract]          
Net Unrealized Gain/(Loss) 1,101,515   1,101,515   (340,563)
Average number of contracts outstanding 156   156   4,025
Futures and Forward Contracts [Member] | Equity [Member]
         
Futures and Forward Contracts [Abstract]          
Net Unrealized Gain/(Loss) 346,801   346,801   1,289,382
Average number of contracts outstanding 52   52   1,915
Futures and Forward Contracts [Member] | Foreign Currency [Member]
         
Futures and Forward Contracts [Abstract]          
Net Unrealized Gain/(Loss) (292,401)   (292,401)   2,799,117
Average number of contracts outstanding 1,457   1,457   5,689
Futures and Forward Contracts [Member] | Interest Rate [Member]
         
Futures and Forward Contracts [Abstract]          
Net Unrealized Gain/(Loss) 1,981,156   1,981,156   7,283
Average number of contracts outstanding 234   234   9,810
Futures and Forward Contracts [Member] | Long [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 5,052,437   5,052,437   5,244,757
Unrealized loss (2,062,151)   (2,062,151)   (3,168,433)
Futures and Forward Contracts [Member] | Long [Member] | Commodity [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 871,355   871,355   763,693
Unrealized loss (451,710)   (451,710)   (1,021,268)
Futures and Forward Contracts [Member] | Long [Member] | Equity [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 1,394,117   1,394,117   1,842,840
Unrealized loss (1,183,100)   (1,183,100)   (517,175)
Futures and Forward Contracts [Member] | Long [Member] | Foreign Currency [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 591,719   591,719   1,878,922
Unrealized loss (349,281)   (349,281)   (1,022,609)
Futures and Forward Contracts [Member] | Long [Member] | Interest Rate [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 2,195,246   2,195,246   759,302
Unrealized loss (78,060)   (78,060)   (607,381)
Futures and Forward Contracts [Member] | Short [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 2,493,948   2,493,948   3,251,449
Unrealized loss (2,347,163)   (2,347,163)   (1,572,554)
Futures and Forward Contracts [Member] | Short [Member] | Commodity [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 1,987,357   1,987,357   1,051,860
Unrealized loss (1,305,487)   (1,305,487)   (1,134,848)
Futures and Forward Contracts [Member] | Short [Member] | Equity [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 136,938   136,938   0
Unrealized loss (1,154)   (1,154)   (36,283)
Futures and Forward Contracts [Member] | Short [Member] | Foreign Currency [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 300,960   300,960   2,196,364
Unrealized loss (835,799)   (835,799)   (253,560)
Futures and Forward Contracts [Member] | Short [Member] | Interest Rate [Member]
         
Futures and Forward Contracts [Abstract]          
Unrealized gain 68,693   68,693   3,225
Unrealized loss $ (204,723)   $ (204,723)   $ (147,863)