the general partner has established procedures to actively monitor market risk and minimize credit risk , although there can be no assurance that it will , in fact , succeed in story_separator_special_tag story_separator_special_tag cellpadding= `` 0 `` cellspacing= `` 0 `` style= `` width : 100 % ; font : 10pt times new roman , times , serif `` > may the fund finished 7.28 % lower this month with losses from energy products , foreign exchange , metals , equity indices and agricultural commodities offsetting profits from interest rate instruments . an abrupt sell-off in physical commodities early in the month sent energy and precious metals prices sharply lower . the most significant losses in these sectors came from long positions in light crude , brent crude , silver and aluminum . reports that greece was considering leaving the euro zone sparked a flight to safety that drove global indices lower and interest rate instruments and the u.s. dollar sharply higher . while the market moves were profitable for the fund 's long positions in interest rate instruments , they went against the fund 's long positions in global indices and several foreign currencies which generated losses . in agricultural commodities , losses were mostly in coffee , corn and sugar . june the fund finished 4.32 % lower this month with losses in equity indices , energies , agricultural commodities and metals offsetting profits from currencies . although the markets were relatively quiet during the month , concerns over greece 's debt and the end of the federal reserve 's quantitative easing program weighed heavily in the news . a modest flight to quality sent equity prices lower and interest rate instruments higher for a second month in a row . the fall in equity prices went against the fund 's long positions . over the past several weeks , the fund 's trading advisor has substantially reduced its long equity positions , reducing the impact . the most significant profits came from positions in foreign currencies , where the fund 's short positions benefited from price depreciation in the british pound relative to several other major currencies . in commodities , improved supply coupled with weaker confidence in the global economy sent prices lower . the decline in commodity prices was led by a substantial drop in energies prices and agricultural commodities , both of which went against the fund 's long positions . july the fund finished 4.00 % higher this month with profits in interest rate instruments , currencies , metals , agricultural commodities and energy products , offsetting losses from equity indices . the fund 's most significant gains came from its long positions in interest rate instruments . concerns over a weak u.s. economy and persistent debt issues in europe helped push global bond prices higher , benefiting the fund 's long positions . in metals , rising prices generated profits for the fund 's long gold positions , while a weaker dollar benefited some of the fund 's long positions in major foreign currencies , including the swiss franc , japanese yen and australian dollar . equity indices continued to move sideways without a strong trend , generating some losses . in the agricultural commodity sector , the fund 's long positions in sugar profited from its sustained upward price trend for that commodity . august the fund finished 6.36 % lower this month with losses in currencies , equity indices , energy products , agricultural commodities and metals offsetting profits in interest rate instruments . the fund 's gains for the month came from its positions in interest rate instruments . persistent concerns over weak european and u.s. economies coupled with lingering debt concerns in europe , pushed global bond prices higher , generating profits for the fund 's long positions . in currencies , the largest losses came from sharp price swings in the british pound that went against the fund 's positions . following a sharp sell-off in equity markets during the first week of august , the fund 's trading advisor exited their remaining long positions and went short . for the remainder of the month however , many equity markets bounced from their lows , moving against the fund 's new positions that generated losses in that sector . in metals , the fund generated significant profits from long positions in gold although those profits were offset by losses in industrial metals , especially copper . september the fund finished 3.36 % lower this month as profits from interest rate instruments , metals and energy products were offset by losses in agricultural commodities and currencies . both the equity and interest rate sectors were impacted by concerns about the global economy and sovereign debt issues that are playing out in europe and the u.s. by the end of the month , interest rates were lower , which generated profits for the fund 's long positions in interest rate instruments . in metals , profits from short positions in industrial metals offset losses from long positions in precious metals . in agricultural commodities , a sell-off in soybean and corn prices generated losses for the fund 's long positions . in currencies , sharp declines in the swiss franc , australian dollar , euro and british pound went against the funds positions , generating losses . 