DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Asset and Liabilities Subject to Master Netting Agreements (Details) - USD ($)	Mar. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Gross amounts of recognized assets	$ 4,976,938	$ 8,053,813
Gross amounts offset in the Balance Sheet	0	0
Net amounts of assets presented in the Balance Sheet	4,976,938	8,053,813
Gross amounts not offset in the Balance Sheet, Financial instruments	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0	0
Net Amount	4,976,938	8,053,813
Gross amounts of recognized liabilities	(971,225,000)	(804,811,000)
Gross amounts offset in the Balance Sheet	0	0
Net amounts of liabilities presented in the Balance Sheet	(971,225,000)	(804,811,000)
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net Amount	(971,225,000)	(804,811,000)
Repurchase agreements
Derivative [Line Items]
Gross amounts of recognized liabilities	(971,225,000)	(804,811,000)
Gross amounts offset in the Balance Sheet	0	0
Net amounts of liabilities presented in the Balance Sheet	(971,225,000)	(804,811,000)
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received) / Pledged	0	0
Net Amount	(971,225,000)	(804,811,000)
Futures
Derivative [Line Items]
Gross amounts of recognized assets	4,976,938	8,053,813
Gross amounts offset in the Balance Sheet	0	0
Net amounts of assets presented in the Balance Sheet	4,976,938	8,053,813
Gross amounts not offset in the Balance Sheet, Financial instruments	0	0
Gross amounts not offset in the Balance Sheet, Cash collateral (Received)/Pledged	0	0
Net Amount	$ 4,976,938	$ 8,053,813