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STATEMENTS OF FINANCIAL CONDITION (USD $)
Jun. 30, 2011
Dec. 31, 2010
Trading Equity:    
Unrestricted cash $ 317,134,739 $ 362,360,920
Restricted cash 28,141,052 39,088,853
Total cash 345,275,791 401,449,773
Net unrealized gain on open contracts (MSCo.) 778,208 19,046,952
Net unrealized gain (loss) on open contracts (MSIP) (1,139,532) 756,215
Total net unrealized gain (loss) on open contracts (361,324) 19,803,167
Total Trading Equity 344,914,467 421,252,940
Interest receivable (MSSB) 3,318 26,871
Total Assets 344,917,785 421,279,811
Liabilities:    
Redemptions payable 4,096,562 7,999,594
Accrued brokerage fees (MSCo.) 1,790,495 1,972,489
Accrued management fees 648,878 751,806
Accrued incentive fee 0 1,305,062
Total Liabilities 6,535,935 12,028,951
Partners' Capital:    
Limited Partners (9,842,280.038 and 10,646,418.942 Units, respectively) 334,886,507 404,921,242
General Partner (102,727.769 and 113,836.769 Units, respectively) 3,495,343 4,329,618
Total Partners' Capital 338,381,850 409,250,860
Total Liabilities and Partners' Capital $ 344,917,785 $ 421,279,811
NET ASSET VALUE PER UNIT (in dollars per unit) $ 34.03 $ 38.03