12 october the fund was down 5.22 % for the month . october proved to be difficult month for the fund in the face of a near sea change in market sentiment from a risk-averse to a risk-seeking mode . story_separator_special_tag in the energy sector , the fund 's short positions in natural gas profited from its sustained downward trend . the metals sector benefited from long positions in precious metals , including gold and platinum . 14 september the fund finished 2.13 % higher this month with profits in equity indices , agricultural commodities , metals and currencies offsetting losses in interest rate instruments and energy . the most significant gains came from long positions in equity indices . global equity prices continued to move higher in september which benefited the fund 's positions . both industrial and precious metals prices trended higher , generating profits for the fund 's long positions in gold , silver and copper . agricultural prices , especially cotton , soybeans and corn , continued to trend higher which added profits from the fund 's long positions . early in the month , interest rate instruments prices fell which generated early losses for the sector . however , prices rallied toward the end of the month after the fed 's comments on quantitative easing . the late rally in interest rate instruments benefited the fund 's long positions , but it was not enough to offset earlier losses . in the energy sector , the fund 's short positions in natural gas profited from a sustained downward trend , but a sharp rise in crude oil went against the fund 's short positions , resulting in a net loss for the sector . october the fund finished higher in october by 4.64 % with profits in four of the six major market sectors . the most significant gains came from long positions in global stock indices driven by upward trends in the dax , s & p 500 , russell 2000 and ftse 100. in currencies , the rise in the japanese yen , australian dollar , mexican peso and new zealand dollar were responsible for generating the most profits from that sector . the combination of rising chinese agricultural imports , lower inventories and a weaker u.s. dollar helped push agricultural commodity prices higher , which benefited the fund 's long positions . corn prices climbed to 2-year high , soybeans reached their highest price since july 2008 , and sugar prices hit a 30-year high . precious metals also trended higher , adding additional profits from that sector . november the fund finished lower in november by 4.19 % as losses from interest rate instruments , currencies and agriculturals offset gains in metals and equity indices . the most significant losses came from the fund 's long positions in interest rates , where price reversals caused by a rise in rates followed growing concerns over irish sovereign debt in europe and its threat to impact other eu nations including portugal and spain . in addition , there was a rise in short term u.s. interest rates that followed the federal reserve 's action of buying u.s. debt instruments in another round of quantitative easing . the net effect was that the fall in prices went against the fund 's widely held long positions . the irish debt crisis also pushed the euro lower relative to other foreign currencies , while the u.s. dollar reversed its downward direction . the sudden reversals in currencies went against the fund 's positions , generating additional losses for the fund . metals , including gold , silver and copper , continued higher this month , generating profits for the fund 's long positions . december fund finished higher in december by 5.91 % with most profits coming from the fund 's positions in foreign currencies . foreign currencies were profitable for the fund , driven by trends in international cross currencies resulting from a decline in the euro and british pound combined with rising australian dollar and japanese yen prices . strong upward trends in the metals markets also fueled profits for the fund 's long positions in copper , silver , gold and aluminum . in agricultural commodities rising prices in coffee , soybeans , corn and sugar each contributed additional profits . finally , there were some gains from the fund 's long positions in equity indices as equity prices continued to trend higher for the past two quarters . interest rate instrument prices went against the fund 's long positions which generated losses . off-balance sheet risk the term “ off-balance sheet risk ” refers to an unrecorded potential liability that , even though it does not appear on the balance sheet , may result in future obligation or loss . the fund trades in futures contracts and is therefore a party to financial instruments with elements of off-balance sheet market and credit risk . in entering into these contracts there exists a risk to the fund , market risk , that such contracts may be significantly influenced by market conditions , such as interest rate volatility , resulting in such contracts being less valuable . if the markets should move against all of the futures interests positions of the fund at the same time , and if the trading advisor was unable to offset futures interest positions of the fund , the fund could lose all of its assets and the limited partners would realize a 100 % loss . the general partner attempts to decrease market risk through maintenance of a margin-to-equity ratio that rarely exceeds 30 % . 