DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES - Gains and Losses on Derivative Contracts (Details) - USD ($)	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Interest rate:
Amount of realized gain (loss)	$ 2,233,051	$ (1,585,541)
Amount of unrealized appreciation (depreciation)	(3,077,088)	(8,462,400)
Total	(844,037)	(10,047,941)
Futures
Interest rate:
Amount of realized gain (loss)	2,233,051	(1,585,541)
Amount of unrealized appreciation (depreciation)	(3,077,088)	(8,462,400)
Total	$ (844,037)	$ (10,047,941)