Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Impact of derivative contracts on the statement of financial condition


Total Index Series
Contract Risk	Location	Asset Derivatives March 31, 2013		Liability Derivatives March 31, 2013			Net
Futures: Commodity price	Equity in broker trading account
Agriculture		$	951,327	$	(3,122,316	)	$	(2,170,989	)
Energy			3,113,515		(25,125	)		3,088,390
Metals			78,180		(4,791,489	)		(4,713,309	)

		$	4,143,022	$	(7,938,930	)	$	(3,795,908	)


Contract risk	Location	Asset Derivatives December 31, 2012		Liability Derivatives December 31, 2012			Net
Futures: Commodity price	Equity in broker trading account
Agriculture		$	1,123,319	$	(4,723,085	)	$	(3,599,766	)
Energy			924,732		(351,698	)		573,034
Metals			3,996,960		(1,630,682	)		2,366,278

		$	6,045,011	$	(6,705,465	)	$	(660,454	)


Contract Risk	Location	Asset Derivatives March 31, 2013		Liability Derivatives March 31, 2013			Net
Futures: Commodity price	Equity in broker trading account
Agriculture		$	114,139	$	(409,253	)	$	(295,114	)
Energy			—		—			—
Metals			—		—			—

		$	114,139	$	(409,253	)	$	(295,114	)


Contract risk	Location	Asset Derivatives December 31, 2012		Liability Derivatives December 31, 2012			Net
Futures: Commodity price	Equity in broker trading account
Agriculture		$	143,072	$	(590,699	)	$	(447,627	)
Energy			—		—			—
Metals			—		—			—

		$	143,072	$	(590,699	)	$	(447,627	)

Impact of derivative contracts on statement of operations


	Three months ended March 31, 2013
Contract Risk	Realized gains (losses) on futures contracts			Change in unrealized gains (losses) on open futures contracts			Net trading gains (losses)
Futures: Commodity price
Agriculture	$	(2,972,190	)	$	1,428,777		$	(1,543,413	)
Energy		2,964,364			2,515,356			5,479,720
Metals		3,519,341			(7,079,587	)		(3,560,246	)

	$	3,511,515		$	(3,135,454	)	$	376,061


	Three months ended March 31, 2013
Contract Risk	Realized gains (losses) on futures contracts			Change in unrealized gains (losses) on open futures contracts			Net trading gains (losses)
Futures: Commodity price
Agriculture	$	2,939,229		$	(6,232,391	)	$	(3,293,162	)
Energy		7,061,402			4,871,189			11,932,591
Metals		2,687,189			3,765,635			6,452,824

	$	12,687,820		$	2,404,433		$	15,092,253


	Three months ended March 31, 2013
Contract Risk	Realized gains (losses) on futures contracts			Change in unrealized gains (losses) on open futures contracts		Net trading gains (losses)
Futures: Commodity price
Agriculture	$	(337,861	)	$	152,513	$	(185,348	)
Energy		—			—		—
Metals		—			—		—

	$	(337,861	)	$	152,513	$	(185,348	)


	Three months ended March 31, 2012
Contract Risk	Realized gains (losses) on futures contracts			Change in unrealized gains (losses) on open futures contracts		Net trading gains (losses)
Futures: Commodity price
Agriculture	$	(48,200	)	$	294,359	$	246,159
Energy		—			—		—
Metals		—			—		—

	$	(48,200	)	$	294,359	$	246,159

- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

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RICI Linked - PAM Advisors Fund, LLC 10-Q