15 in addition to subjecting the fund to market risk , upon entering into futures contracts there is a risk that the counterparty will not be able to meet its obligations to the fund . the counterparty for futures contracts traded in the u.s. and on most foreign exchanges is the clearinghouse associated with such exchange . in general , clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the non-performance by one of their members and , as such , should

cash management effective april 2011 , the fund engaged j.p. morgan investment management , inc. and principal global investors , llc ( collectively , the “ cash managers ” ) to provide cash management services to the fund . the fund 's objective in retaining the cash managers is to enhance the return on its assets not required to be held by the fund 's brokers to support the fund 's trading . there is no guarantee that the cash managers will achieve returns for the fund , net of fees payable to the cash managers , in excess of the returns previously achieved through the general partner 's efforts and or available through the fund 's brokers , or that the cash managers will avoid a loss of principal on amounts placed under their management . liquidity at december 31 , 2011 , there are no known material trends , demands , commitments , events , or uncertainties at the present time that are reasonably likely to result in the fund 's liquidity increasing or decreasing in any material way . capital resources the fund intends to raise additional capital only through the sale of units , and does not intend to raise any capital through borrowing . due to the nature of the fund 's business , the fund does not contemplate making capital expenditures . the fund does not have , nor does it expect to have , any capital assets . redemptions , exchanges and sales of units in the future will affect the amount of funds available for investments in futures contracts , forward currency contracts and other financial instruments in subsequent periods . it is not possible to estimate the amount , and therefore the impact , of future capital inflows and outflows related to the sale and redemption of units . there are no known material trends , favorable or unfavorable , that would affect , nor any expected material changes to , the fund 's capital resource arrangements at the present time .


 Write a concise suspicious activity report of the following text delimited by triple backquotes. Return your response as a formal report which covers the key points highlighting the location,dates,entity names and account holder information in chronological order of the text.
     ```cash management effective april 2011 , the fund engaged j.p. morgan investment management , inc. and principal global investors , llc ( collectively , the “ cash managers ” ) to provide cash management services to the fund . the fund 's objective in retaining the cash managers is to enhance the return on its assets not required to be held by the fund 's brokers to support the fund 's trading . there is no guarantee that the cash managers will achieve returns for the fund , net of fees payable to the cash managers , in excess of the returns previously achieved through the general partner 's efforts and or available through the fund 's brokers , or that the cash managers will avoid a loss of principal on amounts placed under their management . liquidity at december 31 , 2011 , there are no known material trends , demands , commitments , events , or uncertainties at the present time that are reasonably likely to result in the fund 's liquidity increasing or decreasing in any material way . capital resources the fund intends to raise additional capital only through the sale of units , and does not intend to raise any capital through borrowing . due to the nature of the fund 's business , the fund does not contemplate making capital expenditures . the fund does not have , nor does it expect to have , any capital assets . redemptions , exchanges and sales of units in the future will affect the amount of funds available for investments in futures contracts , forward currency contracts and other financial instruments in subsequent periods . it is not possible to estimate the amount , and therefore the impact , of future capital inflows and outflows related to the sale and redemption of units . there are no known material trends , favorable or unfavorable , that would affect , nor any expected material changes to , the fund 's capital resource arrangements at the present time .
