DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Fair Value and Notional Amounts (Details)	Mar. 31, 2017 USD ($) contract	Dec. 31, 2016 USD ($) contract
Derivative Assets
Number of contracts \| contract	10,037	10,501
Fair value	$ 4,976,938	$ 8,053,813
Notional	$ 10,037,000,000	$ 10,501,000,000
Derivative Liabilities
Number of contracts \| contract	0	0
Fair value	$ 0	$ 0
Notional	$ 0	$ 0
Eurodollar Futures
Derivative Assets
Number of contracts \| contract	10,037	10,501
Fair value	$ 4,976,938	$ 8,053,813
Notional	$ 10,037,000,000	$ 10,501,000,000
Derivative Liabilities
Number of contracts \| contract	0	0
Fair value	$ 0	$ 0
Notional	$ 0	$ 0

Nominal or face amount used to calculate payments on the derivative asset.

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
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