Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2017

Fair Value Disclosures [Abstract]

Summary of Assets and Liabilities Measured at Fair Value

March 31, 2017	Total		Level 1		Level 2		Level 3
Assets
Futures	$	1,691,061	$	1,691,061	$	-	$	-
Forwards		610,832		266,365		344,467		-
Total assets	$	2,301,893	$	1,957,426	$	344,467	$	-
Liabilities
Futures	$	1,599,242	$	1,599,242	$	-	$	-
Forwards		1,074,210		354,147		720,063		-
Total liabilities	$	2,673,452	$	1,953,389	$	720,063	$	-
December 31, 2016	Total		Level 1		Level 2		Level 3
Assets
U.S. Treasury bills	$	12,994,751	$	-	$	12,994,751	$	-
Futures		2,203,401		2,203,401		-		-
Forwards		1,069,028		370,551		698,477		-
Total assets	$	16,267,180	$	2,573,952	$	13,693,228	$	-
Liabilities
Futures	$	827,990	$	827,990	$	-	$	-
Forwards		1,116,899		534,709		582,190		-
Total liabilities	$	1,944,889	$	1,362,699	$	582,190	$	-