```    
 Suspicious Activity Report : the general partner has established procedures to actively monitor market risk and minimize credit risk , although there can be no assurance that it will , in fact , succeed in story_separator_special_tag story_separator_special_tag cellpadding= `` 0 `` cellspacing= `` 0 `` style= `` width : 100 % ; font : 10pt times new roman , times , serif `` > may the fund finished 7.28 % lower this month with losses from energy products , foreign exchange , metals , equity indices and agricultural commodities offsetting profits from interest rate instruments . an abrupt sell-off in physical commodities early in the month sent energy and precious metals prices sharply lower . the most significant losses in these sectors came from long positions in light crude , brent crude , silver and aluminum . reports that greece was considering leaving the euro zone sparked a flight to safety that drove global indices lower and interest rate instruments and the u.s. dollar sharply higher . while the market moves were profitable for the fund 's long positions in interest rate instruments , they went against the fund 's long positions in global indices and several foreign currencies which generated losses . in agricultural commodities , losses were mostly in coffee , corn and sugar . june the fund finished 4.32 % lower this month with losses in equity indices , energies , agricultural commodities and metals offsetting profits from currencies . although the markets were relatively quiet during the month , concerns over greece 's debt and the end of the federal reserve 's quantitative easing program weighed heavily in the news . a modest flight to quality sent equity prices lower and interest rate instruments higher for a second month in a row . the fall in equity prices went against the fund 's long positions . over the past several weeks , the fund 's trading advisor has substantially reduced its long equity positions , reducing the impact . the most significant profits came from positions in foreign currencies , where the fund 's short positions benefited from price depreciation in the british pound relative to several other major currencies . in commodities , improved supply coupled with weaker confidence in the global economy sent prices lower . the decline in commodity prices was led by a substantial drop in energies prices and agricultural commodities , both of which went against the fund 's long positions . july the fund finished 4.00 % higher this month with profits in interest rate instruments , currencies , metals , agricultural commodities and energy products , offsetting losses from equity indices . the fund 's most significant gains came from its long positions in interest rate instruments . concerns over a weak u.s. economy and persistent debt issues in europe helped push global bond prices higher , benefiting the fund 's long positions . in metals , rising prices generated profits for the fund 's long gold positions , while a weaker dollar benefited some of the fund 's long positions in major foreign currencies , including the swiss franc , japanese yen and australian dollar . equity indices continued to move sideways without a strong trend , generating some losses . in the agricultural commodity sector , the fund 's long positions in sugar profited from its sustained upward price trend for that commodity . august the fund finished 6.36 % lower this month with losses in currencies , equity indices , energy products , agricultural commodities and metals offsetting profits in interest rate instruments . the fund 's gains for the month came from its positions in interest rate instruments . persistent concerns over weak european and u.s. economies coupled with lingering debt concerns in europe , pushed global bond prices higher , generating profits for the fund 's long positions . in currencies , the largest losses came from sharp price swings in the british pound that went against the fund 's positions . following a sharp sell-off in equity markets during the first week of august , the fund 's trading advisor exited their remaining long positions and went short . for the remainder of the month however , many equity markets bounced from their lows , moving against the fund 's new positions that generated losses in that sector . in metals , the fund generated significant profits from long positions in gold although those profits were offset by losses in industrial metals , especially copper . september the fund finished 3.36 % lower this month as profits from interest rate instruments , metals and energy products were offset by losses in agricultural commodities and currencies . both the equity and interest rate sectors were impacted by concerns about the global economy and sovereign debt issues that are playing out in europe and the u.s. by the end of the month , interest rates were lower , which generated profits for the fund 's long positions in interest rate instruments . in metals , profits from short positions in industrial metals offset losses from long positions in precious metals . in agricultural commodities , a sell-off in soybean and corn prices generated losses for the fund 's long positions . in currencies , sharp declines in the swiss franc , australian dollar , euro and british pound went against the funds positions , generating losses . 12 october the fund was down 5.22 % for the month . october proved to be difficult month for the fund in the face of a near sea change in market sentiment from a risk-averse to a risk-seeking mode . story_separator_special_tag in the energy sector , the fund 's short positions in natural gas profited from its sustained downward trend . the metals sector benefited from long positions in precious metals , including gold and platinum . 14 september the fund finished 2.13 % higher this month with profits in equity indices , agricultural commodities , metals and currencies offsetting losses in interest rate instruments and energy . the most significant gains came from long positions in equity indices . global equity prices continued to move higher in september which benefited the fund 's positions . both industrial and precious metals prices trended higher , generating profits for the fund 's long positions in gold , silver and copper . agricultural prices , especially cotton , soybeans and corn , continued to trend higher which added profits from the fund 's long positions . early in the month , interest rate instruments prices fell which generated early losses for the sector . however , prices rallied toward the end of the month after the fed 's comments on quantitative easing . the late rally in interest rate instruments benefited the fund 's long positions , but it was not enough to offset earlier losses . in the energy sector , the fund 's short positions in natural gas profited from a sustained downward trend , but a sharp rise in crude oil went against the fund 's short positions , resulting in a net loss for the sector . october the fund finished higher in october by 4.64 % with profits in four of the six major market sectors . the most significant gains came from long positions in global stock indices driven by upward trends in the dax , s & p 500 , russell 2000 and ftse 100. in currencies , the rise in the japanese yen , australian dollar , mexican peso and new zealand dollar were responsible for generating the most profits from that sector . the combination of rising chinese agricultural imports , lower inventories and a weaker u.s. dollar helped push agricultural commodity prices higher , which benefited the fund 's long positions . corn prices climbed to 2-year high , soybeans reached their highest price since july 2008 , and sugar prices hit a 30-year high . precious metals also trended higher , adding additional profits from that sector . november the fund finished lower in november by 4.19 % as losses from interest rate instruments , currencies and agriculturals offset gains in metals and equity indices . the most significant losses came from the fund 's long positions in interest rates , where price reversals caused by a rise in rates followed growing concerns over irish sovereign debt in europe and its threat to impact other eu nations including portugal and spain . in addition , there was a rise in short term u.s. interest rates that followed the federal reserve 's action of buying u.s. debt instruments in another round of quantitative easing . the net effect was that the fall in prices went against the fund 's widely held long positions . the irish debt crisis also pushed the euro lower relative to other foreign currencies , while the u.s. dollar reversed its downward direction . the sudden reversals in currencies went against the fund 's positions , generating additional losses for the fund . metals , including gold , silver and copper , continued higher this month , generating profits for the fund 's long positions . december fund finished higher in december by 5.91 % with most profits coming from the fund 's positions in foreign currencies . foreign currencies were profitable for the fund , driven by trends in international cross currencies resulting from a decline in the euro and british pound combined with rising australian dollar and japanese yen prices . strong upward trends in the metals markets also fueled profits for the fund 's long positions in copper , silver , gold and aluminum . in agricultural commodities rising prices in coffee , soybeans , corn and sugar each contributed additional profits . finally , there were some gains from the fund 's long positions in equity indices as equity prices continued to trend higher for the past two quarters . interest rate instrument prices went against the fund 's long positions which generated losses . off-balance sheet risk the term “ off-balance sheet risk ” refers to an unrecorded potential liability that , even though it does not appear on the balance sheet , may result in future obligation or loss . the fund trades in futures contracts and is therefore a party to financial instruments with elements of off-balance sheet market and credit risk . in entering into these contracts there exists a risk to the fund , market risk , that such contracts may be significantly influenced by market conditions , such as interest rate volatility , resulting in such contracts being less valuable . if the markets should move against all of the futures interests positions of the fund at the same time , and if the trading advisor was unable to offset futures interest positions of the fund , the fund could lose all of its assets and the limited partners would realize a 100 % loss . the general partner attempts to decrease market risk through maintenance of a margin-to-equity ratio that rarely exceeds 30 % . 15 in addition to subjecting the fund to market risk , upon entering into futures contracts there is a risk that the counterparty will not be able to meet its obligations to the fund . the counterparty for futures contracts traded in the u.s. and on most foreign exchanges is the clearinghouse associated with such exchange . in general , clearinghouses are backed by the corporate members of the clearinghouse who are required to share any financial burden resulting from the non-performance by one of their members and , as such , should

